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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The South African journal of economics"
~language:"eng"
~person:"Gil-Alaña, Luis A."
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Gil-Alaña, Luis A.
Kanas, Angelos
9
Afonso, António
8
Gupta, Rangan
8
Caporale, Guglielmo Maria
7
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International journal of finance & economics : IJFE
The South African journal of economics
CESifo working papers
79
Economics and finance working paper series
67
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Research in international business and finance
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Tourism economics : the business and finance of tourism and recreation
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Empirica : journal of european economics
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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1
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:
2
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:
3
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
Saved in:
4
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:
5
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:
6
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:
7
Testing the Marshall-Lerner condition in Kenya
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Mudida, …
- In:
The South African journal of economics
83
(
2015
)
2
,
pp. 253-268
Persistent link: https://www.econbiz.de/10011439870
Saved in:
8
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:
9
Inflation in South Africa : a time-series view across sectors using long-range dependence
Gil-Alaña, Luis A.
- In:
The South African journal of economics
78
(
2010
)
4
,
pp. 325-343
Persistent link: https://www.econbiz.de/10008903586
Saved in:
10
Is there an asymmetric behaviour in African inflation? : a non-linear approach
Mourelle, Estefania
;
Cuestas, Juan Carlos
;
Gil-Alaña, …
- In:
The South African journal of economics
79
(
2011
)
1
,
pp. 68-90
Persistent link: https://www.econbiz.de/10009157552
Saved in:
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