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Marcel ALOY : Citation Profile


Are you Marcel ALOY?

Aix-Marseille School of Economics (AMSE)

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H index

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i10 index

32

Citations

RESEARCH PRODUCTION:

7

Articles

21

Papers

RESEARCH ACTIVITY:

   23 years (1993 - 2016). See details.
   Cites by year: 1
   Journals where Marcel ALOY has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal602
   Updated: 2018-02-17    RAS profile: 2017-06-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

DE TRUCHIS, Gilles (8)

Dufrénot, Gilles (8)

PEGUIN-FEISSOLLE, Anne (6)

Keddad, Benjamin (3)

Boutahar, Mohamed (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 (4)

Creel, Jerome (4)

GUPTA, RANGAN (4)

Miller, Stephen (4)

Aldama, Pierre (4)

Gil-Alana, Luis (3)

Keddad, Benjamin (3)

Caporale, Guglielmo Maria (3)

Canarella, Giorgio (3)

West, Kenneth (2)

Pekarski, Sergey (2)

Cites to:

Nielsen, Morten (13)

Gil-Alana, Luis (11)

Taylor, Mark (10)

Cheung, Yin-Wong (7)

shin, yongcheol (7)

PEGUIN-FEISSOLLE, Anne (6)

Dufrénot, Gilles (6)

Turnovsky, Stephen J (6)

Velasco, Carlos (6)

Phillips, Peter (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 / HAL7
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
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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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paper4
2013A smooth transition long-memory model.(2013) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has another version. Agregated cites: 4
article
2012A Smooth Transition Long-Memory Model.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 4
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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paper2
2013Shift-Volatility Transmission in East Asian Equity Markets.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 2
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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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This paper has another version. Agregated cites: 2
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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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article6
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: 6
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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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article6
2003Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina In: EcoMod2003.
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paper1
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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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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This paper has another version. Agregated cites: 0
article
2014Shift-volatility transmission in East Asian equity markets: new indicators In: Post-Print.
[Citation analysis]
paper1
2016Optimal 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
2015A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis In: Post-Print.
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paper0
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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paper2
2013A smooth transition long-memory model In: Post-Print.
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paper0
2014Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II In: Applied Economics.
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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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