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On the causality between exchange rates and stock prices : a note

Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Bulletin of economic research 54 (2002) 2, pp. 197-203

Persistent link: https://www.econbiz.de/10001659554

Modeling time-varying volatility and expected returns : evidence from the GCC and MENA regions

Al Janabi, Mazin A. M.; Hatemi-J, Abdulnasser; … - In: Emerging markets finance & trade : a journal of the … 46 (2010) 5, pp. 39-47

Persistent link: https://www.econbiz.de/10009238997

Modelling asymmetry in oil, gold and stock markets by a hidden cointegration technique

Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Economia internazionale 68 (2015) 2, pp. 213-228

Persistent link: https://www.econbiz.de/10011304760

Is the UAE stock market integrated with the USA stock market? : new evidence from asymmetric causality testing

Hatemi-J, Abdulnasser - In: Research in international business and finance 26 (2012) 2, pp. 273-280

Persistent link: https://www.econbiz.de/10009618260

Asymmetric generalized impulse responses with an application in finance

Hatemi-J, Abdulnasser - In: Economic modelling 36 (2014), pp. 18-22

Persistent link: https://www.econbiz.de/10010412088

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

Stock price and volume relation in emerging markets

Gündüz, Lokman; Hatemi-J, Abdulnasser - In: Emerging markets finance & trade : a journal of the … 41 (2005) 1, pp. 29-44

Persistent link: https://www.econbiz.de/10002836221

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

On the Causal Relationship between Stock Prices and Exchange Rates : Evidence from MENA Region

Gunduz, Lokman; Hatemi-J, Abdulnasser - 2002

This paper examines the causality between the exchange rates and stock prices in the Middle East and North Africa Region before and after Asian financial crisis. Applying a non-causality testing procedure developed by Toda and Yamamoto (1995), we empirically find that there is a unidirectional...

Persistent link: https://www.econbiz.de/10014114308

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