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Economic integration and stock market dynamic linkages : evidence in the context of Australia and Asia

Paramati, Sudharshan Reddy; Roca, Eduardo; Gupta, Rakesh - In: Applied economics 48 (2016) 43/45, pp. 4210-4226

Persistent link: https://www.econbiz.de/10011640014

Stock market interdependence between Australia and its trading partners : does trade intensity matter?

Paramati, Sudharshan Reddy; Gupta, Rakesh; Roca, Eduardo - In: Applied economics 47 (2015) 49/51, pp. 5303-5319

Persistent link: https://www.econbiz.de/10011341857

Which way does water flow? : an econometric analysis of the global price integration of water stocks

Roca, Eduardo; Tularam, Gurudeo Anand - In: Applied economics 44 (2012) 22/24, pp. 2935-2944

Persistent link: https://www.econbiz.de/10009616393

Estimating banks' equity duration : a panel cointegration approach

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180

Persistent link: https://www.econbiz.de/10003760234

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

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

Bootstrap causality tests of the relationship between the equity markets of the US and other developed countries : pre- and post-September 11

Hatemi-J, Abdulnasser; Roca, Eduardo; Buncic, Daniel - In: The journal of applied business research 22 (2006) 3, pp. 65-74

Persistent link: https://www.econbiz.de/10003358855

Stock Market Interdependence between Australia and Its Trading Partners : Does Trade Intensity Matter?

Paramati, Sudharshan Reddy - 2017

We investigate the extent and manner of stock market interdependence between Australia and its trading partners and examine whether this is affected by trade intensity. Based on trade intensity, we classify Australia's trading partners into major, medium and minor. We hypothesize that markets...

Persistent link: https://www.econbiz.de/10012971567

How efficient is the banking system of Asia's next economic dragon? : evidence from rolling DEA windows

Thanh Pham Thien Nguyen; Roca, Eduardo; Sharma, Parmendra - In: Applied economics 46 (2014) 22/24, pp. 2665-2684

Persistent link: https://www.econbiz.de/10010417169

International funding cost and heterogeneous mortgage interest-rate pass-through : a bank-level analysis

Quynh Chau Pham Holland; Liu, Benjamin; Roca, Eduardo - In: Empirical economics : a journal of the Institute for … 57 (2019) 4, pp. 1255-1289

Persistent link: https://www.econbiz.de/10012115300