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 49
A Smooth Transition Long-Memory Model 0 0 0 14 0 0 2 62
A Smooth Transition Long-Memory Model 1 1 1 94 1 1 11 237
A smooth transition long-memory model 0 0 0 0 0 0 1 26
Austérité budgétaire: remède ou poison ? La zone euro à l'épreuve de la crise 0 0 0 0 0 1 2 57
Cycles de change et choix d'investissement en incertitude 0 0 0 6 0 0 2 40
Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina 0 0 1 8 0 0 2 49
Estimation and Testing for Fractional Cointegration 0 0 0 12 1 1 5 81
Estimation and Testing for Fractional Cointegration 1 1 1 49 1 1 2 199
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 0 0 2 155
Intertemporal adjustment and fiscal policy under a fixed exchange rate regime 0 0 0 58 0 0 2 312
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 1 44
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 0 0 2 101
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 0 0 3 33
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 1 1 3 33
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 2 4 12 23
Mémoire longue dans les séries financières (Chapitre 2) 0 0 0 0 0 0 1 2
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 0 1 36
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 0 0 1 53
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 2 20
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 1 27
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 0 34 0 0 2 113
Shift-Volatility Transmission in East Asian Equity Markets 0 0 1 30 0 1 3 107
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 1 1 2 56
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 0 1 9
Total Working Papers 2 2 4 454 7 11 68 1,924


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 1 25 0 1 3 85
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 51 0 0 8 220
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 1 2 26 0 1 4 141
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 29 0 0 3 118
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 0 0 2 55
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 0 0 5 157
The role of demography in the long-run Yen/USD real exchange rate appreciation 0 0 1 62 0 2 7 354
Total Journal Articles 0 1 4 242 0 4 32 1,130


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 6 78 0 0 13 210
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 1 1 2 3 11 38
Total Chapters 0 0 7 79 2 3 24 248


Statistics updated 2025-06-06