Abdulnasser Hatemi-J : Citation Profile


Are you Abdulnasser Hatemi-J?

United Arab Emirates University

21

H index

41

i10 index

1781

Citations

RESEARCH PRODUCTION:

108

Articles

36

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 74
   Journals where Abdulnasser Hatemi-J has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 71 (3.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha24
   Updated: 2024-01-16    RAS profile: 2023-10-02    
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Relations with other researchers


Works with:

GUPTA, RANGAN (4)

Mustafa, Alan (2)

El-Khatib, Youssef (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)

Lach, Łukasz (32)

Shahzad, Syed Jawad Hussain (30)

Balcilar, Mehmet (25)

Gurgul, Henryk (25)

Aslan, Alper (24)

Nazlioglu, Saban (21)

Tiwari, Aviral (18)

Olaniyi, Clement (18)

Cites to:

Hacker, R Scott (58)

Perron, Pierre (30)

Sims, Christopher (22)

Pesaran, Mohammad (22)

El-Khatib, Youssef (19)

shin, yongcheol (18)

Johansen, Soren (18)

Roca, Eduardo (17)

Dunne, John (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 Studies9
Economic Modelling6
Empirical Economics4
Research in International Business and Finance3
Journal of Applied Statistics2
Emerging Markets Finance and Trade2
Empirica2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany11
Papers / arXiv.org10
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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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2023Sustainable Strategies for the Indian Coal Sector: An Econometric Analysis Approach. (2023). Chhetri, Prem ; Das, Niladri ; Mishra, Animesh. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11129-:d:1195892.

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2023Effects of Science, Technology, and Innovation Official Development Assistance on Innovative Capacity in Developing Countries. (2023). Cho, Keuntae ; Choi, Hyunyi. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:2906-:d:1059158.

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2023The Effect of Economic, Financial and Political Stabilities on the Banking Sector: Cases of Six Balkan Countries. (2023). Kayar, Emine Unar. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3000-:d:1060446.

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2023Drivers of Fiscal Sustainability: a Time-Varying Analysis for Portugal. (2023). Coelho, Jose Carlos ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp02872023.

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2023Fiscal Sustainability and the Role of Inflation. (2023). Afonso, Antonio ; Tkacevs, Olegs ; Matvejevs, Olegs ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp03032023.

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2023Testing the Efficient Market Hypothesis in G8 Countries: New evidence from Unit Root Tests with Fourier Shifts. (2023). Kar, Asim ; Pazarci, Sevket ; Kilic, Emre ; Kucukkaplan, Ilhan. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:1:p:1-18.

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2023Determinants of Food Prices in Türkiye: Fourier Engle-Granger Cointegration Test. (2023). Kirca, Mustafa ; Canbay, Serif ; Inal, Veysel. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:1:p:133-156.

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2023The Relationship Imports and Exports in Free Zones Have with Turkiye Foreign Trade and Employment: The Fourier Autoregressive Distributive Lag (ADL) Hidden Cointegration Test. (2023). Gokce, Esra Canpolat ; Toktas, Demet ; Ates, Gizem. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:385-418.

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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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2023Does an asymmetric nexus exist between exports and economic growth in Pakistan? Recent evidence from a nonlinear ARDL approach. (2023). Cheema, Ahmed Raza ; Sial, Maqbool H ; Saleem, Adeel. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09426-z.

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2023The nexus of military, final consumption expenditures, total reserves, and economic development of Pakistan. (2023). Alvarado, Rafael ; Ahmad, Fayyaz ; Rehman, Abdul. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09490-z.

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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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2023Effects of global energy and price fluctuations on Turkeys inflation: new evidence. (2023). Ozahin, Erife ; Ozmen, Brahim. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09530-8.

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2023Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world. (2023). Ma, Feng ; Toan, Luu Duc ; Hong, Yanran ; Liang, Chao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01140-9.

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2023Does scientific research output matter for Portugal’s economic growth?. (2023). Teixeira, Aurora ; Pinto, Tnia. In: GEE Papers. RePEc:mde:wpaper:0174.

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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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2023The dynamic effect of trading between China and Taiwan under exchange rate fluctuations. (2023). Chen, Ssu-Han ; Yang, Yu-Tai ; Liu, Chieh. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01903-8.

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2023Impact of financial resources on agricultural growth in Sub-Saharan Africa. (2023). Gibogwe, Vincent ; Nigo, Ayine. In: MPRA Paper. RePEc:pra:mprapa:116397.

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2023Symmetric and Asymmetric Dynamics of Output Gap and Inflation Relation for Turkish Economy. (2023). Cil, Almila Burgac ; Bier, Burhan. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2023:y:2023:i:5:id:842:p:520-549.

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2023A Time-Varying Analysis between Financial Development and Carbon Emissions: Evidence from the MINT countries. (2023). Rjoub, Husam ; Haouas, Ilham ; Akadiri, Seyi Saint ; Adebayo, Tomiwa Sunday. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1207-1227.

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2023Evaluating the Importance of Monetary Policy Uncertainty: The Long- and Short-Term Effects and Responses. (2023). Wang, Jikai ; Feng, Kai ; Hong, Yanran ; Hu, Yang. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:2:p:264-286.

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2023Asymmetric Impact of Exchange Rate Volatility on Commodity Trade Between Pakistan and China. (2023). Ullah, Sana ; Usman, Ahmed ; Bahmani-Oskooee, Mohsen. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:3:p:510-534.

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2023Economic policy uncertainty and international tourist arrivals: A disaggregated analysis of the Croatian Adriatic coast. (2023). Payne, James ; Mervar, Andrea ; Nazlioglu, Saban. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:4:p:986-1004.

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2023Firm growth in the Portuguese footwear industry: the location dilemma. (2023). Vaz, Rolando. In: The Annals of Regional Science. RePEc:spr:anresc:v:70:y:2023:i:2:d:10.1007_s00168-022-01152-8.

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2023Is pass-through of the exchange rate to restaurant and hotel prices asymmetric in the US? Role of monetary policy uncertainty. (2023). USMAN, OJONUGWA ; Alola, Andrew Adewale. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00425-7.

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2023Triggering economic growth to ensure financial stability: case study of Northern Cyprus. (2023). Akalpler, Ergin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00481-7.

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2023CO2, SO2 and economic growth: a cross-national panel study. (2023). Coggin, Daniel T. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09615-0.

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2023Implications of AI innovation on economic growth: a panel data study. (2023). Gonzales, Julius Tan. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00307-w.

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2023Modelling asymmetric structure in the finance-poverty nexus: empirical insights from an emerging market economy. (2023). Olaniyi, Clement ; Odhiambo, Nicholas ; Dada, James ; Vo, Xuan Vinh. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:1:d:10.1007_s11135-022-01363-3.

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2023Does military expenditure crowd out health-care spending? Cross-country empirics. (2023). Wang, Zijian ; Ikegami, Masako. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01412-x.

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2023Analyzing the asymmetric effect of disaggregated health expenditures on economic growth. (2023). Erdogan, Eyup Serdar. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01487-6.

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2023The regime switching evidence of financial-economic-political risk in Turkey. (2023). Kirikkaleli, Dervis ; Alola, Andrew Adewale. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:4:d:10.1007_s11135-022-01529-z.

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2023Impact of Social and Institutional Indicators on the Homicide Rate in Ecuador: An Analysis Using Advanced Time Series Techniques. (2023). Işık, cem ; Murshed, Muntasir ; Iik, Cem ; Tillaguango, Brayan ; Alvarado, Rafael ; Vasquez, Aldenis. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:169:y:2023:i:1:d:10.1007_s11205-023-03150-5.

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2023Testing the Validity of Okun’s Law in Algeria: Is there a difference between Maki’s Cointegration and Quantile’s Regression Results?. (2023). Ayad, Hicham ; Driouche, Dahmani Mohamed ; Manel, Attouchi ; Hicham, Ayad ; Moussa, Chenini. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:23:y:2023:i:1:p:42-63:n:5.

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2023The mitigating effect of governance quality on the finance?renewable energy?growth nexus: Some international evidence. (2023). Dong, Zhankui ; Li, Yao ; Kassi, Diby Francois. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:316-354.

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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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2023Co?movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approach. (2023). Kirikkaleli, Dervis ; Abbas, Syed Kumail ; Gokmenoglu, Korhan K ; He, Xingxing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1994-2005.

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2023The effects of business and finance conditions on the tourism stock markets: An empirical investigation from Turkey. (2023). Katircioglu, Salih. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4500-4511.

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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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2023Do green innovation and financial globalization contribute to the ecological sustainability and energy transition in the United Kingdom? Policy insights from a bootstrap rolling window approach. (2023). Adebayo, Tomiwa ; Quddoos, Muhammad Umer ; Razi, Ummara ; Ramzan, Muhammad. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:1:p:393-414.

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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.
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2018Computation of second order price sensitivities in depressed markets In: Papers.
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paper1
2018Valuation of Currency Options in Markets with a Crunch In: Papers.
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paper0
2018The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation In: Papers.
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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.
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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.
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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.
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2021Dynamic Asymmetric Causality Tests with an Application In: Papers.
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paper2
2023A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios In: Papers.
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paper0
2002On the Causality between Exchange Rates and Stock Prices: A Note. In: Bulletin of Economic Research.
[Citation analysis]
article27
2004The effect of exchange rate changes on trade balances in the short and long run In: The Economics of Transition.
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article29
2019Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests In: International Finance.
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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.
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article26
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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paper0
2002Fiscal policy in Sweden: effects of EMU criteria convergence In: Economic Modelling.
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article36
1999Fiscal Policy in Sweden: Effects of EMU Criteria Convergence.(1999) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 36
paper
2004Multivariate tests for autocorrelation in the stable and unstable VAR models In: Economic Modelling.
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article12
2006A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods In: Economic Modelling.
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article6
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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article12
2014Asymmetric generalized impulse responses with an application in finance In: Economic Modelling.
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article17
2014How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis In: Economic Modelling.
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article12
2015Portfolio selection: An alternative approach In: Economics Letters.
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article2
2012Is the causal nexus of energy utilization and economic growth asymmetric in the US? In: Economic Systems.
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article30
2010An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation In: International Review of Financial Analysis.
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article59
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.
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article12
2002Export performance and economic growth nexus in Japan: a bootstrap approach In: Japan and the World Economy.
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article35
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.
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article4
2011The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations In: Research in International Business and Finance.
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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.
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article11
2019Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis In: Structural Change and Economic Dynamics.
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article22
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: 22
paper
2001Productivity Performance and Export Performance: A Time-Series Perspective In: Eastern Economic Journal.
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2017Option valuation and hedging in markets with a crunch In: Journal of Economic Studies.
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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.
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article1
2016Trade openness and economic development in the UAE: an asymmetric approach In: Journal of Economic Studies.
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article4
2020The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach In: Journal of Economic Studies.
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article2
2009An empirical analysis of the informational efficiency of Australian equity markets In: Journal of Economic Studies.
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article2
2012A bootstrap test for causality with endogenous lag length choice: theory and application in finance In: Journal of Economic Studies.
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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.
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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.
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paper7
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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paper8
2010Estimating Optimal Hedge Ratio with Unknown Structural Breaks In: Discussion Papers in Finance.
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paper1
2011Are Real Estate Markets Integrated with the World Market? In: Discussion Papers in Finance.
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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.
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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.
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article0
2005FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION In: Journal of Economic Development.
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article21
2000Export performance and economic growth causality: An empirical analysis In: Atlantic Economic Journal.
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article7
2004Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis In: Empirica.
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article5
2018Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note In: Empirica.
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article7
2003Is the J-Curve Effect Observable for Small North European Economies? In: Open Economies Review.
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article32
2005Stock Price and Volume Relation in Emerging Markets In: Emerging Markets Finance and Trade.
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article12
2010Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions In: Emerging Markets Finance and Trade.
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article14
2022On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies In: MPRA Paper.
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paper0
2010Stochastic optimal hedge ratio: Theory and evidence In: MPRA Paper.
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paper1
2012Stochastic optimal hedge ratio: theory and evidence.(2012) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 1
article
2011On the calculation of price sensitivities with jump-diffusion structure In: MPRA Paper.
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paper1
2011Hidden panel cointegration In: MPRA Paper.
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paper1
2011Asymmetric generalized impulse responses and variance decompositions with an application In: MPRA Paper.
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paper2
2013A New Asymmetric GARCH Model: Testing, Estimation and Application In: MPRA Paper.
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paper0
2013On option pricing in illiquid markets with random jumps In: MPRA Paper.
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paper0
2011Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia In: MPRA Paper.
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2020Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia.(2020) In: Economia Internazionale / International Economics.
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This paper has nother version. Agregated cites: 11
article
2016Testing for Financial Market Integration of the Chinese Market with the US Market In: MPRA Paper.
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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.
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paper2
2014Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing In: Working Papers.
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paper18
2016Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing.(2016) In: Applied Economics.
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This paper has nother version. Agregated cites: 18
article
2014Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? In: Working Papers.
[Citation analysis]
paper10
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]
paper3
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).
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This paper has nother version. Agregated cites: 3
article
2008Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? In: Economia Internazionale / International Economics.
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article0
2006Does it Pay for Australian Investors to Diversify into their Countrys Major Trading Partners? In: Economia Internazionale / International Economics.
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article0
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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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.
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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.
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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.
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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.
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article0
2014The Performance of the Banking Sector in the UAE - La performance del settore bancario negli Emirati Arabi Uniti In: Economia Internazionale / International Economics.
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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.
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article0
2016The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods In: Economia Internazionale / International Economics.
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article0
2019The Causal Impact of Stock Market Development on Economic Development in the UAE: An Asymmetric Approach In: Economia Internazionale / International Economics.
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article6
2019Testing for Financial Market Integration of the UAE Market with the Global Market In: Economia Internazionale / International Economics.
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article0
2021Testing for the Tourism Led Economic Growth Hypothesis in Sweden with Structural Breaks In: Economia Internazionale / International Economics.
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article0
2021Portfolio Diversification Benefits between Financial Markets of the US and China: Empirical Evidence from two Alternative Methods In: Economia Internazionale / International Economics.
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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.
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article3
2006A bootstrap-corrected causality test: another look at the money–income relationship In: Empirical Economics.
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article4
2008Tests for cointegration with two unknown regime shifts with an application to financial market integration In: Empirical Economics.
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article144
2012Asymmetric causality tests with an application In: Empirical Economics.
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article209
2018Asymmetric causality between military expenditures and economic growth in top six defense spenders In: Quality & Quantity: International Journal of Methodology.
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article11
2003A new method to choose optimal lag order in stable and unstable VAR models In: Applied Economics Letters.
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article71
2005A test for multivariate ARCH effects In: Applied Economics Letters.
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article32
2005Is the tourism-led growth hypothesis valid for Turkey? In: Applied Economics Letters.
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article177
2006Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach In: Applied Economics Letters.
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article11
2007Capital mobility in Sweden: a time-varying parameter approach In: Applied Economics Letters.
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article4
2007Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models In: Applied Economics Letters.
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article2
2008The Fisher effect: a Kalman filter approach to detecting structural change In: Applied Economics Letters.
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article6
2011A re-examination of the Fisher effect using an alternative approach In: Applied Economics Letters.
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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.
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article22
2016On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments In: Applied Economics Letters.
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article7
1999The causal nexus of government spending and revenue in Finland: a bootstrap approach In: Applied Economics Letters.
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article10
2002Is the Governments intertemporal budget constraint fulfilled in Sweden? An application of the Kalman filter In: Applied Economics Letters.
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article6
2005An alternative method to test for contagion with an application to the Asian financial crisis In: Applied Financial Economics Letters.
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article9
2005Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries In: Applied Financial Economics.
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article16
2007Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners In: Applied Financial Economics.
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article5
2007Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility In: Applied Financial Economics.
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article2
2008Estimating banks equity duration: a panel cointegration approach In: Applied Financial Economics.
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article3
2012A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks In: Applied Economics.
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article3
2013Testing for the governments intertemporal budget restriction in Brazil during 1823--1889 In: Applied Economics.
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article1
2005The effect of regime shifts on the long-run relationships for Swedish money demand In: Applied Economics.
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article3
2006Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application In: Applied Economics.
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article193
2006The response of industry employment to exchange rate shocks: evidence from panel cointegration In: Applied Economics.
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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.
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article10
2014On the causal nexus of remittances and poverty reduction in Bangladesh In: Applied Economics.
[Full Text][Citation analysis]
article14
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.
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article12
2016BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests In: Applied Economics.
[Full Text][Citation analysis]
article2
2017The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests In: Applied Economics.
[Full Text][Citation analysis]
article26
2004An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method In: The European Journal of Finance.
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article3
2002Multivariate-based causality tests of twin deficits in the US In: Journal of Applied Statistics.
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article27
2008Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH In: Journal of Applied Statistics.
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article32
2001Time-series evidence for Balassas export-led growth hypothesis In: The Journal of International Trade & Economic Development.
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In: .
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article2
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.
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