Eduardo Dacillo Roca : Citation Profile

Griffith University

14

H index

23

i10 index

752

Citations

RESEARCH PRODUCTION:

58

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 31
   Journals where Eduardo Dacillo Roca has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 13 (1.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro225
   Updated: 2025-12-13    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Singh, Vik (2)

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 (14)

Paramati, Sudharshan Reddy (12)

Hatemi-J, Abdulnasser (12)

Plastun, Alex (11)

Bouri, Elie (9)

Corbet, Shaen (9)

Tiwari, Aviral (9)

Uddin, Gazi (9)

Shahzad, Syed Jawad Hussain (9)

Roubaud, David (7)

Cites to:

Hatemi-J, Abdulnasser (34)

Pesaran, Mohammad (18)

Fama, Eugene (16)

Berger, Allen (16)

Shleifer, Andrei (16)

faff, robert (15)

Bekaert, Geert (15)

French, Kenneth (14)

Chevallier, Julien (13)

Fry-McKibbin, Renee (11)

merton, robert (10)

Main data

Where Eduardo Dacillo Roca has published?

Journals with more than one article published# docs
Applied Economics16
Economic Modelling5
Applied Financial Economics5
Applied Economics Letters4
Accounting and Finance3
Economia Internazionale / International Economics3
Empirical Economics2
Australian Journal of Management2
Australian Economic Papers2
Accounting Research Journal2

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 (2025 and 2024)

YearTitle of citing document
2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2024Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches. (2024). Jeleskovic, Vahidin ; Chinazzo, Cristina. In: Papers. RePEc:arx:papers:2401.02049.

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2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

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2024Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models. (2024). Gacesa, Marko ; Wang, Fang. In: Papers. RePEc:arx:papers:2409.15988.

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2025Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2409.19307.

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2024Risk spillovers between the BRICS and the U.S. staple grain futures markets. (2024). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2412.15738.

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2024Distributed Ledger Technology and the Future of Money and Banking: Banking is Necessary, Banks Are Not. Bill Gates 1994. (2024). Fred, Huibers. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:14:y:2024:i:2:p:213-249:n:1.

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2024Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach. (2024). Aman, Aini ; Abdullah, Ahmad Monir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-24.

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2024Asymmetric Effect of Oil Prices on Kazakhstan€™s Stock Market Index and Exchange Rate. (2024). Azretbergenova, Gulmira ; Syzdykova, Aziza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-2.

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2025Impact of banking uncertainty on firm opacity: Evidence from Vietnam. (2025). Huynh, Japan. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000296.

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2024The influence of deleveraging the excessive debt firms on investment efficiency. (2024). Teng, Shi ; Lin, Yu-En ; Hu, Chunyang ; Wang, Qianqian ; Cheng, Teng-Yuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:2130-2149.

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2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

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2025Impact of COVID-19 on Taiwanese stock market. (2025). Chang, Hao-Wen ; Wang, Mei-Chih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002055.

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2025Exploring co-explosive dynamics: Bitcoin price, attractiveness, and sentiment variables. (2025). Maral, Emerson Fernandes ; de Prince, Diogo ; Valls, Pedro L. In: Economics Letters. RePEc:eee:ecolet:v:246:y:2025:i:c:s0165176524005561.

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2024Risk-adjusted efficiency and innovation: an examination of systematic difference and convergence among BRIC banks. (2024). Nguyen, Thanh ; Nghiem, Son ; Bhati, Abhishek Singh. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001061.

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2024Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x.

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2024Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices. (2024). Shahedur, MD ; Damianov, Damian S. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004659.

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2025Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415.

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2024The asymmetric and time-varying effects of trade policy uncertainty on the insurance premiums in China: Evidence from cross-quantilogram. (2024). Fu, Yimang ; Xiang, Feiyun. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s154461232400970x.

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2024Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016.

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2025Risk spillovers between the BRICS and the U.S. staple grain futures markets. (2025). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500100x.

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2024Global power and Stock market co-movements: A study of G20 markets. (2024). Gupta, Rakesh ; Selvanathan, E A ; Haddad, Sama. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001005.

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2024International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Raju, V L ; Patra, Ramakanta ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052.

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2024A bank-level analysis of interest rate pass-through in South Africa. (2024). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000545.

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

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

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2024Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

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2024Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). lucey, brian ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898.

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2024Banking uncertainty and cash conversion cycle. (2024). Huynh, Japan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003044.

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2024The role of interest rate environment in mortgage pricing. (2024). Ahmad, Ferhana ; Shehzad, Choudhry Tanveer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:225-245.

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2024Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113.

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2024Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Li, Xiao ; Wu, Ruoxi ; Wang, Chen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000291.

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2024Artificial intelligence and big data tokens: Where cognition unites, herding patterns take flight. (2024). Ali, Shoaib ; Naveed, Muhammad ; Xiaoyang, XU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400299x.

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2025The market power of ESG index providers: The effects of rebalancing ESG-themed indices. (2025). Barontini, Roberto ; Gioja, Luigi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001588.

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2025Bitcoin trade volume in decentralized markets: International evidence. (2025). Giménez Roche, Gabriel ; Gimnez, Gabriel A ; Nol, Antoine ; Sauce, Loc. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:214:y:2025:i:c:s004016252500085x.

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2024Analysis of barriers to investment and mining in cryptocurrency for traditional and tech-savvy investors: A fuzzy approach. (2024). Srivastava, Richa ; Rana, Nripendra P ; Singh, Deepak Kumar. In: Technology in Society. RePEc:eee:teinso:v:77:y:2024:i:c:s0160791x24000940.

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2025Price Spillover Effects in U.S.-China Cotton and Cotton Yarn Futures Markets Under Emergency Events. (2025). Yang, Yueyuan ; Dong, Yani ; Qi, Chunjie ; Gui, Cheng. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:16:p:1747-:d:1724954.

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2024Water and Emerging Energy Markets Nexus: Fresh Evidence from Advanced Causality and Correlation Approaches. (2024). Tiwari, Aviral ; doğan, buhari ; Trabelsi, Nader ; Dogan, Buhari. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:13:p:3079-:d:1419944.

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2024A Survey of Literature on the Interlinkage between Petroleum Prices and Equity Markets. (2024). Bagirov, Miramir ; Mateus, Cesario. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:1:p:40-:d:1323991.

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2025Stock Returns’ Co-Movement: A Spatial Model with Convex Combination of Connectivity Matrices. (2025). Gallali, Mohamed Imen ; Dabbou, Halim ; ben Abdallah, Nadia ; Hathroubi, Salem. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:6:p:110-:d:1672718.

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2024Relationship between Financial Services Confidence Index and Stock Market Returns: Toda-Yamamoto and Asymmetric Causality Analysis. (2024). Turan, Yunus Emre ; Zubaidullina, Dinara. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2024:i:41:p:97-108.

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2025The Asymmetric Interaction Between Oil Price Change and Stock Returns of the Renewable Energy Companies in India: A Panel NARDL Approach. (2025). Mishra, Lalatendu ; Acharya, Rajesh H. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09447-w.

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2024New Unit Root Tests in the Nonlinear ESTAR Framework: The Movement and Volatility Characteristics of Crude oil and Copper Prices. (2024). Li, Yanglin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10381-8.

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2025Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence. (2025). Hsieh, Chun-Kuei ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09628-w.

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2025Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia. (2025). Chiang, Shu-Mei ; Kuo, Chen-Yin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01291-3.

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2024The impact of the COVID-19 pandemic on the Russian stock market. (2024). Nazarova, V ; Suvorova, M ; Churakova, I. In: Journal of the New Economic Association. RePEc:nea:journl:y:2024:i:63:p:117-143.

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2025Is portfolio diversification still effective: evidence spanning three crises from the perspective of U.S. investors. (2025). McMillan, David G ; Kambouroudis, Dimos ; Huang, Rong. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-025-00398-z.

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2024Bitcoin’s bubbly behaviors: does it resemble other financial bubbles of the past?. (2024). Náñez Alonso, Sergio ; Jorge Vázquez, Javier ; Naez, Sergio Luis ; Echarte, Miguel Angel ; Jorge-Vazquez, Javier ; Sanz-Bas, David. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03220-0.

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2025Dynamic correlations and portfolio optimization in socially responsible investments: evidence from Indonesia and South Korea. (2025). Maside-Sanfiz, Jos Manuel ; Lpez-Penabad, Me Celia ; Lpez-Andin, Carmen ; Iglesias-Casal, Ana. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04753-8.

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2024Does green investment affect environment pollution: Evidence from asymmetric ARDL approach?. (2024). Sibt, Muhammad ; Ur, Saif ; Shen, Yanan ; Meo, Muhammad Saeed ; Hafiza, Nabila Shahzadi. In: PLOS ONE. RePEc:plo:pone00:0292260.

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2024Risk and causality Co-movement of Malaysia’s stock market with its emerging and OECD trading partners. Evidence from the wavelet approach. (2024). Guo, Hui ; Wang, Xiaoyang ; Din, Badariah Haji ; Waris, Muhammad. In: PLOS ONE. RePEc:plo:pone00:0296712.

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2024Extreme risk spillovers between US and Chinese agricultural futures markets in crises: A dependence-switching copula-CoVaR model. (2024). Zeng, Lidan ; Zhang, Bokai ; Zhu, BO. In: PLOS ONE. RePEc:plo:pone00:0299237.

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2024Catalysts for Change: Government Incentives Driving Sustainable Construction in Developing Countries. (2024). Yeboah, Samuel Asuamah. In: MPRA Paper. RePEc:pra:mprapa:122480.

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2024Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies?. (2024). GUPTA, RANGAN ; Babalos, Vassilios ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202416.

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2024Carbon Emissions Pricing: Linkages Between EU ETS Spot and Future Prices and Completeness of EU ETS Market. (2024). Varghese, Ann Mary ; Chatterjee, Debaleena ; Madhavan, Vinodh ; Pradhan, Rudra P ; Mondal, Saikat. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:4:p:450-470.

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2024Stock Market Integration and Trade: A Study on India and its Major Trading Partners. (2024). Jana, Samiran. In: Vision. RePEc:sae:vision:v:28:y:2024:i:3:p:313-326.

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2024The impact of FinTech firms on bank financial stability. (2024). Paramati, Sudharshan Reddy ; Safiullah, MD. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-022-09595-z.

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2024Market power, social welfare, and efficiency in the Peruvian microfinance. (2024). Portilla, Jhonatan ; Aguilar, Giovanna. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:41:y:2024:i:1:d:10.1007_s40888-023-00321-y.

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2024Features of different asset types and extreme risk transmission during the COVID-19 crisis. (2024). Tsai, I-Chun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00510-5.

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2024Evaluating the resource management and profitability efficiencies of US commercial banks from a dynamic network perspective. (2024). Kweh, Qian Long ; Liu, Hsian-Ming ; Lu, Wen-Min ; Tone, Kaoru. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00531-0.

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2024The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis. (2024). Sheehan, Barry ; Shannon, Darren ; Odonnell, Niall. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00575-2.

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2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y.

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2024Public Debt and Growth: New Insights. (2024). Mutascu, Mihai ; Ozmen, Brahim. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01441-3.

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2024Does poverty respond asymmetrically to financial development? Evidence from India using asymmetric cointegration and causality tests. (2024). Khanday, Ishfaq Nazir ; Wani, Inayat Ullah ; Tarique, MD ; Dar, Muzffar Hussain. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01772-y.

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2025Ownership structure and bank efficiency in India: new evidence from a meta-frontier approach. (2025). Gupta, Adwitiya ; Sensarma, Rudra ; Shukla, Rashmi. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:2:d:10.1007_s11135-024-02042-1.

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2024Technical efficiency in banks: a review of methods, recent innovations and future research agenda. (2024). AKDENIZ, OZLEM ; Nwachukwu, Jacinta C ; Hayek, Ali I ; Abdou, Hussein A ; Pyke, Chris ; Elamer, Ahmed A. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:11:d:10.1007_s11846-023-00707-z.

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2024Global environmental equities and investor sentiment: the role of social media and Covid-19 pandemic crisis. (2024). Martnez-Ferrero, Jennifer ; Neves, Maria Elisabete ; Ludovina, Maria Fernanda ; Lozano-Garca, Mara Beln ; de Sousa-Gabriel, Vtor Manuel. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:1:d:10.1007_s11846-022-00614-9.

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2024On Bubbles in Cryptocurrency Prices. (2024). van Oordt, Maarten. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240050.

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2024Systemic risk in the Scandinavian banking sector. (2024). Uddin, Gazi ; Rahman, Md Lutfur ; Sjo, BO ; Hedstrom, Axel Per. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:581-608.

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2024Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1): New evidence from cross‐quantilogram approach. (2024). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Ahmed, Rizwan ; Khalfaoui, Rabeh. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:719-789.

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2024How does the stock market affect the interest rate corridor system in China?. (2024). Feng, XU ; Zhang, Shen ; Wan, Jing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1820-1833.

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2024The role of long‐ and short‐run correlation networks in international portfolio selection. (2024). Liu, Yezheng ; Xu, Qifa ; Jiang, Cuixia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3147-3176.

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2024Trading commodity ETFs: Price behavior, investment insights, and performance analysis. (2024). Nippani, Srinivas ; Hadad, Elroi ; Malhotra, Davinder. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1257-1276.

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Works by Eduardo Dacillo Roca:

YearTitleTypeCited
2015What drives mortgage fees in Australia? In: Accounting and Finance.
[Full Text][Citation analysis]		article1
2017Risk factors in Australian bond returns In: Accounting and Finance.
[Full Text][Citation analysis]		article1
2019Discretionary accruals: signalling or earnings management in Australia? In: Accounting and Finance.
[Full Text][Citation analysis]		article9
2005LONG‐TERM AND SHORT‐TERM EQUITY MARKET PRICE INTERACTIONS BETWEEN AUSTRALIA AND THE CHINESE STATES* In: Australian Economic Papers.
[Full Text][Citation analysis]		article0
2016Management Behaviour in Vietnamese Commercial Banks In: Australian Economic Papers.
[Full Text][Citation analysis]		article1
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
2013Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies In: Applied Energy.
[Full Text][Citation analysis]		article44
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.
[Full Text][Citation analysis]		article14
2006A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods In: Economic Modelling.
[Full Text][Citation analysis]		article11
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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