Marcel ALOY : Citation Profile


Are you Marcel ALOY?

Aix-Marseille Université

4

H index

2

i10 index

49

Citations

RESEARCH PRODUCTION:

7

Articles

23

Papers

2

Chapters

RESEARCH ACTIVITY:

   28 years (1993 - 2021). 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: 2021-03-27    RAS profile: 2021-03-13    
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Relations with other researchers


Works with:

DE TRUCHIS, Gilles (2)

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

Is cited by:

Keddad, Benjamin (7)

Tyers, Rodney (5)

GUPTA, RANGAN (4)

Canarella, Giorgio (4)

Miller, Stephen (4)

Gil-Alana, Luis (3)

Caporale, Guglielmo Maria (3)

Beissinger, Thomas (3)

Hellier, Joel (3)

Caporin, Massimiliano (2)

Norkina, Olga (2)

Cites to:

Gil-Alana, Luis (14)

Nielsen, Morten (13)

Taylor, Mark (9)

Cheung, Yin-Wong (7)

shin, yongcheol (7)

Caporale, Guglielmo Maria (6)

Turnovsky, Stephen J (6)

Velasco, Carlos (6)

PEGUIN-FEISSOLLE, Anne (6)

Dufrénot, Gilles (6)

Shimotsu, Katsumi (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 / HAL9
Working Papers / HAL7
AMSE Working Papers / Aix-Marseille School of Economics, France4

Recent works citing Marcel ALOY (2021 and 2020)


YearTitle of citing document
2020Evaluating sovereign risk spillovers on domestic banks during the European debt crisis. (2020). Keddad, Benjamin ; Schalck, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:356-375.

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2020Modelling Australian Dollar Volatility at Multiple Horizons with High-Frequency Data. (2020). Vo, Duc. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:89-:d:404223.

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2020Divergence in Labour Force Growth: Should Wages and Prices Grow Faster in Germany?. (2020). Marczak, Martyna ; Hellier, Joel ; Beissinger, Thomas. In: IZA Discussion Papers. RePEc:iza:izadps:dp13538.

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2020Divergence in Labour Force Growth: Should Wages and Prices Grow Faster in Germany?. (2020). Marczak, Martyna ; Hellier, Joel ; Beissinger, Thomas. In: GLO Discussion Paper Series. RePEc:zbw:glodps:620.

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2020Divergence in labour force growth: Should wages and prices grow faster in Germany?. (2020). Hellier, Joel ; Beissinger, Thomas ; Marczak, Martyna. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:092020.

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Works by Marcel ALOY:


YearTitleTypeCited
2012Estimation and Testing for Fractional Cointegration In: AMSE Working Papers.
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paper2
2012Estimation and Testing for Fractional Cointegration.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2012A Smooth Transition Long-Memory Model In: AMSE Working Papers.
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paper5
2013A smooth transition long-memory model.(2013) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has another version. Agregated cites: 5
article
2013A smooth transition long-memory model.(2013) In: Post-Print.
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This paper has another version. Agregated cites: 5
paper
2012A Smooth Transition Long-Memory Model.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2013Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems In: AMSE Working Papers.
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paper0
2013Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2014Shift-Volatility Transmission in East Asian Equity Markets In: AMSE Working Papers.
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paper3
2013Shift-Volatility Transmission in East Asian Equity Markets.(2013) In: Working Papers.
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paper
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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article2
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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This paper has another version. Agregated cites: 10
paper
2009The role of demography in the long-run Yen/USD real exchange rate appreciation In: Journal of Macroeconomics.
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article13
2010Does 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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chapter1
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: 1
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
paper
2013Long-run relationships between international stock prices: further evidence from fractional cointegration tests.(2013) In: Applied Economics.
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This paper has another version. Agregated cites: 1
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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paper0
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
paper
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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paper4
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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paper7
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: 7
article
2017Austérité budgétaire : remède ou poison ? La zone euro à lépreuve de la crise In: Post-Print.
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paper0
2021Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs In: Post-Print.
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.() In: .
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chapter
2008Intertemporal adjustment and fiscal policy under a fixed exchange rate regime In: Policy Research Working Paper Series.
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