Narrow search
Showing 1 - 7 of 7
Cover Image
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
Cover Image
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
Cover Image
Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme
Fan, John Hua; Roca, Eduardo; Akimov, Aleksandr V. - In: Australian journal of management 39 (2014) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10010353551
Cover Image
Water as an investment : liquid yet illiquid!
Jin, Yizheng; Li, Bin; Roca, Eduardo; Wong, Victor - In: Applied economics 48 (2016) 7/9, pp. 731-745
Persistent link: https://www.econbiz.de/10011414008
Cover Image
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
Cover Image
Risk factors in Australian bond returns
Bianchi, Robert; Drew, Michael E.; Roca, Eduardo; … - In: Accounting and finance : journal of the Accounting … 57 (2017) 2, pp. 351-372
Persistent link: https://www.econbiz.de/10011756380
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