Eduardo Dacillo Roca : Citation Profile

Griffith University

14

H index

23

i10 index

757

Citations

RESEARCH PRODUCTION:

58

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 31
   Journals where Eduardo Dacillo Roca has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 13 (1.69 %)

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   Permalink: http://citec.repec.org/pro225
   Updated: 2025-12-27    RAS profile: 2023-03-16    
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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 (15)

Hatemi-J, Abdulnasser (12)

Paramati, Sudharshan Reddy (12)

Plastun, Alex (11)

Uddin, Gazi (9)

Bouri, Elie (9)

Tiwari, Aviral (9)

Corbet, Shaen (9)

Shahzad, Syed Jawad Hussain (9)

Roubaud, David (7)

Cites to:

Hatemi-J, Abdulnasser (34)

Pesaran, Mohammad (18)

Shleifer, Andrei (16)

Berger, Allen (16)

Fama, Eugene (16)

faff, robert (15)

Bekaert, Geert (15)

French, Kenneth (14)

Chevallier, Julien (13)

Fry-McKibbin, Renee (11)

merton, robert (10)

Main data

Where Eduardo Dacillo Roca has published?

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

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)

YearTitle of citing document
2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2024Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches. (2024). Jeleskovic, Vahidin ; Chinazzo, Cristina. In: Papers. RePEc:arx:papers:2401.02049.

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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.

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2024Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models. (2024). Gacesa, Marko ; Wang, Fang. In: Papers. RePEc:arx:papers:2409.15988.

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2025Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2409.19307.

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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.

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2024Distributed Ledger Technology and the Future of Money and Banking: Banking is Necessary, Banks Are Not. Bill Gates 1994. (2024). Fred, Huibers. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:14:y:2024:i:2:p:213-249:n:1.

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2024Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach. (2024). Aman, Aini ; Abdullah, Ahmad Monir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-24.

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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.

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2025Impact of banking uncertainty on firm opacity: Evidence from Vietnam. (2025). Huynh, Japan. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000296.

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2024The influence of deleveraging the excessive debt firms on investment efficiency. (2024). Teng, Shi ; Lin, Yu-En ; Hu, Chunyang ; Wang, Qianqian ; Cheng, Teng-Yuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:2130-2149.

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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.

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2025Impact of COVID-19 on Taiwanese stock market. (2025). Chang, Hao-Wen ; Wang, Mei-Chih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002055.

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2025Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons. (2025). Gubareva, Mariya ; Teplova, Tamara ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000993.

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2025Exploring co-explosive dynamics: Bitcoin price, attractiveness, and sentiment variables. (2025). Maral, Emerson Fernandes ; de Prince, Diogo ; Valls, Pedro L. In: Economics Letters. RePEc:eee:ecolet:v:246:y:2025:i:c:s0165176524005561.

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

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2024Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x.

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2025Effects of growing-season weather on the dynamic price relationships between biofuel feedstocks. (2025). Goswami, Alankrita ; Karali, Berna. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004050.

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2025Assessing the effectiveness of import duty to reduce carbon leakage under carbon-price uncertainty. (2025). Sankaranarayanan, Sriram. In: Energy. RePEc:eee:energy:v:329:y:2025:i:c:s0360544225022510.

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

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2025Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415.

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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.

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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.

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2025Risk spillovers between the BRICS and the U.S. staple grain futures markets. (2025). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500100x.

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

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

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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.

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

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

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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.

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

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2024Banking uncertainty and cash conversion cycle. (2024). Huynh, Japan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003044.

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2025Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?. (2025). GUPTA, RANGAN ; Bouri, Elie ; Babalos, Vassilios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s106297692500047x.

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

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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.

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

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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.

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2025The market power of ESG index providers: The effects of rebalancing ESG-themed indices. (2025). Barontini, Roberto ; Gioja, Luigi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001588.

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2025The role of whale investors in the bitcoin market. (2025). Shi, Guiqiang ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002648.

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2025Bitcoin trade volume in decentralized markets: International evidence. (2025). Giménez Roche, Gabriel ; Gimnez, Gabriel A ; Nol, Antoine ; Sauce, Loc. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:214:y:2025:i:c:s004016252500085x.

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2024Analysis of barriers to investment and mining in cryptocurrency for traditional and tech-savvy investors: A fuzzy approach. (2024). Srivastava, Richa ; Rana, Nripendra P ; Singh, Deepak Kumar. In: Technology in Society. RePEc:eee:teinso:v:77:y:2024:i:c:s0160791x24000940.

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2025Price Spillover Effects in U.S.-China Cotton and Cotton Yarn Futures Markets Under Emergency Events. (2025). Yang, Yueyuan ; Dong, Yani ; Qi, Chunjie ; Gui, Cheng. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:16:p:1747-:d:1724954.

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2024Water and Emerging Energy Markets Nexus: Fresh Evidence from Advanced Causality and Correlation Approaches. (2024). Tiwari, Aviral ; doğan, buhari ; Trabelsi, Nader ; Dogan, Buhari. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:13:p:3079-:d:1419944.

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2024A Survey of Literature on the Interlinkage between Petroleum Prices and Equity Markets. (2024). Bagirov, Miramir ; Mateus, Cesario. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:1:p:40-:d:1323991.

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2025Stock Returns’ Co-Movement: A Spatial Model with Convex Combination of Connectivity Matrices. (2025). Gallali, Mohamed Imen ; Dabbou, Halim ; ben Abdallah, Nadia ; Hathroubi, Salem. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:6:p:110-:d:1672718.

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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.

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2025The Asymmetric Interaction Between Oil Price Change and Stock Returns of the Renewable Energy Companies in India: A Panel NARDL Approach. (2025). Mishra, Lalatendu ; Acharya, Rajesh H. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09447-w.

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2024New Unit Root Tests in the Nonlinear ESTAR Framework: The Movement and Volatility Characteristics of Crude oil and Copper Prices. (2024). Li, Yanglin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10381-8.

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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.

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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.

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2024The impact of the COVID-19 pandemic on the Russian stock market. (2024). Nazarova, V ; Suvorova, M ; Churakova, I. In: Journal of the New Economic Association. RePEc:nea:journl:y:2024:i:63:p:117-143.

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2025Is portfolio diversification still effective: evidence spanning three crises from the perspective of U.S. investors. (2025). McMillan, David G ; Kambouroudis, Dimos ; Huang, Rong. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-025-00398-z.

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2024Bitcoin’s bubbly behaviors: does it resemble other financial bubbles of the past?. (2024). Náñez Alonso, Sergio ; Jorge Vázquez, Javier ; Naez, Sergio Luis ; Echarte, Miguel Angel ; Jorge-Vazquez, Javier ; Sanz-Bas, David. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03220-0.

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2025Dynamic correlations and portfolio optimization in socially responsible investments: evidence from Indonesia and South Korea. (2025). Maside-Sanfiz, Jos Manuel ; Lpez-Penabad, Me Celia ; Lpez-Andin, Carmen ; Iglesias-Casal, Ana. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04753-8.

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2024Does green investment affect environment pollution: Evidence from asymmetric ARDL approach?. (2024). Sibt, Muhammad ; Ur, Saif ; Shen, Yanan ; Meo, Muhammad Saeed ; Hafiza, Nabila Shahzadi. In: PLOS ONE. RePEc:plo:pone00:0292260.

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2024Risk and causality Co-movement of Malaysia’s stock market with its emerging and OECD trading partners. Evidence from the wavelet approach. (2024). Guo, Hui ; Wang, Xiaoyang ; Din, Badariah Haji ; Waris, Muhammad. In: PLOS ONE. RePEc:plo:pone00:0296712.

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2024Extreme risk spillovers between US and Chinese agricultural futures markets in crises: A dependence-switching copula-CoVaR model. (2024). Zeng, Lidan ; Zhang, Bokai ; Zhu, BO. In: PLOS ONE. RePEc:plo:pone00:0299237.

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2024Catalysts for Change: Government Incentives Driving Sustainable Construction in Developing Countries. (2024). Yeboah, Samuel Asuamah. In: MPRA Paper. RePEc:pra:mprapa:122480.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2024Public Debt and Growth: New Insights. (2024). Mutascu, Mihai ; Ozmen, Brahim. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01441-3.

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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.

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2025Ownership structure and bank efficiency in India: new evidence from a meta-frontier approach. (2025). Gupta, Adwitiya ; Sensarma, Rudra ; Shukla, Rashmi. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:2:d:10.1007_s11135-024-02042-1.

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2024Technical efficiency in banks: a review of methods, recent innovations and future research agenda. (2024). AKDENIZ, OZLEM ; Nwachukwu, Jacinta C ; Hayek, Ali I ; Abdou, Hussein A ; Pyke, Chris ; Elamer, Ahmed A. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:11:d:10.1007_s11846-023-00707-z.

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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.

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2024On Bubbles in Cryptocurrency Prices. (2024). van Oordt, Maarten. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240050.

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2024Systemic risk in the Scandinavian banking sector. (2024). Uddin, Gazi ; Rahman, Md Lutfur ; Sjo, BO ; Hedstrom, Axel Per. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:581-608.

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2024Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1): New evidence from cross‐quantilogram approach. (2024). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Ahmed, Rizwan ; Khalfaoui, Rabeh. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:719-789.

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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.

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2024The role of long‐ and short‐run correlation networks in international portfolio selection. (2024). Liu, Yezheng ; Xu, Qifa ; Jiang, Cuixia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3147-3176.

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2024Trading commodity ETFs: Price behavior, investment insights, and performance analysis. (2024). Nippani, Srinivas ; Hadad, Elroi ; Malhotra, Davinder. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1257-1276.

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Works by Eduardo Dacillo Roca:

YearTitleTypeCited
2015What drives mortgage fees in Australia? In: Accounting and Finance.
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2017Risk factors in Australian bond returns In: Accounting and Finance.
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2019Discretionary accruals: signalling or earnings management in Australia? In: Accounting and Finance.
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2005LONG‐TERM AND SHORT‐TERM EQUITY MARKET PRICE INTERACTIONS BETWEEN AUSTRALIA AND THE CHINESE STATES* In: Australian Economic Papers.
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2016Management Behaviour in Vietnamese Commercial Banks In: Australian Economic Papers.
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2004The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners In: Econometric Society 2004 Australasian Meetings.
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2013Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies In: Applied Energy.
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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.
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2006A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods In: Economic Modelling.
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2011How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test In: Economic Modelling.
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2012Are securitised real estate markets efficient? In: Economic Modelling.
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2014Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity In: Economic Modelling.
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2014How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis In: Economic Modelling.
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2020Arbitrage risk and the cross-section of stock returns: Evidence from China In: Emerging Markets Review.
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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.
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2004Do birds of the same feather flock together?: The case of the Chinese states equity markets In: Journal of International Financial Markets, Institutions and Money.
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2021Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic In: Journal of Policy Modeling.
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2020Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence In: International Review of Economics & Finance.
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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.
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2010Should funds invest in socially responsible investments during downturns? In: Accounting Research Journal.
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2010Are socially responsible investment markets worldwide integrated? In: Accounting Research Journal.
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2014BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests In: Discussion Papers in Accounting.
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2009What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition In: Discussion Papers in Finance.
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2010The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods In: Discussion Papers in Finance.
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2010Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme In: Discussion Papers in Finance.
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2010Estimating Optimal Hedge Ratio with Unknown Structural Breaks In: Discussion Papers in Finance.
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2010An Empirical Investigation of Consumption CAPMs in the Australian Market In: Discussion Papers in Finance.
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2010The Market Sensitivity of Australian Superannuation Socially Responsible Investment Funds. Evidence from a Markov Regime Switching Approach In: Discussion Papers in Finance.
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2010Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers? In: Discussion Papers in Finance.
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2010Macroeconomic Conditions and Capital Structure: Evidence from Taiwan In: Discussion Papers in Finance.
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2010Do Pacific Basin Investors Value Corporate Sustainability? In: Discussion Papers in Finance.
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2010Is Corporate Sustainability valued by Australian Investors? In: Discussion Papers in Finance.
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2010The Performance of Socially Responsible Investments Across Different Market Regimes In: Discussion Papers in Finance.
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2011Are Real Estate Markets Integrated with the World Market? In: Discussion Papers in Finance.
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2011Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies In: Discussion Papers in Finance.
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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.
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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.
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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.
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2015Volatility spillovers from international commodity markets to the Australian equity market In: Discussion Papers in Finance.
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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.
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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.
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2016Yes, social housing in Australia desperately needs financial innovation! In: Discussion Papers in Finance.
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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.
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2006Does it Pay for Australian Investors to Diversify into their Countrys Major Trading Partners? In: Economia Internazionale / International Economics.
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2005US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 In: Economia Internazionale / International Economics.
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2011Stock returns and consumption factors in the Australian market: Cross-sectional tests In: Australian Journal of Management.
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2014Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme In: Australian Journal of Management.
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2016Efficiency, innovation and competition: evidence from Vietnam, China and India In: Empirical Economics.
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2019International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis In: Empirical Economics.
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2006Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach In: Applied Economics Letters.
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2012Examining the power of stochastic unit root tests without assuming independence in the error processes of the underlying time series In: Applied Economics Letters.
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2018Cointegration networks in stock markets In: Applied Economics Letters.
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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.
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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]		article198
2016Bank reforms and efficiency in Vietnamese banks: evidence based on SFA and DEA In: Applied Economics.
[Full Text][Citation analysis]		article26
2016Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia In: Applied Economics.
[Full Text][Citation analysis]		article23
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]		article36
2017Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping In: Applied Economics.
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2017Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets In: Applied Economics.
[Full Text][Citation analysis]		article11
2017How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles In: Applied Economics.
[Full Text][Citation analysis]		article6
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.
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2004An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method In: The European Journal of Finance.
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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]		article34
1997Philippines In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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