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 1 21 70
A Smooth Transition Long-Memory Model 0 0 0 14 1 6 9 71
A Smooth Transition Long-Memory Model 0 0 0 94 0 7 20 257
A smooth transition long-memory model 0 0 0 0 0 2 6 32
Austérité budgétaire: remède ou poison ? La zone euro à l'épreuve de la crise 0 0 0 0 0 1 5 62
Cycles de change et choix d'investissement en incertitude 0 0 0 6 1 2 3 43
Cycles de change et choix d'investissement en incertitude 0 0 0 0 0 1 3 3
Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina 0 0 0 8 0 1 6 55
Estimation and Testing for Fractional Cointegration 0 0 0 49 1 6 32 231
Estimation and Testing for Fractional Cointegration 0 0 0 12 2 5 11 92
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 0 2 7 162
Intertemporal adjustment and fiscal policy under a fixed exchange rate regime 0 0 0 58 1 1 11 323
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 0 0 0 1 5 11 55
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 0 0 10 111
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 0 1 8 41
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 2 7 40
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 4 12 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 6 0 3 21 74
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 2 5 8 44
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 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 0 1 11 31
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 0 34 0 4 8 121
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 30 0 2 8 115
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 1 3 9 65
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 1 4 13
Total Working Papers 0 0 0 454 10 68 263 2,187


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 1 7 17 237
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 5 23 164
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 29 1 4 12 130
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 2 3 7 62
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 0 3 17 174
The role of demography in the long-run Yen/USD real exchange rate appreciation 0 0 1 63 1 5 19 373
Total Journal Articles 0 1 3 245 7 29 107 1,237


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 1 5 14 224
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 1 2 5 12 50
Total Chapters 0 0 1 80 3 10 26 274


Statistics updated 2026-06-04