Eduardo Dacillo Roca : Citation Profile

Are you Eduardo Dacillo Roca?

Griffith University

13

H index

19

i10 index

603

Citations

RESEARCH PRODUCTION:

58

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 25
   Journals where Eduardo Dacillo Roca has often published
   Relations with other researchers
   Recent citing documents: 159.    Total self citations: 13 (2.11 %)

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   Permalink: http://citec.repec.org/pro225
   Updated: 2023-05-27    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Singh, Vik (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Eduardo Dacillo Roca.

Is cited by:

Caporale, Guglielmo Maria (15)

GUPTA, RANGAN (13)

Hatemi-J, Abdulnasser (13)

Paramati, Sudharshan Reddy (11)

Plastun, Alex (11)

Corbet, Shaen (9)

Bouri, Elie (9)

Uddin, Gazi (8)

Roubaud, David (7)

Shahzad, Syed Jawad Hussain (7)

lucey, brian (5)

Cites to:

Hatemi-J, Abdulnasser (38)

Pesaran, Mohammad (17)

Berger, Allen (16)

Fama, Eugene (16)

faff, robert (15)

Bekaert, Geert (14)

French, Kenneth (13)

Shleifer, Andrei (13)

Chevallier, Julien (13)

Hacker, R Scott (12)

Fry-McKibbin, Renee (11)

Main data

Where Eduardo Dacillo Roca has published?

Journals with more than one article published# docs
Applied Economics16
Economic Modelling5
Applied Economics Letters4
Accounting and Finance3
Economia Internazionale / International Economics3
Australian Economic Papers2
Empirical Economics2
Accounting Research Journal2
Australian Journal of Management2

Working Papers Series with more than one paper published# docs
Discussion Papers in Finance / Griffith University, Department of Accounting, Finance and Economics21

Recent works citing Eduardo Dacillo Roca (2022 and 2021)

YearTitle of citing document
2022Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2021Herd Behavior in Crypto Asset Market and Effect of Financial Information on Herd Behavior. (2021). Aydin, Omer ; Augan, Bucsra. In: Papers. RePEc:arx:papers:2104.00763.

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2022Net Buying Pressure and the Information in Bitcoin Option Trades. (2021). Wan, Huning ; Feng, Jianfen ; Deng, Jun ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.02776.

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2022Testing for explosive bubbles: a review. (2022). Skrobotov, Anton. In: Papers. RePEc:arx:papers:2207.08249.

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2023Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853.

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2021No more excuses! Performance of ESG?integrated portfolios in Australia. (2021). , Victor ; Fan, John Hua ; Lee, Darren D. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2407-2450.

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2022Did cryptocurrencies exhibit log?periodic power law signature during the second wave of COVID?19?. (2022). Papathanasiou, Spyros ; Ghosh, Bikramaditya ; Pergeris, Georgios. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:3:n:e12207.

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2022The Low?carbon Equity Market: A New Alternative for Investment Diversification?. (2022). Ludovina, Maria Fernanda ; Lozano, Maria Belen ; de Sousa, Vitor Manuel. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:1:p:34-47.

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2022Agglomeration and innovation effort: A longitudinal study on small and medium manufacturing enterprises in Vietnam. (2022). Cassells, Damien ; Quoc, Luong Vinh. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1252-1268.

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2021The Microeconomics of Cryptocurrencies. (2021). Halaburda, Hanna ; Haeringer, Guillaume ; Gans, Joshua ; Gandal, Neil. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8841.

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2021Testing Purchasing Power Parity in Cambodia: Time-Varying Trade Weights in Constructing Real Effective Exchange Rate. (2021). Lim, Siphat. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-16.

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2021Monetary Union Feasibility in the East African Community: Evidence from GPPP. (2021). Muzindutsi, Paul-Francois ; Redda, Ephrem Habtemichael. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-06-2.

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2021Analysis of the Asymmetric Relationship between Oil Prices and Real Effective Exchange Rate in Kazakhstan. (2021). Tazhiyeva, Indira ; Zurbayeva, Aliya ; Abdulina, Gulnar ; Kudabayeva, Lyazzat ; Abubakirova, Aktolkin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-41.

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2021Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. (2021). Lin, Boqiang ; Xu, Jun ; Shi, Rong ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s030626192031758x.

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2021Tightening EU ETS targets in line with the European Green Deal: Impacts on the decarbonization of the EU power sector. (2021). Rodrigues, Renato ; Osorio, Sebastian ; Pietzcker, Robert C. In: Applied Energy. RePEc:eee:appene:v:293:y:2021:i:c:s0306261921003962.

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2022The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162.

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2022The psychological and economic roles of culture on global underpricing difference: A new hierarchical evidence. (2022). Ahmed, Abdullahi D ; Jamaani, Fouad. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001593.

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2021The nexus between financial inclusion and economic development: Comparison of old and new EU member countries. (2021). TAGHIZADEH-HESARY, Farhad ; Paramati, Sudharshan Reddy ; Kale, Seenaiah ; Huang, Ruixian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:1-15.

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2021Does economic integration lead to financial market integration in the Asian region?. (2021). Paramati, Sudharshan Reddy ; Zakari, Abdulrasheed ; Huang, Ruixian ; Song, Yuegang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:366-377.

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2021The effect of remittances and FDI inflows on income distribution in developing economies. (2021). Ummalla, Mallesh ; Paramati, Sudharshan Reddy ; Kummitha, Harshavardhan Reddy ; Zakari, Abdulrasheed ; Song, Yuegang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:255-267.

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2021Does COVID-19 pandemic hurt stock prices of solar enterprises?. (2021). Chang, Chun-Ping ; Chen, Xia ; Wei, Runchu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:41-57.

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2022Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

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2022Examining the overconfidence and overreaction in China’s carbon markets. (2022). Zhu, Bangzhu ; Wang, Ping ; Gao, Yan ; Zhou, Xinxing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:472-489.

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2021Macroeconomic forecasts and commodity futures volatility. (2021). Liu, Xiaoquan ; Jiang, Ying ; Deschamps, Bruno ; Guo, Ranran ; Ye, Wuyi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:981-994.

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2021Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

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2021Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265.

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2021A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x.

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2021The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382.

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2022Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios. (2022). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940821002229.

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2022Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. (2022). Xie, Chi ; Feng, Yusen ; Wang, Gang-Jin ; Qian, Biyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000055.

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2022Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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2022Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage. (2022). Waked, Sami Sobhi ; Youssef, Mouna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000997.

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2022Hedging the extreme risk of cryptocurrency. (2022). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001486.

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2021Local institutions, external finance and investment decisions of small businesses in Vietnam. (2021). Nguyen, Bach. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:3:s0939362521000285.

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2021The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802.

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2022Nonlinear tail dependence between the housing and energy markets. (2022). Taghizadeh-Hesary, Farhad ; Uddin, Gazi Salah ; Yoshino, Naoyuki ; Hedstrom, Axel ; Stenvall, David. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006137.

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2022Oil beta uncertainty and global stock returns. (2022). Demirer, Riza ; Chen, Chun-Da. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200305x.

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2022Carbon credit futures as an emerging asset: Hedging, diversification and downside risks. (2022). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003462.

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2021The impact of carbon emission trading schemes on urban-rural income inequality in China: A multi-period difference-in-differences method. (2021). Chang, Meng-Shiuh ; Xiao, DE ; Yu, Fan. In: Energy Policy. RePEc:eee:enepol:v:159:y:2021:i:c:s0301421521005176.

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2022Is Chinas carbon trading market efficient? Evidence from emissions trading scheme pilots. (2022). Nicoleta-Claudia, Moldovan ; Li, Hao ; Lobon, Oana-Ramona ; Su, Chi-Wei ; Wang, Xiao-Qing. In: Energy. RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001438.

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2022Energy trade-offs in coupled ICM and electricity market under dynamic carbon emission intensity. (2022). Wang, Peng ; Liu, Nian ; Yan, Xiaohe ; Jiang, Kai. In: Energy. RePEc:eee:energy:v:260:y:2022:i:c:s0360544222019727.

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2021Modifier effects of country-level transparency on global underpricing difference: New hierarchical evidence. (2021). Ahmed, Abdullahi D ; Jamaani, Fouad. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000107.

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2021How floating rate notes stopped floating: Evidence from the negative interest rate regime. (2021). Selga, Riks K ; Klaus, Jurgen. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000521.

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2021How cryptocurrency affects economy? A network analysis using bibliometric methods. (2021). Wang, Shouyang ; Zhang, Dingxuan ; Li, Xuerong ; Yue, Yao . In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001976.

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2021VCRIX — A volatility index for crypto-currencies. (2021). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Kim, Alisa. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002416.

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2022Industry herding in crypto assets. (2022). Li, Wanpeng ; Liu, Nan ; Zhao, Yuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002848.

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2022Who buys Bitcoin? The cultural determinants of Bitcoin activity. (2022). Roh, Tai-Yong ; Garel, Alexandre ; Frijns, Bart ; Foley, Sean. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003350.

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2021A tale of tails : New evidence on the growth-return nexus. (2021). Výrost, Tomáš ; Lyócsa, Štefan ; Vrost, Toma ; Lyocsa, Tefan ; Plihal, Toma. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310347.

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2021How explosive are cryptocurrency prices?. (2021). Gronwald, Marc. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320303913.

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2021State of demand and excessive indebtedness: Evidence from Chinese listed manufacturing firms. (2021). Dong, Kaiqiang ; Geng, Danqing ; Sun, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000234.

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2022Bubbles in Ethereum. (2022). Figuerola-Ferretti, Isabel ; Bellon, Carlos . In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003871.

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2022Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor. (2022). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003949.

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2022Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs. (2022). el Montasser, Ghassen ; Charfeddine, Lanouar ; Maouchi, Youcef. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005341.

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2022COVID-19?s impact on the spillover effect across the Chinese and U.S. stock markets. (2022). Mao, Jiaying ; Zhang, Yongmin. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000137.

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2022Interdependence, contagion and speculative bubbles in cryptocurrency markets. (2022). Bazan-Palomino, Walter. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003555.

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2021The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Cho, Dooyeon ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301414.

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2021Does blockchain patent-development influence Bitcoin risk?. (2021). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Hu, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301475.

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2022Technical analysis in cryptocurrency markets: Do transaction costs and bubbles matter?. (2022). Bazan-Palomino, Walter ; Svogun, Daniel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000816.

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2022Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches. (2022). Choi, Sun-Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093.

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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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2022Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models. (2022). Hou, Chenghan ; Ji, Qiang ; Klein, Tony ; Luo, Jiawen. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:51-73.

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2021Quantifying Return Spillovers in Global Real Estate Markets. (2021). Balli, Faruk ; Chowdhury, Iftekhar ; Agyemang, Abraham. In: Journal of Housing Economics. RePEc:eee:jhouse:v:52:y:2021:i:c:s1051137721000334.

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2021Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2021). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001224.

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2022The influence of extreme events such as Brexit and Covid-19 on equity markets. (2022). Iglesias, Emma. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:2:p:418-430.

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2022The optimality of age-based lockdown policies. (2022). , Davideticchi ; Ticchi, Davide ; Teobaldelli, Desiree ; Papi, Luca ; Giammetti, Raffaele. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:3:p:722-738.

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2021Are Indian sectoral indices oil shock prone? An empirical evaluation. (2021). Mishra, Shekhar. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030920x.

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2021Re-examining the real option characteristics of gold for gold mining companies. (2021). Shahzad, Syed Jawad Hussain ; Uddin, Gazi Salah ; Lucey, Brian M ; Rahman, Md Lutfur. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309211.

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2021Do energy prices interact with global Islamic stocks? Fresh insights from quantile ARDL approach. (2021). Aman, Ameenullah ; Zaighum, Isma ; Suleman, Muhammad Tahir ; Sharif, Arshian. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000842.

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2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. (2021). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Sarwar, Suleman ; Khalfaoui, Rabeh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003287.

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2022The response of exchange rate to coal price, palm oil price, and inflation in Indonesia: Tail dependence analysis. (2022). Sohag, Kazi ; Herdhayinta, Heyvon ; Yuniawan, Dani ; Cahyaningsih, Diyah Sukanti ; Chandrarin, Grahita. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001982.

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2022Do exchange rate and inflation rate matter in the cyclicality of oil price and stock returns?. (2022). Philips, Abiodun S ; Akinseye, Ademola B ; Oduyemi, Gabriel O. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003270.

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2023Investigating the nexus between green economy, sustainability, bitcoin and oil prices: Contextual evidence from the United States. (2023). Shahbaz, Muhammad ; Chopra, Ritika ; Singh, Sanjeet ; Sharma, Gagan Deep ; Cifuentes-Faura, Javier. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006110.

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2021A review of global research on private investment in the water sector. (2021). Li, Bin ; Tularam, Gurudeo Anand ; Reza, Rajibur. In: Utilities Policy. RePEc:eee:juipol:v:72:y:2021:i:c:s095717872100117x.

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2021Quantile relationship between Islamic and non-Islamic equity markets. (2021). Kang, Sang Hoon ; Uddin, Gazi Salah ; Hedstrom, Axel ; Rahman, Md Lutfur. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000937.

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2021Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan. (2021). Shih, Yi-Cheng ; Lin, Li-Feng ; Su, Xuan-Qi ; Chen, Kuan-Hau. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001402.

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2021Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Bannigidadmath, Deepa ; Powell, Robert ; Pham, Thach N. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773.

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2021New test of contagion with application on the Brexit referendum. (2021). Kevin, Ka Kwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:564:y:2021:i:c:s0378437120307810.

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2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic. (2021). Choi, Sun-Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002600.

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2021Optimal time-varying tail risk network with a rolling window approach. (2021). Zhang, Shuai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004003.

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2022Detrended multiple moving average cross-correlation analysis and its application in the correlation measurement of stock market in Shanghai, Shenzhen, and Hong Kong. (2022). Xie, Wenhao ; Cao, Guangxi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:590:y:2022:i:c:s0378437121009523.

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2022Deep learning in predicting cryptocurrency volatility. (2022). Piscopo, Gabriella ; Levantesi, Susanna ; Damato, Valeria. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:596:y:2022:i:c:s0378437122001704.

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2022Sentiment, Google queries and explosivity in the cryptocurrency market. (2022). Pagnottoni, Paolo ; Cerchiello, Paola ; Agosto, Arianna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:605:y:2022:i:c:s0378437122006380.

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2021Structural vector error correction modelling of Bitcoin price. (2021). le Fur, Eric ; Lefur, Eric ; HAFFAR, Adlane . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:170-178.

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2021Geopolitical risk and volatility spillovers in oil and stock markets. (2021). Smales, Lee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:358-366.

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2021A new approach to portfolio management in the Brazilian equity market: Does assets efficiency level improve performance?. (2021). MacIel, Leandro. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:38-56.

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2022Time-varying dependence of Bitcoin. (2022). le Fur, Eric ; Haffar, Adlane. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:211-220.

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2022Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis. (2022). Zhang, Yaojie ; Ye, Xiaoqing ; Wang, LU ; Hong, Yanran. In: Renewable Energy. RePEc:eee:renene:v:196:y:2022:i:c:p:535-546.

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2022Responding to import surges: Price transmission from international to local soybean markets. (2022). Pan, Zheng ; Zheng, Xuyun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:584-597.

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2021Information spillover features in global financial markets: A systematic analysis. (2021). Guo, Ying ; Long, Wen ; Wang, Ying. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000167.

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2022The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. (2022). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001318.

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2022Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return. (2022). Hatemi-J, Abdulnasser ; El-Khatib, Youssef ; Hajji, Mohamed Ali. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001690.

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2022On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets: Evidence from the nonparametric quantile on quantile approach. (2022). Aloui, Chaker ; Ahmed, Maiyra ; Raza, Syed Ali. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000150.

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2022Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing. (2022). Ngo, Thanh ; Grossmann, Axel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001027.

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2021Dance with the devil? The nexus of fourth industrial revolution, technological financial products and volatility spillovers in global financial system. (2021). Naqvi, Bushra ; Abbas, Syed Kumail ; Umar, Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312762.

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2023Technology-enabled financing of sustainable infrastructure: A case for blockchains and decentralized oracle networks. (2023). Adriaens, Peter ; Li, Dan ; Yung, Kenneth Hsien. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s004016252200779x.

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2022Sustainable Cryptocurrency Growth Impossible? Impact of Network Power Demand on Bitcoin Price. (2022). Mikhaylov, Alexey ; Baboshkin, Pavel ; Shaikh, Zaffar Ahmed. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:220308:p:116-130.

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2021Global Transmission of Returns among Financial, Traditional Energy, Renewable Energy and Carbon Markets: New Evidence. (2021). Yang, Xueqing ; Liu, Yang ; Wang, Mei. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:7286-:d:671615.

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2021A VaR-Based Methodology for Assessing Carbon Price Risk across European Union Economic Sectors. (2021). Popovici, Oana ; Horobet, Alexandra ; Bulai, Vlad-Cosmin ; Dumitrescu, Sofia Adriana ; Belascu, Lucian. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:24:p:8424-:d:701935.

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2021Does Carbon Risk Matter? Evidence of Carbon Premium in EU Energy-Intensive Companies. (2021). Franek, Slawomir ; Adamczyk, Adam ; Witkowski, Pawel. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:7:p:1855-:d:524986.

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2023Price Dynamics and Interactions between the Chinese and European Carbon Emission Trading Markets. (2023). Chen, Zhenxi ; Gu, Yimiao ; Qiao, Huiting ; Cheng, Qiyun. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1624-:d:1059724.

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

Works by Eduardo Dacillo Roca:

YearTitleTypeCited
2015What drives mortgage fees in Australia? In: Accounting and Finance.
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2016Management Behaviour in Vietnamese Commercial Banks In: Australian Economic Papers.
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2004The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners In: Econometric Society 2004 Australasian Meetings.
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2013Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies In: Applied Energy.
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2013The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context In: Journal of Asian Economics.
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2006A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods In: Economic Modelling.
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2011How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test In: Economic Modelling.
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2012Are securitised real estate markets efficient? In: Economic Modelling.
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2014Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity In: Economic Modelling.
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2020Arbitrage risk and the cross-section of stock returns: Evidence from China In: Emerging Markets Review.
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2016Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs In: International Review of Financial Analysis.
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2015Stock return predictability in South Africa: The role of major developed markets In: Finance Research Letters.
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2009What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition In: Discussion Papers in Finance.
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2010The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods In: Discussion Papers in Finance.
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2015Volatility spillovers from international commodity markets to the Australian equity market In: Discussion Papers in Finance.
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2015Stock market interdependence between Australia and its trading partners: does trade intensity matter? In: Discussion Papers in Finance.
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2006Does it Pay for Australian Investors to Diversify into their Countrys Major Trading Partners? In: Economia Internazionale / International Economics.
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2005US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 In: Economia Internazionale / International Economics.
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2011Stock returns and consumption factors in the Australian market: Cross-sectional tests In: Australian Journal of Management.
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2016Efficiency, innovation and competition: evidence from Vietnam, China and India In: Empirical Economics.
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2018Cointegration networks in stock markets In: Applied Economics Letters.
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2001Australia and the three little dragons: are their equity markets interdependent? In: Applied Economics Letters.
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2008Estimating banks equity duration: a panel cointegration approach In: Applied Financial Economics.
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2008An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach In: Applied Financial Economics.
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2012A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks In: Applied Economics.
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2012Which way does water flow? An econometric analysis of the global price integration of water stocks In: Applied Economics.
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2014How efficient is the banking system of Asias next economic dragon? Evidence from rolling DEA windows In: Applied Economics.
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2014Estimating the optimal hedge ratio in the presence of potential unknown structural breaks In: Applied Economics.
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2015Crypto-currency bubbles: an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices In: Applied Economics.
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2016Bank reforms and efficiency in Vietnamese banks: evidence based on SFA and DEA In: Applied Economics.
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2016Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia In: Applied Economics.
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2016BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests In: Applied Economics.
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2016Water as an investment: liquid yet illiquid! In: Applied Economics.
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2017The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests In: Applied Economics.
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2017Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping In: Applied Economics.
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2017Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets In: Applied Economics.
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2017How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles In: Applied Economics.
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2019Global and regional linkages across market cycles: evidence from partial correlations in a network framework In: Applied Economics.
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2019Agricultural commodity futures trading based on cross-country rolling quantile return signals In: Quantitative Finance.
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2016Spillovers and Directional Predictability with a Cross?Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures In: Journal of Futures Markets.
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1997Philippines In: World Scientific Book Chapters.
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