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Rational bubbles in the real housing stock market : empirical evidence from Santiago de Chile

Gil-Alaña, Luis A.; Dettoni, Robinson; Costamagna, Rodrigo - In: Research in international business and finance 49 (2019), pp. 269-281

Persistent link: https://www.econbiz.de/10012136027

On the linkages between Africa's emerging equity markets and globalmarkets : evidence from fractional integration and cointegration

Gil-Alaña, Luis A.; Carcel, Hector; Abakah, Emmanuel … - In: Review of development finance 8 (2018) 2, pp. 96-105

This paper uses fractional integration and cointegration for the period of January 2000-June 2018 to investigate the … have significant permanent effects. Concerning bivariate results and testing for cointegration, evidence of cointegration … cointegration is found, though in general, in all cases, we observe that the degree of cointegration is very low, implying very long …

Persistent link: https://www.econbiz.de/10011979979

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

Fractional integration and cointegration in US financial time series data

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1389-1410

Persistent link: https://www.econbiz.de/10010461103

Long-term interest rates in Europe : a fractional cointegration analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of economics & finance : IREF 61 (2019), pp. 170-178

Persistent link: https://www.econbiz.de/10012205401

Cryptocurrencies and stock market indices. Are they related?

Gil-Alaña, Luis A.; Abakah, Emmanuel Joel Aikins; … - In: Research in international business and finance 51 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012205484

Inflation analysis in the Central American Monetary Council

Carcel, Hector; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 547-565

Persistent link: https://www.econbiz.de/10011949281

The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis

Caporale, Guglielmo Maria; Cuñado Eizaguirre, Juncal; … - In: Empirical economics : a journal of the Institute for … 55 (2018) 3, pp. 913-935

Persistent link: https://www.econbiz.de/10011949976

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

Term premium in a fractionally cointegrated yield curve

Abbritti, Mirko; Carcel, Hector; Gil-Alaña, Luis A.; … - In: Journal of banking & finance 149 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014462435