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 1 14 21 70
A Smooth Transition Long-Memory Model 0 0 0 14 5 5 8 70
A Smooth Transition Long-Memory Model 0 0 1 94 6 10 21 257
A smooth transition long-memory model 0 0 0 0 2 2 6 32
Austérité budgétaire: remède ou poison ? La zone euro à l'épreuve de la crise 0 0 0 0 1 1 5 62
Cycles de change et choix d'investissement en incertitude 0 0 0 6 1 1 2 42
Cycles de change et choix d'investissement en incertitude 0 0 0 0 1 1 3 3
Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina 0 0 0 8 1 1 6 55
Estimation and Testing for Fractional Cointegration 0 0 1 49 1 15 32 230
Estimation and Testing for Fractional Cointegration 0 0 0 12 3 5 10 90
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 1 2 7 162
Intertemporal adjustment and fiscal policy under a fixed exchange rate regime 0 0 0 58 0 2 10 322
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 0 0 0 4 5 10 54
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 1 3 8 41
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 0 0 10 111
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 2 2 8 40
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 2 5 14 35
Mémoire longue dans les séries financières (Chapitre 2) 0 0 0 0 0 1 6 8
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 2 3 6 42
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 3 3 21 74
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 1 1 6 33
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 1 1 11 31
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 0 34 3 5 8 121
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 30 2 3 8 115
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 2 3 9 64
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 1 3 4 13
Total Working Papers 0 0 2 454 47 97 260 2,177


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 0 2 12 97
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 51 4 7 16 236
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 1 2 28 2 7 21 162
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 29 2 3 11 129
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 0 2 5 60
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 2 5 17 174
The role of demography in the long-run Yen/USD real exchange rate appreciation 0 1 1 63 4 8 18 372
Total Journal Articles 0 2 3 245 14 34 100 1,230


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 1 79 2 8 13 223
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 1 1 5 12 48
Total Chapters 0 0 1 80 3 13 25 271


Statistics updated 2026-05-06