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 47
A Smooth Transition Long-Memory Model 0 0 1 93 0 2 4 228
A Smooth Transition Long-Memory Model 0 0 0 14 0 0 1 60
A smooth transition long-memory model 0 0 0 0 0 0 1 25
Austérité budgétaire: remède ou poison ? La zone euro à l'épreuve de la crise 0 0 0 0 0 0 3 55
Cycles de change et choix d'investissement en incertitude 0 0 0 6 0 0 2 38
Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina 0 1 1 8 0 1 1 48
Estimation and Testing for Fractional Cointegration 0 0 0 12 0 1 3 77
Estimation and Testing for Fractional Cointegration 0 0 0 48 0 0 1 197
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 0 0 1 153
Intertemporal adjustment and fiscal policy under a fixed exchange rate regime 0 0 0 58 0 1 2 311
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 2 43
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 1 34 0 0 2 99
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 1 1 1 31
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 1 2 31
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 1 5 9 16
Mémoire longue dans les séries financières (Chapitre 2) 0 0 0 0 0 0 0 1
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 0 0 0 52
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 0 0 35
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 0 18
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 0 26
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 1 34 0 0 3 111
Shift-Volatility Transmission in East Asian Equity Markets 0 0 1 29 0 0 2 104
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 0 0 0 54
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 0 0 8
Total Working Papers 0 1 5 451 2 12 42 1,868


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 1 1 25 0 1 3 83
Fractional integration and cointegration in stock prices and exchange rates 0 0 1 51 0 3 11 215
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 1 1 3 25 1 1 7 138
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 1 29 0 0 2 115
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 0 0 1 53
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 0 0 0 152
The role of demography in the long-run Yen/USD real exchange rate appreciation 0 0 1 61 0 0 5 347
Total Journal Articles 1 2 7 240 1 5 29 1,103


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 1 2 7 74 1 4 16 201
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 1 3 28
Total Chapters 1 2 7 74 1 5 19 229


Statistics updated 2024-09-04