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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/10007305748
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An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method
Hatemi-J, Abdulnasser; Roca, Eduardo - In: The European journal of finance 10 (2004) 6, pp. 475-488
Persistent link: https://www.econbiz.de/10005923805
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Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 15 (2005) 8, pp. 539-546
Persistent link: https://www.econbiz.de/10007642212
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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/10009881410
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Estimating banks' equity duration: a panel cointegration approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 14, pp. 1173-1180
Persistent link: https://www.econbiz.de/10008082484
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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/10008098205
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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. 2560-2566
Persistent link: https://www.econbiz.de/10009807706
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A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics 44 (2012) 11, pp. 1443-1449
Persistent link: https://www.econbiz.de/10009817884
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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/10009910595
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The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context
Cheung, Adrian (Wai Kong); Roca, Eduardo - In: Journal of Asian economics 24 (2013), pp. 51-65
Persistent link: https://www.econbiz.de/10010070061