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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
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Fiscal policy in Sweden : effects of EMU criteria convergence
Hatemi-J, Abdulnasser - In: Economic modelling 19 (2002) 1, pp. 121-136
Persistent link: https://www.econbiz.de/10001638855
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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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The Fisher effect: a Kalman filter approach to detecting structural change
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Applied economics letters 15 (2008) 7/9, pp. 619-624
Persistent link: https://www.econbiz.de/10003741551
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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) 10/12, pp. 1443-1448
Persistent link: https://www.econbiz.de/10009525262
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Modelling asymmetry in oil, gold and stock markets by a hidden cointegration technique
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Economia internazionale 68 (2015) 2, pp. 213-228
Persistent link: https://www.econbiz.de/10011304760
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Asymmetric interaction between government spending and terms of trade volatility : new evidence from hidden cointegration technique
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Journal of economic studies 39 (2012) 3/4, pp. 368-378
Persistent link: https://www.econbiz.de/10009658110
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An empirical investigation of the potential asymmetric relationship between the stock market and the exchange rates in the UAE
Al-Shayeb, Abdulrahman; Hatemi-J, Abdulnasser - In: Economia internazionale 66 (2013) 4, pp. 425-438
Persistent link: https://www.econbiz.de/10010250732
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Is pricing to market behavior a long-run phenomenon? : A non-stationary panel analysis
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Empirica : journal of european economics 31 (2004) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10002216111
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The response of industry employment to exchange rate shocks : evidence from panel cointegration
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Applied economics 38 (2006) 4, pp. 415-421
Persistent link: https://www.econbiz.de/10003298739