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CAC-40 stock market index : long memory in the returns and in the volatility processes at different data frequencies

Gil-Alaña, Luis A.; Laniepce, Arnold - In: Stock returns : cyclicity, prediction and economic …, (pp. 211-220). 2009

Persistent link: https://www.econbiz.de/10003945030

Testing of seasonal integration and cointegration with fractionally integrated techniques : an application to the Danish labour demand

Gil-Alaña, Luis A. - In: Economic modelling 25 (2008) 2, pp. 326-339

Persistent link: https://www.econbiz.de/10003724848

The nature of occupational unemployment rates in the United States : hysteresis or structural?

Candelon, Bertrand (contributor); Dupuy, Arnaud (contributor) - 2008

This paper provides new evidence on the nature of occupational differences in unemployment dynamics, which is relevant for the debate between the structural or hysteresis hypotheses. We develop a procedure that permits us to test for the presence of a structural break at unknown date. Our...

Persistent link: https://www.econbiz.de/10003729418

Trade balance and exchange rate : unit roots, co-integration and long memory in the US and the UK

Gil-Alaña, Luis A.; Luqui, Natalia; Cuñado … - In: Economic notes : economic review of Banca Monte dei … 37 (2008) 1, pp. 59-74

Persistent link: https://www.econbiz.de/10003712973

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

Fractional integration and structural breaks : evidence from international monthly arrivals in the USA

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Tourism economics : the business and finance of tourism … 14 (2008) 1, pp. 13-23

Persistent link: https://www.econbiz.de/10003669299

Persistance in international monthly arrivals in the Canary Islands

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Tourism economics : the business and finance of tourism … 14 (2008) 1, pp. 123-129

Persistent link: https://www.econbiz.de/10003669447

The effect of intellectual capital on firms' financial performance : an empirical investigation in India

Tripathy, Trilochan; Gil-Alaña, Luis A.; Sahoo, Debadutta - In: International journal of learning and intellectual … 12 (2015) 4, pp. 342-371

Persistent link: https://www.econbiz.de/10011538304

Trends and cycles in historical gold and silver prices

Gil-Alaña, Luis A.; Aye, Goodness C.; Gupta, Rangan - In: Journal of international money and finance 58 (2015), pp. 98-109

Persistent link: https://www.econbiz.de/10011478242

Fractional integration and structural breaks in bank share prices in Nigeria

Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; Adepoju, Adedayo A. - In: Review of development finance 5 (2015) 1, pp. 13-23

Persistent link: https://www.econbiz.de/10011447216