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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
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Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.; Gil-Alaña, Luis A.; Faria, João Ricardo - In: The South African journal of economics 83 (2015) 4, pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
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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
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Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel; Gil-Alaña, Luis A. - In: Applied economics letters 23 (2016) 10/12, pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
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The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria; Cuñado Eizaguirre, Juncal; … - In: Empirical economics : a journal of the Institute for … 55 (2018) 3, pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
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Evidence of persistence in U.S. short and long-term interest rates
Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Gupta, … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 5, pp. 775-789
Persistent link: https://www.econbiz.de/10011792860
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Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson; Gil-Alaña, Luis A. - In: Finance research letters 58 (2023) 4, pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
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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
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Zur korrekten Interpretation der Ergebnisse einer log-linearen Regression bei Heteroskedastie : eine methodische Untersuchung mit einer Anwendung auf die relativen Löhne von Auslän...
Winkelmann, Rainer - In: Jahrbücher für Nationalökonomie und Statistik 221 (2001) 4, pp. 418-431
Persistent link: https://www.econbiz.de/10001598462
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Why do firms recruit internationally? : Results from the IZA International Employer survey 2000
Winkelmann, Rainer - In: Schmollers Jahrbuch : journal of contextual economics 122 (2002) 2, pp. 155-178
Persistent link: https://www.econbiz.de/10001693187