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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 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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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
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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
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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
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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
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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