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Positive asymmetric information in volatile environments : the black market dollar and sovereign bond yields in Venezuela
Sarmiento-Sabogal, Julio; Cayon, Edgardo; Collazos, María - In: Research in international business and finance 41 (2017), pp. 547-555
Persistent link: https://www.econbiz.de/10011914583
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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
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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
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The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Research in international business and finance 25 (2011) 3, pp. 329-334
Persistent link: https://www.econbiz.de/10009241631
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An empirical investigation of the potential asymmetric relationship between the stock market and the exchange rates in the UAE
Al-Shayeb, Abdulrahman; Hatemi-J, Abdulnasser - In: Economia internazionale 66 (2013) 4, pp. 425-438
Persistent link: https://www.econbiz.de/10010250732
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Asymmetric interaction between government spending and terms of trade volatility : new evidence from hidden cointegration technique
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Journal of economic studies 39 (2012) 3/4, pp. 368-378
Persistent link: https://www.econbiz.de/10009658110
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Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market : fresh evidence from alternative approaches
Hatemi-J, Abdulnasser; Roca, Eduardo; Mustafa, Alan - In: Journal of economic studies 50 (2023) 4, pp. 790-805
Persistent link: https://www.econbiz.de/10014252453
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On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef; Hatemi-J, Abdulnasser - In: Journal of economic studies 51 (2024) 2, pp. 485-498
Persistent link: https://www.econbiz.de/10014482773