Browsing by Author Gil-Alana, LA

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Issue DateTitleAuthor(s)
2016The fisher relationship in NigeriaBalparda, B; Caporale, GM; Gil-Alana, LA
2011Forecasting the Spanish stock market returns with fractional and non-fractional modelsCaporale, GM; Cunado, J; Gil-Alana, LA
2005Fractional Cointegration And Aggregate Money Demand FunctionsCaporale, GM; Gil-Alana, LA
2010Fractional cointegration in US term spreadsCaporale, GM; Gil-Alana, LA
2014Fractional integration and cointegration in US financial time series dataCaporale, GM; Gil-Alana, LA
2011Fractional integration and cointegration in US financial time series dataCaporale, GM; Gil-Alana, LA
2006Fractional integration and impulse responses: A bivariate application to real output in the US and the Scandinavian countriesCaporale, GM; Gil-Alana, LA
23-Sep-2020GDP per capita in Europe: time trends and persistenceCaporale, GM; Gil-Alana, LA; Monge, M
1-Jun-2021Global and regional financial integration in emerging Asia: evidence from stock marketsCaporale, GM; Gil-Alana, LA; You, K
2007Identification of segments of European banks with a latent class frontier modelBarros, CP; Caporale, GM; Gil-Alana, LA
2-Apr-2023The impact of containment measures and monetary and fiscal responses on US financial markets during the COVID-19 pandemicCaporale, GM; Abakah, EJA; Gil-Alana, LA
2011Infant mortality rates: Time trends and fractional integrationCaporale, GM; Gil-Alana, LA
5-Apr-2022Inflation in the G7 countries: persistence and structural breaksCaporale, GM; Gil-Alana, LA; Poza, C
2023Inflation persistence in Europe: the effects of the Covid-19 pandemic and of the Russia-Ukraine warCaporale, GM; Infante, J; Gil-Alana, LA; Ayestaran, R
2016Interest rate dynamics in Kenya: Commercial Banks' Rates and the 91-Day Treasury Bill RateCaporale, GM; Gil-Alana, LA
2010Interest rate dynamics in Kenya: Commercial banks’ rates and the 91-Day Treasury bill rateCaporale, GM; Gil-Alana, LA
2016Intraday anomalies and market efficiency: A trading robot analysisCaporale, GM; Gil-Alana, LA; Plastun, A
2016Linkages between the US and European stock markets: A fractional cointegration approachCaporale, GM; Gil-Alana, LA; Orlando, CJ
2013Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rateCaporale, GM; Gil-Alana, LA
2010Long memory and fractional integration in high frequency financial time seriesCaporale, GM; Gil-Alana, LA