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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

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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

Central bank policy rates : are they cointegrated?

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2017

the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and cointegration techniques …

Persistent link: https://www.econbiz.de/10011619595

Central bank policy rates : are they cointegrated?

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2017

the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and cointegration techniques …

Persistent link: https://www.econbiz.de/10011619627

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

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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

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Central bank policy rates : are they cointegrated?

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: International economics : a journal published by CEPII … 152 (2017), pp. 116-123

Persistent link: https://www.econbiz.de/10011802433

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