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Do birds of the same feather flock together? : The case of the Chinese states equity markets

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Journal of international financial markets, … 14 (2004) 3, pp. 281-294

Persistent link: https://www.econbiz.de/10002090111

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

Exchange rates and stock prices interaction during good and bad times : evidence from the ASEAN4 countries

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 15 (2005) 8, pp. 539-546

Persistent link: https://www.econbiz.de/10002794940

The effect of oil prices on stock prices : fresh evidence from asymmetric causality tests

Hatemi-J, Abdulnasser; Al-Shayeb, Abdulrahman; Roca, Eduardo - In: Applied economics 49 (2017) 16, pp. 1584-1592

Persistent link: https://www.econbiz.de/10011813648

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

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

Are Real Estate Markets Integrated with the World Market?

Hatemi-J, Abdulnasser; Roca, Eduardo - Department of Accounting, Finance and Economics, … - 2011

Persistent link: https://www.econbiz.de/10009351479

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) 11, pp. 1443-1448

We test the Unbiased Forward Rate (UFR) hypothesis using new tests for cointegration developed by Hatemi-J (2008a) that allows for multiple unknown structural breaks. We analyse the Australian dollar (AUD), Euro (EUR), British pound (GBP) and Japanese yen (JPY) (versus the US dollar (USD)) spot...

Persistent link: https://www.econbiz.de/10010549415

An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method

Hatemi-J, Abdulnasser; Roca, Eduardo - In: The European journal of finance 10 (2004) 6, pp. 475-488

Persistent link: https://www.econbiz.de/10005923805

Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 15 (2005) 8, pp. 539-546

Persistent link: https://www.econbiz.de/10007642212