Luis A Gil-Alana: search on Z-Library

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1

Modelling long-run trends and cycles in financial time series data

Caporale, Guglielmo Maria, Cuñado, Juncal, Gil-Alana, Luis A.

Journal:

Journal of Time Series Analysis

Year:

2013

Language:

english

File:

PDF, 768 KB

english, 2013

2

Intraday Anomalies and Market Efficiency: A Trading Robot Analysis

Caporale, Guglielmo Maria, Gil-Alana, Luis, Plastun, Alex, Makarenko, Inna

Journal:

Computational Economics

Year:

2016

Language:

english

File:

PDF, 1.05 MB

english, 2016

3

Persistence in the cryptocurrency market

Caporale, Guglielmo Maria, Gil-Alana, Luis, Plastun, Alex

Journal:

Research in International Business and Finance

Year:

2018

Language:

english

File:

PDF, 730 KB

english, 2018

4

GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory

Gil-Alana, Luis A., Mudida, Robert, Zerbo, Eleazar

Journal:

International Review of Economics & Finance

Year:

2020

File:

PDF, 791 KB

2020

5

Youth Unemployment in Europe: Persistence and Macroeconomic Determinants

Caporale, Guglielmo Maria, Gil-alana, Luis

Journal:

Comparative Economic Studies

Year:

2014

Language:

english

File:

PDF, 133 KB

english, 2014

6

Trends and cycles in historical gold and silver prices

Gil-Alana, Luis A., Aye, Goodness C., Gupta, Rangan

Journal:

Journal of International Money and Finance

Year:

2015

Language:

english

File:

PDF, 865 KB

english, 2015

7

THE PURCHASING POWER PARITY HYPOTHESIS IN THE US–CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY

Luis Alberiko Gil-Alana, Liang Jiang

Journal:

International Journal of Finance & Economics

Year:

2012

Language:

english

File:

PDF, 559 KB

english, 2012

8

Persistence Characteristics of Tourism Arrivals to Australia

A. George Assaf, Luis A. Gil-Alana, Carlos Pestana Barros

Journal:

International Journal of Tourism Research

Year:

2012

Language:

english

File:

PDF, 129 KB

english, 2012

9

BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY

Barros, Carlos, Caporale, Guglielmo Maria, Gil-Alana, Luis

Journal:

Defence and Peace Economics

Year:

2009

Language:

english

File:

PDF, 125 KB

english, 2009

10

Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach

Caporale, Guglielmo Maria, Gil-Alana, Luis A., Orlando, James C.

Journal:

International Journal of Finance & Economics

Year:

2015

Language:

english

File:

PDF, 439 KB

english, 2015

11

Tourism in Iceland: Persistence and seasonality

Gil-Alana, Luis A., Huijbens, Edward H.

Journal:

Annals of Tourism Research

Year:

2018

Language:

english

File:

PDF, 285 KB

english, 2018

12

Long memory and mean reversion in real exchange rates in Latin America

Gil-Alana, Luis A., Sauci, Laura

Journal:

Applied Economics

Year:

2017

Language:

english

File:

PDF, 851 KB

english, 2017

13

Persistence in trends and cycles of gold and silver prices: Evidence from historical data

Cunado, Juncal, Gil-Alana, Luis A., Gupta, Rangan

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2019

Language:

english

File:

PDF, 386 KB

english, 2019

14

Lithium: Production and estimated consumption. Evidence of persistence

Gil-Alana, Luis A., Monge, Manuel

Journal:

Resources Policy

Year:

2019

File:

PDF, 516 KB

2019

15

Volatility persistence in the Russian stock market

Caporale, Guglielmo Maria, Gil-Alana, Luis A., Tripathy, Trilochan

Journal:

Finance Research Letters

Year:

2019

Language:

english

File:

PDF, 680 KB

english, 2019

16

Terrorism against American citizens in Africa: Related to poverty?

Carlos Pestana Barros, João Ricardo Faria, Luis A. Gil-Alana

Journal:

Journal of Policy Modeling

Year:

2008

Language:

english

File:

PDF, 233 KB

english, 2008

17

Uncovering the US term premium: An alternative route

Luis A. Gil-Alana, Antonio Moreno

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 1.57 MB

english, 2012

18

Persistence, long memory and seasonality in Kenyan tourism series

Gil-Alana, Luis A., Mudida, Robert, Pérez de Gracia, Fernando

Journal:

Annals of Tourism Research

Year:

2014

Language:

english

File:

PDF, 592 KB

english, 2014

19

The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration

Gil-Alana, Luis A., Yaya, OlaOluwa S.

Journal:

Energy Economics

Year:

2014

Language:

english

File:

PDF, 425 KB

english, 2014

20

Long-Run and Cyclical Dynamics in the US Stock Market

Caporale, Guglielmo Maria, Gil-Alana, Luis

Journal:

Journal of Forecasting

Year:

2014

Language:

english

File:

PDF, 276 KB

english, 2014

21

Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High-frequency Stock Data

Yaya, Ola Oluwa S., Gil-Alana, Luis A., Shittu, Olanrewaju I.

Journal:

International Journal of Finance & Economics

Year:

2015

Language:

english

File:

PDF, 136 KB

english, 2015

22

Searching for Inefficiencies in Exchange Rate Dynamics

Caporale, Guglielmo Maria, Gil-Alana, Luis, Plastun, Alex

Journal:

Computational Economics

Year:

2017

Language:

english

File:

PDF, 3.54 MB

english, 2017

23

The growth rate series in Kenya: Evidence of non-linearities and factors behind the slow growth

Gil-Alana, Luis A., Mudida, Robert

Journal:

International Journal of Finance & Economics

Year:

2018

Language:

english

File:

PDF, 443 KB

english, 2018

24

Unemployment in Africa: A Fractional Integration Approach

Caporale, Guglielmo Maria, Gil-Alana, Luis Alberiko

Journal:

South African Journal of Economics

Year:

2018

Language:

english

File:

PDF, 93 KB

english, 2018

25

Brexit and Uncertainty in Financial Markets

Caporale, Guglielmo, Gil-Alana, Luis, Trani, Tommaso

Journal:

International Journal of Financial Studies

Year:

2018

Language:

english

File:

PDF, 1.52 MB

english, 2018

26

Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks

Bouri, Elie, Gil-Alana, Luis A., Gupta, Rangan, Roubaud, David

Journal:

International Journal of Finance & Economics

Year:

2018

Language:

english

File:

PDF, 385 KB

english, 2018

27

Long Memory in Turkish Unemployment Rates

Gil-Alana, Luis Alberiko, Ozdemir, Zeynel Abidin, Tansel, Aysit

Journal:

Emerging Markets Finance and Trade

Year:

2019

Language:

english

File:

PDF, 635 KB

english, 2019

28

Gold prices and the cryptocurrencies: Evidence of convergence and cointegration

Adebola, Solarin Sakiru, Gil-Alana, Luis A., Madigu, Godfrey

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2019

Language:

english

File:

PDF, 698 KB

english, 2019

29

The cyclical structure of the UK inflation rate: 1210–2016

Gil-Alana, Luis A., Trani, Tommaso

Journal:

Economics Letters

Year:

2019

Language:

english

File:

PDF, 529 KB

english, 2019

30

Persistence in some energy futures markets

Juncal Cunado, Luis A. Gil-Alana, Fernando Perez de Gracia

Journal:

Journal of Futures Markets

Year:

2010

Language:

english

File:

PDF, 285 KB

english, 2010

31

Long memory in the interest rates in some Asian countries

Luis A. Gil-Alana

Journal:

International Advances in Economic Research

Year:

2003

Language:

english

File:

PDF, 942 KB

english, 2003

32

A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics

Luis A. Gil-Alana

Journal:

Empirical Economics

Year:

2010

Language:

english

File:

PDF, 783 KB

english, 2010

33

Testing for deterministic and stochastic cycles in macroeconomic time series

Guglielmo Maria Caporale, Luis A. Gil-Alana

Journal:

Year:

2007

Language:

english

File:

PDF, 267 KB

english, 2007

34

Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement

Carlos P. Barros, Luis Gil-Alana, Roman Matousek

Journal:

Review of International Economics

Year:

2011

Language:

english

File:

PDF, 237 KB

english, 2011

35

Trade Balance and Exchange Rate: Unit Roots, Co-integration and Long Memory in the US and the UK

Luis A. Gil-Alana, Natalia Luqui, Juncal Cunado

Journal:

Year:

2008

Language:

english

File:

PDF, 273 KB

english, 2008

36

Introduction to the special issue on: Understanding, quantifying and modelling the terrorist threat

Carlos Pestana Barros, Luis Gil-Alana, João Ricardo Faria

Journal:

Journal of Policy Modeling

Year:

2009

Language:

english

File:

PDF, 59 KB

english, 2009

37

Persistence, Long Memory, and Unit Roots in Commodity Prices

Luis A. Gil-Alana, Juncal Cunado, Fernando Pérez de Gracia

Journal:

Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie

Year:

2012

Language:

english

File:

PDF, 728 KB

english, 2012

38

Long memory in the U.S. interest rate

Luis A. Gil-Alana

Journal:

International Review of Financial Analysis

Year:

2004

Language:

english

File:

PDF, 313 KB

english, 2004

39

Mean reversion in the real exchange rates

Luis A. Gil-Alana

Journal:

Economics Letters

Year:

2000

Language:

english

File:

PDF, 40 KB

english, 2000

40

IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON-LINEAR APPROACH

Estefania Mourelle, Juan Carlos Cuestas, Luis Alberiko Gil-alana

Journal:

South African Journal of Economics

Year:

2011

Language:

english

File:

PDF, 615 KB

english, 2011

41

On the persistence and volatility in European, American and Asian stocks bull and bear markets

Gil-Alana, Luis A., Shittu, Olanrewaju I., Yaya, OlaOluwa S.

Journal:

Journal of International Money and Finance

Year:

2014

Language:

english

File:

PDF, 279 KB

english, 2014

42

Government debt dynamics and the global financial crisis: Has anything changed in the EA12?

Cuestas, Juan Carlos, Gil-Alana, Luis A., Staehr, Karsten

Journal:

Economics Letters

Year:

2014

Language:

english

File:

PDF, 324 KB

english, 2014

43

The persistence and asymmetric volatility in the Nigerian stock bull and bear markets

Yaya, OlaOluwa S., Gil-Alana, Luis A.

Journal:

Economic Modelling

Year:

2014

Language:

english

File:

PDF, 367 KB

english, 2014

44

International arrivals in the Canary Islands: persistence, long memory, seasonality and other implicit dynamics

Gil-Alana, Luis A.

Journal:

Tourism Economics

Year:

2010

Language:

english

File:

PDF, 825 KB

english, 2010

45

Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries

André, Christophe, Gil-Alana, Luis A., Gupta, Rangan

Journal:

Applied Economics

Year:

2014

Language:

english

File:

PDF, 427 KB

english, 2014

46

Strong dependence in the real interest rates

Gil-Alana, Luis A.

Journal:

Applied Economics

Year:

2003

Language:

english

File:

PDF, 128 KB

english, 2003

47

Mean-Reversion and Long Memory in the Stock Market Indexes of Some Latin American Countries

Gil-Alana, Luis A.

Journal:

Latin American Business Review

Year:

2007

File:

PDF, 2.86 MB

2007

48

Semiparametric estimation of the fractional differencing parameter in the UK industrial production index

Gil-Alana, Luis A.

Journal:

Applied Economics

Year:

2004

Language:

english

File:

PDF, 217 KB

english, 2004

49

Infant mortality rates: time trends and fractional integration

Caporale, Guglielmo Maria, Gil-Alana, Luis A.

Journal:

Journal of Applied Statistics

Year:

2015

Language:

english

File:

PDF, 252 KB

english, 2015

50

LONG MEMORY IN FINANCIAL TIME SERIES DATA WITH NON-GAUSSIAN DISTURBANCES

GIL-ALANA, LUIS A.

Journal:

International Journal of Theoretical and Applied Finance

Year:

2003

Language:

english

File:

PDF, 248 KB

english, 2003