Gil-Alaña, Luís Albériko

Top Publications

Top Publications Authored or Co-Authored by "Gil-Alaña, Luís Albériko"

• Cryptocurrencies and stock market indices. Are they related?

  Research in International Business and Finance, Volume 51, Article 101063, Year 2020, Citations 149
• Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks

  International Journal of Finance and Economics, Volume 24, No. 1, Year 2019, Citations 119
• Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016

  Resources Policy, Volume 54, Year 2017, Citations 65
• Testing fractional unit roots with non-linear smooth break approximations using Fourier functions

  Journal of Applied Statistics, Volume 48, No. 13-15, Year 2021, Citations 56
• A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network*

  Oxford Bulletin of Economics and Statistics, Volume 83, No. 4, Year 2021, Citations 48