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 21 70
A Smooth Transition Long-Memory Model 0 0 0 14 0 1 9 71
A Smooth Transition Long-Memory Model 0 0 0 94 0 0 20 257
A smooth transition long-memory model 0 0 0 0 0 1 7 33
Austérité budgétaire: remède ou poison ? La zone euro à l'épreuve de la crise 0 0 0 0 0 0 5 62
Cycles de change et choix d'investissement en incertitude 0 0 0 0 0 0 3 3
Cycles de change et choix d'investissement en incertitude 0 0 0 6 0 1 3 43
Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina 0 0 0 8 0 0 6 55
Estimation and Testing for Fractional Cointegration 0 0 0 49 0 1 32 231
Estimation and Testing for Fractional Cointegration 0 0 0 12 0 2 11 92
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 0 0 7 162
Intertemporal adjustment and fiscal policy under a fixed exchange rate regime 0 0 0 58 1 2 12 324
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 1 11 55
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 0 0 8 41
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 1 1 11 112
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 0 7 40
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 1 12 36
Mémoire longue dans les séries financières (Chapitre 2) 0 0 0 0 0 0 5 8
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 2 7 44
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 0 0 21 74
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 11 31
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 6 33
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 0 34 0 1 9 122
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 0 1 9 65
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 30 0 1 9 116
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 0 4 13
Total Working Papers 0 0 0 454 2 16 266 2,193


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 1 1 13 98
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 51 0 1 17 237
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 0 1 28 1 3 22 165
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 29 0 1 11 130
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 0 2 6 62
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 1 2 18 176
The role of demography in the long-run Yen/USD real exchange rate appreciation 0 0 1 63 2 3 20 375
Total Journal Articles 0 0 2 245 5 13 107 1,243


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 2 14 225
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 1 0 2 12 50
Total Chapters 0 0 1 80 1 4 26 275


Statistics updated 2026-08-07