Showing results 49 to 68 of 99
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Issue Date | Title | Type | Author(s) |
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.) |
2009 | Technology Shocks and Hours Worked: A Fractional Integration Perspective. | Articulo | Gil-Alana, L.A. (Luis A.); Moreno-Ibáñez, A. (Antonio) |
2022 | Temperature and precipitation in the US states: long memory, persistence, and time trend | Articulo | Gil-Alana, L.A. (Luis A.); Gupta, R. (Rangan); Sauci, L. (L.); Carmona-González, N. (Nieves) |
2020 | Term premium in a fractionally cointegrated yield curve | Articulo | Abbritti, M. (Mirko); Carcel, H. (Hector); Gil-Alana, L.A. (Luis A.); Moreno-Ibáñez, A. (Antonio) |