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Real-time macroeconomic monitoring using mixed frequency data : evidence from China
Zhang, Wei; He, Jie; Ge, Chanyuan; Xue, Rui - In: Economic modelling 117 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10014229194
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How integrated are real estate markets with the world market? : evidence from case-wise bootstrap analysis
Hatemi-J, Abdulnasser; Roca, Eduardo; Al-Shayeb, Abdulrahman - In: Economic modelling 37 (2014), pp. 137-142
Persistent link: https://www.econbiz.de/10010417225
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Does Purchasing Power Parity hold? : new evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 36 (2014), pp. 161-171
Persistent link: https://www.econbiz.de/10010412382
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Profitability of reversal strategies : a modified version of the Carhart model in China
Zhang, Wei; Wang, Guanying; Wang, Xingchun; Xiong, Xiong; … - In: Economic modelling 69 (2018), pp. 26-37
Persistent link: https://www.econbiz.de/10012016080
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Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Shen, Dehua; Li, Xiao; Zhang, Wei - In: Economic modelling 69 (2018), pp. 127-133
Persistent link: https://www.econbiz.de/10012016139
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A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Economic modelling 23 (2006) 6, pp. 993-1007
Persistent link: https://www.econbiz.de/10003387615
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How globally contagious was the recent US real estate market crisis? : evidence based on a new contagion test
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Economic modelling 28 (2011) 6, pp. 2560-2565
Persistent link: https://www.econbiz.de/10009512505
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Daily happiness and stock returns : the case of Chinese company listed in the United States
Li, Xiao; Shen, Dehua; Xue, Mei; Zhang, Wei - In: Economic modelling 64 (2017), pp. 496-501
Persistent link: https://www.econbiz.de/10011761297