22
H index
41
i10 index
1922
Citations
United Arab Emirates University | 22 H index 41 i10 index 1922 Citations RESEARCH PRODUCTION: 108 Articles 40 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Abdulnasser Hatemi-J. | Is cited by: | Cites to: |
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2024 | How 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 |
2024 | Sovereign 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 |
2024 | Asymmetric 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 |
2024 | The 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 |
2024 | Achieving 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 |
2024 | Geo-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 |
2025 | Do 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 |
2024 | Has 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 |
2024 | Exchange 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 |
2024 | What 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 |
2024 | Interpreting 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 |
2024 | Asymmetric 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 |
2024 | Revisiting 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 |
2024 | Two-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 |
2024 | Connectedness 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 |
2024 | Size 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 |
2024 | Revisiting 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 |
2024 | Asymmetric 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 |
2024 | Oil 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 |
2024 | The 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 |
2024 | Examining 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 |
2024 | Resource 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 |
2024 | Balancing 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 |
2024 | Understanding 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 |
2024 | The 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 |
2024 | Does 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 |
2024 | Measuring 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 |
2024 | Spillover 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 |
2024 | Anomaly 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 |
2024 | The 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 |
2024 | Asymmetric 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 |
2024 | The 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 |
2024 | Information 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 |
2024 | Comparative 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 |
2024 | How 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 |
2024 | US 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 |
2024 | Economic 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 |
2024 | The 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 |
2024 | Bank 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 |
2025 | The 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 |
2025 | The 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 |
2024 | The 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 |
2024 | Sovereign 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 |
2024 | Basic 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 |
2024 | Relationship 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 |
2024 | The 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 |
2024 | The 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 |
2024 | EXCHANGE 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 |
2024 | Regulating 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 |
2024 | Insurance 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 |
2024 | Tourism 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 |
2024 | Good 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 |
2024 | The 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 |
2024 | Do 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 |
2025 | Assessing 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 |
2024 | Return 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 |
2024 | How 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 |
2024 | On 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 |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2013 | On the pricing and hedging of options for highly volatile periods In: Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | On 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 | |
2013 | On option pricing in illiquid markets with jumps In: Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Computation of second order price sensitivities in depressed markets In: Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Valuation of Currency Options in Markets with a Crunch In: Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | The 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 | |
2018 | Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing In: Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Model 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 | |
2019 | Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return In: Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Exact 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 | |
2020 | Bear Markets and Recessions versus Bull Markets and Expansions In: Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Dynamic Asymmetric Causality Tests with an Application In: Papers. [Full Text][Citation analysis] | paper | 3 |
2023 | A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | On the Asymmetric Volatility Connectedness In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | An Asymmetric Capital Asset Pricing Model In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Efficient Asymmetric Causality Tests In: Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | On the Causality between Exchange Rates and Stock Prices: A Note. In: Bulletin of Economic Research. [Citation analysis] | article | 29 |
2004 | The effect of exchange rate changes on trade balances in the short and long run In: The Economics of Transition. [Full Text][Citation analysis] | article | 29 |
2019 | Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests In: International Finance. [Full Text][Citation analysis] | article | 6 |
2018 | Insurance 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 | |
2005 | Energy 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] | article | 27 |
2004 | The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners In: Econometric Society 2004 Australasian Meetings. [Citation analysis] | paper | 0 |
2002 | Fiscal policy in Sweden: effects of EMU criteria convergence In: Economic Modelling. [Full Text][Citation analysis] | article | 42 |
1999 | Fiscal Policy in Sweden: Effects of EMU Criteria Convergence.(1999) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2004 | Multivariate tests for autocorrelation in the stable and unstable VAR models In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
2006 | A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2011 | How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
2014 | Asymmetric generalized impulse responses with an application in finance In: Economic Modelling. [Full Text][Citation analysis] | article | 18 |
2014 | How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
2015 | Portfolio selection: An alternative approach In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2012 | Is the causal nexus of energy utilization and economic growth asymmetric in the US? In: Economic Systems. [Full Text][Citation analysis] | article | 34 |
2010 | An 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] | article | 62 |
2004 | Do 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] | article | 12 |
2002 | Export performance and economic growth nexus in Japan: a bootstrap approach In: Japan and the World Economy. [Full Text][Citation analysis] | article | 36 |
2020 | Pass-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] | article | 6 |
2011 | The 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] | article | 9 |
2012 | Is 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] | article | 11 |
2019 | Oil 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] | article | 25 |
2018 | Oil 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 | |
2001 | Productivity Performance and Export Performance: A Time-Series Perspective In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 9 |
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2023 | On a regime switching illiquid high volatile prediction model for cryptocurrencies In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
2022 | On 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 | |
2017 | Option valuation and hedging in markets with a crunch In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
2022 | Portfolio 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] | article | 1 |
2016 | Trade openness and economic development in the UAE: an asymmetric approach In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 7 |
2020 | The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 2 |
2009 | An empirical analysis of the informational efficiency of Australian equity markets In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 2 |
2012 | A bootstrap test for causality with endogenous lag length choice: theory and application in finance In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 29 |
2010 | A 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 | |
2012 | Asymmetric interaction between government spending and terms of trade volatility In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 2 |
2016 | Trade openness and economic development in the UAE: an asymmetric approach In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 68 |
2014 | BRICs 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] | paper | 7 |
2010 | The 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] | paper | 6 |
2010 | Estimating Optimal Hedge Ratio with Unknown Structural Breaks In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 1 |
2011 | Are Real Estate Markets Integrated with the World Market? In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2010 | The 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] | paper | 6 |
2004 | Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology In: Working Papers. [Citation analysis] | paper | 0 |
2005 | Pricing strategy, mark-up adjustment and foreign competition in the car industry In: International Journal of Automotive Technology and Management. [Full Text][Citation analysis] | article | 0 |
2005 | FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION In: Journal of Economic Development. [Full Text][Citation analysis] | article | 22 |
2000 | Export performance and economic growth causality: An empirical analysis In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 7 |
2004 | Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis In: Empirica. [Full Text][Citation analysis] | article | 5 |
2018 | Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note In: Empirica. [Full Text][Citation analysis] | article | 7 |
2003 | Is the J-Curve Effect Observable for Small North European Economies? In: Open Economies Review. [Full Text][Citation analysis] | article | 33 |
2005 | Stock Price and Volume Relation in Emerging Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 12 |
2010 | Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 15 |
2010 | Stochastic optimal hedge ratio: Theory and evidence In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2012 | Stochastic optimal hedge ratio: theory and evidence.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2011 | On the calculation of price sensitivities with jump-diffusion structure In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2011 | Hidden panel cointegration In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2011 | Asymmetric generalized impulse responses and variance decompositions with an application In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2013 | A New Asymmetric GARCH Model: Testing, Estimation and Application In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2013 | On option pricing in illiquid markets with random jumps In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2011 | Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
2020 | Asymmetric 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 | |
2016 | Testing for Financial Market Integration of the Chinese Market with the US Market In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2016 | A 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] | paper | 3 |
2014 | Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing In: Working Papers. [Citation analysis] | paper | 19 |
2016 | Research 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 | |
2014 | Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? In: Working Papers. [Citation analysis] | paper | 11 |
2015 | Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers In: Working Papers. [Citation analysis] | paper | 1 |
2019 | The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction In: Working Papers. [Citation analysis] | paper | 7 |
2022 | The 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 | |
2008 | Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
2006 | Does it Pay for Australian Investors to Diversify into their Countrys Major Trading Partners? In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
2005 | US 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] | article | 0 |
2005 | Time-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] | article | 0 |
2004 | Is the Equity Market Informationally Efficient in Japan? Evidence from Leveraged Bootstrap Analysis In: Economia Internazionale / International Economics. [Citation analysis] | article | 2 |
2004 | The Risk-Adjusted Interest Rate Parity: Panel Data Evidence In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
2002 | Investigating Causal Relations between Fixed Investment and Economic Growth In: Economia Internazionale / International Economics. [Citation analysis] | article | 1 |
2001 | Does Any Long-Run Relation Exist Between the Terms of Trade and the Trade Balance? In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
2010 | Did 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] | article | 0 |
2013 | An 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] | article | 0 |
2013 | An 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] | article | 0 |
2014 | The 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] | article | 0 |
2015 | Modelling 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] | article | 0 |
2016 | The 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] | article | 0 |
2019 | The Causal Impact of Stock Market Development on Economic Development in the UAE: An Asymmetric Approach In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 6 |
2019 | Testing for Financial Market Integration of the UAE Market with the Global Market In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
2021 | Testing for the Tourism Led Economic Growth Hypothesis in Sweden with Structural Breaks In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
2021 | Portfolio 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] | article | 0 |
2002 | Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology In: Journal of Economic Integration. [Citation analysis] | article | 2 |
2003 | How productivity and domestic output are related to exports and foreign output in the case of Sweden In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
2006 | A bootstrap-corrected causality test: another look at the money–income relationship In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
2008 | Tests for cointegration with two unknown regime shifts with an application to financial market integration In: Empirical Economics. [Full Text][Citation analysis] | article | 155 |
2012 | Asymmetric causality tests with an application In: Empirical Economics. [Full Text][Citation analysis] | article | 243 |
2018 | Asymmetric causality between military expenditures and economic growth in top six defense spenders In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 14 |
2003 | A new method to choose optimal lag order in stable and unstable VAR models In: Applied Economics Letters. [Full Text][Citation analysis] | article | 80 |
2005 | A test for multivariate ARCH effects In: Applied Economics Letters. [Full Text][Citation analysis] | article | 35 |
2005 | Is the tourism-led growth hypothesis valid for Turkey? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 182 |
2006 | Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 11 |
2007 | Capital mobility in Sweden: a time-varying parameter approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
2007 | Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2008 | The Fisher effect: a Kalman filter approach to detecting structural change In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
2011 | A re-examination of the Fisher effect using an alternative approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2014 | On the interaction between government spending and economic performance in Sweden: an asymmetric approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2016 | The causal interaction between financial development and human development in Bangladesh In: Applied Economics Letters. [Full Text][Citation analysis] | article | 27 |
2016 | On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
1999 | The causal nexus of government spending and revenue in Finland: a bootstrap approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 10 |
2002 | Is the Governments intertemporal budget constraint fulfilled in Sweden? An application of the Kalman filter In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
2005 | Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries In: Applied Financial Economics. [Full Text][Citation analysis] | article | 17 |
2007 | Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
2007 | Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2008 | Estimating banks equity duration: a panel cointegration approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2012 | A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2013 | Testing for the governments intertemporal budget restriction in Brazil during 1823--1889 In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2005 | The effect of regime shifts on the long-run relationships for Swedish money demand In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2006 | Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application In: Applied Economics. [Full Text][Citation analysis] | article | 209 |
2006 | The response of industry employment to exchange rate shocks: evidence from panel cointegration In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2009 | Can 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] | article | 13 |
2014 | On the causal nexus of remittances and poverty reduction in Bangladesh In: Applied Economics. [Full Text][Citation analysis] | article | 15 |
2014 | Estimating the optimal hedge ratio in the presence of potential unknown structural breaks In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2016 | An extension of the asymmetric causality tests for dealing with deterministic trend components In: Applied Economics. [Full Text][Citation analysis] | article | 15 |
2016 | BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2017 | The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests In: Applied Economics. [Full Text][Citation analysis] | article | 33 |
2004 | An 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] | article | 3 |
2002 | Multivariate-based causality tests of twin deficits in the US In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 27 |
2008 | Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 35 |
2001 | Time-series evidence for Balassas export-led growth hypothesis In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 16 |
In: . [Full Text][Citation analysis] | article | 5 | |
2020 | Has 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] | chapter | 2 |
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