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Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States

Mohammadi, Hassan; Tan, Yuting - In: Econometrics 3 (2015) 2, pp. 215-232

Examinations of the dynamics of daily returns and volatility in stock markets of the U.S., Hong Kong and mainland China (Shanghai and Shenzhen) over 2 January 2001 to 8 February 2013 suggest: (1) evidence of unidirectional return spillovers from the U.S. to the other three markets; but no...

Persistent link: https://www.econbiz.de/10011227996

Are Adjustments in the U.S. Budget Deficit Asymmetric? Another Look at Sustainability

Payne, James E.; Mohammadi, Hassan - In: Atlantic economic journal : AEJ 34 (2006) 1, pp. 15-22

Persistent link: https://www.econbiz.de/10006542507

Nominal-Wage Contracts and Real Activity: Evidence from the German Economy

Mohammadi, Hassan - In: Southern economic journal 60 (1993) 1, pp. 96-102

Persistent link: https://www.econbiz.de/10006689661

Monetary Innovations, Capital Taxation, and Real Wage Movements Some New Evidence

Mohammadi, Hassan; Nelson, Michael A. - In: Southern economic journal 59 (1993) 4, pp. 629-640

Persistent link: https://www.econbiz.de/10006689715

U.S. Fiscal Policy and Trade Deficits: A Broad Perspective

Mohammadi, Hassan; Skaggs, Neil T. - In: Southern economic journal 62 (1996) 3, pp. 675-689

Persistent link: https://www.econbiz.de/10006677458

Oil prices and competitiveness: time series evidence from six oil-producing countries

Jahan-Parvar, Mohammad R.; Mohammadi, Hassan - In: Journal of economic studies 36 (2009) 1, pp. 98

Persistent link: https://www.econbiz.de/10008167289

International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models

Mohammadi, Hassan; Su, Lixian - In: Energy economics 32 (2010) 5, pp. 1001-1009

Persistent link: https://www.econbiz.de/10008640006

Long-run relations and short-run dynamics among coal, natural gas and oil prices

Mohammadi, Hassan - In: Applied economics 43 (2011) 2, pp. 129-138

Persistent link: https://www.econbiz.de/10008781423

Market integration and price transmission in the U.S. natural gas market: From the wellhead to end use markets

Mohammadi, Hassan - In: Energy economics 33 (2011) 2, pp. 227-236

Persistent link: https://www.econbiz.de/10008814638

Electricity prices and fuel costs: Long-run relations and short-run dynamics

Mohammadi, Hassan - In: Energy economics 31 (2009) 3, pp. 503

Persistent link: https://www.econbiz.de/10008235076

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