Eduardo Dacillo Roca : Citation Profile

Griffith University

13

H index

22

i10 index

725

Citations

RESEARCH PRODUCTION:

58

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 30
   Journals where Eduardo Dacillo Roca has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 13 (1.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro225
   Updated: 2025-04-19    RAS profile: 2023-03-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Singh, Vik (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Eduardo Dacillo Roca.

Is cited by:

Caporale, Guglielmo Maria (15)

GUPTA, RANGAN (14)

Hatemi-J, Abdulnasser (12)

Paramati, Sudharshan Reddy (12)

Plastun, Alex (11)

Tiwari, Aviral (9)

Shahzad, Syed Jawad Hussain (9)

Bouri, Elie (9)

Uddin, Gazi (9)

Corbet, Shaen (9)

Roubaud, David (7)

Cites to:

Hatemi-J, Abdulnasser (34)

Pesaran, Mohammad (18)

Berger, Allen (16)

Fama, Eugene (16)

Shleifer, Andrei (16)

Bekaert, Geert (15)

faff, robert (15)

French, Kenneth (14)

Chevallier, Julien (13)

Fry-McKibbin, Renee (11)

merton, robert (10)

Main data

Production by document typechapterpaperarticle1997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 13Most cited documents1234567891011121314150100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Eduardo Dacillo Roca has published?

Journals with more than one article published# docs
Applied Economics16
Applied Financial Economics5
Economic Modelling5
Applied Economics Letters4
Accounting and Finance3
Economia Internazionale / International Economics3
Empirical Economics2
Australian Economic Papers2
Australian Journal of Management2
Accounting Research Journal2

Working Papers Series with more than one paper published# docs
Discussion Papers in Finance / Griffith University, Department of Accounting, Finance and Economics21

Recent works citing Eduardo Dacillo Roca (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

Full description at Econpapers || Download paper

2024Risk spillovers between the BRICS and the U.S. staple grain futures markets. (2024). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2412.15738.

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

2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

Full description at Econpapers || Download paper

2024Risk-adjusted efficiency and innovation: an examination of systematic difference and convergence among BRIC banks. (2024). Bhati, Abhishek Singh ; Nghiem, Son ; Nguyen, Thanh. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001061.

Full description at Econpapers || Download paper

2024Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices. (2024). Damianov, Damian S ; Shahedur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004659.

Full description at Econpapers || Download paper

2024The asymmetric and time-varying effects of trade policy uncertainty on the insurance premiums in China: Evidence from cross-quantilogram. (2024). Fu, Yimang ; Xiang, Feiyun. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s154461232400970x.

Full description at Econpapers || Download paper

2024Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016.

Full description at Econpapers || Download paper

2024Global power and Stock market co-movements: A study of G20 markets. (2024). Selvanathan, E A ; Haddad, Sama ; Gupta, Rakesh. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001005.

Full description at Econpapers || Download paper

2024International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Patra, Ramakanta ; Raju, V L ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052.

Full description at Econpapers || Download paper

2024A bank-level analysis of interest rate pass-through in South Africa. (2024). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000545.

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 shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

Full description at Econpapers || Download paper

2024Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). Vigne, Samuel A ; Lucey, Brian M ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898.

Full description at Econpapers || Download paper

2024The role of interest rate environment in mortgage pricing. (2024). Shehzad, Choudhry Tanveer ; Ahmad, Ferhana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:225-245.

Full description at Econpapers || Download paper

2024Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113.

Full description at Econpapers || Download paper

2024Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Wang, Chen ; Wu, Ruoxi ; Li, Xiao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000291.

Full description at Econpapers || Download paper

2024Artificial intelligence and big data tokens: Where cognition unites, herding patterns take flight. (2024). Ali, Shoaib ; Naveed, Muhammad ; Xiaoyang, XU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400299x.

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

2025Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence. (2025). Hsieh, Chun-Kuei ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09628-w.

Full description at Econpapers || Download paper

2025Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia. (2025). Chiang, Shu-Mei ; Kuo, Chen-Yin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01291-3.

Full description at Econpapers || Download paper

2024Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies?. (2024). GUPTA, RANGAN ; Bouri, Elie ; Babalos, Vassilios. In: Working Papers. RePEc:pre:wpaper:202416.

Full description at Econpapers || Download paper

2024Carbon Emissions Pricing: Linkages Between EU ETS Spot and Future Prices and Completeness of EU ETS Market. (2024). Madhavan, Vinodh ; Pradhan, Rudra P ; Mondal, Saikat ; Varghese, Ann Mary ; Chatterjee, Debaleena. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:4:p:450-470.

Full description at Econpapers || Download paper

2024Stock Market Integration and Trade: A Study on India and its Major Trading Partners. (2024). Jana, Samiran. In: Vision. RePEc:sae:vision:v:28:y:2024:i:3:p:313-326.

Full description at Econpapers || Download paper

2024The impact of FinTech firms on bank financial stability. (2024). Paramati, Sudharshan Reddy ; Safiullah, MD. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-022-09595-z.

Full description at Econpapers || Download paper

2024Market power, social welfare, and efficiency in the Peruvian microfinance. (2024). Portilla, Jhonatan ; Aguilar, Giovanna. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:41:y:2024:i:1:d:10.1007_s40888-023-00321-y.

Full description at Econpapers || Download paper

2024Features of different asset types and extreme risk transmission during the COVID-19 crisis. (2024). Tsai, I-Chun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00510-5.

Full description at Econpapers || Download paper

2024Evaluating the resource management and profitability efficiencies of US commercial banks from a dynamic network perspective. (2024). Kweh, Qian Long ; Liu, Hsian-Ming ; Lu, Wen-Min ; Tone, Kaoru. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00531-0.

Full description at Econpapers || Download paper

2024The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis. (2024). Sheehan, Barry ; Shannon, Darren ; Odonnell, Niall. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00575-2.

Full description at Econpapers || Download paper

2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y.

Full description at Econpapers || Download paper

2024Does poverty respond asymmetrically to financial development? Evidence from India using asymmetric cointegration and causality tests. (2024). Khanday, Ishfaq Nazir ; Wani, Inayat Ullah ; Tarique, MD ; Dar, Muzffar Hussain. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01772-y.

Full description at Econpapers || Download paper

2024Global environmental equities and investor sentiment: the role of social media and Covid-19 pandemic crisis. (2024). Martnez-Ferrero, Jennifer ; Neves, Maria Elisabete ; Ludovina, Maria Fernanda ; Lozano-Garca, Mara Beln ; de Sousa-Gabriel, Vtor Manuel. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:1:d:10.1007_s11846-022-00614-9.

Full description at Econpapers || Download paper

2024How does the stock market affect the interest rate corridor system in China?. (2024). Feng, XU ; Zhang, Shen ; Wan, Jing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1820-1833.

Full description at Econpapers || Download paper

Works by Eduardo Dacillo Roca:

Year  ↓Title  ↓Type  ↓Cited  ↓
2015What drives mortgage fees in Australia? In: Accounting and Finance.
[Full Text][Citation analysis]		article1
2017Risk factors in Australian bond returns In: Accounting and Finance.
[Full Text][Citation analysis]		article1
2019Discretionary accruals: signalling or earnings management in Australia? In: Accounting and Finance.
[Full Text][Citation analysis]		article9
2005LONG‐TERM AND SHORT‐TERM EQUITY MARKET PRICE INTERACTIONS BETWEEN AUSTRALIA AND THE CHINESE STATES* In: Australian Economic Papers.
[Full Text][Citation analysis]		article0
2016Management Behaviour in Vietnamese Commercial Banks In: Australian Economic Papers.
[Full Text][Citation analysis]		article1
2004The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]		paper0
2013Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies In: Applied Energy.
[Full Text][Citation analysis]		article43
2013The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context In: Journal of Asian Economics.
[Full Text][Citation analysis]		article13
2006A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods In: Economic Modelling.
[Full Text][Citation analysis]		article10
2011How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test In: Economic Modelling.
[Full Text][Citation analysis]		article13
2012Are securitised real estate markets efficient? In: Economic Modelling.
[Full Text][Citation analysis]		article3
2014Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity In: Economic Modelling.
[Full Text][Citation analysis]		article12
2014How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis In: Economic Modelling.
[Full Text][Citation analysis]		article13
2020Arbitrage risk and the cross-section of stock returns: Evidence from China In: Emerging Markets Review.
[Full Text][Citation analysis]		article3
2016Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2015Stock return predictability in South Africa: The role of major developed markets In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2004Do birds of the same feather flock together?: The case of the Chinese states equity markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article13
2021Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article10
2020Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2015Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article19
2010Should funds invest in socially responsible investments during downturns? In: Accounting Research Journal.
[Full Text][Citation analysis]		article4
2010Are socially responsible investment markets worldwide integrated? In: Accounting Research Journal.
[Full Text][Citation analysis]		article12
2014BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests In: Discussion Papers in Accounting.
[Full Text][Citation analysis]		paper7
2009What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2010The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper6
2010Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper1
2010Estimating Optimal Hedge Ratio with Unknown Structural Breaks In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper1
2010An Empirical Investigation of Consumption CAPMs in the Australian Market In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2010The Market Sensitivity of Australian Superannuation Socially Responsible Investment Funds. Evidence from a Markov Regime Switching Approach In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2010Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers? In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2010Macroeconomic Conditions and Capital Structure: Evidence from Taiwan In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper1
2010Do Pacific Basin Investors Value Corporate Sustainability? In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2010Is Corporate Sustainability valued by Australian Investors? In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2010The Performance of Socially Responsible Investments Across Different Market Regimes In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2011Are Real Estate Markets Integrated with the World Market? In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2011Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
20122012-10 Does the Carbon Market Help or Hurt the Stock Price of Electricity Companies? Further Evidence from the European Context In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper16
20122012-19 Re-designing banking structures: Are there lessons to be learnt from socialist systems? A study of five ASEAN economies In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper1
2015Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper2
2015The Mortgage Interest Rates and Cash Rate Cycle Relationship and International Funding Cost: Evidence in the Context of Australia In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2015Volatility spillovers from international commodity markets to the Australian equity market In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2015Stock market interdependence between Australia and its trading partners: does trade intensity matter? In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper16
2015Stock market interdependence between Australia and its trading partners: does trade intensity matter?.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2015The efficiency of Asian stock markets: Fresh evidence based on new tests In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2016Yes, social housing in Australia desperately needs financial innovation! In: Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2012Macroeconomic Conditions and Capital Structure over the Business Cycle: Further Evidence in the Context of Taiwan In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article2
2008Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2006Does it Pay for Australian Investors to Diversify into their Countrys Major Trading Partners? In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2005US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2011Stock returns and consumption factors in the Australian market: Cross-sectional tests In: Australian Journal of Management.
[Full Text][Citation analysis]		article2
2014Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme In: Australian Journal of Management.
[Full Text][Citation analysis]		article16
2016Efficiency, innovation and competition: evidence from Vietnam, China and India In: Empirical Economics.
[Full Text][Citation analysis]		article14
2019International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis In: Empirical Economics.
[Full Text][Citation analysis]		article0
2006Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article9
2012Examining the power of stochastic unit root tests without assuming independence in the error processes of the underlying time series In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2018Cointegration networks in stock markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2001Australia and the three little dragons: are their equity markets interdependent? In: Applied Economics Letters.
[Full Text][Citation analysis]		article8
2005Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries In: Applied Financial Economics.
[Full Text][Citation analysis]		article19
2007Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2008Estimating banks equity duration: a panel cointegration approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2008An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
1999Short-term and long-term price linkages between the equity markets of Australia and its major trading partners In: Applied Financial Economics.
[Full Text][Citation analysis]		article36
2012A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks In: Applied Economics.
[Full Text][Citation analysis]		article3
2012Which way does water flow? An econometric analysis of the global price integration of water stocks In: Applied Economics.
[Full Text][Citation analysis]		article7
2014How efficient is the banking system of Asias next economic dragon? Evidence from rolling DEA windows In: Applied Economics.
[Full Text][Citation analysis]		article9
2014Estimating the optimal hedge ratio in the presence of potential unknown structural breaks In: Applied Economics.
[Full Text][Citation analysis]		article3
2015Crypto-currency bubbles: an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices In: Applied Economics.
[Full Text][Citation analysis]		article192
2016Bank reforms and efficiency in Vietnamese banks: evidence based on SFA and DEA In: Applied Economics.
[Full Text][Citation analysis]		article24
2016Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia In: Applied Economics.
[Full Text][Citation analysis]		article20
2016BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests In: Applied Economics.
[Full Text][Citation analysis]		article3
2016Water as an investment: liquid yet illiquid! In: Applied Economics.
[Full Text][Citation analysis]		article3
2017The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests In: Applied Economics.
[Full Text][Citation analysis]		article34
2017Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping In: Applied Economics.
[Full Text][Citation analysis]		article3
2017Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets In: Applied Economics.
[Full Text][Citation analysis]		article8
2017How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles In: Applied Economics.
[Full Text][Citation analysis]		article5
2019Global and regional linkages across market cycles: evidence from partial correlations in a network framework In: Applied Economics.
[Full Text][Citation analysis]		article2
2021Weathering financial crisis in China: the role of global market integration In: Applied Economics.
[Full Text][Citation analysis]		article0
2021Green building, split-incentives and affordable rental housing policy In: Housing Studies.
[Full Text][Citation analysis]		article3
2004An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method In: The European Journal of Finance.
[Full Text][Citation analysis]		article6
2019Agricultural commodity futures trading based on cross-country rolling quantile return signals In: Quantitative Finance.
[Full Text][Citation analysis]		article6
2016Spillovers and Directional Predictability with a Cross‐Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures In: Journal of Futures Markets.
[Full Text][Citation analysis]		article30
1997Philippines In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team