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How globally contagious was th...
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Hatemi-J, Abdulnasser
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21
El-Khatib, Youssef
15
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Is the Swedish stock market becoming more integrated with those of Germany and France?
Hatemi-J, Abdulnasser
;
Maneschiöld, Per-Ola
;
Roca, Eduardo
- In:
Economia internazionale
61
(
2008
)
4
,
pp. 665-685
Persistent link: https://www.econbiz.de/10003794373
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
How integrated are real estate markets with the world market? : evidence from case-wise bootstrap analysis
Hatemi-J, Abdulnasser
;
Roca, Eduardo
;
Al-Shayeb, Abdulrahman
- In:
Economic modelling
37
(
2014
),
pp. 137-142
Persistent link: https://www.econbiz.de/10010417225
Saved in:
10
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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