5
H index
3
i10 index
71
Citations
Marcel ALOY : Citation Profile
Aix-Marseille Université | RESEARCH PRODUCTION: 7 Articles 26 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1993 - 2021). 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 | 11 |
| Working Papers / HAL | 7 |
| AMSE Working Papers / Aix-Marseille School of Economics, France | 4 |
Recent works citing Marcel ALOY (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | How does fiscal policy affect the transmission of monetary policy into cross-border bank lending? Cross-country evidence. (2024). Temesvary, Judit ; Takats, Elod ; Pradhan, Swapan-Kumar. In: BIS Working Papers. RePEc:bis:biswps:1226. Full description at Econpapers || Download paper |
| 2025 | Equity market linkages across Latin American countries. (2025). Guidi, Francesco ; Madonia, Giuseppina ; Sarwar, Sohan. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000341. Full description at Econpapers || Download paper |
| 2024 | Intra-African migration and the real exchange rate. (2024). Tien, Morel. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000490. Full description at Econpapers || Download paper |
| 2024 | Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders. (2024). Keddad, Benjamin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001968. Full description at Econpapers || Download paper |
| 2024 | How Does Fiscal Policy affect the Transmission of Monetary Policy into Cross-border Bank Lending? Cross-country Evidence. (2024). Temesvary, Judit ; Takats, Elod ; Pradhan, Swapan-Kumar ; Takts, Eld. In: International Finance Discussion Papers. RePEc:fip:fedgif:1400. Full description at Econpapers || Download paper |
| 2024 | An Advanced Time-Varying Capital Asset Pricing Model via Heterogeneous Autoregressive Framework: Evidence from the Chinese Stock Market. (2024). Long, Yonghong ; Yin, Hong ; Zhao, Bohan. In: Mathematics. RePEc:gam:jmathe:v:13:y:2024:i:1:p:41-:d:1554002. Full description at Econpapers || Download paper |
| 2024 | The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk. (2024). DE TRUCHIS, Gilles ; Keddad, Benjamin ; Davin, Marion ; Constant, Karine. In: Post-Print. RePEc:hal:journl:hal-04794038. Full description at Econpapers || Download paper |
| 2024 | Interest Rate Volatility and Economic Growth in Nigeria: New Insight from the Quantile Autoregressive Distributed Lag (QARDL) Model. (2024). Bekun, Festus Victor ; Omotosho, Ruth ; Olasehinde-Williams, Godwin. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01924-x. 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 nother version. Agregated cites: 2 | paper | |
| 2012 | A Smooth Transition Long-Memory Model In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2013 | A smooth transition long-memory model.(2013) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2013 | A smooth transition long-memory model.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2012 | A Smooth Transition Long-Memory Model.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | 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 nother 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 nother version. Agregated cites: 3 | paper | |
| 2021 | Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs In: LIDAM Reprints LFIN. [Citation analysis] | paper | 1 |
| 2021 | Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs.(2021) In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] This paper has nother version. Agregated cites: 1 | chapter | |
| 1993 | Cycles de change et choix dinvestissement en incertitude In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] | paper | 0 |
| 1993 | Cycles de change et choix dinvestissement en incertitude.(1993) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 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 nother 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 | 13 |
| 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 nother version. Agregated cites: 13 | 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 | 20 |
| 2010 | 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 nother 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 | 3 |
| 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 nother version. Agregated cites: 3 | 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 nother version. Agregated cites: 3 | 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 nother 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 nother version. Agregated cites: 0 | article | |
| 2014 | Shift-volatility transmission in East Asian equity markets: new indicators 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 In: Post-Print. [Citation analysis] | paper | 13 |
| 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 nother version. Agregated cites: 13 | article | |
| 2017 | Austérité budgétaire : remède ou poison ? La zone euro à lépreuve de la crise In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Mémoire longue dans les séries financières (Chapitre 2) 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. Last updated December, 22 2025. Contact: CitEc Team