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~person:"Gil-Alaña, Luis A."
~subject:"Capital income"
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Capital income
Time series analysis
217
Zeitreihenanalyse
217
Estimation
199
Schätzung
199
fractional integration
164
Cointegration
95
Kointegration
95
Theorie
88
Theory
87
USA
87
United States
87
persistence
76
Fractional integration
73
long memory
63
Großbritannien
59
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59
Aktienmarkt
46
Stock market
46
Börsenkurs
40
Share price
40
Structural break
39
Strukturbruch
39
Einheitswurzeltest
37
Unit root test
37
Unemployment
36
Arbeitslosigkeit
34
EU countries
34
EU-Staaten
34
Long memory
34
Persistence
33
Volatility
30
Volatilität
30
Kapitaleinkommen
27
fractional cointegration
27
Business cycle
26
Konjunktur
26
Welt
24
World
24
Interest rate
23
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17
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English
27
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
33
Bekaert, Geert
11
Diebold, Francis X.
9
Harvey, Campbell R.
9
Erdogan, Burcu
7
Kuzin, Vladimir
7
An, Jiyoun
6
Campbell, John Y.
6
Krippner, Leo
6
Bollerslev, Tim
5
Gil-Alana, Luis A.
5
Hamao, Yasushi
5
Hoxha, Indrit
5
Kalemli-Ozcan, Sebnem
5
Lewis, Karen K.
5
Vollrath, Dietrich
5
Yılmaz, Kamil
5
Ammer, John
4
Andersen, Torben G.
4
Cotter, John
4
De Santis, Roberto A.
4
Desai, Mihir A.
4
Foley, C. Fritz
4
Gabriel, Stuart A.
4
Lai, Sandy
4
Lucas, André
4
Plastun, Alex
4
Roll, Richard
4
Tellis, Gerard J.
4
Tirunillai, Seshadri
4
Wongswan, Jon
4
Yaya, OlaOluwa S.
4
Zaremba, Adam
4
Balli, Faruk
3
Brooks, Robin
3
Burdekin, Richard C. K.
3
Chow, Gregory C.
3
Danthine, Jean-Pierre
3
Del Negro, Marco
3
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CESifo working papers
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Economics and finance working paper series
2
Finance research letters
2
International journal of finance & economics : IJFE
2
Journal of economics and finance : JEF
2
Applied economics letters
1
European review of economics and finance
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Research in international business and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
27
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1
Modelling profitability of private equity : a fractional
integration
approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Modelling profitability of private equity : a fractional
integration
approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2022
integration
methods to an extensive dataset including quarterly data spanning the last four decades for various geographical areas …
Persistent link: https://www.econbiz.de/10013285647
Saved in:
3
Fractional
integration
and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
4
Fractional
integration
in the volatility series of asset returns
Gil-Alaña, Luis A.
- In:
European review of economics and finance
2
(
2003
)
2
,
pp. 41-52
Persistent link: https://www.econbiz.de/10001802671
Saved in:
5
Fractional
integration
in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
Saved in:
6
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2021
This paper uses R/S analysis and fractional
integration
techniques to examine the persistence of two sets of 12 ESG and …
Persistent link: https://www.econbiz.de/10012520863
Saved in:
7
The Covid-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2021
prices and bond yields using fractional
integration
techniques. The model is estimated first over the period January 1966 …
Persistent link: https://www.econbiz.de/10012494826
Saved in:
8
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
9
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2020
fractional
integration
model suitable to capture both persistence and non-linearities, these being two important properties of …
Persistent link: https://www.econbiz.de/10012383724
Saved in:
10
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
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