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The risk-adjusted interest rate parity : panel data evidence
Hatemi-J, Abdulnasser; Maneschiöld, Per-Ola - In: Economia internazionale 57 (2004) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10002098791
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The international Fisher Effect : theory and application
Hatemi-J, Abdulnasser - In: Investment management and financial innovations 6 (2009) 1, pp. 117-121
Persistent link: https://www.econbiz.de/10003917713
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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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A re-examination of the Fisher effect using an alternative approach
Hatemi-J, Abdulnasser - In: Applied economics letters 18 (2011) 7/9, pp. 855-858
Persistent link: https://www.econbiz.de/10009230817
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An empirical investigation of the Colombian stock market reaction to the US market : evidence from a casewise bootstrap approach
Hatemi-J, Abdulnasser; Sarmiento-Sabogal, Julio - In: Economia internazionale 66 (2013) 1, pp. 57-67
Persistent link: https://www.econbiz.de/10009738204
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The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Research in international business and finance 25 (2011) 3, pp. 329-334
Persistent link: https://www.econbiz.de/10009241631
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A bootstrap-corrected causality test : another look at the money-income relationship
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 207-216
Persistent link: https://www.econbiz.de/10003307078
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Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 17 (2007) 10/12, pp. 827-835
Persistent link: https://www.econbiz.de/10003537981
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Time-varying estimates for the natural rate of unemployment and the Phillips curve in the US using the Kalman filter
Hacker, R. Scott; Hatemi-J, Abdulnasser - In: Economia internazionale 58 (2005) 3, pp. 327-336
Persistent link: https://www.econbiz.de/10003161882
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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