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 20 70
A Smooth Transition Long-Memory Model 0 0 0 94 1 3 22 260
A Smooth Transition Long-Memory Model 0 0 0 14 0 0 8 71
A smooth transition long-memory model 0 0 0 0 0 0 6 33
Austérité budgétaire: remède ou poison ? La zone euro à l'épreuve de la crise 0 0 0 0 1 1 5 63
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 0 3 43
Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina 0 0 0 8 0 0 5 55
Estimation and Testing for Fractional Cointegration 0 0 0 12 0 3 12 95
Estimation and Testing for Fractional Cointegration 0 0 0 49 0 0 30 231
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 2 2 8 164
Intertemporal adjustment and fiscal policy under a fixed exchange rate regime 0 0 0 58 0 2 13 325
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 12 56
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 0 1 8 42
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 0 1 9 112
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 1 1 12 37
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 0 7 40
Mémoire longue dans les séries financières (Chapitre 2) 0 0 0 0 0 0 4 8
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 0 2 20 76
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 1 8 45
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 32
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 5 33
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 0 34 0 1 9 123
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 1 2 10 67
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 30 0 0 8 116
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 6 22 262 2,213


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 1 11 98
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 51 1 1 18 238
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 0 1 28 2 3 23 167
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 29 0 2 12 132
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 0 0 5 62
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 1 2 17 177
The role of demography in the long-run Yen/USD real exchange rate appreciation 0 1 2 64 0 3 20 376
Total Journal Articles 0 1 3 246 4 12 106 1,250


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 15 226
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 1 0 1 13 51
Total Chapters 0 0 1 80 1 3 28 277


Statistics updated 2026-10-11