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Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.; Gil-Alaña, Luis A.; Faria, João Ricardo - In: The South African journal of economics 83 (2015) 4, pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
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Fractional integration in the volatility series of asset returns
Gil-Alaña, Luis A. - In: European review of economics and finance 2 (2003) 2, pp. 41-52
Persistent link: https://www.econbiz.de/10001802671
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Testing the Marshall-Lerner condition in Kenya
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Mudida, … - In: The South African journal of economics 83 (2015) 2, pp. 253-268
Persistent link: https://www.econbiz.de/10011439870
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Testing of unit and fractional root cycles in macroeconomic time series
Gil-Alaña, Luis A. - In: European review of economics and finance 2 (2003) 1, pp. 5-21
Persistent link: https://www.econbiz.de/10001777301
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Long run and seasonal long memory effects in the S&P 500 monthly total stock market index
Gil-Alaña, Luis A. - In: European review of economics and finance 3 (2004) 2, pp. 49-63
Persistent link: https://www.econbiz.de/10002091206
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Inflation in South Africa : a time-series view across sectors using long-range dependence
Gil-Alaña, Luis A. - In: The South African journal of economics 78 (2010) 4, pp. 325-343
Persistent link: https://www.econbiz.de/10008903586
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Is there an asymmetric behaviour in African inflation? : a non-linear approach
Mourelle, Estefania; Cuestas, Juan Carlos; Gil-Alaña, … - In: The South African journal of economics 79 (2011) 1, pp. 68-90
Persistent link: https://www.econbiz.de/10009157552