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Details about Marcel ALOY

E-mail:
Workplace:Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE), (more information at EDIRC)

Access statistics for papers by Marcel ALOY.

Last updated 2014-10-12. Update your information in the RePEc Author Service.

Short-id: pal602


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Working Papers

2014

  1. Shift-Volatility Transmission in East Asian Equity Markets
    AMSE Working Papers, Aix-Marseille School of Economics, Marseille, France Downloads View citations (1)
    Also in Working Papers, HAL (2013) Downloads

2013

  1. Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems
    Working Papers, HAL Downloads
    Also in AMSE Working Papers, Aix-Marseille School of Economics, Marseille, France (2013) Downloads

2012

  1. A Smooth Transition Long-Memory Model
    Working Papers, HAL Downloads
    Also in AMSE Working Papers, Aix-Marseille School of Economics, Marseille, France (2012) Downloads View citations (2)

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2013)
  2. Estimation and Testing for Fractional Cointegration
    AMSE Working Papers, Aix-Marseille School of Economics, Marseille, France Downloads View citations (1)
    Also in Working Papers, HAL (2012) Downloads

2011

  1. Long-run relationships between international stock prices: further evidence from fractional cointegration tests
    Working Papers, HAL Downloads
    See also Journal Article in Applied Economics (2013)
  2. Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?
    Working Papers, HAL Downloads View citations (4)
    See also Journal Article in Economic Modelling (2011)

2010

  1. Fractional integration and cointegration in stock prices and exchange rates
    Working Papers, HAL Downloads View citations (1)
    See also Journal Article in Economics Bulletin (2010)

2008

  1. Intertemporal adjustment and fiscal policy under a fixed exchange rate regime
    Policy Research Working Paper Series, The World Bank Downloads

1993

  1. Cycles de change et choix d'investissement en incertitude
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads

Undated

  1. Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina
    EcoMod2003, EcoMod Downloads View citations (1)

Journal Articles

2014

  1. Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II
    Applied Economics, 2014, 46, (6), 629-637 Downloads View citations (5)

2013

  1. A smooth transition long-memory model
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (3), 281-296 Downloads View citations (1)
    See also Working Paper (2012)
  2. Long-run relationships between international stock prices: further evidence from fractional cointegration tests
    Applied Economics, 2013, 45, (7), 817-828 Downloads
    See also Working Paper (2011)

2011

  1. Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?
    Economic Modelling, 2011, 28, (3), 1279-1290 Downloads View citations (6)
    See also Working Paper (2011)

2010

  1. Fractional integration and cointegration in stock prices and exchange rates
    Economics Bulletin, 2010, 30, (1), 115-129 Downloads View citations (2)
    See also Working Paper (2010)

2009

  1. The role of demography in the long-run Yen/USD real exchange rate appreciation
    Journal of Macroeconomics, 2009, 31, (4), 654-667 Downloads View citations (6)
 
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