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Browsing by Author Gil-Alana, L.A. (Luis A.)
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Showing results 46 to 65 of 99
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Issue Date
Title
Type
Author(s)
2011
Oil Prices: Persistence and Breaks
Articulo
Pestana-Barros, C. (Carlos)
;
Gil-Alana, L.A. (Luis A.)
2016
Oil shocks on unemployment in Central and Eastern Europe
Articulo
Cuestas, J. C. (Juan Carlos)
;
Gil-Alana, L.A. (Luis A.)
2018
On the linkages between Africa's emerging equity markets and global markets: Evidence from fractional integration and cointegration
Articulo
Gil-Alana, L.A. (Luis A.)
;
Carcel, H. (Hector)
;
Aikins-Abakah, E.J. (Emmanuel Joel)
2018
Persistence in the cryptocurrency market
Articulo
Caporale, G.M. (Guglielmo M.)
;
Gil-Alana, L.A. (Luis A.)
;
Plastun, A. (Alex)
2010
Persistence in the short and long term tourist arrivals to Australia.
Documento de trabajo
Gil-Alana, L.A. (Luis A.)
;
Barros, C.P. (Carlos P.)
;
Assaf, A. (Albert)
2023
Persistence in UK historical data on life expectancy
Articulo
Caporale, G.M. (Guglielmo M.)
;
Infante-Infante, J. (Juan)
;
Río, M. (Marta) del
;
Gil-Alana, L.A. (Luis A.)
2020
Persistence, non-linearities and structural breaks in European stock market indices
Articulo
Caporale, G.M. (Guglielmo M.)
;
Gil-Alana, L.A. (Luis A.)
;
Poza, C. (Carlos)
2020
Persistence of the Misery Index in African Countries
Articulo
Adebola-Solarin, S. (Sakiru)
;
Gil-Alana, L.A. (Luis A.)
;
Lafuente, C. (Carmen)
2009
Persistence on airline accidents.
Articulo
Gil-Alana, L.A. (Luis A.)
;
Barros, C.P. (Carlos P.)
;
Faria, J.R. (Joao R.)
2023
Profitability of private equity: mean reversion and transitory shocks
Articulo
Gil-Alana, L.A. (Luis A.)
;
Puertolas-Montanes, F. (Francisco)
2020
Prospects for a monetary union in the East Africa community: Some empirical evidence
Articulo
Caporale, G.M. (Guglielmo M.)
;
Gil-Alana, L.A. (Luis A.)
2020
Public finances in the EU-27: Are they sustainable?
Articulo
Cuestas, J. C. (Juan Carlos)
;
Gil-Alana, L.A. (Luis A.)
;
Sauci, L. (L.)
2021
Re-examination of international bond market dependence: Evidence from a pair copula approach
Articulo
Aikins-Abakah, E.J. (Emmanuel Joel)
;
Addo, E. (Emmanuel)
;
Gil-Alana, L.A. (Luis A.)
;
Kumar-Tiwari, A. (Aviral)
2022
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas
Articulo
Aikins-Abakah, E.J. (Emmanuel Joel)
;
Kumar-Tiwari, A. (Aviral)
;
Alagidede, I.P. (Imhotep Paul)
;
Gil-Alana, L.A. (Luis A.)
2010
Retail sales. Persistence in the short term and long term dynamics.
Documento de trabajo
Gil-Alana, L.A. (Luis A.)
;
Barros, C.P. (Carlos P.)
;
Assaf, A. (Albert)
2004
Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ.
Articulo
Gil-Alana, L.A. (Luis A.)
;
Candelon, B. (Bertrand)
2007
Serial and cross-correlation in the Spanish Stock Market returns.
Articulo
Peña, J. (Javier) de
;
Gil-Alana, L.A. (Luis A.)
2018
Short-term price overreactions: Identification, testing, exploitation
Articulo
Caporale, G.M. (Guglielmo M.)
;
Gil-Alana, L.A. (Luis A.)
;
Plastun, A. (Alex)
2011
Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics
Articulo
Gil-Alana, L.A. (Luis A.)
;
Cao, Y. (Yun)
2005
Structural Change and the Order of Integration in Univariate Time Series.
Articulo
Gil-Alana, L.A. (Luis A.)