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~person:"Gil-Alaña, Luis A."
~person:"Welfens, Paul J. J."
~subject:"Volatilität"
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Gil-Alaña, Luis A.
Welfens, Paul J. J.
McAleer, Michael
299
Gupta, Rangan
224
Caporale, Guglielmo Maria
177
Bollerslev, Tim
145
Chang, Chia-Lin
113
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102
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98
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97
Ma, Feng
89
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84
Bekaert, Geert
80
Koopman, Siem Jan
80
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75
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74
Hammoudeh, Shawkat
73
Engle, Robert F.
72
Todorov, Viktor
68
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67
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67
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66
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Asai, Manabu
64
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62
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Kočenda, Evžen
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55
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54
Christoffersen, Peter F.
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51
Inflation-targeting and inflation
volatility
: international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
52
Banks, capital markets, R&D and economic growth in Europe
Welfens, Paul J. J.
;
Vollmer, Uwe
- In:
Banking, international capital flows and growth in …
,
(pp. 17-76)
.
1997
Persistent link: https://www.econbiz.de/10001298200
Saved in:
53
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995622
Saved in:
54
US stock market
volatility
persistence : evidence before and after the burst of the IT bubble
Cuñado, J.
;
Gil-Alaña, Luis A.
;
Perez de Gracia, Fernando
- In:
Review of quantitative finance and accounting
33
(
2009
)
3
,
pp. 233-252
Persistent link: https://www.econbiz.de/10003894796
Saved in:
55
Persistence in US interest rates : is it stable over time?
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739798
Saved in:
56
Salient features of dependence in daily US stock market indices
Gil-Alaña, Luis A.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003593666
Saved in:
57
The persistence and asymmetric
volatility
in the Nigerian stock bull and bear markets
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 463-469
Persistent link: https://www.econbiz.de/10010419012
Saved in:
58
The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and cointegration
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Energy economics
46
(
2014
),
pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
Saved in:
59
Persistence in some energy futures markets
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
The journal of futures markets
30
(
2010
)
5
,
pp. 490-507
Persistent link: https://www.econbiz.de/10003962641
Saved in:
60
Stochastic
volatility
in the Spanish stock market : a long memory model with a structural break
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Perez …
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 23-31
Persistent link: https://www.econbiz.de/10003744669
Saved in:
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