Marcel ALOY
Names
Identifer
Contact
Affiliations
-
Aix-Marseille Université
/ École d'Économie d'Aix-Marseille
Research profile
author of:
- Estimation and Testing for Fractional Cointegration (RePEc:aim:wpaimx:1215)
by Marcel Aloy & Gilles de Truchis - A Smooth Transition Long-Memory Model (RePEc:aim:wpaimx:1240)
by Marcel Aloy & Gilles Dufrénot & Charles Lai Tong & Anne Péguin-Feissolle - Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems (RePEc:aim:wpaimx:1353)
by Marcel Aloy & Gilles de Truchis - Shift-Volatility Transmission in East Asian Equity Markets (RePEc:aim:wpaimx:1402)
by Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad - Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs (RePEc:ajf:louvlr:2021021)
by Aloy, Marcel & Laly, Floris & Laurent, Sébastien & Lecourt, Christelle - A smooth transition long-memory model (RePEc:bpj:sndecm:v:17:y:2013:i:3:p:281-296:n:4)
by Aloy Marcel & Tong Charles Lai & Peguin-Feissolle Anne & Dufrénot Gilles - Cycles de change et choix d'investissement en incertitude (RePEc:ctl:louvre:1993021)
by G. NANCY & M. ALOY & Ph. GILLES & L. GONÇALVES - Fractional integration and cointegration in stock prices and exchange rates (RePEc:ebl:ecbull:eb-09-00644)
by Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne Péguin-feissolle - Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? (RePEc:eee:ecmode:v:28:y:2011:i:3:p:1279-1290)
by Aloy, Marcel & Boutahar, Mohamed & Gente, Karine & Péguin-Feissolle, Anne - The role of demography in the long-run Yen/USD real exchange rate appreciation (RePEc:eee:jmacro:v:31:y:2009:i:4:p:654-667)
by Aloy, Marcel & Gente, Karine - Does Fiscal Policy Matter in a Currency Board Regime? The Case of Argentina (RePEc:ekd:003307:330700005)
by Aloy M. & Moreno B. & Nancy G. - A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis (RePEc:eme:isetez:s1571-038620150000024024)
by Marcel Aloy & Gilles Dufrénot - Long-run relationships between international stock prices: further evidence from fractional cointegration tests (RePEc:hal:journl:hal-00743767)
by Marcel Aloy & Boutahar Mohamed & Karine Gente & Anne Peguin-Feissolle - Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities (RePEc:hal:journl:hal-01410660)
by Marcel Aloy & Gilles de Truchis - Shift-volatility transmission in East Asian equity markets: new indicators (RePEc:hal:journl:hal-01410782)
by Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad - Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities (RePEc:hal:journl:hal-01447864)
by Marcel Aloy & Gilles De Truchis - A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis (RePEc:hal:journl:hal-01456110)
by Marcel Aloy & Gilles Dufrénot - Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II (RePEc:hal:journl:hal-01463920)
by Marcel Aloy & Gilles Dufrénot & Anne Péguin-Feissolle - A smooth transition long-memory model (RePEc:hal:journl:hal-01498270)
by Marcel Aloy & Gilles Dufrénot & Charles Lai-Tong & Anne Peguin-Feissolle - Austérité budgétaire : remède ou poison ? La zone euro à l'épreuve de la crise (RePEc:hal:journl:hal-01683179)
by Marcel Aloy & Gilles Dufrenot & Anne Peguin-Feissolle & Michel Aglietta - Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs (RePEc:hal:journl:hal-03103717)
by Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt - Mémoire longue dans les séries financières (Chapitre 2) (RePEc:hal:journl:hal-03186759)
by Marcel Aloy & Gilles Dufrénot & Anne Peguin-Feissolle - Fractional integration and cointegration in stock prices and exchange rates (RePEc:hal:wpaper:halshs-00536140)
by Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne Peguin-Feissolle - Purchasing power parity and the long memory properties of real exchange rates: does one size fit all? (RePEc:hal:wpaper:halshs-00559170)
by Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne Peguin-Feissolle - Long-run relationships between international stock prices: further evidence from fractional cointegration tests (RePEc:hal:wpaper:halshs-00567472)
by Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne Peguin-Feissolle - Estimation and Testing for Fractional Cointegration (RePEc:hal:wpaper:halshs-00793206)
by Marcel Aloy & Gilles de Truchis - A Smooth Transition Long-Memory Model (RePEc:hal:wpaper:halshs-00793680)
by Marcel Aloy & Gilles Dufrenot & Charles Lai-Tong & Anne Peguin-Feissolle - Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems (RePEc:hal:wpaper:halshs-00879522)
by Marcel Aloy & Gilles de Truchis - Shift-Volatility Transmission in East Asian Equity Markets (RePEc:hal:wpaper:halshs-00935364)
by Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad - Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities (RePEc:kap:compec:v:48:y:2016:i:1:d:10.1007_s10614-015-9531-6)
by Marcel Aloy & Gilles Truchis - Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs (RePEc:spr:dymchp:978-3-030-54252-8_9)
by Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt - Long-run relationships between international stock prices: further evidence from fractional cointegration tests (RePEc:taf:applec:45:y:2013:i:7:p:817-828)
by Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne P駵in-Feissolle - Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II (RePEc:taf:applec:v:46:y:2014:i:6:p:629-637)
by Marcel Aloy & Gilles Dufr鮯t & Anne P駵in-Feissolle - Intertemporal adjustment and fiscal policy under a fixed exchange rate regime (RePEc:wbk:wbrwps:4607)
by Aloy, Marcel & Moreno-Dodson, Blanca & Nancy, Gilles