Hidden panel cointegration.
- Published in:
- Journal of King Saud University - Science, 2020, v. 32, n. 1, p. 507, doi. 10.1016/j.jksus.2018.07.011
- By:
- Publication type:
- Article
Works by Hatemi-J, Abdulnasser
Results: 56
1
2
The second order price sensitivities for markets in a crisis.
- Published in:
- Journal of King Saud University - Science, 2020, v. 32, n. 1, p. 131, doi. 10.1016/j.jksus.2018.03.016
- By:
- Publication type:
- Article
3
Asymmetric causality between military expenditures and economic growth in top six defense spenders.
- Published in:
- Quality & Quantity, 2018, v. 52, n. 3, p. 1193, doi. 10.1007/s11135-017-0512-9
- By:
- Publication type:
- Article
4
Computations of Price Sensitivities after a Financial Market Crash.
- Published in:
- IAENG International Journal of Applied Mathematics, 2011, v. 41, n. 4, p. 339
- By:
- Publication type:
- Article
5
Asymmetric Optimal Hedge Ratio with an Application.
- Published in:
- IAENG International Journal of Applied Mathematics, 2011, v. 41, n. 4, p. 330
- By:
- Publication type:
- Article
6
EXCHANGE RATES AND INTEREST RATES: CAN THEIR CAUSALITY EXPLAIN INTERNATIONAL CAPITAL MOBILITY?
- Published in:
- International Trade Journal, 2000, v. 14, n. 3, p. 299, doi. 10.1080/08853908.2000.11668659
- By:
- Publication type:
- Article
7
Is the J-Curve Effect Observable for Small North European Economies?
- Published in:
- Open Economies Review, 2003, v. 14, n. 2, p. 119, doi. 10.1023/A:1022357828945
- By:
- Publication type:
- Article
8
Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application.
- Published in:
- Applied Economics, 2006, v. 38, n. 13, p. 1489, doi. 10.1080/00036840500405763
- By:
- Publication type:
- Article
9
The response of industry employment to exchange rate shocks: evidence from panel cointegration.
- Published in:
- Applied Economics, 2006, v. 38, n. 4, p. 415, doi. 10.1080/00036840500392243
- By:
- Publication type:
- Article
10
The effect of regime shifts on the long-run relationships for Swedish money demand.
- Published in:
- Applied Economics, 2005, v. 37, n. 15, p. 1731, doi. 10.1080/00036840500215444
- By:
- Publication type:
- Article
11
An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method.
- Published in:
- European Journal of Finance, 2004, v. 10, n. 6, p. 475, doi. 10.1080/1351847032000168678
- By:
- Publication type:
- Article
12
Option pricing with illiquidity during a high volatile period.
- Published in:
- Mathematical Methods in the Applied Sciences, 2022, v. 45, n. 5, p. 3213, doi. 10.1002/mma.7612
- By:
- Publication type:
- Article
13
Modeling the Asymmetric and Time-Dependent Volatility of Bitcoin: An Alternative Approach †.
- Published in:
- Engineering Proceedings, 2024, v. 68, n. 1, p. 15, doi. 10.3390/engproc2024068015
- By:
- Publication type:
- Article
14
A Python Module for Implementing Cointegration Tests with Multiple Endogenous Structural Breaks †.
- Published in:
- Engineering Proceedings, 2024, v. 68, n. 1, p. 10, doi. 10.3390/engproc2024068010
- By:
- Publication type:
- Article
15
Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions.
- Published in:
- Emerging Markets Finance & Trade, 2010, v. 46, n. 5, p. 39, doi. 10.2753/REE1540-496X460503
- By:
- Publication type:
- Article
16
Stock Price and Volume Relation in Emerging Markets.
- Published in:
- Emerging Markets Finance & Trade, 2005, v. 41, n. 1, p. 29
- By:
- Publication type:
- Article
17
Asymmetric causality tests with an application.
- Published in:
- Empirical Economics, 2012, v. 43, n. 1, p. 447, doi. 10.1007/s00181-011-0484-x
- By:
- Publication type:
- Article
18
Tests for cointegration with two unknown regime shifts with an application to financial market integration.
- Published in:
- Empirical Economics, 2008, v. 35, n. 3, p. 497, doi. 10.1007/s00181-007-0175-9
- By:
- Publication type:
- Article
19
A bootstrap-corrected causality test: another look at the money–income relationship.
- Published in:
- Empirical Economics, 2006, v. 31, n. 1, p. 207, doi. 10.1007/s00181-005-0038-1
- By:
- Publication type:
- Article
20
How productivity and domestic output are related to exports and foreign output in the case of Sweden.
- Published in:
- Empirical Economics, 2003, v. 28, n. 4, p. 767, doi. 10.1007/s00181-003-0158-4
- By:
- Publication type:
- Article
21
THE DIVIDEND DISCOUNT MODEL WITH MULTIPLE GROWTH RATES OF ANY ORDER FOR STOCK EVALUATION.
- Published in:
- International Economics / Economia Internazionale, 2023, v. 76, n. 1, p. 135
- By:
- Publication type:
- Article
22
PORTFOLIO DIVERSIFICATION BENEFITS BETWEEN FINANCIAL MARKETS OF THE US AND CHINA: EMPIRICAL EVIDENCE FROM TWO ALTERNATIVE METHODS.
- Published in:
- International Economics / Economia Internazionale, 2021, v. 74, n. 4, p. 537
- By:
- Publication type:
- Article
23
TESTING FOR THE TOURISM LED ECONOMIC GROWTH HYPOTHESIS IN SWEDEN WITH STRUCTURAL BREAKS.
- Published in:
- International Economics / Economia Internazionale, 2021, v. 74, n. 3, p. 293
- By:
- Publication type:
- Article
24
ASYMMETRIC PANEL CAUSALITY TESTS WITH AN APPLICATION TO THE IMPACT OF FISCAL POLICY ON ECONOMIC PERFORMANCE IN SCANDINAVIA.
- Published in:
- International Economics / Economia Internazionale, 2020, v. 73, n. 3, p. 389
- By:
- Publication type:
- Article
25
TESTING FOR FINANCIAL MARKET INTEGRATION OF THE UAE MARKET WITH THE GLOBAL MARKET.
- Published in:
- International Economics / Economia Internazionale, 2019, v. 72, n. 4, p. 475
- By:
- Publication type:
- Article
26
A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios †.
- Published in:
- Engineering Proceedings, 2023, v. 39, p. 59, doi. 10.3390/engproc2023039059
- By:
- Publication type:
- Article
27
On Option Pricing in Illiquid Markets with Jumps.
- Published in:
- ISRN Mathematical Analysis, 2013, p. 1, doi. 10.1155/2013/567071
- By:
- Publication type:
- Article
28
The causal interaction between financial development and human development in Bangladesh.
- Published in:
- Applied Economics Letters, 2016, v. 23, n. 14, p. 995, doi. 10.1080/13504851.2015.1128066
- By:
- Publication type:
- Article
29
On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments.
- Published in:
- Applied Economics Letters, 2016, v. 23, n. 6, p. 424, doi. 10.1080/13504851.2015.1078440
- By:
- Publication type:
- Article
30
Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis.
- Published in:
- Empirica, 2004, v. 31, n. 1, p. 55, doi. 10.1023/B:EMPI.0000024045.78590.3d
- By:
- Publication type:
- Article
31
Price sensitivities for a general stochastic volatility model.
- Published in:
- Nonlinear Studies, 2019, v. 26, n. 2, p. 415
- By:
- Publication type:
- Article
32
Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH.
- Published in:
- Journal of Applied Statistics, 2008, v. 35, n. 6, p. 601, doi. 10.1080/02664760801920473
- By:
- Publication type:
- Article
33
Multivariate-based causality tests of twin deficits in the US.
- Published in:
- Journal of Applied Statistics, 2002, v. 29, n. 6, p. 817, doi. 10.1080/02664760220136159
- By:
- Publication type:
- Article
34
The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction.
- Published in:
- Asia-Pacific Journal of Operational Research, 2022, v. 39, n. 4, p. 1, doi. 10.1142/S0217595920400242
- By:
- Publication type:
- Article
35
The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests.
- Published in:
- Applied Economics, 2017, v. 49, n. 16, p. 1584, doi. 10.1080/00036846.2016.1221045
- By:
- Publication type:
- Article
36
BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests.
- Published in:
- Applied Economics, 2016, v. 48, n. 59, p. 5772, doi. 10.1080/00036846.2016.1184379
- By:
- Publication type:
- Article
37
An extension of the asymmetric causality tests for dealing with deterministic trend components.
- Published in:
- Applied Economics, 2016, v. 48, n. 42, p. 4033, doi. 10.1080/00036846.2016.1150950
- By:
- Publication type:
- Article
38
Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing.
- Published in:
- Applied Economics, 2016, v. 48, n. 24, p. 2301, doi. 10.1080/00036846.2015.1117052
- By:
- Publication type:
- Article
39
Estimating the optimal hedge ratio in the presence of potential unknown structural breaks.
- Published in:
- Applied Economics, 2014, v. 46, n. 8, p. 790, doi. 10.1080/00036846.2013.854303
- By:
- Publication type:
- Article
40
On the causal nexus of remittances and poverty reduction in Bangladesh.
- Published in:
- Applied Economics, 2014, v. 46, n. 4, p. 374, doi. 10.1080/00036846.2013.844331
- By:
- Publication type:
- Article
41
Testing for the government's intertemporal budget restriction in Brazil during 1823–1889.
- Published in:
- Applied Economics, 2013, v. 45, n. 12, p. 1533, doi. 10.1080/00036846.2011.629984
- By:
- Publication type:
- Article
42
A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks.
- Published in:
- Applied Economics, 2012, v. 44, n. 11, p. 1443, doi. 10.1080/00036846.2010.543075
- By:
- Publication type:
- Article
43
On the Causality Between Exchange Rates and Stock Prices: A Note.
- Published in:
- Bulletin of Economic Research, 2002, v. 54, n. 2, p. 197, doi. 10.1111/1467-8586.00148
- By:
- Publication type:
- Article
44
Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests.
- Published in:
- International Finance, 2019, v. 22, n. 2, p. 221, doi. 10.1111/infi.12333
- By:
- Publication type:
- Article
45
On the interaction between government spending and economic performance in Sweden: an asymmetric approach.
- Published in:
- Applied Economics Letters, 2014, v. 21, n. 15, p. 1099, doi. 10.1080/13504851.2014.912027
- By:
- Publication type:
- Article
46
Stochastic optimal hedge ratio: theory and evidence.
- Published in:
- Applied Economics Letters, 2012, v. 19, n. 8, p. 699, doi. 10.1080/13504851.2011.572841
- By:
- Publication type:
- Article
47
The Fisher effect: a Kalman filter approach to detecting structural change.
- Published in:
- Applied Economics Letters, 2008, v. 15, n. 8, p. 619, doi. 10.1080/13504850600721924
- By:
- Publication type:
- Article
48
Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models.
- Published in:
- Applied Economics Letters, 2008, v. 15, n. 4, p. 239, doi. 10.1080/13504850500461613
- By:
- Publication type:
- Article
49
Capital mobility in Sweden: a time-varying parameter approach.
- Published in:
- Applied Economics Letters, 2007, v. 14, n. 15, p. 1115, doi. 10.1080/13504850600606018
- By:
- Publication type:
- Article
50
Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach.
- Published in:
- Applied Economics Letters, 2006, v. 13, n. 5, p. 293, doi. 10.1080/13504850500365848
- By:
- Publication type:
- Article