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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
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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
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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
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Do birds of the same feather flock together? : The cultural geography of global housing price interaction
Vikkram Singh; Roca, Eduardo - In: Applied economics 56 (2024) 31, pp. 3760-3777
Persistent link: https://www.econbiz.de/10014528640
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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) 7/9, pp. 790-795
Persistent link: https://www.econbiz.de/10010398935