Abdulnasser Hatemi-J : Citation Profile

Are you Abdulnasser Hatemi-J?

United Arab Emirates University

21

H index

41

i10 index

1757

Citations

RESEARCH PRODUCTION:

108

Articles

36

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 73
   Journals where Abdulnasser Hatemi-J has often published
   Relations with other researchers
   Recent citing documents: 210.    Total self citations: 71 (3.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha24
   Updated: 2023-11-04    RAS profile: 2023-10-02    
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Relations with other researchers

Works with:

GUPTA, RANGAN (8)

El-Khatib, Youssef (5)

Lee, Chi-Chuan (2)

Tiwari, Aviral (2)

Lee, Chien-Chiang (2)

Mustafa, Alan (2)

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

Is cited by:

Bahmani-Oskooee, Mohsen (79)

Shahbaz, Muhammad (55)

GUPTA, RANGAN (34)

Lach, Łukasz (32)

Shahzad, Syed Jawad Hussain (30)

Gurgul, Henryk (25)

Balcilar, Mehmet (25)

Aslan, Alper (24)

Nazlioglu, Saban (19)

Olaniyi, Clement (18)

Tiwari, Aviral (18)

Cites to:

Hacker, R Scott (58)

Perron, Pierre (30)

Pesaran, Mohammad (22)

Sims, Christopher (22)

El-Khatib, Youssef (19)

Johansen, Soren (18)

shin, yongcheol (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
Empirica2
Emerging Markets Finance and Trade2

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 (2023 and 2022)

YearTitle of citing document
2022Determinants of Public Healthcare Investment: Cointegration and Causality Evidence from Pakistan. (2022). Ali, Zulfiqar ; Sultan, Jahanzaib ; Sarwar, Ghulam ; Saleem, Adeel. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:2:p:01-13.

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2022International Remittances and International Tourism Development in South Asia: The Moderating Role of Political Stability. (2022). Sajid, Ali ; Hashmi, Muhammad Arsalan ; Abdullah, MR ; Hasan, Muhammad Amin. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:3:p:177-187.

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2022.

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2022Asymmetric Effectiveness of Monetary and Fiscal Policies: Evidence from Turkey. (2022). Altinkaynak, Gunsenin ; Ozturk, Cemal. In: World Journal of Applied Economics. RePEc:ana:journl:v:8:y:2022:i:1:p:1-14.

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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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2022.

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2022On the link between U.S.?China commodity trade and exchange rate uncertainty: An asymmetric analysis. (2022). Bahmani-Oskooee, Mohsen ; Karamelikli, Huseyin ; Bahmanioskooee, Mohsen ; Xu, Jia. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:1:p:87-137.

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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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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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2022The U.S.?Canadian trade and exchange rate uncertainty: Asymmetric evidence from commodity trade. (2022). Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah ; Bahmanioskooee, Mohsen. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:3:p:841-866.

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2022Are Non-Primary Exports the Source for Further Economic Growth in the UAE?. (2022). Marina-Selini, Katsaiti ; Sahel, Alrousan ; Samer, Kherfi ; Stylianou, Kalaitzi Athanasia. In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:18:y:2022:i:1:p:29-51:n:3.

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2022Public Finances Solvency in the Euro Area: True or False?. (2022). Coelho, Jose Carlos ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9935.

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2022Energy-Growth Nexus in Indonesia: Fresh Evidence from Asymmetric Causality Test. (2022). Nurjannah, Nurjannah ; Elfiana, Elfiana ; Nasir, Muhammad ; Fachrurrozi, Kamal ; Ikhsan, Ikhsan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-49.

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2022Asymmetric Causality Relationship between Oil Prices and Inflation in BRIC Countries. (2022). Omarova, Aizhan ; Zhantayeva, Ardak ; Kudabayeva, Lyazzat ; Abubakirova, Aktolkin ; Syzdykova, Aziza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-19.

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2022The Effects of the Oil Price Shock on Inflation: The Case of Kazakhstan. (2022). Baimaganbetov, Sabit ; Bolganbayev, Artur ; Myrzabekkyzy, Kundyz ; Kelesbayev, Dinmukhamed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-52.

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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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2022International tourism and economic vulnerability. (2022). Ma, Xuejiao ; Han, Linna ; Wang, Yong. In: Annals of Tourism Research. RePEc:eee:anture:v:94:y:2022:i:c:s0160738322000391.

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2022Are Indian Subcontinent remittance markets connected to each other?. (2022). Genc, Ismail H. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000355.

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2022Causal decomposition on multiple time scales: Evidence from stock price-volume time series. (2022). Wang, Yanwen ; Zhao, Xiaojun ; Xu, Chao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:159:y:2022:i:c:s0960077922003472.

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2022Governance, information flow, and stock returns. (2022). Zakriya, Mohammed ; Dumitrescu, Ariadna. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000116.

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2022On the asymmetric effects of exchange rate uncertainty on China’s bilateral trade with its major partners. (2022). Bahmani-Oskooee, Mohsen ; Karamelikli, Huseyin ; Xu, Jia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:653-669.

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2022China’s trade in services and asymmetric J-curve. (2022). karamelikli, huseyin ; Bahmani-Oskooee, Mohsen ; Xu, Jia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:204-210.

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2022China’s monetary policy and global stock markets: A new cointegration approach with smoothing structural changes. (2022). Chen, Pei-Fen ; Lee, Chingnun ; Hung, Ying-Shu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:643-666.

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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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2022The effect of exchange rate volatility on U.S. bilateral trade with Africa: A symmetric and asymmetric analysis. (2022). Bahmani-Oskooee, Mohsen ; Arize, Augustine C. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000273.

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2022Outside directors, firm life cycle, corporate financial decisions and firm performance. (2022). Eulaiwi, Baban ; Taylor, Grantley ; Duong, Lien ; Alqahtani, Jubran. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000285.

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2022Does the source of oil price shocks matter for the systemic risk?. (2022). Yao, Ting ; Huang, Su-Su ; Liu, Meng-Tian ; Ouyang, Zi-Sheng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001347.

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2022Financial development, renewable energy and CO2 emission in G7 countries: New evidence from non-linear and asymmetric analysis. (2022). Sinha, Avik ; Ullah, Saif ; Hassan, Arshad ; Sheraz, Muhammad ; Xu, Deyi. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001669.

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2022Oil and renewable energy stock markets: Unique role of extreme shocks. (2022). , Toan ; Lu, Xinjie ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001670.

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2022The power play of natural gas and crude oil in the move towards the financialization of the energy market. (2022). Mirza, Nawazish ; Boubaker, Sabri ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002870.

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

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2022Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach. (2022). Tang, Guoqiang ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003929.

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2022Twitter and market efficiency in energy markets: Evidence using LDA clustered topic extraction. (2022). Wang, Fang ; Polyzos, Efstathios. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004017.

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2022Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective. (2022). Kliber, Agata ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004893.

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2022Graph theoretic approach to expose the energy-induced crisis in Pakistan. (2022). Bhatti, Ishaq M ; Ur, Syed Aziz ; Fazal, Rizwan. In: Energy Policy. RePEc:eee:enepol:v:169:y:2022:i:c:s0301421522003962.

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2022Degree of connectedness and the transfer of news across the oil market and the European stocks. (2022). Kliber, Agata. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pc:s0360544221024191.

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2022How do remittances affect environmental sustainability in Pakistan? Evidence from NARDL approach. (2022). Ozturk, Ilhan ; Majeed, Muhammad Tariq ; Ahmad, Waheed. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221029753.

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2022The time-frequency evolution of multidimensional relations between global oil prices and Chinas general price level. (2022). Liu, Xueyong ; Huang, Xuan. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pa:s0360544221028280.

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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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2022Corporate social performance and financial risk: Further empirical evidence using higher frequency data. (2022). Malki, Issam ; Krasnikova, Natalia ; Ayton, Julie. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000102.

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2022Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic. (2022). Gubareva, Mariya ; Nekhili, Ramzi ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000539.

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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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2022Re-investigating the insurance-growth nexus using common factors. (2022). Basse, Tobias ; Wegener, Christoph ; Gonzalez, Miguel Rodriguez. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002907.

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2022Impact of COVID-19 on sovereign risk: Latin America versus Asia. (2022). Kliber, Agata ; Bedowska-Sojka, Barbara . In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005328.

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2022Relationship between the news-based categorical economic policy uncertainty and US GDP: A mixed-frequency Granger-causality analysis. (2022). Pan, Zhigang ; Wang, LU ; Xu, Pengfei ; Hong, Yanran. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002641.

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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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2022Cross country linkages and transmission of sovereign risk: Evidence from China’s credit default swaps. (2022). Helwege, Jean ; Zhang, Gaiyan. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308920301418.

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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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2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233.

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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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2022Modeling new-firm growth and survival with panel data using event magnitude regression. (2022). Nofal, Ahmed Maged ; Wallin, Jonas ; Delmar, Frederic. In: Journal of Business Venturing. RePEc:eee:jbvent:v:37:y:2022:i:5:s088390262200057x.

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2022Inflation expectations: Australian consumer survey data versus the bond market. (2022). Wegener, Christoph ; Basse, Tobias. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:203:y:2022:i:c:p:416-430.

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2022Commodity futures prices pass-through and monetary policy in India: Does asymmetry matter?. (2022). Roy, Saikat Sinha ; Sinharoy, Saikat. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000347.

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2022Empirical analysis of asymmetry phenomenon in the public debt structure of Sub-Saharan Africas five biggest economies: A Markov-Switching model. (2022). Olomola, P A ; Olaoye, Olumide Olusegun. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494922000032.

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2022Examining the asymmetric impact of macroeconomic policy in the UAE: Evidence from quartile impulse responses and machine learning. (2022). Polyzos, Efstathios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000275.

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2022Natural resource abundance and financial development: A case study of emerging seven (E−7) economies. (2020). Xiong, Deping ; Serener, Berna ; Ak, Aysegul ; Sun, Yanpeng. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420720301598.

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2022Rolling, recursive evolving and asymmetric causality between crude oil and gold prices: Evidence from an emerging market. (2022). Rajderkar, Nilay Pradeep ; Kennet, Joushita J ; Renganathan, Jayashree ; Ghate, Kshitish ; Mishra, Aswini Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004827.

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2022Oil rents, diversification and growth: Is there asymmetric dependence? A copula-based inquiry. (2022). el Anshasy, Amany A ; Abdalla, Ibrahim M. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005031.

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2022Forecasting oil prices over 150 years: The role of tail risks. (2022). Salisu, Afees ; GUPTA, RANGAN ; Ji, Qiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005158.

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2022Modeling twin deficit hypothesis with oil price volatility in African oil-producing countries. (2022). Eregha, Perekunah ; Vo, Xuan Vinh ; Aworinde, Olalekan B. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005195.

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2022What is the role of the rents in energy connection with economic growth for China and the United States?. (2022). Korkmaz, Ozge. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005249.

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2022The role of the natural resource abundance in the short and long run: The case of the Kingdom of Saudi Arabia. (2022). Rustamov, Bezhan ; Gokmenoglu, Korhan K. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001477.

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2022Extreme risk transmission among bitcoin and crude oil markets. (2022). Pan, Zhigang ; Xu, Pengfei ; Wang, LU ; Hong, Yanran ; Li, Dongxin. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002094.

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2022Volatility in natural resources commodity prices: Evaluating volatility in oil and gas rents. (2022). Altunta, Mehmet ; Li, Haixia ; Wang, Yanlong. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002148.

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2022How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test. (2022). Hong, Yanran ; Ma, Feng ; Wang, LU ; Liang, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003051.

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

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2022Examining the bidirectional nexus between financial development and green growth: International evidence through the roles of human capital and education expenditure. (2022). Ullah, Subhan ; Haouas, Ilham ; Trinh, Hai Hong ; Ngo, Thanh. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s030142072200407x.

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2022Revisiting resource curse hypothesis and sustainable development: Evaluating the role of financial risk for USA. (2022). Ageli, Mohammed Moosa ; Zhang, Mei ; Wang, Zhipeng. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004135.

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2022Dynamic risks from climate policy uncertainty: A case study for the natural gas market. (2022). Lei, Juan ; Zeng, Qing ; Liu, Guangqiang. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004573.

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2022Covid-19 and oil and gold price volatilities: Evidence from China market. (2022). Wisetsri, Worakamol ; Ageli, Mohammed Moosa ; Quynh, Nguyen Ngoc ; Cong, Phan The ; Maneengam, Apichit ; Yen-Ku, Kuo ; Xiaozhong, Cui. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004676.

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2022Is Bangladesh on the right path toward sustainable development? An empirical exploration of energy sources, economic growth, and CO2 discharges nexus. (2022). Park, Donghyun ; Liu, Yang ; al Mahi, Masnun ; Uddin, Gazi Salah ; Ali, Md Sumon ; Hasan, Md Bokhtiar. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005682.

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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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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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2022Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Al Ajlouni, Ahmed ; Chaibi, Anis ; Beljid, Makram ; Yousaf, Imran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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2022Dynamic forecasting performance and liquidity evaluation of financial market by Econophysics and Bayesian methods. (2022). Li, Hai-Feng ; Tao, Chen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:588:y:2022:i:c:s0378437121008190.

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2022Stability of financial market driven by information delay and liquidity in delay agent-based model. (2022). Li, Jiang-Cheng ; Zhong, Guang-Yan ; Zhou, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003715.

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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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2022The moderating role of human capital and renewable energy in promoting economic development in G10 economies: Evidence from CUP-FM and CUP-BC methods. (2022). Ngoc, Quynh Nguyen ; The, Cong Phan ; Suksatan, Wanich ; Maneengam, Apichit ; Chupradit, Supat ; Shidong, LI. In: Renewable Energy. RePEc:eee:renene:v:189:y:2022:i:c:p:180-187.

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2022The impacts of political stability, renewable energy consumption, and economic growth on tourism in Turkey: New evidence from Fourier Bootstrap ARDL approach. (2022). Aydin, Mucahit. In: Renewable Energy. RePEc:eee:renene:v:190:y:2022:i:c:p:467-473.

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

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2022Role of climate technologies, financial development, and renewable energy in the facilitation of social, economic, and environmental goals. (2022). Afshan, Sahar ; Luo, Shunjun ; Zhang, Shaohui. In: Renewable Energy. RePEc:eee:renene:v:199:y:2022:i:c:p:169-178.

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2022A closer look into the behavior of emerging market sovereign spreads: State-dependent and asymmetric behaviors. (2022). Kayalidere, Koray ; AKTAS, Huseyin ; Cayirli, Omer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:522-548.

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2022Institutional distance and Chinas horizontal outward foreign direct investment. (2022). Anwar, Sajid ; Wang, Xiaoying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:1-22.

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2022Reduced macroeconomic volatility after adoption of inflation targeting: Impulses or propagation?. (2022). Cruz, Christopher John . In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:759-770.

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2022Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors. (2022). Topal, Mehmet Hanefi ; Camgoz, Mevlut. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000022.

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2022Does utilizing smart contracts induce a financial connectedness between Ethereum and non-fungible tokens?. (2022). Kaskaloglu, Kerem ; Gunay, Samet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001593.

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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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2022Pound Sterling depreciation and the UKs trade balance versus the USAs: Industry-level estimates. (2022). Gobbi, Lucio ; Lucarelli, Stefano. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:60:y:2022:i:c:p:206-220.

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2022Exploring the asymmetric impact of economic policy uncertainty on Chinas carbon emissions trading market price: Do different types of uncertainty matter?. (2022). Shao, Xuefeng ; Umar, Muhammad ; Su, Chi-Wei ; Li, Zheng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:178:y:2022:i:c:s0040162522001330.

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

Works by Abdulnasser Hatemi-J:

YearTitleTypeCited
2013On the pricing and hedging of options for highly volatile periods In: Papers.
[Full Text][Citation analysis]		paper0
2013On the pricing and hedging of options for highly volatile periods.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 0		paper
2013On option pricing in illiquid markets with jumps In: Papers.
[Full Text][Citation analysis]		paper0
2018Computation of second order price sensitivities in depressed markets In: Papers.
[Full Text][Citation analysis]		paper1
2018Valuation of Currency Options in Markets with a Crunch In: Papers.
[Full Text][Citation analysis]		paper0
2018The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation In: Papers.
[Full Text][Citation analysis]		paper0
2023The Dividend Discount Model with Multiple Growth Rates of any Order for Stock Evaluation.(2023) In: Economia Internazionale / International Economics.
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This paper has another version. Agregated cites: 0		article
2018Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing In: Papers.
[Full Text][Citation analysis]		paper0
2021Model selection in time series analysis: using information criteria as an alternative to hypothesis testing.(2021) In: Journal of Economic Studies.
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This paper has another version. Agregated cites: 0		article
2019Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return In: Papers.
[Full Text][Citation analysis]		paper1
2022Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return.(2022) In: Research in International Business and Finance.
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This paper has another version. Agregated cites: 1		article
2020Bear Markets and Recessions versus Bull Markets and Expansions In: Papers.
[Full Text][Citation analysis]		paper0
2021Dynamic Asymmetric Causality Tests with an Application In: Papers.
[Full Text][Citation analysis]		paper1
2023A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios In: Papers.
[Full Text][Citation analysis]		paper0
2002On the Causality between Exchange Rates and Stock Prices: A Note. In: Bulletin of Economic Research.
[Citation analysis]		article27
2004The effect of exchange rate changes on trade balances in the short and long run In: The Economics of Transition.
[Full Text][Citation analysis]		article29
2019Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests In: International Finance.
[Full Text][Citation analysis]		article6
2018Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6		paper
2005Energy Consumption and Economic Growth in Sweden: A Leveraged Bootstrap Approach, 1965-2000 In: International Journal of Applied Econometrics and Quantitative Studies.
[Full Text][Citation analysis]		article26
2004The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]		paper0
2002Fiscal policy in Sweden: effects of EMU criteria convergence In: Economic Modelling.
[Full Text][Citation analysis]		article35
1999Fiscal Policy in Sweden: Effects of EMU Criteria Convergence.(1999) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 35		paper
2004Multivariate tests for autocorrelation in the stable and unstable VAR models In: Economic Modelling.
[Full Text][Citation analysis]		article12
2006A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods In: Economic Modelling.
[Full Text][Citation analysis]		article6
2011How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test In: Economic Modelling.
[Full Text][Citation analysis]		article12
2014Asymmetric generalized impulse responses with an application in finance In: Economic Modelling.
[Full Text][Citation analysis]		article17
2014How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis In: Economic Modelling.
[Full Text][Citation analysis]		article12
2015Portfolio selection: An alternative approach In: Economics Letters.
[Full Text][Citation analysis]		article2
2012Is the causal nexus of energy utilization and economic growth asymmetric in the US? In: Economic Systems.
[Full Text][Citation analysis]		article30
2010An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article57
2004Do birds of the same feather flock together?: The case of the Chinese states equity markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article12
2002Export performance and economic growth nexus in Japan: a bootstrap approach In: Japan and the World Economy.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article3
2011The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations In: Research in International Business and Finance.
[Full Text][Citation analysis]		article9
2012Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing In: Research in International Business and Finance.
[Full Text][Citation analysis]		article11
2019Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article21
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 another version. Agregated cites: 21		paper
2001Productivity Performance and Export Performance: A Time-Series Perspective In: Eastern Economic Journal.
[Full Text][Citation analysis]		article8
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2017Option valuation and hedging in markets with a crunch In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2022Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches In: Journal of Economic Studies.
[Full Text][Citation analysis]		article1
2016Trade openness and economic development in the UAE: an asymmetric approach In: Journal of Economic Studies.
[Full Text][Citation analysis]		article4
2020The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach In: Journal of Economic Studies.
[Full Text][Citation analysis]		article1
2009An empirical analysis of the informational efficiency of Australian equity markets In: Journal of Economic Studies.
[Full Text][Citation analysis]		article2
2012A bootstrap test for causality with endogenous lag length choice: theory and application in finance In: Journal of Economic Studies.
[Full Text][Citation analysis]		article29
2010A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance.(2010) In: Working Paper Series in Economics and Institutions of Innovation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2012Asymmetric interaction between government spending and terms of trade volatility In: Journal of Economic Studies.
[Full Text][Citation analysis]		article2
2016Trade openness and economic development in the UAE: an asymmetric approach In: Journal of Economic Studies.
[Full Text][Citation analysis]		article68
2014BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests In: Discussion Papers in Accounting.
[Full Text][Citation analysis]		paper7
2010The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper8
2010Estimating Optimal Hedge Ratio with Unknown Structural Breaks In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper1
2011Are Real Estate Markets Integrated with the World Market? In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2010The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing In: Working Paper Series in Economics and Institutions of Innovation.
[Full Text][Citation analysis]		paper6
2004Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology In: Working Papers.
[Citation analysis]		paper0
2005Pricing strategy, mark-up adjustment and foreign competition in the car industry In: International Journal of Automotive Technology and Management.
[Full Text][Citation analysis]		article0
2005FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION In: Journal of Economic Development.
[Full Text][Citation analysis]		article20
2000Export performance and economic growth causality: An empirical analysis In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article7
2004Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis In: Empirica.
[Full Text][Citation analysis]		article5
2018Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note In: Empirica.
[Full Text][Citation analysis]		article7
2003Is the J-Curve Effect Observable for Small North European Economies? In: Open Economies Review.
[Full Text][Citation analysis]		article32
2005Stock Price and Volume Relation in Emerging Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article12
2010Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article14
2022On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2010Stochastic optimal hedge ratio: Theory and evidence In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2012Stochastic optimal hedge ratio: theory and evidence.(2012) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2011On the calculation of price sensitivities with jump-diffusion structure In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2011Hidden panel cointegration In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2011Asymmetric generalized impulse responses and variance decompositions with an application In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2013A New Asymmetric GARCH Model: Testing, Estimation and Application In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013On option pricing in illiquid markets with random jumps In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2011Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia In: MPRA Paper.
[Full Text][Citation analysis]		paper11
2020Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia.(2020) In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2016Testing for Financial Market Integration of the Chinese Market with the US Market In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2016A MS-Excel Module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with and without Deterministic Trend Parts. In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2014Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing In: Working Papers.
[Citation analysis]		paper18
2016Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another 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]		paper2
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 another version. Agregated cites: 2		article
2008Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2006Does it Pay for Australian Investors to Diversify into their Countrys Major Trading Partners? In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2005US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2005Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2004Is the Equity Market Informationally Efficient in Japan? Evidence from Leveraged Bootstrap Analysis In: Economia Internazionale / International Economics.
[Citation analysis]		article2
2004The Risk-Adjusted Interest Rate Parity: Panel Data Evidence In: Economia Internazionale / International Economics.
[Citation analysis]		article0
2002Investigating Causal Relations between Fixed Investment and Economic Growth In: Economia Internazionale / International Economics.
[Citation analysis]		article1
2001Does Any Long-Run Relation Exist Between the Terms of Trade and the Trade Balance? In: Economia Internazionale / International Economics.
[Citation analysis]		article0
2010Did the Austrian Financial Market Become more Integrated with the German Market after EU Accession? - Il mercato finanziario austriaco si è integrato maggiormente con quello tedesco dopo l’adesione al In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2013An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach - Un’analisi empirica della reazione del mercato azionario colombiano al In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2013An Empirical Investigation of the Potential Asymmetric Relationship between the Stock Market and the Exchange Rates in the UAE - Un esame empirico della potenziale relazione asimmetrica tra mercato az In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2014The Performance of the Banking Sector in the UAE - La performance del settore bancario negli Emirati Arabi Uniti In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2015Modelling Asymmetry in Oil, Gold and Stock Markets by a Hidden Cointegration Technique. - Modelli di asimmetria nel mercato del petrolio, dell’oro e nei mercati azionari attraverso una tecnica di coin In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2016The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2019The Causal Impact of Stock Market Development on Economic Development in the UAE: An Asymmetric Approach In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article6
2019Testing for Financial Market Integration of the UAE Market with the Global Market In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2021Testing for the Tourism Led Economic Growth Hypothesis in Sweden with Structural Breaks In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2021Portfolio Diversification Benefits between Financial Markets of the US and China: Empirical Evidence from two Alternative Methods In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2002Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology In: Journal of Economic Integration.
[Citation analysis]		article2
2003How productivity and domestic output are related to exports and foreign output in the case of Sweden In: Empirical Economics.
[Full Text][Citation analysis]		article3
2006A bootstrap-corrected causality test: another look at the money–income relationship In: Empirical Economics.
[Full Text][Citation analysis]		article4
2008Tests for cointegration with two unknown regime shifts with an application to financial market integration In: Empirical Economics.
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2012Asymmetric causality tests with an application In: Empirical Economics.
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2018Asymmetric causality between military expenditures and economic growth in top six defense spenders In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article11
2003A new method to choose optimal lag order in stable and unstable VAR models In: Applied Economics Letters.
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2005A test for multivariate ARCH effects In: Applied Economics Letters.
[Full Text][Citation analysis]		article31
2005Is the tourism-led growth hypothesis valid for Turkey? In: Applied Economics Letters.
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2006Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach In: Applied Economics Letters.
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2007Capital mobility in Sweden: a time-varying parameter approach In: Applied Economics Letters.
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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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2008The Fisher effect: a Kalman filter approach to detecting structural change In: Applied Economics Letters.
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2011A re-examination of the Fisher effect using an alternative approach In: Applied Economics Letters.
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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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2016On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments In: Applied Economics Letters.
[Full Text][Citation analysis]		article7
1999The causal nexus of government spending and revenue in Finland: a bootstrap approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article10
2002Is the Governments intertemporal budget constraint fulfilled in Sweden? An application of the Kalman filter In: Applied Economics Letters.
[Full Text][Citation analysis]		article6
2005An alternative method to test for contagion with an application to the Asian financial crisis In: Applied Financial Economics Letters.
[Full Text][Citation analysis]		article9
2005Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries In: Applied Financial Economics.
[Full Text][Citation analysis]		article16
2007Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners In: Applied Financial Economics.
[Full Text][Citation analysis]		article5
2007Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2008Estimating banks equity duration: a panel cointegration approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2012A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks In: Applied Economics.
[Full Text][Citation analysis]		article3
2013Testing for the governments intertemporal budget restriction in Brazil during 1823--1889 In: Applied Economics.
[Full Text][Citation analysis]		article1
2005The effect of regime shifts on the long-run relationships for Swedish money demand In: Applied Economics.
[Full Text][Citation analysis]		article3
2006Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application In: Applied Economics.
[Full Text][Citation analysis]		article191
2006The response of industry employment to exchange rate shocks: evidence from panel cointegration In: Applied Economics.
[Full Text][Citation analysis]		article2
2009Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders? In: Applied Economics.
[Full Text][Citation analysis]		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]		article2
2016An extension of the asymmetric causality tests for dealing with deterministic trend components In: Applied Economics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article3
2002Multivariate-based causality tests of twin deficits in the US In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article26
2008Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article32
2001Time-series evidence for Balassas export-led growth hypothesis In: The Journal of International Trade & Economic Development.
[Full Text][Citation analysis]		article16
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2020Has the Causal Nexus of Oil Prices and Consumer Prices Been Asymmetric in the US during the Last Fifteen Decades? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter1

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