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Additional empirical evidence on real convergence : a fractionally integrated approach

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Review of world economics 142 (2006) 1, pp. 67-91

Persistent link: https://www.econbiz.de/10003319496

Seasonal and non-seasonal long memory in the US interest rate and the monetary aggregates

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Quarterly journal of business and economics : QJBE 45 (2006) 3/4, pp. 31-47

Persistent link: https://www.econbiz.de/10003417866

Persistence in some energy futures markets

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - 2008

Persistent link: https://www.econbiz.de/10003846641

AK growth models : new evidence based on fractional integration and breaking trends

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Recherches économiques de Louvain 75 (2009) 2, pp. 131-149

Persistent link: https://www.econbiz.de/10003847506

Financial liberalization, stock market volatility and outliers in emerging economies

Cuñado Eizaguirre, Juncal; Gómez Biscarri, Javier; … - In: Applied financial economics 19 (2009) 10/12, pp. 809-823

In this article, we test whether the structure of emerging market volatility has changed and assess the link between the structural changes in volatility behaviour and financial liberalization events. The opening of financial markets tends to generate outlying returns around the opening dates,...

Persistent link: https://www.econbiz.de/10003856643