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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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Testing PPP for the South African rand/US dollar real exchange rate at different data frequencies
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: African development review 27 (2015) 2, pp. 161-170
Persistent link: https://www.econbiz.de/10011334636
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The Feldstein-Horioka puzzle in South Africa : a fractional cointegration approach
Gil-Alaña, Luis A.; André, Christophe; Gupta, Rangan; … - In: The journal of international trade & economic development 25 (2016) 7/8, pp. 978-991
Persistent link: https://www.econbiz.de/10011709722
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Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander; Lesaoana, Maseka; Siweya, Hlengani; … - In: African review of economics & finance : AREF : (a … 9 (2017) 2, pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
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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
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Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.; Tripathy, Trilochan - In: Journal of quantitative economics : official journal of … 14 (2016) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
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Modelling time-varying volatility in the Indian stock returns : some empirical evidence
Tripathy, Trilochan; Gil-Alaña, Luis A. - In: Review of development finance 5 (2015) 2, pp. 91-97
Persistent link: https://www.econbiz.de/10011447272
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Long range dependence in the indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.; Tripathy, Trilochan - In: Journal of quantitative economics 14 (2016) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10012418211
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Fractional integration in the purchasing power parity
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994027
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Changing inequality in markets for workplace amenities
Hamermesh, Daniel S. - 1998
Persistent link: https://www.econbiz.de/10000662910