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~language:"eng"
~type_genre:"Article in journal"
~type:"article"
~person:"Caporale, Guglielmo Maria"
~person:"Hatemi-J, Abdulnasser"
~isPartOf:"Journal of economic studies"
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Caporale, Guglielmo Maria
Hatemi-J, Abdulnasser
Mendonça, Helder Ferreira de
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1
On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
Saved in:
2
Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market : fresh evidence from alternative approaches
Hatemi-J, Abdulnasser
;
Roca, Eduardo
;
Mustafa, Alan
- In:
Journal of economic studies
50
(
2023
)
4
,
pp. 790-805
Persistent link: https://www.econbiz.de/10014252453
Saved in:
3
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economic studies
49
(
2022
)
6
,
pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
Saved in:
4
Model selection in time series analysis : using information criteria as an alternative to hypothesis testing
Hacker, R. Scott
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
49
(
2022
)
6
,
pp. 1055-1075
Persistent link: https://www.econbiz.de/10013352921
Saved in:
5
Option valuation and hedging in markets with a crunch
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
44
(
2017
)
5
,
pp. 801-815
Persistent link: https://www.econbiz.de/10011960936
Saved in:
6
Trade openness and economic development in the UAE : an asymmetric approach
Al-Shayeb, Abdulrahman
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
43
(
2016
)
4
,
pp. 587-597
Persistent link: https://www.econbiz.de/10011690251
Saved in:
7
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economic studies
43
(
2016
)
6
,
pp. 954-965
Persistent link: https://www.econbiz.de/10011694413
Saved in:
8
A bootstrap test for causality with endogenous lag length choice : theory and application in finance
Hacker, Scott
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
39
(
2012
)
2
,
pp. 144-160
Persistent link: https://www.econbiz.de/10009559943
Saved in:
9
Asymmetric interaction between government spending and terms of trade volatility : new evidence from hidden cointegration technique
Hatemi-J, Abdulnasser
;
Irandoust, Manuchehr
- In:
Journal of economic studies
39
(
2012
)
3/4
,
pp. 368-378
Persistent link: https://www.econbiz.de/10009658110
Saved in:
10
An empirical analysis of the informational efficiency of Australian equity markets
Hatemi-J, Abdulnasser
;
Morgan, Bryan
- In:
Journal of economic studies
36
(
2009
)
5/6
,
pp. 437-445
Persistent link: https://www.econbiz.de/10003915938
Saved in:
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