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Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Payne, James E. - In: Economic modelling 29 (2012) 3, pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
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Energy production in Brazil : empirical facts based on persistence, seasonality and breaks
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Wanke, Peter - In: Energy economics 54 (2016), pp. 88-95
Persistent link: https://www.econbiz.de/10011662770
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Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Chen, Zhongfei - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1399-1414
Persistent link: https://www.econbiz.de/10011643728
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Stationarity and long range dependence of carbon dioxide emissions : evidence for disaggregated data
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Perez de … - In: Environmental & resource economics : the official … 63 (2016) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10011588941
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Mean reversion of short run interest rates in emerging countries
Candelon, Bertrand; Gil-Alaña, Luis A. - 2002
Persistent link: https://www.econbiz.de/10001720576
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Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.; Infante, Juan; Martín-Valmayor, … - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
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Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - In: Research in international business and finance 58 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
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Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Multinational finance journal : MF ; quarterly … 16 (2012) 1/2, pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
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On the persistence and volatility in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A.; Shittu, Olanrewaju I.; Yaya, … - In: Journal of international money and finance 40 (2014), pp. 149-162
Persistent link: https://www.econbiz.de/10010239995
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Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010244148