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~isPartOf:"Economics Bulletin"
~isPartOf:"Applied Economics"
~person:"Hatemi-J, Abdulnasser"
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Hatemi-J, Abdulnasser
Furuoka, Fumitaka
7
Chen, Shyh-Wei
6
Narayan, Paresh Kumar
6
Bahmani-Oskooee, Mohsen
5
Barnett, William
5
Chong, Terence Tai-Leung
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4
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shahbaz, mohammad
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Economics Bulletin
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2
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1
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1
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1
Economia Internazionale / International Economics
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Estimating the optimal hedge ratio in the presence of potential unknown structural breaks
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied Economics
46
(
2014
)
8
,
pp. 790-795
We propose a
new
approach in the estimation of the optimal hedge ratio that allows the hedge ratio to vary over time …
Persistent link: https://www.econbiz.de/10010740757
Saved in:
2
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 …
Persistent link: https://www.econbiz.de/10010549415
Saved in:
3
Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application
Hacker, R. Scott
;
Hatemi-J, Abdulnasser
- In:
Applied Economics
38
(
2006
)
13
,
pp. 1489-1500
term processes (homoscedastic or ARCH). This
new
method is applied to the testing of the efficient market hypothesis. …
Persistent link: https://www.econbiz.de/10005470628
Saved in:
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