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 1 3 50
A Smooth Transition Long-Memory Model 0 0 1 94 1 1 9 238
A Smooth Transition Long-Memory Model 0 0 0 14 1 1 3 63
A smooth transition long-memory model 0 0 0 0 1 1 2 27
Austérité budgétaire: remède ou poison ? La zone euro à l'épreuve de la crise 0 0 0 0 1 1 3 58
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 0 8 0 1 2 50
Estimation and Testing for Fractional Cointegration 0 0 1 49 2 2 4 201
Estimation and Testing for Fractional Cointegration 0 0 0 12 1 2 6 83
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 1 1 3 156
Intertemporal adjustment and fiscal policy under a fixed exchange rate regime 0 0 0 58 0 0 1 312
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 2 4 103
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 1 1 3 34
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 0 2 33
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 1 1 9 25
Mémoire longue dans les séries financières (Chapitre 2) 0 0 0 0 1 1 2 4
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 1 3 4 56
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 1 2 37
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 1 1 3 21
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 1 2 28
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? 0 0 0 34 1 1 3 114
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 0 1 3 57
Shift-Volatility Transmission in East Asian Equity Markets 0 0 1 30 1 1 4 108
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 16 25 81 1,951


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 2 4 87
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 51 0 0 4 220
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II 0 1 2 27 1 3 6 144
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 29 1 2 5 120
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 1 1 4 57
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 1 3 8 160
The role of demography in the long-run Yen/USD real exchange rate appreciation 0 0 1 62 1 2 9 356
Total Journal Articles 0 1 3 243 5 13 40 1,144


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 4 78 0 1 10 211
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 1 1 0 0 9 38
Total Chapters 0 0 5 79 0 1 19 249


Statistics updated 2025-10-06