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Tests for cointegration with two unknown regime shifts with an application to financial market integration

Hatemi-J, Abdulnasser - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 497-505

Persistent link: https://www.econbiz.de/10003776737

Is the Swedish stock market becoming more integrated with those of Germany and France?

Hatemi-J, Abdulnasser; Maneschiöld, Per-Ola; Roca, Eduardo - In: Economia internazionale 61 (2008) 4, pp. 665-685

Persistent link: https://www.econbiz.de/10003794373

Did the Austrian financial market become more integrated with the German market after accession?

Hatemi-J, Abdulnasser - In: Economia internazionale 63 (2010) 3, pp. 297-304

Persistent link: https://www.econbiz.de/10008668074

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

On the causal relationship between stock prices and exchange rates : evidence from MENA region

Gündüz, Lokman; Hatemi-J, Abdulnasser - In: Focus on economic growth and productivity, (pp. 85-97). 2005

Persistent link: https://www.econbiz.de/10003213153

An Empirical Investigation of the Colombian Stock Market Reaction to the US Market : Evidence from a Casewise Bootstrap Approach

Hatemi-J, Abdulnasser - 2014

This paper empirically investigates the effect of returns in the US on the returns in Colombia during 1988-2007. Monthly data is used. A new method that is robust to non-normality and time-varying volatility is applied. Our empirical findings indicate that the Colombian financial market is...

Persistent link: https://www.econbiz.de/10013039863

The causal interaction between financial development and human development in Bangladesh

Hatemi-J, Abdulnasser; Shamsuddin, Mrittika - In: Applied economics letters 23 (2016) 13/15, pp. 995-998

Persistent link: https://www.econbiz.de/10011629336

Portfolio diversification benefits between financial markets of the US and China : empirical evidence from two alternative methods

Hatemi-J, Abdulnasser; Taha, Viyan - In: Economia internazionale 74 (2021) 4, pp. 537-546

Persistent link: https://www.econbiz.de/10013164508