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 1 4 6 54
A Smooth Transition Long-Memory Model 0 0 0 14 0 1 4 64
A Smooth Transition Long-Memory Model 0 0 1 94 3 7 10 245
A smooth transition long-memory model 0 0 0 0 0 2 4 29
Austérité budgétaire: remède ou poison ? La zone euro à l'épreuve de la crise 0 0 0 0 0 2 5 60
Cycles de change et choix d'investissement en incertitude 0 0 0 6 0 1 2 41
Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina 0 0 0 8 2 3 5 53
Estimation and Testing for Fractional Cointegration 0 0 0 12 0 1 5 84
Estimation and Testing for Fractional Cointegration 0 0 1 49 2 7 11 208
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 0 1 3 157
Intertemporal adjustment and fiscal policy under a fixed exchange rate regime 0 0 0 58 4 6 7 318
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 4 5 48
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 1 2 4 36
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 1 6 9 109
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 2 4 6 37
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 1 3 10 28
Mémoire longue dans les séries financières (Chapitre 2) 0 0 0 0 0 0 2 4
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 6 10 14 66
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 0 2 37
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 2 4 30
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 1 4 22
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 0 34 1 2 4 116
Shift-Volatility Transmission in East Asian Equity Markets 0 0 1 30 3 4 8 112
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 1 3 6 60
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 0 1 9
Total Working Papers 0 0 3 454 28 76 141 2,027


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 3 5 9 92
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 51 0 6 8 226
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 0 2 27 2 4 9 148
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 29 0 4 7 124
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 0 0 4 57
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 0 4 11 164
The role of demography in the long-run Yen/USD real exchange rate appreciation 0 0 0 62 1 2 8 358
Total Journal Articles 0 0 2 243 6 25 56 1,169


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 1 4 79 0 2 8 213
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 1 1 4 10 42
Total Chapters 0 1 4 80 1 6 18 255


Statistics updated 2026-01-09