Search Results

Brexit and uncertainty in financial markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - In: International Journal of Financial Studies : open … 6 (2018) 1, pp. 1-9

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to any significant changes in the degree of persistence of the FTSE (Financial Times Stock Index) 100 Implied Volatility Index (IVI) and of the British pound’s implied volatilities...

Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks

Payne, James Earl; Gil-Alaña, Luis A. - In: Tourism economics : the business and finance of tourism … 24 (2018) 1, pp. 41-50

Current account sustainability in G7 and BRICS : evidence from a long-memory model with structural breaks

André, Christophe; Balcilar, Mehmet; Chang, Tsangyao; … - In: The journal of international trade & economic development 27 (2018) 5/6, pp. 638-654

The PPP hypothesis revisited : evidence using a multivariate long-memory model

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Lovcha, … - In: The empirical economics letters : a monthly … 17 (2018) 5, pp. 563-567

Unemployment rate cycles in Europe

Cuestas, Juan Carlos; Gil-Alaña, Luis A. - In: Applied economics letters 24 (2017) 1/3, pp. 136-139

Fractional integration and nonlinear deterministic trends in the analysis of time series data

Gil-Alaña, Luis A.; Carcel, Hector - In: Applied economics letters 24 (2017) 13/15, pp. 991-994

Effect of intellectual capital on firms' competitive advantage condition : an empirical investigation in India

Tripathy, Trilochan; Gil-Alaña, Luis A.; Sahoo, Debadutta - In: Review of economics & finance 8 (2017) 2, pp. 61-78

A performance assessment of Mozambique banks : a Bayesian stochastic frontier

Gil-Alaña, Luis A.; Barros, Carlos Pestana; Mandlaze, … - In: Applied economics 49 (2017) 45, pp. 4579-4587

The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches

Aye, Goodness C.; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International review of economics & finance : IREF 51 (2017), pp. 283-294

Persistence and cycles in the us federal funds rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 52 (2017), pp. 1-8