01/06/2016
Testing for Bubbles in the BRICS Stock Markets
Tsangyao Chang, Luis A. Gil-Alaña, Goodness C. Aye, Rangan Gupta, Omid Ranjbar
Journal:
Journal of Economic Studies, Vol. 43, Issue 4
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19/05/2016
The Persistence of Air Pollution in Four Mega-Cities of China
Luis A. Gil-Alaña, Zhongfei Chen, Carlos P. Barros
Journal:
Habitat International, Vol. 56
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01/05/2016
Testing Unemployment Theories: A Multivariate Long Memory Approach
Guglielmo Maria Caporale, Luis A. Gil-Alaña, Yuliya Lovcha
Journal:
Journal of Applied Economics, Vol. 19, Issue 1
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01/04/2016
Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach
Luis A. Gil-Alaña, Guglielmo Maria Caporale, James C. Orlando
Journal:
International Journal of Finance and Economics, Vol. 21, Issue 2
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03/03/2016
The Feldstein-Horioka Puzzle in South Africa. A fractional cointegration approach
Luis A. Gil-Alaña, Christophe André, Rangan Gupta, Tsangyao Chang, Omid Ranjbar
Journal:
The Journal of International Trade & Economic Develoment, Vol. 26, Issue 7
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01/03/2016
Term Structure Persistence
Mirko Abbritti, Luis A. Gil-Alaña, Yuliya Lovcha, Antonio Moreno
Journal:
Journal of Financial Econometrics, Vol. 14, Issue 2
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20/01/2016
Persistence, Mean-Reversion and Non-Linearities in the US Housing Prices over 1830-2013
Luis A. Gil-Alaña, Rangan Gupta, Fernando Pérez de Gracia
Journal:
Applied Economics, Vol. 48, Issue 34
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01/01/2016
Fractional Integration and Cointegration in Merger and Acquisitions in the US Petroleum Industry
Manuel Monge, Luis A. Gil-Alaña
Journal:
Applied Economics Letters, Vol. 23, Issue 10
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12/12/2015
Optimal know-how transfers in licensing contracts
Pedro Mendi, Rafael Moner-Colonques, José J. Sempere-Monerris
Journal:
Journal of Economics, Vol. 118, Issue 2
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01/12/2015
Comovement in Euro area housing prices: A fractional cointegration approach
Rangan Gupta, Christophe André, Luis A. Gil-Alaña
Journal:
Urban Studies Vol. 52, No. 16
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