Showing results 58 to 77 of 99
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| Issue Date | Title | Type | Author(s) |
| 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) |
| 2012 | Term Structure Persistence | Articulo | Abbritti, M. (Mirko); Gil-Alana, L.A. (Luis A.); Lovcha, Y. (Yuliya); Moreno-Ibáñez, A. (Antonio) |
| 2012 | Testing for Persistence with Breaks and Outliers in South African House Price | Articulo | Gil-Alana, L.A. (Luis A.); Aye, G. C. (Goodness C.); Gupta, R. (Rangan) |
| 2003 | Testing of Fractional Cointegration in Macroeconomic Time Series. | Articulo | Gil-Alana, L.A. (Luis A.) |
| 2006 | Testing of nonstationarities in the unit circle, long memory processes and the day of the week effects in financial data. | Capitulo de libro | Gil-Alana, L.A. (Luis A.); Caporale, G.M. (Guglielmo M.); Nazarski, M. (Mike) |
| 2006 | Testing of Nonstationary Cycles in Financial Time Series Data. | Articulo | Peña, J. (Javier) de; Gil-Alana, L.A. (Luis A.) |
| 2019 | Testing the Fisher hypothesis in the G-7 countries using I(d) techniques | Articulo | Caporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.) |
| 2009 | The Deaton paradox in a long memory context. | Documento de trabajo | Gil-Alana, L.A. (Luis A.); Moreno-Ibáñez, A. (Antonio); Cho, S. (Seonghoon) |
| 2018 | The EMBI in Latin America: Fractional integration, non-linearities and breaks | Articulo | Caporale, G.M. (Guglielmo M.); Carcel, H. (Hector); Gil-Alana, L.A. (Luis A.) |
| 2003 | The explaining role of the Earning-Price Ratio in the Spanish Stock Market. | Documento de trabajo | Peña, J. (Javier) de; Gil-Alana, L.A. (Luis A.) |
