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Price interdependence among equity markets in the Asia-Pacific region : focus on Australia and ASEAN
Roca, Eduardo - 2000
Persistent link: https://www.econbiz.de/10001441606
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An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method
Hatemi-j, Abdulanasser; Roca, Eduardo - In: The European journal of finance 10 (2004) 6, pp. 475-488
Persistent link: https://www.econbiz.de/10002507840
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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
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Which way does water flow? : an econometric analysis of the global price integration of water stocks
Roca, Eduardo; Tularam, Gurudeo Anand - In: Applied economics 44 (2012) 22/24, pp. 2935-2944
Persistent link: https://www.econbiz.de/10009616393
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Bootstrap causality tests of the relationship between the equity markets of the US and other developed countries : pre- and post-September 11
Hatemi-J, Abdulnasser; Roca, Eduardo; Buncic, Daniel - In: The journal of applied business research 22 (2006) 3, pp. 65-74
Persistent link: https://www.econbiz.de/10003358855
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A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Economic modelling 23 (2006) 6, pp. 993-1007
Persistent link: https://www.econbiz.de/10003387615
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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
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US equity market spill-over and contagion effects on selected Asian market vis-à-Vis September 11
Hatemi-J, Abdulnasser; Roca, Eduardo; Tang, Fang - In: Economia internazionale 58 (2005) 4, pp. 449-470
Persistent link: https://www.econbiz.de/10003267072
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BRIC and GIPS : who drives who? : evidence from newly developed asymmetric causality tests
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics 48 (2016) 58/60, pp. 5772-5778
Persistent link: https://www.econbiz.de/10011772218
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Linkages between the ADR market and home country macroeconomic fundamentals : evidence in the context of the BRICs
Gupta, Rakesh; Yuan, Tian; Roca, Eduardo - In: International review of financial analysis 45 (2016), pp. 230-239
Persistent link: https://www.econbiz.de/10011581984