1. Brunel University Research Archive

Browsing by Author Gil-Alana, LA

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Issue DateTitleAuthor(s)
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
2010Long memory and volatility dynamics in the US Dollar exchange rateCaporale, GM; Gil-Alana, LA
2004Long Memory at the Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994Caporale, GM; Gil-Alana, LA
2005Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money StockCaporale, GM; Gil-Alana, LA
2012Long memory in Angolan macroeconomic series: Mean reversion versus explosive behaviourBarros, CP; Caporale, GM; Gil-Alana, LA
2012Long memory in German energy price indicesBarros, CP; Caporale, GM; Gil-Alana, LA
2013Long memory in the Ukrainian stock marketCaporale, GM; Gil-Alana, LA
2009Long memory in US real output per capitaCaporale, GM; Gil-Alana, LA
2005Long Run And Cyclical Dynamics In The Us Stock MarketCaporale, GM; Gil-Alana, LA
2014Long run and cyclical dynamics in the US stock marketCaporale, GM; Gil-Alana, LA
13-Mar-2024Long-run linkages between US stock prices and cryptocurrencies: a fractional cointegration analysisCaporale, GM; de Dios Mazariegos, JJ; Gil-Alana, LA
8-Feb-2019Long-term interest rates in Europe: a fractional cointegration analysisCaporale, GM; Gil-Alana, LA
2007Mean Reversion in the Nikkei, Standard & Poor and Dow Jones indicesCaporale, GM; Gil-Alana, LA
Showing results 21 to 40 of 98 < previous   next >