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~language:"eng"
~type_genre:"Article in journal"
~type:"article"
~person:"Haan, Jakob de"
~person:"Gil-Alaña, Luis A."
~isPartOf:"International journal of finance & economics : IJFE"
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fractional integration
5
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Haan, Jakob de
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
10
Kanas, Angelos
10
Shahbaz, Muhammad
10
Cheung, Yin-Wong
9
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International journal of finance & economics : IJFE
Applied economics
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Applied economics letters
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European journal of political economy
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
2
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
3
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
4
Financial crises and the dismissal of Central Bank Governors : new evidence
I Kadek Dian Sutrisna Artha
;
Haan, Jakob de
- In:
International journal of finance & economics : IJFE
20
(
2015
)
1
,
pp. 80-95
Persistent link: https://www.econbiz.de/10011346587
Saved in:
5
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:
6
European Central Bank policy-making and the financial crisis
Gorter, Janko
;
Stolwijk, Fauve
;
Jacobs, Jan
;
Haan, Jakob de
- In:
International journal of finance & economics : IJFE
19
(
2014
)
2
,
pp. 132-139
Persistent link: https://www.econbiz.de/10010471970
Saved in:
7
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
8
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
9
Does money matter in the ECB strategy? : new evidence based on ECB communication
Berger, Helge
;
Haan, Jakob de
;
Sturm, Jan-Egbert
- In:
International journal of finance & economics : IJFE
16
(
2011
)
1
,
pp. 16-31
Persistent link: https://www.econbiz.de/10009159828
Saved in:
10
Look who's talking : ECB communication during the first years of EMU
Jansen, David-Jan
;
Haan, Jakob de
- In:
International journal of finance & economics : IJFE
11
(
2006
)
3
,
pp. 219-228
Persistent link: https://www.econbiz.de/10003369863
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