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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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Bootstrap causality tests of the relationship between the equity markets of the US and other developed countries : pre- and post-September 11
Hatemi-J, Abdulnasser; Roca, Eduardo; Buncic, Daniel - In: The journal of applied business research 22 (2006) 3, pp. 65-74
Persistent link: https://www.econbiz.de/10003358855
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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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Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 17 (2007) 10/12, pp. 827-835
Persistent link: https://www.econbiz.de/10003537981
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Which way does water flow? : an econometric analysis of the global price integration of water stocks
Roca, Eduardo; Tularam, Gurudeo Anand - In: Applied economics 44 (2012) 22/24, pp. 2935-2944
Persistent link: https://www.econbiz.de/10009616393
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Stock return predictability in South Africa : the role of major developed markets
Wen, Yi-Chieh; Lin, Philip T.; Li, Bin; Roca, Eduardo - In: Finance research letters 15 (2015), pp. 257-265
Persistent link: https://www.econbiz.de/10011553256
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How globally contagious was the recent US real estate market crisis? : evidence based on a new contagion test
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Economic modelling 28 (2011) 6, pp. 2560-2565
Persistent link: https://www.econbiz.de/10009512505
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US equity market spill-over and contagion effects on selected Asian market vis-à-Vis September 11
Hatemi-J, Abdulnasser; Roca, Eduardo; Tang, Fang - In: Economia internazionale 58 (2005) 4, pp. 449-470
Persistent link: https://www.econbiz.de/10003267072
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Spillovers and directional predictability with a cross-quantilogram analysis : the case of U.S. and Chinese agricultural futures
Jiang, Huayun; Su, Jen-je; Todorova, Neda; Roca, Eduardo - In: The journal of futures markets 36 (2016) 12, pp. 1231-1255
Persistent link: https://www.econbiz.de/10011665641
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Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets
Jiang, Huayun; Todorova, Neda; Roca, Eduardo; Su, Jen-je - In: Applied economics 49 (2017) 34/36, pp. 3435-3452
Persistent link: https://www.econbiz.de/10011774968