Luis Alberiko
Gil Alaña
Catedrático de Universidad
German Institute for Economic Research
Berlín, AlemaniaPublicacions en col·laboració amb investigadors/es de German Institute for Economic Research (7)
2020
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Fractional Integration and the Persistence of UK Inflation, 1210–2016
Economic Papers, Vol. 39, Núm. 2, pp. 162-166
2019
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Long-term price overreactions: are markets inefficient?
Journal of Economics and Finance, Vol. 43, Núm. 4, pp. 657-680
2018
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Short-Term Price Overreactions: Identification, Testing, Exploitation
Computational Economics, Vol. 51, Núm. 4, pp. 913-940
2017
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The fisher relationship in Nigeria
Journal of Economics and Finance, Vol. 41, Núm. 2, pp. 343-353
2016
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Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91-Day Treasury Bill Rate
Journal of International Development, Vol. 28, Núm. 2, pp. 214-232
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Long memory in the Ukrainian stock market and financial crises
Journal of Economics and Finance, Vol. 40, Núm. 2, pp. 235-257
2014
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Long-run and cyclical dynamics in the US stock market
Journal of Forecasting, Vol. 33, Núm. 2, pp. 147-161