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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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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/10003387615
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Portfolio selection : an alternative approach
Hatemi-J, Abdulnasser; El-Khatib, Youssef - In: Economics letters 135 (2015), pp. 141-143
Persistent link: https://www.econbiz.de/10011435669
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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
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Stochastic optimal hedge ratio : theory and evidence
Hatemi-J, Abdulnasser; El-Khatib, Youssef - In: Applied economics letters 19 (2012) 7/9, pp. 699-703
Persistent link: https://www.econbiz.de/10009630993
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Option valuation and hedging in markets with a crunch
El-Khatib, Youssef; Hatemi-J, Abdulnasser - In: Journal of economic studies 44 (2017) 5, pp. 801-815
Persistent link: https://www.econbiz.de/10011960936
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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
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Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return
Hatemi-J, Abdulnasser; Hajji, Mohamed Ali; El-Khatib, … - In: Research in international business and finance 59 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013402145