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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/10003760234
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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/10003358855
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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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An analysis of the sensitivity of Australian superannuation funds to market movements : a Markov regime switching approach
Roca, Eduardo; Wong, Victor - In: Applied financial economics 18 (2008) 7/9, pp. 583-597
Persistent link: https://www.econbiz.de/10003739243
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Stock returns and consumption factors in the Australian market : cross-sectional tests
Li, Bin; Liu, Benjamin; Roca, Eduardo - In: Australian journal of management 36 (2011) 2, pp. 247-266
Persistent link: https://www.econbiz.de/10009303247
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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
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What drives mortgage fees in Australia?
Liu, Benjamin; Roca, Eduardo - In: Accounting and finance : journal of the Accounting … 55 (2015) 3, pp. 861-880
Persistent link: https://www.econbiz.de/10011441354
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An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method
Hatemi-j, Abdulanasser; Roca, Eduardo - In: The European journal of finance 10 (2004) 6, pp. 475-488
Persistent link: https://www.econbiz.de/10002507840
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Long-term and short-term equity market price interactions between Australia and the Chinese states
Roca, Eduardo; Brimble, Mark - In: Australian economic papers 44 (2005) 3, pp. 221-230
Persistent link: https://www.econbiz.de/10003092319
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Does it pay for Australian investors to diversify into their country's major trading partners?
Hatemi-J., Abdulnasser; Roca, Eduardo; Qiu, Jia - In: Economia internazionale 59 (2006) 3, pp. 295-316
Persistent link: https://www.econbiz.de/10003398892