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 2 3 49
A Smooth Transition Long-Memory Model 0 0 0 14 1 1 2 61
A Smooth Transition Long-Memory Model 0 0 1 93 1 6 11 236
A smooth transition long-memory model 0 0 0 0 1 1 2 26
Austérité budgétaire: remède ou poison ? La zone euro à l'épreuve de la crise 0 0 0 0 1 1 2 56
Cycles de change et choix d'investissement en incertitude 0 0 0 6 1 2 3 40
Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina 0 0 1 8 1 1 2 49
Estimation and Testing for Fractional Cointegration 0 0 0 12 1 2 5 80
Estimation and Testing for Fractional Cointegration 0 0 0 48 1 1 2 198
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 1 2 3 155
Intertemporal adjustment and fiscal policy under a fixed exchange rate regime 0 0 0 58 1 1 3 312
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 0 0 0 1 1 1 44
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 1 1 2 101
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 1 1 3 33
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 0 9 18
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 1 1 2 32
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 1 1 1 36
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 1 1 1 53
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 1 1 1 19
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 1 1 1 27
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 0 34 1 1 3 113
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 1 1 1 55
Shift-Volatility Transmission in East Asian Equity Markets 1 1 1 30 2 2 2 106
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 1 1 1 9
Total Working Papers 1 1 3 452 24 33 67 1,910


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 1 1 4 84
Fractional integration and cointegration in stock prices and exchange rates 0 0 1 51 1 1 10 219
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 0 2 25 1 1 7 140
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 1 29 1 2 5 118
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 1 1 1 54
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 1 1 2 154
The role of demography in the long-run Yen/USD real exchange rate appreciation 0 1 1 62 2 4 9 352
Total Journal Articles 0 1 6 241 8 11 38 1,121


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 2 3 7 77 3 5 18 208
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 1 1 2 3 8 34
Total Chapters 2 3 8 78 5 8 26 242


Statistics updated 2025-02-05