Marcel ALOY : Citation Profile


Are you Marcel ALOY?

Aix-Marseille Université

4

H index

0

i10 index

34

Citations

RESEARCH PRODUCTION:

7

Articles

22

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1993 - 2017). See details.
   Cites by year: 1
   Journals where Marcel ALOY has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal602
   Updated: 2018-06-23    RAS profile: 2018-03-11    
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Relations with other researchers


Works with:

Dufrénot, Gilles (9)

DE TRUCHIS, Gilles (8)

PEGUIN-FEISSOLLE, Anne (6)

Keddad, Benjamin (3)

Boutahar, Mohamed (2)

Lai Tong, Charles (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcel ALOY.

Is cited by:

Tyers, Rodney (5)

Miller, Stephen (4)

GUPTA, RANGAN (4)

Keddad, Benjamin (4)

Caporale, Guglielmo Maria (3)

Canarella, Giorgio (3)

Gil-Alana, Luis (3)

Creel, Jerome (2)

Pekarski, Sergey (2)

DE TRUCHIS, Gilles (2)

West, Kenneth (2)

Cites to:

Nielsen, Morten (13)

Gil-Alana, Luis (11)

Taylor, Mark (10)

Cheung, Yin-Wong (7)

shin, yongcheol (7)

Turnovsky, Stephen J (6)

Velasco, Carlos (6)

PEGUIN-FEISSOLLE, Anne (6)

Dufrénot, Gilles (6)

Kanas, Angelos (5)

Kanas, Angelos (5)

Main data


Where Marcel ALOY has published?


Journals with more than one article published# docs
Applied Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL8
Working Papers / HAL7
AMSE Working Papers / Aix-Marseille School of Economics, Marseille, France4

Recent works citing Marcel ALOY (2018 and 2017)


YearTitle of citing document
2017Determinants 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.

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2018A 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

2017Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets. (2017). Ur, Mobeen ; Narayan, Seema. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:223-232.

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2017Inflation 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.

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2017Time-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.

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Works by Marcel ALOY:


YearTitleTypeCited
2012Estimation and Testing for Fractional Cointegration In: AMSE Working Papers.
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2012Estimation and Testing for Fractional Cointegration.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2012A Smooth Transition Long-Memory Model In: AMSE Working Papers.
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2013A smooth transition long-memory model.(2013) In: Studies in Nonlinear Dynamics & Econometrics.
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article
2013A smooth transition long-memory model.(2013) In: Post-Print.
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2012A Smooth Transition Long-Memory Model.(2012) In: Working Papers.
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2013Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems In: AMSE Working Papers.
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2013Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems.(2013) In: Working Papers.
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2014Shift-Volatility Transmission in East Asian Equity Markets In: AMSE Working Papers.
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2013Shift-Volatility Transmission in East Asian Equity Markets.(2013) In: Working Papers.
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1993Cycles de change et choix dinvestissement en incertitude In: Discussion Papers (REL - Recherches Economiques de Louvain).
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2010Fractional integration and cointegration in stock prices and exchange rates In: Economics Bulletin.
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2010Fractional integration and cointegration in stock prices and exchange rates.(2010) In: Working Papers.
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2011Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? In: Economic Modelling.
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2011Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?.(2011) In: Working Papers.
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2009The role of demography in the long-run Yen/USD real exchange rate appreciation In: Journal of Macroeconomics.
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article8
2003Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina In: EcoMod2003.
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paper1
2015A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis In: International Symposia in Economic Theory and Econometrics.
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2015A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis.(2015) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
2013Long-run relationships between international stock prices: further evidence from fractional cointegration tests In: Post-Print.
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paper1
2011Long-run relationships between international stock prices: further evidence from fractional cointegration tests.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2013Long-run relationships between international stock prices: further evidence from fractional cointegration tests.(2013) In: Applied Economics.
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article
2015Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities In: Post-Print.
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2016Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities.(2016) In: Post-Print.
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This paper has another version. Agregated cites: 0
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2016Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities.(2016) In: Computational Economics.
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2014Shift-volatility transmission in East Asian equity markets: new indicators In: Post-Print.
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2014Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II In: Post-Print.
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2014Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II.(2014) In: Applied Economics.
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This paper has another version. Agregated cites: 5
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2017Austérité budgétaire : remède ou poison ? La zone euro à lépreuve de la crise In: Post-Print.
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2008Intertemporal adjustment and fiscal policy under a fixed exchange rate regime In: Policy Research Working Paper Series.
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