Abdulnasser Hatemi-J : Citation Profile

Are you Abdulnasser Hatemi-J?

United Arab Emirates University

22

H index

41

i10 index

1882

Citations

RESEARCH PRODUCTION:

108

Articles

40

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1999 - 2024). See details.
   Cites by year: 75
   Journals where Abdulnasser Hatemi-J has often published
   Relations with other researchers
   Recent citing documents: 178.    Total self citations: 70 (3.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha24
   Updated: 2024-11-08    RAS profile: 2024-08-07    
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Relations with other researchers

Works with:

GUPTA, RANGAN (4)

El-Khatib, Youssef (2)

Mustafa, Alan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Abdulnasser Hatemi-J.

Is cited by:

Bahmani-Oskooee, Mohsen (82)

Shahbaz, Muhammad (55)

GUPTA, RANGAN (34)

Shahzad, Syed Jawad Hussain (33)

Lach, Łukasz (32)

Gurgul, Henryk (25)

Balcilar, Mehmet (25)

Aslan, Alper (23)

Nazlioglu, Saban (21)

Afonso, Antonio (20)

Tiwari, Aviral (20)

Cites to:

Hacker, R Scott (54)

Perron, Pierre (30)

Pesaran, Mohammad (23)

Sims, Christopher (23)

shin, yongcheol (19)

Johansen, Soren (18)

El-Khatib, Youssef (18)

Dunne, John (16)

Roca, Eduardo (16)

Pedroni, Peter (14)

Phillips, Peter (13)

Main data

Where Abdulnasser Hatemi-J has published?

Journals with more than one article published# docs
Economia Internazionale / International Economics20
Applied Economics Letters14
Applied Economics12
Journal of Economic Studies10
Economic Modelling6
Empirical Economics4
Applied Financial Economics4
Research in International Business and Finance3
Emerging Markets Finance and Trade2
Journal of Applied Statistics2
Empirica2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org14
MPRA Paper / University Library of Munich, Germany11
Working Papers / University of Pretoria, Department of Economics6
Discussion Papers in Finance / Griffith University, Department of Accounting, Finance and Economics3
Working Paper Series in Economics and Institutions of Innovation / Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies2

Recent works citing Abdulnasser Hatemi-J (2024 and 2023)

YearTitle of citing document
2023The impact of the economic policy uncertainty and geopolitical risks on tourism demand of Mexico. (2023). Eryuzlu, Hakan ; Hopolu, Serta ; Yilanci, Veli. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:147-164.

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2023Interrelationships between Tourist Arrivals, Exchange Rate, Inflation, and Economic Growth: Empirical Evidence for Turkiye. (2023). Akarsu, Gulsum. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:49-76.

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2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

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2023Economic and Environmental Sustainability through Trade Openness and Energy Production. (2023). Tomader, Elhassan. In: Business Systems Research. RePEc:bit:bsrysr:v:14:y:2023:i:2:p:102-123:n:6.

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2023Whose policy uncertainty affects commodity trade between Australia and the United States?. (2023). Saafi, Sami ; Nouira, Ridha ; Bahmanioskooee, Mohsen. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:1:p:101-123.

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2023Whose policy uncertainty affects trade flows between Japan and the U.S.?. (2023). Saafi, Sami ; Nouira, Ridha ; Bahmanioskooee, Mohsen. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:3:p:457-485.

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2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

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2023Unveil the veil of limited liability: Evidence from firm investment. (2023). Sun, Yan ; Qin, Jiaqi. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:485-511.

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2024How do Financial Development and Stability Shape Human Development?. (2024). Fadi, Ghosn ; Rima, Assaf ; Ali, Awdeh. In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:20:y:2024:i:1:p:77-111:n:3.

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2023Drivers of Fiscal Sustainability: A Time-Varying Analysis for Portugal. (2023). COELHO, JOSÉ ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10674.

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2024Sovereign Risk Dynamics in the EU: The Time Varying Relevance of Fiscal and External (Im)balances. (2024). monteiro, sofia ; Alves, José ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10979.

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2023Tourism and economic output: Do asymmetries matter?. (2023). Kocak, Emrah ; Okumus, Fevzi. In: Annals of Tourism Research. RePEc:eee:anture:v:100:y:2023:i:c:s0160738323000439.

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2024Achieving net-zero emission target in Africa: Are sustainable energy innovations and financialization crucial for environmental sustainability of sub-Saharan African state?. (2024). Ankrah, Isaac ; Onifade, Stephen Taiwo ; Musah, Mohammed ; Amoako, George Kofi ; Gyamfi, Bright Akwasi. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005038.

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2023Public finances solvency in the Euro Area. (2023). Afonso, Antonio ; Coelho, Jose Carlos. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:642-657.

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2023Renewable energy consumption and the rising effect of climate policy uncertainty: Fresh policy analysis from China. (2023). Kalra, Akash ; Nasnodkar, Siddhesh Prabhu ; Elsherazy, Tarek Abbas ; Bagadeem, Salim ; Huo, Dongxia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1459-1474.

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2024Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810.

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2023A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286.

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2023Geopolitical oil price uncertainty transmission into core inflation: Evidence from two of the biggest global players. (2023). Olasehinde-Williams, Godwin ; Lee, Chien-Chiang ; Ozkan, Oktay. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004814.

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2023Energy shocks and bank efficiency in emerging economies. (2023). Kim, Ja Ryong ; Ullah, Subhan ; Nasim, Asma ; Hameed, Affan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005030.

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2023Asymmetric effects of oil price shocks on income inequality in ASEAN countries. (2023). Uprasen, Utai ; Tan, Yan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005315.

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2023Evidence of the internationalization of Chinas crude oil futures: Asymmetric linkages to global financial risks. (2023). Guo, Songlin ; Zhang, Jiaming ; Xie, Bingyuan ; Dou, Bin. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005819.

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2023Oil price shocks in the age of surging inflation. (2023). Mattoussi, Wided ; ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006266.

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2023Policies to reduce Indias crude oil import dependence amidst clean energy transition. (2023). Ghosh, Sajal ; Mishra, Brajesh ; Kanjilal, Kakali. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523003890.

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2023Portfolios with return and volatility prediction for the energy stock market. (2023). Zhang, Chong ; Wang, Weizhong ; Ma, Yilin. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223003523.

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2023Explaining and modeling the mediating role of energy consumption between financial development and carbon emissions. (2023). Akan, Taner. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007065.

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2023The impact of oil price shocks on energy stocks from the perspective of investor attention. (2023). Hongyu, Wei ; Yiran, Zhao ; Xiaotian, Sun ; Anjian, Wang ; Jinsheng, Zhou ; Xiangyun, Gao ; Jingjian, SI. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pb:s0360544223013816.

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2023Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370.

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2023Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations. (2023). Gangopadhyay, Partha ; Das, Narasingha ; Cooray, Arusha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003083.

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2023A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526.

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2024What drives financial market growth in Africa?. (2024). Charles, Atangana Zambo ; Thierry, Mamadou Asngar ; Bruno, Ongo Nkoa ; Lude, Djam'Angai. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005069.

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2024Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240.

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2024Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Sun, Yang ; Ge, Zhenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292.

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2023Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict. (2023). Hong, Yanran ; Shen, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005979.

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2023The importance of trade policy uncertainty to energy consumption in a changing world. (2023). Li, Xiaotao ; Cao, Yujia ; Xie, Yutang. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007425.

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2023Climate change and Japanese economic policy uncertainty: Asymmetric analysis. (2023). Guo, Songlin ; Xiang, Yitian ; Zou, Yang ; Zhang, Jiaming. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005378.

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2023Can precious metals hedge the risks of Sino–US political relation?–Evidence from Toda–Yamamoto causality test in quantiles. (2023). Xiang, Feiyun ; Chang, Hao-Wen ; Cai, Yifei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006992.

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2023Climate policy uncertainty and its impact on major grain futures. (2023). Xu, Pengfei ; Luo, Keyu ; Liu, Guangqiang ; Zhang, Simeng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007845.

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2024Revisiting the nexus of REITs returns and macroeconomic variables. (2024). Wang, Chien-Ming ; Wu, Ming-Che. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012096.

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2024Two-way risk: Trade policy uncertainty and inflation in the United States and China. (2024). Weng, Chen ; Wang, QI. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001843.

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2023Do women hold the key to financial sector development in Africa?. (2023). Ndoya, Hermann ; Kamguia, Brice ; Mougnol, Herve William. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:233-248.

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2023The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846.

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2023Dynamic portfolio allocation for financial markets: A perspective of competitive-cum-compensatory strategy. (2023). Chen, Zhiwei ; Zhang, Jingshu ; Gong, Xiaomin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000057.

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2024Connectedness between central bank digital currency index, financial stability and digital assets. (2024). Sivaprasad, Sheeja ; Malki, Issam ; Bas, Tugba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000477.

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2023Nonlinear effect of air travel tourism demand on economic growth in Fiji. (2023). Patel, Arvind ; Kumar, Nikeel Nishkar. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:109:y:2023:i:c:s0969699723000455.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2023Does income inequality respond asymmetrically to financial development? Evidence from India using asymmetric cointegration and causality tests. (2023). Tarique, MD ; Khanday, Ishfaq Nazir. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000531.

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2024Asymmetric effects of uncertainty on investment: Empirical evidence from India. (2024). Roy, Amrita ; Adil, Masudul Hasan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000082.

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2023Natural resources volatility and causal associations for BRICS countries: Evidence from Covid-19 data. (2023). Huixiang, Shi ; Cao, Yanyan. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006080.

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2023Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis. (2023). Andraz, Jorge Miguel ; Alomari, Mohammad ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000582.

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2023Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

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2023Investigating the impact of remittance outflows and oil price on economic growth in Gulf Cooperation Council countries. (2023). Mrabet, Zouhair ; Alsamara, Mouyad. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002684.

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2023Oil price shocks and inflation: A cross-national examination in the ASEAN5+3 countries. (2023). Azman, Mukhriz Izraf ; Aharon, David Y ; Kallir, Ido. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002842.

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2023How China is mitigating resource curse through infrastructural development?. (2023). Song, Tianyu ; Ji, Xiangfeng ; Safi, Adnan ; Umar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300301x.

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2023Asymmetric linkage between copper-cobalt productions and economic growth: Evidence from Republic Democratic of Congo. (2023). Hui, SU ; Wu, Qiaosheng ; Namahoro, Jean Pierre. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003410.

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2023Energy security analysis in a geopolitically volatile world: A causal study. (2023). Cifuentes-Faura, Javier ; Khurshid, Adnan ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003847.

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2023Environmentally sustainable policies in the petroleum sector through the lens of industry 4.0. Russians Lukoil and Gazprom: The COVID-19 crisis of 2020 vs sanctions crisis of 2022. (2023). Sergi, Bruno S ; Alekseev, Alexander N ; Delo, Piper ; Lobova, Svetlana V ; Bogoviz, Aleksei V ; Popkova, Elena G. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004440.

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2023Is the impact of oil shocks more pronounced during extreme market conditions?. (2023). Kang, Sang Hoon ; Ghardallou, Wafa ; Vo, Xuan Vinh ; Nautiyal, Neeraj ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006104.

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2023Analysis of the relationship between oil rent and crude oil production in Cameroon: Evidence from ARDL and NARDL models. (2023). Tamba, Jean Gaston ; Mfetoum, Inoussah Moungnutou ; Sapnken, Flavian Emmanuel ; Ewodo-Amougou, Marcel Rodrigue. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006025.

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2023Do oil and natural gas prices affect carbon efficiency? Daily evidence from China by wavelet transform-based approaches. (2023). Caglar, Abdullah Emre ; Karlilar, Selin ; Kartal, Mustafa Tevfik ; Zafar, Muhammad Wasif ; Pata, Ugur Korkut ; Liu, Haiying. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s030142072300750x.

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2023Do stochastic risks flow between industrial and precious metals, Islamic stocks, green bonds, green stocks, clean investments, major foreign exchange rates, and Bitcoin?. (2023). Rashidi, Muhammad Mahdi ; Raheem, Ibrahim D ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008978.

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2024Oil price volatility and gold prices volatility asymmetric links with natural resources via financial market fluctuations: Implications for green recovery. (2024). Du, Qingfeng ; Li, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072300990x.

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2024The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches. (2024). Khan, Nasir ; Aloui, Chaker ; Mejri, Sami. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011066.

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2024Examining the resource curse phenomenon, digital finance integration, and their impacts on economic growth: Empirical insights from South Korea. (2024). Li, Tongxin ; Wang, Yujing ; Chen, Xiaoyu. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012199.

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2024Resource rent, economic stability and the legal landscape of Chinas green growth. (2024). Yin, Xunyang ; Ding, Huanhuan ; Zuo, Xiangbin ; Yu, Qinyao. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000710.

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2024Balancing law, sustainability, and the economy in Chinas responsible mineral resource extraction path. (2024). Yue, Shuguang ; Lin, Tongzhi ; Shang, Zhaoyan ; Liu, Donghui. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001508.

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2024Understanding the Interplay: Oil price and renewable energy investment in Africas net oil importing and net oil exporting countries. (2024). Jaffry, Shabbar ; Failler, Pierre ; Tambari, Ishaya. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002423.

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2024Does renewable energy development enhance energy security?. (2024). Xianjun, Dai ; Cifuentes-Faura, Javier ; Khurshid, Adnan ; Khan, Khalid. In: Utilities Policy. RePEc:eee:juipol:v:87:y:2024:i:c:s0957178724000183.

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2023Determining the optimal land valuation model: A case study of Hanoi, Vietnam. (2023). Doan, Quang Cuong. In: Land Use Policy. RePEc:eee:lauspo:v:127:y:2023:i:c:s0264837723000443.

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2023Revisiting the nexus between house pricing and money demand: Power spectrum and wavelet coherence based approach. (2023). Kirikkaleli, Dervis ; Chen, Fuzhong ; Khan, Zeeshan ; Ma, Qiang ; Siqun, Yang ; Murshed, Muntasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:266-274.

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2023Real exchange rate misalignments and economic growth in Tunisia: New evidence from a threshold analysis of asymmetric adjustments. (2023). Rault, Christophe ; Sova, Anamaria Diana ; Nouira, Ridha ; Amor, Thouraya Hadj. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:215-227.

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2024Spillover effects, lead and lag relationships, and stable coins time series. (2024). Yang, Taewon ; Senteney, Dave ; Paeng, Seongcheol. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:45-60.

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2023Renewable energy effect on economy and environment: The case of G7 countries through novel bootstrap rolling window approach. (2023). Adebayo, Tomiwa Sunday ; Ghosh, Sudeshna ; Kartal, Mustafa Tevfik. In: Renewable Energy. RePEc:eee:renene:v:216:y:2023:i:c:s0960148123009710.

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2023Assessing consensus on nexus between natural gas consumption and economic growth. (2023). Olafuyi, Saburi G ; Okoro, Emeka E. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:187:y:2023:i:c:s1364032123005324.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2024The relationship between cryptocurrencies and convention financial market: Dynamic causality test and time-varying influence. (2024). Huang, Linxian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:811-826.

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2024Asymmetric spillover effects in energy markets. (2024). Tiwari, Aviral ; Doan, Buhari ; Aikins, Emmanuel Joel ; Wohar, Mark ; Adekoya, Oluwasegun B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502.

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2023New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Wang, LU ; Li, Pan ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392.

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2023Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method. (2023). Luo, Keyu ; Hong, Yanran ; Ruan, Hang ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000259.

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2024Information technology and financial development for achieving sustainable development goals. (2024). OMRI, Anis ; Dhahri, Sabrine ; Mirza, Nawazish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002829.

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2024Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine. (2024). Hammoudeh, Shawkat ; Iftiolu, Serhan ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002787.

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2024How responsive are retail electricity prices to crude oil fluctuations in the US? Time-varying and asymmetric perspectives. (2024). Ye, Yong ; Luo, Keyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000266.

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2024US inflation and global commodity prices: Asymmetric interdependence. (2024). Wang, Zhufeng ; Xing, Xiaochao ; Bai, Zhihong ; Pan, Zhigang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000370.

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2023Does foreign aid procurement in resource-rich countries depend on these countries’ financial development and institutional quality? Evidence from PVECM and quantile-on-quantile regression. (2023). Arvin, Mak ; Nair, Mahendhiran S ; Bennett, Sara E ; Pradhan, Rudra P. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:88:y:2023:i:c:s0038012123001611.

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2023Hotspurs in, sober bores out: A call and an agenda for entrepreneurship and innovation policies that foster rapidly scaling ventures. (2023). Walsh, Steven T ; Leo, Hannes ; Maresch, Daniela. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:196:y:2023:i:c:s0040162523005310.

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2024Economic extremes steering renewable energy trajectories: A time-frequency dissection of global shocks. (2024). Li, Dongxin ; Lai, Xiaodong ; Ruan, Hang ; Wang, LU. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001136.

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2023Testing the Effect of Oil Prices, Ecological Footprint, Banking Sector Development and Economic Growth on Energy Consumptions: Evidence from Bootstrap ARDL Approach. (2023). Khalifa, Wagdi ; Tursoy, Turgut ; Kareem, Ponle Henry. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3365-:d:1120754.

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2023Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906.

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More than 100 citations found, this list is not complete...

Works by Abdulnasser Hatemi-J:

YearTitleTypeCited
2013On the pricing and hedging of options for highly volatile periods In: Papers.
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2013On the pricing and hedging of options for highly volatile periods.(2013) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2013On option pricing in illiquid markets with jumps In: Papers.
[Full Text][Citation analysis]		paper0
2018Computation of second order price sensitivities in depressed markets In: Papers.
[Full Text][Citation analysis]		paper1
2018Valuation of Currency Options in Markets with a Crunch In: Papers.
[Full Text][Citation analysis]		paper0
2018The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation In: Papers.
[Full Text][Citation analysis]		paper0
2023The Dividend Discount Model with Multiple Growth Rates of any Order for Stock Evaluation.(2023) In: Economia Internazionale / International Economics.
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This paper has nother version. Agregated cites: 0		article
2018Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing In: Papers.
[Full Text][Citation analysis]		paper0
2021Model selection in time series analysis: using information criteria as an alternative to hypothesis testing.(2021) In: Journal of Economic Studies.
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This paper has nother version. Agregated cites: 0		article
2019Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return In: Papers.
[Full Text][Citation analysis]		paper1
2022Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return.(2022) In: Research in International Business and Finance.
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This paper has nother version. Agregated cites: 1		article
2020Bear Markets and Recessions versus Bull Markets and Expansions In: Papers.
[Full Text][Citation analysis]		paper0
2021Dynamic Asymmetric Causality Tests with an Application In: Papers.
[Full Text][Citation analysis]		paper3
2023A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios In: Papers.
[Full Text][Citation analysis]		paper0
2024On the Asymmetric Volatility Connectedness In: Papers.
[Full Text][Citation analysis]		paper0
2024An Asymmetric Capital Asset Pricing Model In: Papers.
[Full Text][Citation analysis]		paper0
2024Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin In: Papers.
[Full Text][Citation analysis]		paper0
2024Efficient Asymmetric Causality Tests In: Papers.
[Full Text][Citation analysis]		paper0
2002On the Causality between Exchange Rates and Stock Prices: A Note. In: Bulletin of Economic Research.
[Citation analysis]		article28
2004The effect of exchange rate changes on trade balances in the short and long run In: The Economics of Transition.
[Full Text][Citation analysis]		article29
2019Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests In: International Finance.
[Full Text][Citation analysis]		article6
2018Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2005Energy Consumption and Economic Growth in Sweden: A Leveraged Bootstrap Approach, 1965-2000 In: International Journal of Applied Econometrics and Quantitative Studies.
[Full Text][Citation analysis]		article26
2004The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]		paper0
2002Fiscal policy in Sweden: effects of EMU criteria convergence In: Economic Modelling.
[Full Text][Citation analysis]		article42
1999Fiscal Policy in Sweden: Effects of EMU Criteria Convergence.(1999) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2004Multivariate tests for autocorrelation in the stable and unstable VAR models In: Economic Modelling.
[Full Text][Citation analysis]		article12
2006A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods In: Economic Modelling.
[Full Text][Citation analysis]		article6
2011How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test In: Economic Modelling.
[Full Text][Citation analysis]		article12
2014Asymmetric generalized impulse responses with an application in finance In: Economic Modelling.
[Full Text][Citation analysis]		article18
2014How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis In: Economic Modelling.
[Full Text][Citation analysis]		article12
2015Portfolio selection: An alternative approach In: Economics Letters.
[Full Text][Citation analysis]		article3
2012Is the causal nexus of energy utilization and economic growth asymmetric in the US? In: Economic Systems.
[Full Text][Citation analysis]		article33
2010An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article61
2004Do birds of the same feather flock together?: The case of the Chinese states equity markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article12
2002Export performance and economic growth nexus in Japan: a bootstrap approach In: Japan and the World Economy.
[Full Text][Citation analysis]		article36
2020Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article5
2011The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations In: Research in International Business and Finance.
[Full Text][Citation analysis]		article9
2012Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing In: Research in International Business and Finance.
[Full Text][Citation analysis]		article11
2019Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article25
2018Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2001Productivity Performance and Export Performance: A Time-Series Perspective In: Eastern Economic Journal.
[Full Text][Citation analysis]		article9
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2023On a regime switching illiquid high volatile prediction model for cryptocurrencies In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2022On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies.(2022) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2017Option valuation and hedging in markets with a crunch In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2022Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches In: Journal of Economic Studies.
[Full Text][Citation analysis]		article1
2016Trade openness and economic development in the UAE: an asymmetric approach In: Journal of Economic Studies.
[Full Text][Citation analysis]		article6
2020The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach In: Journal of Economic Studies.
[Full Text][Citation analysis]		article2
2009An empirical analysis of the informational efficiency of Australian equity markets In: Journal of Economic Studies.
[Full Text][Citation analysis]		article2
2012A bootstrap test for causality with endogenous lag length choice: theory and application in finance In: Journal of Economic Studies.
[Full Text][Citation analysis]		article29
2010A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance.(2010) In: Working Paper Series in Economics and Institutions of Innovation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2012Asymmetric interaction between government spending and terms of trade volatility In: Journal of Economic Studies.
[Full Text][Citation analysis]		article2
2016Trade openness and economic development in the UAE: an asymmetric approach In: Journal of Economic Studies.
[Full Text][Citation analysis]		article68
2014BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests In: Discussion Papers in Accounting.
[Full Text][Citation analysis]		paper7
2010The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper6
2010Estimating Optimal Hedge Ratio with Unknown Structural Breaks In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper1
2011Are Real Estate Markets Integrated with the World Market? In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2010The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing In: Working Paper Series in Economics and Institutions of Innovation.
[Full Text][Citation analysis]		paper6
2004Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology In: Working Papers.
[Citation analysis]		paper0
2005Pricing strategy, mark-up adjustment and foreign competition in the car industry In: International Journal of Automotive Technology and Management.
[Full Text][Citation analysis]		article0
2005FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION In: Journal of Economic Development.
[Full Text][Citation analysis]		article22
2000Export performance and economic growth causality: An empirical analysis In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article7
2004Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis In: Empirica.
[Full Text][Citation analysis]		article5
2018Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note In: Empirica.
[Full Text][Citation analysis]		article7
2003Is the J-Curve Effect Observable for Small North European Economies? In: Open Economies Review.
[Full Text][Citation analysis]		article33
2005Stock Price and Volume Relation in Emerging Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article12
2010Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article14
2010Stochastic optimal hedge ratio: Theory and evidence In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2012Stochastic optimal hedge ratio: theory and evidence.(2012) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2011On the calculation of price sensitivities with jump-diffusion structure In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2011Hidden panel cointegration In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2011Asymmetric generalized impulse responses and variance decompositions with an application In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2013A New Asymmetric GARCH Model: Testing, Estimation and Application In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013On option pricing in illiquid markets with random jumps In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2011Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia In: MPRA Paper.
[Full Text][Citation analysis]		paper13
2020Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia.(2020) In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2016Testing for Financial Market Integration of the Chinese Market with the US Market In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2016A MS-Excel Module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with and without Deterministic Trend Parts. In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2014Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing In: Working Papers.
[Citation analysis]		paper19
2016Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2014Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? In: Working Papers.
[Citation analysis]		paper11
2015Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers In: Working Papers.
[Citation analysis]		paper1
2019The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction In: Working Papers.
[Citation analysis]		paper6
2022The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction.(2022) In: Asia-Pacific Journal of Operational Research (APJOR).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2008Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2006Does it Pay for Australian Investors to Diversify into their Countrys Major Trading Partners? In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2005US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2005Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2004Is the Equity Market Informationally Efficient in Japan? Evidence from Leveraged Bootstrap Analysis In: Economia Internazionale / International Economics.
[Citation analysis]		article2
2004The Risk-Adjusted Interest Rate Parity: Panel Data Evidence In: Economia Internazionale / International Economics.
[Citation analysis]		article0
2002Investigating Causal Relations between Fixed Investment and Economic Growth In: Economia Internazionale / International Economics.
[Citation analysis]		article1
2001Does Any Long-Run Relation Exist Between the Terms of Trade and the Trade Balance? In: Economia Internazionale / International Economics.
[Citation analysis]		article0
2010Did the Austrian Financial Market Become more Integrated with the German Market after EU Accession? - Il mercato finanziario austriaco si è integrato maggiormente con quello tedesco dopo l’adesione al In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2013An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach - Un’analisi empirica della reazione del mercato azionario colombiano al In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2013An Empirical Investigation of the Potential Asymmetric Relationship between the Stock Market and the Exchange Rates in the UAE - Un esame empirico della potenziale relazione asimmetrica tra mercato az In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2014The Performance of the Banking Sector in the UAE - La performance del settore bancario negli Emirati Arabi Uniti In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2015Modelling Asymmetry in Oil, Gold and Stock Markets by a Hidden Cointegration Technique. - Modelli di asimmetria nel mercato del petrolio, dell’oro e nei mercati azionari attraverso una tecnica di coin In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2016The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2019The Causal Impact of Stock Market Development on Economic Development in the UAE: An Asymmetric Approach In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article6
2019Testing for Financial Market Integration of the UAE Market with the Global Market In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2021Testing for the Tourism Led Economic Growth Hypothesis in Sweden with Structural Breaks In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2021Portfolio Diversification Benefits between Financial Markets of the US and China: Empirical Evidence from two Alternative Methods In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2002Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology In: Journal of Economic Integration.
[Citation analysis]		article2
2003How productivity and domestic output are related to exports and foreign output in the case of Sweden In: Empirical Economics.
[Full Text][Citation analysis]		article3
2006A bootstrap-corrected causality test: another look at the money–income relationship In: Empirical Economics.
[Full Text][Citation analysis]		article4
2008Tests for cointegration with two unknown regime shifts with an application to financial market integration In: Empirical Economics.
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2012Asymmetric causality tests with an application In: Empirical Economics.
[Full Text][Citation analysis]		article234
2018Asymmetric causality between military expenditures and economic growth in top six defense spenders In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article14
2003A new method to choose optimal lag order in stable and unstable VAR models In: Applied Economics Letters.
[Full Text][Citation analysis]		article76
2005A test for multivariate ARCH effects In: Applied Economics Letters.
[Full Text][Citation analysis]		article34
2005Is the tourism-led growth hypothesis valid for Turkey? In: Applied Economics Letters.
[Full Text][Citation analysis]		article178
2006Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article11
2007Capital mobility in Sweden: a time-varying parameter approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2007Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2008The Fisher effect: a Kalman filter approach to detecting structural change In: Applied Economics Letters.
[Full Text][Citation analysis]		article6
2011A re-examination of the Fisher effect using an alternative approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2014On the interaction between government spending and economic performance in Sweden: an asymmetric approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2016The causal interaction between financial development and human development in Bangladesh In: Applied Economics Letters.
[Full Text][Citation analysis]		article27
2016On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments In: Applied Economics Letters.
[Full Text][Citation analysis]		article7
1999The causal nexus of government spending and revenue in Finland: a bootstrap approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article10
2002Is the Governments intertemporal budget constraint fulfilled in Sweden? An application of the Kalman filter In: Applied Economics Letters.
[Full Text][Citation analysis]		article6
2005Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries In: Applied Financial Economics.
[Full Text][Citation analysis]		article16
2007Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners In: Applied Financial Economics.
[Full Text][Citation analysis]		article5
2007Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2008Estimating banks equity duration: a panel cointegration approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2012A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks In: Applied Economics.
[Full Text][Citation analysis]		article3
2013Testing for the governments intertemporal budget restriction in Brazil during 1823--1889 In: Applied Economics.
[Full Text][Citation analysis]		article1
2005The effect of regime shifts on the long-run relationships for Swedish money demand In: Applied Economics.
[Full Text][Citation analysis]		article3
2006Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application In: Applied Economics.
[Full Text][Citation analysis]		article204
2006The response of industry employment to exchange rate shocks: evidence from panel cointegration In: Applied Economics.
[Full Text][Citation analysis]		article2
2009Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders? In: Applied Economics.
[Full Text][Citation analysis]		article11
2014On the causal nexus of remittances and poverty reduction in Bangladesh In: Applied Economics.
[Full Text][Citation analysis]		article15
2014Estimating the optimal hedge ratio in the presence of potential unknown structural breaks In: Applied Economics.
[Full Text][Citation analysis]		article3
2016An extension of the asymmetric causality tests for dealing with deterministic trend components In: Applied Economics.
[Full Text][Citation analysis]		article15
2016BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests In: Applied Economics.
[Full Text][Citation analysis]		article3
2017The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests In: Applied Economics.
[Full Text][Citation analysis]		article31
2004An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method In: The European Journal of Finance.
[Full Text][Citation analysis]		article3
2002Multivariate-based causality tests of twin deficits in the US In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article27
2008Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article34
2001Time-series evidence for Balassas export-led growth hypothesis In: The Journal of International Trade & Economic Development.
[Full Text][Citation analysis]		article16
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2020Has the Causal Nexus of Oil Prices and Consumer Prices Been Asymmetric in the US during the Last Fifteen Decades? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team