Access Statistics for Marcel ALOY

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis 0 0 0 0 0 0 2 49
A Smooth Transition Long-Memory Model 0 0 1 94 0 0 9 237
A Smooth Transition Long-Memory Model 0 0 0 14 0 0 2 62
A smooth transition long-memory model 0 0 0 0 0 0 1 26
Austérité budgétaire: remède ou poison ? La zone euro à l'épreuve de la crise 0 0 0 0 0 0 2 57
Cycles de change et choix d'investissement en incertitude 0 0 0 6 0 0 2 40
Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina 0 0 0 8 1 1 2 50
Estimation and Testing for Fractional Cointegration 0 0 1 49 0 0 2 199
Estimation and Testing for Fractional Cointegration 0 0 0 12 1 1 5 82
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 0 0 2 155
Intertemporal adjustment and fiscal policy under a fixed exchange rate regime 0 0 0 58 0 0 1 312
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 0 0 0 0 0 1 44
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 2 2 4 103
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 0 0 2 33
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 0 2 33
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 1 8 24
Mémoire longue dans les séries financières (Chapitre 2) 0 0 0 0 0 1 2 3
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 1 2 37
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 2 2 3 55
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 1 1 2 28
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 2 20
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 0 34 0 0 2 113
Shift-Volatility Transmission in East Asian Equity Markets 0 0 1 30 0 0 3 107
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 1 1 3 57
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 0 1 9
Total Working Papers 0 0 3 454 8 11 67 1,935


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A smooth transition long-memory model 0 0 0 25 2 2 4 87
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 51 0 0 5 220
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 1 2 27 0 2 5 143
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 29 0 1 4 119
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 0 1 3 56
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 1 2 7 159
The role of demography in the long-run Yen/USD real exchange rate appreciation 0 0 1 62 0 1 8 355
Total Journal Articles 0 1 3 243 3 9 36 1,139


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis 0 0 4 78 0 1 10 211
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 1 1 0 0 10 38
Total Chapters 0 0 5 79 0 1 20 249


Statistics updated 2025-09-05