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Cointegration networks in stock markets

Singh, Vikkram; Roca, Eduardo; Li, Bin - In: Applied economics letters 25 (2018) 10, pp. 663-667

Persistent link: https://www.econbiz.de/10012129790

Global and regional linkages across market cycles : evidence from partial correlations in a network framework

Singh, Vikkram; Li, Bin; Roca, Eduardo - In: Applied economics 51 (2019) 33, pp. 3551-3582

Persistent link: https://www.econbiz.de/10012196873

BRIC and GIPS : who drives who? : evidence from newly developed asymmetric causality tests

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics 48 (2016) 58/60, pp. 5772-5778

Persistent link: https://www.econbiz.de/10011772218

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

Economic integration and stock market dynamic linkages : evidence in the context of Australia and Asia

Paramati, Sudharshan Reddy; Roca, Eduardo; Gupta, Rakesh - In: Applied economics 48 (2016) 43/45, pp. 4210-4226

Persistent link: https://www.econbiz.de/10011640014

Management behaviour in Vietnamese commercial banks

Nguyen, Thanh Pham Thien; Nghiem, Son; Roca, Eduardo - In: Australian economic papers 55 (2016) 4, pp. 345-367

Persistent link: https://www.econbiz.de/10011710750

Quantile serial dependence in crude oil markets : evidence from improved quantilogram analysis with quantile wild bootstrapping

Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Applied economics 49 (2017) 29, pp. 2817-2828

Persistent link: https://www.econbiz.de/10011819732

How pervasive is the effect of culture on stock market linkages? : evidence across regions and economic cycles

Singh, Vikkram; Li, Bin; Roca, Eduardo - In: Applied economics 49 (2017) 42, pp. 4209-4230

Persistent link: https://www.econbiz.de/10011820074

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/10007305748

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, pp. 373-377

Many studies have examined the power of Stochastic Unit Root (STUR) tests. However, these studies assume that the two error processes of the underlying time series are independent. In this study, we undertake a Monte Carlo study on the power of STUR tests without the condition of independence...

Persistent link: https://www.econbiz.de/10010548707