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 3 4 5 53
A Smooth Transition Long-Memory Model 0 0 0 14 1 2 4 64
A Smooth Transition Long-Memory Model 0 0 1 94 3 5 9 242
A smooth transition long-memory model 0 0 0 0 0 3 4 29
Austérité budgétaire: remède ou poison ? La zone euro à l'épreuve de la crise 0 0 0 0 2 3 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 1 1 3 51
Estimation and Testing for Fractional Cointegration 0 0 1 49 3 7 9 206
Estimation and Testing for Fractional Cointegration 0 0 0 12 0 2 6 84
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 64 0 2 4 157
Intertemporal adjustment and fiscal policy under a fixed exchange rate regime 0 0 0 58 1 2 3 314
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 4 5 48
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 34 2 5 8 108
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 1 1 2 3 35
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 1 2 4 35
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 2 3 9 27
Mémoire longue dans les séries financières (Chapitre 2) 0 0 0 0 0 1 2 4
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 0 2 37
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 3 5 8 60
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 2 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 1 2 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 3 115
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 0 2 5 59
Shift-Volatility Transmission in East Asian Equity Markets 0 0 1 30 0 2 5 109
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 64 117 1,999


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 1 2 6 89
Fractional integration and cointegration in stock prices and exchange rates 0 0 0 51 2 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 3 7 146
Long-run relationships between international stock prices: further evidence from fractional cointegration tests 0 0 0 29 2 5 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 1 4 57
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? 0 0 0 41 2 5 11 164
The role of demography in the long-run Yen/USD real exchange rate appreciation 0 0 1 62 0 2 8 357
Total Journal Articles 0 0 3 243 9 24 51 1,163


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 1 2 8 213
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 1 1 3 9 41
Total Chapters 0 1 4 80 2 5 17 254


Statistics updated 2025-12-06