Abdulnasser Hatemi-J : Citation Profile


United Arab Emirates University

22

H index

41

i10 index

1922

Citations

RESEARCH PRODUCTION:

108

Articles

40

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1999 - 2024). See details.
   Cites by year: 76
   Journals where Abdulnasser Hatemi-J has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 70 (3.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha24
   Updated: 2025-04-12    RAS profile: 2024-08-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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 (82)

Shahbaz, Muhammad (55)

GUPTA, RANGAN (34)

Shahzad, Syed Jawad Hussain (33)

Lach, Łukasz (32)

Gurgul, Henryk (25)

Balcilar, Mehmet (25)

Aslan, Alper (25)

Nazlioglu, Saban (21)

Afonso, Antonio (20)

Tiwari, Aviral (20)

Cites to:

Hacker, R Scott (54)

Perron, Pierre (30)

Sims, Christopher (23)

Pesaran, Mohammad (23)

shin, yongcheol (19)

Johansen, Soren (18)

El-Khatib, Youssef (18)

Dunne, John (16)

Roca, Eduardo (16)

Phillips, Peter (13)

Engle, Robert (13)

Main data


Production by document typearticlepaperchapter19992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240100200300400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 22Most cited documents1234567891011121314151617181920212223240100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

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 Studies10
Economic Modelling6
Empirical Economics4
Applied Financial Economics4
Research in International Business and Finance3
Emerging Markets Finance and Trade2
Empirica2
Journal of Applied Statistics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org14
MPRA Paper / University Library of Munich, Germany11
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 (2025 and 2024)


Year  ↓Title of citing document  ↓
2024How do Financial Development and Stability Shape Human Development?. (2024). Fadi, Ghosn ; Rima, Assaf ; Ali, Awdeh. In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:20:y:2024:i:1:p:77-111:n:3.

Full description at Econpapers || Download paper

2024Sovereign Risk Dynamics in the EU: The Time Varying Relevance of Fiscal and External (Im)balances. (2024). monteiro, sofia ; Alves, José ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10979.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024The Oil Price Shocks and the Monetary Stability in Saudi Arabia. (2024). Alzyadat, Jumah Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-4.

Full description at Econpapers || Download paper

2024Achieving net-zero emission target in Africa: Are sustainable energy innovations and financialization crucial for environmental sustainability of sub-Saharan African state?. (2024). Ankrah, Isaac ; Onifade, Stephen Taiwo ; Musah, Mohammed ; Amoako, George Kofi ; Gyamfi, Bright Akwasi. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005038.

Full description at Econpapers || Download paper

2024Geo-political risks, uncertainty, financial development, renewable energy, and carbon intensity: Empirical evidence from countries at high geo-political risks. (2024). Murshed, Muntasir ; Işık, cem ; Tillaguango, Brayan ; Hossain, Mohammad Razib ; Shu, Ying ; Chen, Zhiguang ; Iik, Cem ; Alvarado, Rafael. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pb:s0306261924017045.

Full description at Econpapers || Download paper

2025Do supply chain pressures affect consumer prices in major economies? New evidence from time-varying causality analysis. (2025). Alsamara, Mouyad ; Mrabet, Zouhair ; Awwad, Abdulkareem ; Mimouni, Karim. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002712.

Full description at Econpapers || Download paper

2024Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810.

Full description at Econpapers || Download paper

2024Exchange rate movements and the energy transition. (2024). Huynh, Luu Duc Toan ; Hong, Yanran ; Xing, Xiaochao ; Wang, LU ; Luo, Keyu. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004092.

Full description at Econpapers || Download paper

2024What drives financial market growth in Africa?. (2024). Charles, Atangana Zambo ; Thierry, Mamadou Asngar ; Bruno, Ongo Nkoa ; Lude, Djam'Angai. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005069.

Full description at Econpapers || Download paper

2024Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240.

Full description at Econpapers || Download paper

2024Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Sun, Yang ; Ge, Zhenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292.

Full description at Econpapers || Download paper

2024Revisiting the nexus of REITs returns and macroeconomic variables. (2024). Wang, Chien-Ming ; Wu, Ming-Che. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012096.

Full description at Econpapers || Download paper

2024Two-way risk: Trade policy uncertainty and inflation in the United States and China. (2024). Weng, Chen ; Wang, QI. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001843.

Full description at Econpapers || Download paper

2024Connectedness between central bank digital currency index, financial stability and digital assets. (2024). Sivaprasad, Sheeja ; Malki, Issam ; Bas, Tugba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000477.

Full description at Econpapers || Download paper

2024Size isnt everything: Understanding the relationship between police workforce and crime problems. (2024). Johnson, Shane D ; Birks, Dan ; Bowers, Kate ; Kim, Eon. In: Journal of Criminal Justice. RePEc:eee:jcjust:v:95:y:2024:i:c:s0047235224001405.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Oil price volatility and gold prices volatility asymmetric links with natural resources via financial market fluctuations: Implications for green recovery. (2024). Du, Qingfeng ; Li, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072300990x.

Full description at Econpapers || Download paper

2024The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches. (2024). Khan, Nasir ; Aloui, Chaker ; Mejri, Sami. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011066.

Full description at Econpapers || Download paper

2024Examining the resource curse phenomenon, digital finance integration, and their impacts on economic growth: Empirical insights from South Korea. (2024). Li, Tongxin ; Wang, Yujing ; Chen, Xiaoyu. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012199.

Full description at Econpapers || Download paper

2024Resource rent, economic stability and the legal landscape of Chinas green growth. (2024). Yin, Xunyang ; Ding, Huanhuan ; Zuo, Xiangbin ; Yu, Qinyao. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000710.

Full description at Econpapers || Download paper

2024Balancing law, sustainability, and the economy in Chinas responsible mineral resource extraction path. (2024). Yue, Shuguang ; Lin, Tongzhi ; Shang, Zhaoyan ; Liu, Donghui. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001508.

Full description at Econpapers || Download paper

2024Understanding the Interplay: Oil price and renewable energy investment in Africas net oil importing and net oil exporting countries. (2024). Jaffry, Shabbar ; Failler, Pierre ; Tambari, Ishaya. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002423.

Full description at Econpapers || Download paper

2024The Dual Faces of growth: Linear and non-linear effects of industrialization, financial development and natural resource rents on Chinas economy. (2024). Zhang, Xiaoli ; Gu, Xiao ; Ahmad, Maaz. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005464.

Full description at Econpapers || Download paper

2024Does renewable energy development enhance energy security?. (2024). Xianjun, Dai ; Cifuentes-Faura, Javier ; Khurshid, Adnan ; Khan, Khalid. In: Utilities Policy. RePEc:eee:juipol:v:87:y:2024:i:c:s0957178724000183.

Full description at Econpapers || Download paper

2024Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309.

Full description at Econpapers || Download paper

2024Spillover effects, lead and lag relationships, and stable coins time series. (2024). Yang, Taewon ; Senteney, Dave ; Paeng, Seongcheol. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:45-60.

Full description at Econpapers || Download paper

2024Anomaly detection of wind turbines based on stationarity analysis of SCADA data. (2024). Staszewski, Wieslaw J ; Barszcz, Tomasz ; Dao, Phong B. In: Renewable Energy. RePEc:eee:renene:v:232:y:2024:i:c:s0960148124011443.

Full description at Econpapers || Download paper

2024The relationship between cryptocurrencies and convention financial market: Dynamic causality test and time-varying influence. (2024). Huang, Linxian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:811-826.

Full description at Econpapers || Download paper

2024Asymmetric spillover effects in energy markets. (2024). Tiwari, Aviral ; Doan, Buhari ; Aikins, Emmanuel Joel ; Wohar, Mark ; Adekoya, Oluwasegun B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502.

Full description at Econpapers || Download paper

2024The impact of the Olympics on the causality between the Chinese and international equity markets. (2024). Hu, Xuming ; Guo, Xiaozhu ; Xiao, Donghua ; Wang, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003447.

Full description at Econpapers || Download paper

2024Information technology and financial development for achieving sustainable development goals. (2024). OMRI, Anis ; Dhahri, Sabrine ; Mirza, Nawazish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002829.

Full description at Econpapers || Download paper

2024Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine. (2024). Hammoudeh, Shawkat ; Iftiolu, Serhan ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002787.

Full description at Econpapers || Download paper

2024How responsive are retail electricity prices to crude oil fluctuations in the US? Time-varying and asymmetric perspectives. (2024). Ye, Yong ; Luo, Keyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000266.

Full description at Econpapers || Download paper

2024US inflation and global commodity prices: Asymmetric interdependence. (2024). Wang, Zhufeng ; Xing, Xiaochao ; Bai, Zhihong ; Pan, Zhigang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000370.

Full description at Econpapers || Download paper

2024Economic extremes steering renewable energy trajectories: A time-frequency dissection of global shocks. (2024). Li, Dongxin ; Lai, Xiaodong ; Ruan, Hang ; Wang, LU. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001136.

Full description at Econpapers || Download paper

2024The role of biodiversity and energy transition in shaping the next techno-economic era. (2024). Zhou, Jianan ; Shen, Lihua. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004980.

Full description at Econpapers || Download paper

2024Bank Crisis Boosts Bitcoin Price. (2024). Sergio, Ivan ; Petti, Danilo. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:134-:d:1362213.

Full description at Econpapers || Download paper

2025The Impact of Tourism on the Resilience of the Turkish Economy: An Asymmetric Approach. (2025). Mert, Mehmet ; Sekreter, Mehmet Serhan ; Cetin, Mustafa Koray. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:2:p:591-:d:1566416.

Full description at Econpapers || Download paper

2025The Relevance of Financial Development, Natural Resources, Technological Innovation, and Human Development for Carbon and Ecological Footprints: Fresh Evidence of the Resource Curse Hypothesis in G-10 Countries. (2025). Nur, Tugba ; Balsalobre-Lorente, Daniel ; Topaloglu, Emre E ; Ege, Ilhan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:6:p:2487-:d:1610493.

Full description at Econpapers || Download paper

2024The differential effects of foreign aid to sub-Saharan Africa. (2024). Mavrotas, George ; Akame, Afuge. In: IOB Discussion Papers. RePEc:iob:dpaper:202401.

Full description at Econpapers || Download paper

2024Sovereign risk dynamics in the EU: the time varying relevance of fiscal and external (im)balances. (2024). monteiro, sofia ; Alves, José ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp03112024.

Full description at Econpapers || Download paper

2024Basic Innovation Indicators Affecting Exports According to Technology Intensity: An Application Based on Time Series Analysis for Türkiye. (2024). Yaprakl, Sevda ; Kervan, Fatma Kanca. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2024:i:41:p:133-150.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024The Asymmetric Relationship Between Oil Price Fluctuation on Exchange Rate Variation: Empirical Evidence from Malaysia and Thailand. (2024). Subramaniam, Yogeeswari ; Mursitama, Tirta Nugraha ; Loganathan, Nanthakumar ; Abu, Mohd Jaffri. In: Economic Alternatives. RePEc:nwe:eajour:y:2024:i:4:p:810-828.

Full description at Econpapers || Download paper

2024The economic impact of arms spending in Germany, Italy, and Spain. (2024). Pianta, Mario ; Maranzano, Paolo ; Bonaiuti, Chiara ; Stamegna, Marco. In: MPRA Paper. RePEc:pra:mprapa:120608.

Full description at Econpapers || Download paper

2024EXCHANGE RATE MOVEMENT AND STOCK RETURNS IN MOST CAPITALISED ECONOMIES IN SUB-SAHARAN AFRICA. (2024). Adamson, Temitope Wasiu ; Ogunsanya, Ibukun. In: Ilorin Journal of Economic Policy. RePEc:ris:ilojep:0074.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Regulating the unobservable: The impact of the environmental regulation on informal economy and pollution. (2024). Abid, Mehdi ; Abdelli, Hanane ; Gheraia, Zouheyr ; Sekrafi, Habib. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:7:p:3463-3482.

Full description at Econpapers || Download paper

2024Insurance Development, Global Economic Policy Uncertainty and Geopolitical Risk: The Asymmetric Relationship Evidence from ASEAN-5. (2024). Soukchalern, Phongsili ; Kyophilavong, Phouphet ; Lim, Soyoung. In: Journal of Asian Economic Integration. RePEc:sae:jfasei:v:6:y:2024:i:2:p:154-168.

Full description at Econpapers || Download paper

2024Tourism and the shadow economy: Long-run and short-run implications for resource allocation. (2024). Fethi, Sami ; Seetaram, Neelu ; Kahyalar, Neslihan. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:3:p:749-766.

Full description at Econpapers || Download paper

2024Good and bad effects of corruption and political uncertainty on tourism-growth linkage: World-wide evidence. (2024). Sharma, Chandan. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:6:p:1423-1447.

Full description at Econpapers || Download paper

2024The role of tourism in European regions’ economic recovery: A spatial perspective. (2024). Canale, Rosaria Rita ; de Siano, Rita. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:8:p:2021-2042.

Full description at Econpapers || Download paper

2024Do major health shocks affect the interconnectedness of E-commerce and electronic payment markets? a regional analysis. (2024). Prentice, Catherine ; Gunay, Samet ; Sraieb, Mohamed. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:4:d:10.1007_s10660-022-09669-y.

Full description at Econpapers || Download paper

2025Assessing the symmetric and asymmetric impact of technological innovations environmental quality in Qatar. (2025). Adnan, Nadia ; Billah, Syed Mabruk. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:1:d:10.1007_s10668-023-03909-3.

Full description at Econpapers || Download paper

2024Return spillovers between decentralized finance and centralized finance markets. (2024). NEKHILI, Ramzi ; Sultan, Jahangir ; Mensi, Walid ; Alomari, Mohammad. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-023-00260-w.

Full description at Econpapers || Download paper

2024How do supply or demand shocks affect the US oil market?. (2024). Golpe, Antonio ; Martn-Lvarez, Juan Manuel ; Feria, Julia ; Vides, Jos Carlos. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00561-8.

Full description at Econpapers || Download paper

2024On the efficiency and its drivers in the cryptocurrency market: the case of Bitcoin and Ethereum. (2024). Ajmi, Ahdi Noomen ; Mokni, Khaled ; el Montasser, Ghassen ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00566-3.

Full description at Econpapers || Download paper

Works by Abdulnasser Hatemi-J:


Year  ↓Title  ↓Type  ↓Cited  ↓
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.
[Full Text][Citation analysis]
This paper has nother 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.
[Full Text][Citation analysis]
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.
[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.
[Full Text][Citation analysis]
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.
[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.
[Full Text][Citation analysis]
This paper has nother 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]
paper3
2023A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios In: Papers.
[Full Text][Citation analysis]
paper0
2024On the Asymmetric Volatility Connectedness In: Papers.
[Full Text][Citation analysis]
paper0
2024An Asymmetric Capital Asset Pricing Model In: Papers.
[Full Text][Citation analysis]
paper0
2024Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin In: Papers.
[Full Text][Citation analysis]
paper0
2024Efficient Asymmetric Causality Tests 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]
article29
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 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.
[Full Text][Citation analysis]
article27
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]
article42
1999Fiscal Policy in Sweden: Effects of EMU Criteria Convergence.(1999) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 42
paper
2004Multivariate tests for autocorrelation in the stable and unstable VAR models In: Economic Modelling.
[Full Text][Citation analysis]
article13
2006A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods In: Economic Modelling.
[Full Text][Citation analysis]
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]
article18
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]
article3
2012Is the causal nexus of energy utilization and economic growth asymmetric in the US? In: Economic Systems.
[Full Text][Citation analysis]
article34
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]
article62
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]
article36
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]
article6
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]
article25
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: 25
paper
2001Productivity Performance and Export Performance: A Time-Series Perspective In: Eastern Economic Journal.
[Full Text][Citation analysis]
article9
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article1
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article5
In: .
[Full Text][Citation analysis]
article1
In: .
[Full Text][Citation analysis]
article0
2023On a regime switching illiquid high volatile prediction model for cryptocurrencies In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2022On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies.(2022) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
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]
article7
2020The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach In: Journal of Economic Studies.
[Full Text][Citation analysis]
article2
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 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.
[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]
paper6
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]
article22
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]
article33
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]
article15
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 nother 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]
paper13
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 nother version. Agregated cites: 13
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]
paper3
2014Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing In: Working Papers.
[Citation analysis]
paper19
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 nother version. Agregated cites: 19
article
2014Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? In: Working Papers.
[Citation analysis]
paper11
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]
paper7
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).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
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 all’Unione europea? 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 mercato USA 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 azionario e tasso di cambio negli Emirati Arabi 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 cointegrazione nascosta. 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]
article4
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.
[Full Text][Citation analysis]
article155
2012Asymmetric causality tests with an application In: Empirical Economics.
[Full Text][Citation analysis]
article243
2018Asymmetric causality between military expenditures and economic growth in top six defense spenders In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]
article14
2003A new method to choose optimal lag order in stable and unstable VAR models In: Applied Economics Letters.
[Full Text][Citation analysis]
article80
2005A test for multivariate ARCH effects In: Applied Economics Letters.
[Full Text][Citation analysis]
article35
2005Is the tourism-led growth hypothesis valid for Turkey? In: Applied Economics Letters.
[Full Text][Citation analysis]
article182
2006Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach In: Applied Economics Letters.
[Full Text][Citation analysis]
article11
2007Capital mobility in Sweden: a time-varying parameter approach In: Applied Economics Letters.
[Full Text][Citation analysis]
article4
2007Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models In: Applied Economics Letters.
[Full Text][Citation analysis]
article2
2008The Fisher effect: a Kalman filter approach to detecting structural change In: Applied Economics Letters.
[Full Text][Citation analysis]
article6
2011A re-examination of the Fisher effect using an alternative approach In: Applied Economics Letters.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article27
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
2005Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries In: Applied Financial Economics.
[Full Text][Citation analysis]
article17
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]
article209
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]
article13
2014On the causal nexus of remittances and poverty reduction in Bangladesh In: Applied Economics.
[Full Text][Citation analysis]
article15
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.
[Full Text][Citation analysis]
article15
2016BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests In: Applied Economics.
[Full Text][Citation analysis]
article3
2017The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests In: Applied Economics.
[Full Text][Citation analysis]
article33
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]
article27
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]
article35
2001Time-series evidence for Balassas export-led growth hypothesis In: The Journal of International Trade & Economic Development.
[Full Text][Citation analysis]
article16
In: .
[Full Text][Citation analysis]
article5
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]
chapter2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team