Eduardo Dacillo Roca : Citation Profile

Are you Eduardo Dacillo Roca?

Griffith University

13

H index

20

i10 index

655

Citations

RESEARCH PRODUCTION:

58

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 27
   Journals where Eduardo Dacillo Roca has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 13 (1.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro225
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Singh, Vik (3)

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)

Hatemi-J, Abdulnasser (13)

GUPTA, RANGAN (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)

Demirer, Riza (5)

Cites to:

Hatemi-J, Abdulnasser (38)

Pesaran, Mohammad (18)

Berger, Allen (16)

Fama, Eugene (16)

faff, robert (15)

French, Kenneth (14)

Bekaert, Geert (14)

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
Economia Internazionale / International Economics3
Accounting and Finance3
Australian Economic Papers2
Accounting Research Journal2
Australian Journal of Management2
Empirical Economics2

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 (2024 and 2023)

YearTitle of citing document
2023Rational Bubbles: Too Many to be True?. (2023). Sola, Martin. In: Working Papers. RePEc:aoz:wpaper:240.

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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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2023Effects of varieties and seasons on cost efficiency in rice farming: A stochastic metafrontier approach. (2023). Tien, Nguyen Duc ; Hung, Pham Xuan ; Ho, Phuc Trong. In: Asian Journal of Agriculture and Rural Development. RePEc:asi:ajosrd:v:13:y:2023:i:2:p:120-129:id:4778.

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2023.

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2023.

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2023.

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2023.

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2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

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2023Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726.

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2023Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062.

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2023How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

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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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2023Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models. (2023). Gacesa, Marko ; Wang, Fang. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002089.

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2023Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022.

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2023Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method. (2023). Huang, Qian ; Yang, Jie ; Feng, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300065x.

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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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2023Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318.

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2023Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270.

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2023Accounting research in former Soviet bloc countries: Past trends and current and future developments. (2023). Alon, Anna ; Mintchik, Natalia ; Krivogorsky, Victoria. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:50:y:2023:i:c:s1061951823000083.

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2023Are accounting choices for intangible assets informative or opportunistic? Evidence from Poland. (2023). Grzybek, Olga. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:51:y:2023:i:c:s1061951823000289.

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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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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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2023ESG investment in China: Doing well by doing good. (2023). Zhao, Xuejun ; Zhang, Zili ; Chen, Shu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002025.

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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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2023The Nexus between Green Bonds and European Banks: A Cross-Quantilogram Approach. (2023). Criste, Adina ; Lupu, Radu. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:24:p:7974-:d:1296790.

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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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2023Univariate Forecasting for REITs with Deep Learning: A Comparative Analysis with an ARIMA Model. (2023). Song, Han-Suck ; Axelsson, Birger. In: Working Paper Series. RePEc:hhs:kthrec:2023_010.

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2023Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector?. (2023). Jose, Nithin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09383-7.

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2023Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks. (2023). Sharma, Rakesh Kumar ; Tripathi, Bhaskar. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10325-8.

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2023Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis. (2023). Al-Khasawneh, Jamal A ; Nusair, Salah A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09494-9.

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2023Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Mokni, Khaled ; Youssef, Mouna. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5.

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2023Relation Between Bitcoin and Its Forks: An Empirical Investigation. (2023). Hamed, Nidaa ; Farooq, Omar ; Ahmed, Neveen. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:2:d:10.1057_s41302-023-00247-0.

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2023Industry return lead-lag relationships between the US and other major countries. (2023). Sebastio, Helder ; Silva, Nuno ; Monteiro, Ana. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1.

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2023Fundamental and speculative components of the cryptocurrency pricing dynamics. (2023). Krištoufek, Ladislav ; Kukacka, Jiri. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00465-7.

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2023Diversification evidence of bitcoin and gold from wavelet analysis. (2023). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00495-1.

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2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets. (2023). Vo, Xuan Vinh ; Ko, Hee-Un ; Gubareva, Mariya ; Mensi, Walid ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00498-y.

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2023The effect of management control systems in managing the unknown: Does the market appreciate the breadth of vision?. (2023). Lopez-Valeiras, Ernesto ; Gomez-Conde, Jacobo ; Lunkes, Rogerio Joo ; Rosa, Fabricia Silva. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:8:d:10.1007_s11846-022-00601-0.

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2023The nonlinearity of the relationship between competition and the dual performance of regulated microfinance institutions in Peru. (2023). Portilla, Jhonatan ; Aguilar, Giovanna. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00506-4.

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2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

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2023Should stock returns predictability be ‘hooked on’ long?horizon regressions?. (2023). Pouliasis, Panos K ; Dergiades, Theologos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:718-732.

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2023Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis. (2023). mongi, arfaoui ; Raggad, Bechir ; Arfaoui, Mongi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1582-1601.

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2023The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century. (2023). Teo, Jiajun ; Go, Youhow ; Chan, Kam Fong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1559-1575.

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2023.

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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]		article8
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]		article41
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]		article13
2006A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods In: Economic Modelling.
[Full Text][Citation analysis]		article10
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]		article13
2012Are securitised real estate markets efficient? In: Economic Modelling.
[Full Text][Citation analysis]		article3
2014Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity In: Economic Modelling.
[Full Text][Citation analysis]		article10
2014How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis In: Economic Modelling.
[Full Text][Citation analysis]		article13
2020Arbitrage risk and the cross-section of stock returns: Evidence from China In: Emerging Markets Review.
[Full Text][Citation analysis]		article3
2016Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2015Stock return predictability in South Africa: The role of major developed markets In: Finance Research Letters.
[Full Text][Citation analysis]		article9
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]		article13
2021Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article4
2020Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2015Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article17
2010Should funds invest in socially responsible investments during downturns? In: Accounting Research Journal.
[Full Text][Citation analysis]		article4
2010Are socially responsible investment markets worldwide integrated? In: Accounting Research Journal.
[Full Text][Citation analysis]		article11
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
2009What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
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]		paper8
2010Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper1
2010Estimating Optimal Hedge Ratio with Unknown Structural Breaks In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper1
2010An Empirical Investigation of Consumption CAPMs in the Australian Market In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2010The Market Sensitivity of Australian Superannuation Socially Responsible Investment Funds. Evidence from a Markov Regime Switching Approach In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2010Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers? In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2010Macroeconomic Conditions and Capital Structure: Evidence from Taiwan In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper1
2010Do Pacific Basin Investors Value Corporate Sustainability? In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2010Is Corporate Sustainability valued by Australian Investors? In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2010The Performance of Socially Responsible Investments Across Different Market Regimes In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2011Are Real Estate Markets Integrated with the World Market? In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2011Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
20122012-10 Does the Carbon Market Help or Hurt the Stock Price of Electricity Companies? Further Evidence from the European Context In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper16
20122012-19 Re-designing banking structures: Are there lessons to be learnt from socialist systems? A study of five ASEAN economies In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper1
2015Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper2
2015The Mortgage Interest Rates and Cash Rate Cycle Relationship and International Funding Cost: Evidence in the Context of Australia In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2015Volatility spillovers from international commodity markets to the Australian equity market In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2015Stock market interdependence between Australia and its trading partners: does trade intensity matter? In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper13
2015Stock market interdependence between Australia and its trading partners: does trade intensity matter?.(2015) In: Applied Economics.
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2015The efficiency of Asian stock markets: Fresh evidence based on new tests In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2016Yes, social housing in Australia desperately needs financial innovation! In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2012Macroeconomic Conditions and Capital Structure over the Business Cycle: Further Evidence in the Context of Taiwan In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article2
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
2011Stock returns and consumption factors in the Australian market: Cross-sectional tests In: Australian Journal of Management.
[Full Text][Citation analysis]		article2
2014Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme In: Australian Journal of Management.
[Full Text][Citation analysis]		article16
2016Efficiency, innovation and competition: evidence from Vietnam, China and India In: Empirical Economics.
[Full Text][Citation analysis]		article11
2019International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis In: Empirical Economics.
[Full Text][Citation analysis]		article0
2006Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article9
2012Examining the power of stochastic unit root tests without assuming independence in the error processes of the underlying time series In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2018Cointegration networks in stock markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2001Australia and the three little dragons: are their equity markets interdependent? In: Applied Economics Letters.
[Full Text][Citation analysis]		article8
2005Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries In: Applied Financial Economics.
[Full Text][Citation analysis]		article19
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]		article3
2008Estimating banks equity duration: a panel cointegration approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2008An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
1999Short-term and long-term price linkages between the equity markets of Australia and its major trading partners In: Applied Financial Economics.
[Full Text][Citation analysis]		article36
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
2012Which way does water flow? An econometric analysis of the global price integration of water stocks In: Applied Economics.
[Full Text][Citation analysis]		article5
2014How efficient is the banking system of Asias next economic dragon? Evidence from rolling DEA windows In: Applied Economics.
[Full Text][Citation analysis]		article9
2014Estimating the optimal hedge ratio in the presence of potential unknown structural breaks In: Applied Economics.
[Full Text][Citation analysis]		article3
2015Crypto-currency bubbles: an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices In: Applied Economics.
[Full Text][Citation analysis]		article174
2016Bank reforms and efficiency in Vietnamese banks: evidence based on SFA and DEA In: Applied Economics.
[Full Text][Citation analysis]		article21
2016Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia In: Applied Economics.
[Full Text][Citation analysis]		article18
2016BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests In: Applied Economics.
[Full Text][Citation analysis]		article2
2016Water as an investment: liquid yet illiquid! 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]		article26
2017Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping In: Applied Economics.
[Full Text][Citation analysis]		article2
2017Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets In: Applied Economics.
[Full Text][Citation analysis]		article6
2017How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles In: Applied Economics.
[Full Text][Citation analysis]		article3
2019Global and regional linkages across market cycles: evidence from partial correlations in a network framework In: Applied Economics.
[Full Text][Citation analysis]		article1
2021Weathering financial crisis in China: the role of global market integration In: Applied Economics.
[Full Text][Citation analysis]		article0
2021Green building, split-incentives and affordable rental housing policy In: Housing Studies.
[Full Text][Citation analysis]		article2
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]		article6
2019Agricultural commodity futures trading based on cross-country rolling quantile return signals In: Quantitative Finance.
[Full Text][Citation analysis]		article4
2016Spillovers and Directional Predictability with a Cross?Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures In: Journal of Futures Markets.
[Full Text][Citation analysis]		article24
1997Philippines In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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