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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
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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
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Arbitrage risk and the cross-section of stock returns : evidence from China
Lin, Yu En; Chu, Chien Chi; Omura, Akihiro; Li, Bin; … - In: Emerging markets review 43 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012414438
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It is time to reexamine the role of stock markets in developing economies
Sharma, Parmendra; Roca, Eduardo - In: Journal of Asia Pacific business 13 (2012) 3, pp. 206-228
Persistent link: https://www.econbiz.de/10009619287
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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
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Does Purchasing Power Parity hold? : new evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 36 (2014), pp. 161-171
Persistent link: https://www.econbiz.de/10010412382
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Are securitised real estate markets efficient? : new international evidence based on an improved automatic Portmanteau test
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 29 (2012) 3, pp. 684-690
Persistent link: https://www.econbiz.de/10009544836
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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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Calculating the optimal hedge ratio : constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics letters 13 (2006) 5, pp. 293-299
Persistent link: https://www.econbiz.de/10003320433
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Crypto-currency bubbles : an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices
Cheung, Adrian Wai Kong; Roca, Eduardo; Su, Jen-je - In: Applied economics 47 (2015) 22/24, pp. 2348-2358
Persistent link: https://www.econbiz.de/10010516627