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~language:"eng"
~type_genre:"Article in journal"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~subject:"Kapitaleinkommen"
~subject:"Persistence"
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Kapitaleinkommen
Persistence
Time series analysis
178
Zeitreihenanalyse
178
Estimation
144
Schätzung
144
Theorie
106
Theory
106
China
94
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88
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Gil-Alaña, Luis A.
Zhang, Wei
Gupta, Rangan
125
Zaremba, Adam
93
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
45
Bouri, Elie
44
Caporale, Guglielmo Maria
42
Cakici, Nusret
41
Bali, Turan G.
40
Ma, Feng
40
Tiwari, Aviral Kumar
39
Fletcher, Jonathan
36
Demirer, Rıza
35
Wang, Yudong
35
Brooks, Robert
34
Chiang, Thomas C.
33
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Titman, Sheridan
32
Nguyen, Duc Khuong
31
Zhou, Guofu
30
Timmermann, Allan
29
Xuan Vinh Vo
28
Lee, Bong-soo
27
Wei, K. C. John
27
Balcilar, Mehmet
26
Bollerslev, Tim
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Guidolin, Massimo
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Hammoudeh, Shawkat
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Ryu, Doojin
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Shahzad, Syed Jawad Hussain
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Subrahmanyam, Avanidhar
26
Plastun, Alex
25
Apergēs, Nikolaos
24
Fabozzi, Frank J.
24
Harvey, Campbell R.
24
Kumar, Dilip
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Finance research letters
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Research in international business and finance
6
Economic modelling
5
Applied economics letters
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International review of financial analysis
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Journal of economics and finance : JEF
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European review of economics and finance
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Financial innovation : FIN
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International advances in economic research
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of economics and financial issues : IJEFI
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International review of economics & finance : IREF
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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
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
3
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
4
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
Saved in:
5
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:
6
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
7
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
8
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:
9
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
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
10
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
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