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The relative efficiency of interest-free monetary system : some empirical evidence

Darrat, Ali F. - In: The quarterly review of economics and finance : journal … 42 (2002) 4, pp. 747-764

Persistent link: https://www.econbiz.de/10001714900

How pervasive is the effect of culture on stock market linkages? : evidence across regions and economic cycles

Singh, Vikkram; Li, Bin; Roca, Eduardo - In: Applied economics 49 (2017) 42, pp. 4209-4230

Persistent link: https://www.econbiz.de/10011820074

Cointegration networks in stock markets

Singh, Vikkram; Roca, Eduardo; Li, Bin - In: Applied economics letters 25 (2018) 10, pp. 663-667

Persistent link: https://www.econbiz.de/10012129790

Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico

Zhong, Maosen; Darrat, Ali F.; Otero, Rafael - 2004

This paper investigates the hypotheses that the recently established Mexican stock index futures market effectively serves the price discovery function, and that the introduction of futures trading has provoked volatility in the underlying spot market. We test both hypotheses simultaneously with...

Persistent link: https://www.econbiz.de/10009448857

On the relationships among real, monetary, and financial variables

Darrat, Ali F.; Dickens, Ross N. - In: Applied financial economics 9 (1999) 3, pp. 289-293

Persistent link: https://www.econbiz.de/10001454522

The long-run relationship between spot and futures prices of the S&P 500 index : evidence from cointegration tests

Darrat, Ali F.; Rahman, Shafiqur - In: Advances in investment analysis and portfolio … 6 (1999), pp. 47-54

Persistent link: https://www.econbiz.de/10001438944

Are the Arab Maghreb countries really integratable? : Some evidence from the theory of cointegrated systems

Darrat, Ali F.; Pennathur, Anita - In: Review of financial economics : RFE 11 (2002) 2, pp. 79-90

Persistent link: https://www.econbiz.de/10001720452

Money and macroeconomic performance : revisiting divisia money

Darrat, Ali F.; Chopin, Marc Colin Charles; Lobo, Bento J. - In: Review of financial economics : RFE 14 (2005) 2, pp. 93-101

Persistent link: https://www.econbiz.de/10002693387

Price discovery and volatility spillovers in index futures markets : some evidence from Mexico

Zhong, Maosen; Darrat, Ali F.; Otero, Rafael - In: Journal of banking & finance 28 (2004) 12, pp. 3037-3054

Persistent link: https://www.econbiz.de/10002410740

Equity market linkage and multinational trade accords : the case of NAFTA

Darrat, Ali F.; Zhong, Maosen - In: Journal of international money and finance 24 (2005) 5, pp. 793-817

Persistent link: https://www.econbiz.de/10002972593