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 13 16 20 69
A Smooth Transition Long-Memory Model 0 0 1 94 3 8 14 250
A Smooth Transition Long-Memory Model 0 0 0 14 0 1 3 65
A smooth transition long-memory model 0 0 0 0 0 1 4 30
Austérité budgétaire: remède ou poison ? La zone euro à l'épreuve de la crise 0 0 0 0 0 1 5 61
Cycles de change et choix d'investissement en incertitude 0 0 0 0 0 1 2 2
Cycles de change et choix d'investissement en incertitude 0 0 0 6 0 0 1 41
Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina 0 0 0 8 0 3 5 54
Estimation and Testing for Fractional Cointegration 0 0 1 49 10 19 27 225
Estimation and Testing for Fractional Cointegration 0 0 0 12 2 3 7 87
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 0 3 5 160
Intertemporal adjustment and fiscal policy under a fixed exchange rate regime 0 0 0 58 2 8 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 1 2 6 50
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 0 3 10 111
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 2 5 7 40
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 1 4 12 31
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 3 6 38
Mémoire longue dans les séries financières (Chapitre 2) 0 0 0 0 0 3 5 7
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 2 3 39
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 0 11 18 71
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 2 5 32
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 8 10 30
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 0 34 1 2 4 117
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 1 3 7 62
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 30 1 4 7 113
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 2 3 3 12
Total Working Papers 0 0 2 454 39 119 206 2,119


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 6 11 95
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 51 1 4 10 230
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 0 2 27 4 13 19 159
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 29 0 2 8 126
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 1 2 4 59
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 2 7 14 171
The role of demography in the long-run Yen/USD real exchange rate appreciation 1 1 1 63 4 11 16 368
Total Journal Articles 1 1 3 244 12 45 82 1,208


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 4 6 9 219
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 1 2 4 10 45
Total Chapters 0 0 1 80 6 10 19 264


Statistics updated 2026-03-04