4
H index
0
i10 index
41
Citations
Marcel ALOY : Citation Profile
Aix-Marseille Université | RESEARCH PRODUCTION: 7 Articles 22 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1993 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Marcel ALOY. | Is cited by:
| Cites to:
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Main data
Where Marcel ALOY has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 8 |
| Working Papers / HAL | 7 |
| AMSE Working Papers / Aix-Marseille School of Economics, France | 4 |
Recent works citing Marcel ALOY (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Determinants of Relative Sectoral Prices: The Role of Demographic Change. (2017). Kaufmann, Christoph ; Groneck, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:3:p:319-347. Full description at Econpapers || Download paper |
| 2018 | A Generalized ARFIMA Model with Smooth Transition Fractional Integration Parameter. (2018). Heni, Boubaker. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:10:y:2018:i:1:p:20:n:1. Full description at Econpapers || Download paper |
| 2017 | Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets. (2017). Narayan, Seema ; Ur, Mobeen. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:223-232. Full description at Econpapers || Download paper |
| 2017 | Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62. Full description at Econpapers || Download paper |
| 2019 | How do the Renminbi and other East Asian currencies co-move?. (2019). Keddad, Benjamin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:49-70. Full description at Econpapers || Download paper |
| 2018 | The missing spillover of base expansion into monetary aggregates: Is there a puzzle?. (2018). Arnold, Ivo ; Soederhuizen, Beau. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:64-76. Full description at Econpapers || Download paper |
| 2019 | The External Balance Assessment Methodology: 2018 Update. (2019). Rabanal, Pau ; Krogstrup, Signe ; Jones, Callum ; Garcia-Macia, Daniel ; Juvenal, Luciana ; Hannan, Swarnali Ahmed ; Dao, Mai Chi ; Li, Nan ; Adler, Gustavo ; Wang, Zijiao ; Gautam, Deepali ; Cubeddu, Luis M ; Chang, Kyun Suk ; Rodriguez, Jair ; Rebillard, Cyril ; Buitron, Carolina Osorio. In: IMF Working Papers. RePEc:imf:imfwpa:19/65. Full description at Econpapers || Download paper |
| 2018 | Modern financial repression in the euro area crisis: making high public debt sustainable?. (2018). van Riet, Ad. In: MPRA Paper. RePEc:pra:mprapa:92649. Full description at Econpapers || Download paper |
| 2018 | Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks. (2018). ben Maatoug, Abderrazak ; Fatnassi, Ibrahim ; Davidson, Russell ; Lamouchi, Rim. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:1:p:1-25. Full description at Econpapers || Download paper |
| 2017 | Time-varying persistence in US inflation. (2017). GUPTA, RANGAN ; Caporin, Massimiliano. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1144-y. Full description at Econpapers || Download paper |
| 2018 | What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z. Full description at Econpapers || Download paper |
Works by Marcel ALOY:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Estimation and Testing for Fractional Cointegration In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Estimation and Testing for Fractional Cointegration.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | A Smooth Transition Long-Memory Model In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2013 | A smooth transition long-memory model.(2013) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2013 | A smooth transition long-memory model.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2012 | A Smooth Transition Long-Memory Model.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Shift-Volatility Transmission in East Asian Equity Markets In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Shift-Volatility Transmission in East Asian Equity Markets.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1993 | Cycles de change et choix dinvestissement en incertitude In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] | paper | 0 |
| 2010 | Fractional integration and cointegration in stock prices and exchange rates In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2010 | Fractional integration and cointegration in stock prices and exchange rates.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
| 2011 | Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2009 | The role of demography in the long-run Yen/USD real exchange rate appreciation In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 9 |
| 2003 | Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina In: EcoMod2003. [Full Text][Citation analysis] | paper | 1 |
| 2015 | A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 1 |
| 2015 | A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Long-run relationships between international stock prices: further evidence from fractional cointegration tests In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Long-run relationships between international stock prices: further evidence from fractional cointegration tests.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Long-run relationships between international stock prices: further evidence from fractional cointegration tests.(2013) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2015 | Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities.(2016) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2014 | Shift-volatility transmission in East Asian equity markets: new indicators In: Post-Print. [Citation analysis] | paper | 3 |
| 2014 | Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II In: Post-Print. [Citation analysis] | paper | 6 |
| 2014 | Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2017 | Austérité budgétaire : remède ou poison ? La zone euro à lépreuve de la crise In: Post-Print. [Citation analysis] | paper | 0 |
| 2008 | Intertemporal adjustment and fiscal policy under a fixed exchange rate regime In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team