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Stochastic volatility in the Spanish stock market: a long memory model with a structural break
Gil-Alana, Luis; Cunado, Juncal; De Gracia, Fernando Perez - In: The European journal of finance 14 (2008) 1, pp. 23-32
Persistent link: https://www.econbiz.de/10007906085
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The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine
Fischer, Christian; Gil-Alana, Luis - In: Applied economics 41 (2009) 11, pp. 1345-1360
Persistent link: https://www.econbiz.de/10008246115
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The nature of the relationship between international tourism and international trade: the case of German imports of Spanish wine
Fischer, Christian; Gil-Alana, Luis - In: Applied economics 41 (2009) 10-12, pp. 1345-1360
Persistent link: https://www.econbiz.de/10008266080
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A Historical Perspective of Inflation in Latin America. A New Approach Based on Fractional Integration with a Structural Break
Gil-Alana, Luis; Barros, Carlos Pestana - In: International economic journal 23 (2009) 2, pp. 259-280
Persistent link: https://www.econbiz.de/10008267924
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Stochastic volatility in the Spanish stock market: a long memory model with a structural break
Gil-Alana, Luis; Cunado, Juncal; De Gracia, Fernando Perez - In: The European journal of finance 14 (2008) 1-2, pp. 23-32
Persistent link: https://www.econbiz.de/10007990732
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Mean reversion of short-run interest rates: empirical evidence from new EU countries
Barros, Carlos P.; Gil-Alana, Luis; Matousek, Roman - In: The European journal of finance 18 (2012) 2, pp. 89-108
Persistent link: https://www.econbiz.de/10009826790
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International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications
Gil-Alana, Luis; Fischer, Christian - In: Applied economics 42 (2010) 19, pp. 2417-2435
Persistent link: https://www.econbiz.de/10008440426
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Testing persistence in the context of conditional heteroscedasticity errors
Gil-Alana, Luis - In: Applied financial economics 20 (2010) 22, pp. 1709-1724
Persistent link: https://www.econbiz.de/10008732532
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The Feldstein#8211Horioka puzzle revisited: A Monte Carlo study
Caporale, Guglielmo Maria; Panopoulou, Ekaterini; … - In: Journal of international money and finance 24 (2005) 7, pp. 1143-1149
Persistent link: https://www.econbiz.de/10006874174
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Estimator Choice and Fisher's Paradox: A Monte Carlo Study
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Econometric reviews 23 (2004) 1, pp. 25-52
Persistent link: https://www.econbiz.de/10006883462