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Calculating the optimal hedge ratio : constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics letters 13 (2006) 5, pp. 293-299
Persistent link: https://www.econbiz.de/10003320433
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Are securitised real estate markets efficient? : new international evidence based on an improved automatic Portmanteau test
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 29 (2012) 3, pp. 684-690
Persistent link: https://www.econbiz.de/10009544836
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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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Examining the power of stochastic unit root tests without assuming independence in the error processes of the underlying time series
Su, Jen-je; Roca, Eduardo - In: Applied economics letters 19 (2012) 4/6, pp. 373-377
Persistent link: https://www.econbiz.de/10009630128
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Estimating the optimal hedge ratio in the presence of potential unknown structural breaks
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics 46 (2014) 7/9, pp. 790-795
Persistent link: https://www.econbiz.de/10010398935
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Does Purchasing Power Parity hold? : new evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 36 (2014), pp. 161-171
Persistent link: https://www.econbiz.de/10010412382
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International funding cost and heterogeneous mortgage interest-rate pass-through : a bank-level analysis
Quynh Chau Pham Holland; Liu, Benjamin; Roca, Eduardo - In: Empirical economics : a journal of the Institute for … 57 (2019) 4, pp. 1255-1289
Persistent link: https://www.econbiz.de/10012115300