Narrow search
Showing 1 - 10 of 32
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
US equity market spill-over and contagion effects on selected Asian market vis-à-Vis September 11
Hatemi-J, Abdulnasser; Roca, Eduardo; Tang, Fang - In: Economia internazionale 58 (2005) 4, pp. 449-470
Persistent link: https://www.econbiz.de/10003267072
Cover Image
BRIC and GIPS : who drives who? : evidence from newly developed asymmetric causality tests
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics 48 (2016) 58/60, pp. 5772-5778
Persistent link: https://www.econbiz.de/10011772218
Cover Image
Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market : fresh evidence from alternative approaches
Hatemi-J, Abdulnasser; Roca, Eduardo; Mustafa, Alan - In: Journal of economic studies 50 (2023) 4, pp. 790-805
Persistent link: https://www.econbiz.de/10014252453
Cover Image
Is the UAE stock market integrated with the USA stock market? : new evidence from asymmetric causality testing
Hatemi-J, Abdulnasser - In: Research in international business and finance 26 (2012) 2, pp. 273-280
Persistent link: https://www.econbiz.de/10009618260
Cover Image
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser - In: Economic modelling 36 (2014), pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Cover Image
Is the equity market informationally efficient in Japan? : Evidence from leveraged bootstrap analysis
Hatemi-J, Abdulnasser - In: Economia internazionale 57 (2004) 4, pp. 461-473
Persistent link: https://www.econbiz.de/10002565238
Cover Image
Money supply and the informational efficiency of the stock market in Korea : evidence from an alternative methodology
Hatemi-J, Abdulnasser - In: Journal of economic integration 17 (2002) 3, pp. 517-526
Persistent link: https://www.econbiz.de/10001693656