Abdulnasser Hatemi-J
Names
| first: |
Abdulnasser |
| last: |
Hatemi-J |
Identifer
Contact
Affiliations
-
United Arab Emirates University
/ Faculty of Business and Economics
/ Department of Economics and Finance
Research profile
author of:
- On the pricing and hedging of options for highly volatile periods (RePEc:arx:papers:1304.4688)
by Youssef El-Khatib & Abdulnasser Hatemi-J - On option pricing in illiquid markets with jumps (RePEc:arx:papers:1304.4690)
by Youssef El-Khatib & Abdulnasser Hatemi-J - Computation of second order price sensitivities in depressed markets (RePEc:arx:papers:1705.02473)
by Youssef El-Khatib & Abdulnasser Hatemi-J - Valuation of Currency Options in Markets with a Crunch (RePEc:arx:papers:1801.08346)
by Abdulnasser Hatemi-J & Youssef El-Khatib - The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation (RePEc:arx:papers:1802.08987)
by Abdulnasser Hatemi-J & Youssef El-Khatib - Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing (RePEc:arx:papers:1805.08991)
by R. Scott Hacker & Abdulnasser Hatemi-J - Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return (RePEc:arx:papers:1903.01082)
by Abdulnasser Hatemi-J & Mohamed Ali Hajji & Youssef El-Khatib - Bear Markets and Recessions versus Bull Markets and Expansions (RePEc:arx:papers:2009.01343)
by Abdulnasser Hatemi-J - Dynamic Asymmetric Causality Tests with an Application (RePEc:arx:papers:2106.07612)
by Abdulnasser Hatemi-J - A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios (RePEc:arx:papers:2305.12826)
by Abdulnasser Hatemi-J & Alan Mustafa - On the Asymmetric Volatility Connectedness (RePEc:arx:papers:2404.12997)
by Abdulnasser Hatemi-J - An Asymmetric Capital Asset Pricing Model (RePEc:arx:papers:2404.14137)
by Abdulnasser Hatemi-J - On the Causality between Exchange Rates and Stock Prices: A Note (RePEc:bla:buecrs:v:54:y:2002:i:2:p:197-203)
by Hatemi-J, Abdulnasser & Irandoust, Manuchehr - The effect of exchange rate changes on trade balances in the short and long run (RePEc:bla:etrans:v:12:y:2004:i:4:p:777-799)
by R. Scott Hacker & Abdulnasser Hatemi‐J - Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests (RePEc:bla:intfin:v:22:y:2019:i:2:p:221-240)
by Abdulnasser Hatemi‐J & Chi‐Chuan Lee & Chien‐Chiang Lee & Rangan Gupta - ASYM_CAUS: C++ module for Transforming an Integrated Variable with Deterministic Trend Parts into Negative and Positive Cumulative Partial Sums (RePEc:boc:bocode:cpp001)
by Youssef El-Khatib & Abdulnasser Hatemi-J - DASCT01: Gauss Module for estimating Dynamic Asymmetric and Symmetric Causality Tests (RePEc:boc:bocode:d00001)
by Abdulnasser Hatemi-J & Alan Mustafa - HHtest: GAUSS module to implement bootstrap test for causality with leverage adjustments (RePEc:boc:bocode:g00005)
by Scott Hacker & Abdulnasser Hatemi-J - CItest2b: GAUSS module to implement tests for cointegration with two unknown structural breaks (RePEc:boc:bocode:g00006)
by Abdulnasser Hatemi-J - ContagT: GAUSS module to implement a pairwise bootstrap test for contagion (RePEc:boc:bocode:g00007)
by Scott Hacker & Abdulnasser Hatemi-J - LagOrder: GAUSS module to determine the optimal lag order in the VAR model based on Information Criteria (RePEc:boc:bocode:g00008)
by Scott Hacker & Abdulnasser Hatemi-J - MV-ARCH: GAUSS module to implement the multivariate ARCH test (RePEc:boc:bocode:g00009)
by Scott Hacker & Abdulnasser Hatemi-J - LRAPP: GAUSS module to calculate multivariate IC with the LR test used in conflict to determine the optimal lag order in a VAR model (RePEc:boc:bocode:g00010)
by Scott Hacker & Abdulnasser Hatemi-J - MV-AR: GAUSS module to calculate three multivariate tests for autocorrelation in VAR model (RePEc:boc:bocode:g00011)
by Scott Hacker & Abdulnasser Hatemi-J - HHcte: GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order (RePEc:boc:bocode:g00012)
by Scott Hacker & Abdulnasser Hatemi-J - ACTEST: GAUSS module to Apply Asymmetric Causality Tests (RePEc:boc:bocode:g00014)
by Abdulnasser Hatemi-J - ASCOMP: GAUSS module to Transform Data into Cumulative Positive and Negative Components (RePEc:boc:bocode:g00015)
by Abdulnasser Hatemi-J - PDBVRAR: GAUSS module to Construct Portfolios via the Maximization of the Risk Adjusted Return (RePEc:boc:bocode:g00017)
by Abdulnasser Hatemi-J & Alan Mustafa - OPTVTAM: GAUSS module for Option Pricing via Two Alternative Methods (RePEc:boc:bocode:g00018)
by Abdulnasser Hatemi-J & Alan Mustafa - MODELSEL: GAUSS module for Model Selection in Time Series Analysis (RePEc:boc:bocode:g00019)
by Scott Hacker & Abdulnasser Hatemi-J - TDICPS: OCTAVE module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with Deterministic Trend Parts (RePEc:boc:bocode:oct001)
by Abdulnasser Hatemi-J & Alan Mustafa - HJC: OCTAVE module to Determine the Optimal Lag Order in A VAR Model by Minimizing a New Information Criterion (RePEc:boc:bocode:oct002)
by Abdulnasser Hatemi-J & Alan Mustafa - PYEOCPS: Python Module for the Evaluation of Options and Calculation of the Price Sensitivities (RePEc:boc:bocode:p00001)
by Abdulnasser Hatemi-J & Alan Mustafa - PMCT2ES: Python Module for Cointegration Tests with Two Endogenous Structural Shifts (RePEc:boc:bocode:p00002)
by Alan Mustafa & Abdulnasser Hatemi-J - PyCPTAM: Python Module for Constructing Portfolios via Two Alternative Methods (RePEc:boc:bocode:p00003)
by Alan Mustafa & Abdulnasser Hatemi-J - PYDDOP: Python Module for Determining the Dimension of the Optimal Portfolio (RePEc:boc:bocode:p00004)
by Alan Mustafa & Abdulnasser Hatemi-J - Energy Consumption and Economic Growth in Sweden: A Leveraged Bootstrap Approach, 1965-2000 (RePEc:eaa:ijaeqs:v:2:y2005:i:4_6)
by Hatemi, A. & Irandoust, M. - The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners (RePEc:ecm:ausm04:99)
by Eduardo D. Roca & Abdulnasser Hatemi-J - Fiscal policy in Sweden: effects of EMU criteria convergence (RePEc:eee:ecmode:v:19:y:2002:i:1:p:121-136)
by Hatemi-J, Abdulnasser - Multivariate tests for autocorrelation in the stable and unstable VAR models (RePEc:eee:ecmode:v:21:y:2004:i:4:p:661-683)
by Hatemi-J, Abdulnasser - A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods (RePEc:eee:ecmode:v:23:y:2006:i:6:p:993-1007)
by Hatemi-J, Abdulnasser & Roca, Eduardo - How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test (RePEc:eee:ecmode:v:28:y:2011:i:6:p:2560-2565)
by Hatemi-J, Abdulnasser & Roca, Eduardo - Asymmetric generalized impulse responses with an application in finance (RePEc:eee:ecmode:v:36:y:2014:i:c:p:18-22)
by Hatemi-J, Abdulnasser - How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis (RePEc:eee:ecmode:v:37:y:2014:i:c:p:137-142)
by Hatemi-J, Abdulnasser & Roca, Eduardo & Al-Shayeb, Abdulrahman - Portfolio selection: An alternative approach (RePEc:eee:ecolet:v:135:y:2015:i:c:p:141-143)
by Hatemi-J, Abdulnasser & El-Khatib, Youssef - Is the causal nexus of energy utilization and economic growth asymmetric in the US? (RePEc:eee:ecosys:v:36:y:2012:i:3:p:461-469)
by Hatemi-J, Abdulnasser & Uddin, Gazi Salah - An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation (RePEc:eee:finana:v:19:y:2010:i:1:p:47-54)
by Al Janabi, Mazin A.M. & Hatemi-J, Abdulnasser & Irandoust, Manuchehr - Do birds of the same feather flock together?: The case of the Chinese states equity markets (RePEc:eee:intfin:v:14:y:2004:i:3:p:281-294)
by Hatemi-J, Abdulnasser & Roca, Eduardo D. - Export performance and economic growth nexus in Japan: a bootstrap approach (RePEc:eee:japwor:v:14:y:2002:i:1:p:25-33)
by Hatemi-J, Abdulnasser - Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model (RePEc:eee:reveco:v:70:y:2020:i:c:p:89-101)
by Alsamara, Mouyad & Mrabet, Zouhair & Hatemi-J, Abdulnasser - The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations (RePEc:eee:riibaf:v:25:y:2011:i:3:p:329-334)
by Hatemi-J, Abdulnasser & Irandoust, Manuchehr - Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing (RePEc:eee:riibaf:v:26:y:2012:i:2:p:273-280)
by Hatemi-J, Abdulnasser - Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return (RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001690)
by Hatemi-J, Abdulnasser & Hajji, Mohamed Ali & El-Khatib, Youssef - Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis (RePEc:eee:streco:v:50:y:2019:i:c:p:51-55)
by Tiwari, Aviral Kumar & Cunado, Juncal & Hatemi-J, Abdulnasser & Gupta, Rangan - Productivity Performance and Export Performance: A Time-Series Perspective (RePEc:eej:eeconj:v:27:y:2001:i:2:p:149-164)
by Abdulnasser Hatemi-J & Manuchehr Irandoust - Unknown item RePEc:eme:jes000:01443580910992366 (article)
- Unknown item RePEc:eme:jes000:01443581211222635 (article)
- Unknown item RePEc:eme:jes000:01443581211245937 (article)
- Unknown item RePEc:eme:jes000:jes-04-2016-0083 (article)
- Unknown item RePEc:eme:jes000:jes-06-2015-0094 (article)
- Unknown item RePEc:eme:jes000:jes-06-2019-0266 (article)
- Unknown item RePEc:eme:jes000:jes-09-2020-0469 (article)
- On a regime switching illiquid high volatile prediction model for cryptocurrencies (RePEc:eme:jespps:jes-03-2023-0134)
by Youssef El-Khatib & Abdulnasser Hatemi-J - Option valuation and hedging in markets with a crunch (RePEc:eme:jespps:jes-04-2016-0083)
by Youssef El-Khatib & Abdulnasser Hatemi-J - Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches (RePEc:eme:jespps:jes-04-2022-0214)
by Abdulnasser Hatemi-J & Eduardo Roca & Alan Mustafa - Unknown item RePEc:eme:jespps:jes-06-2015-0094 (article)
- The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach (RePEc:eme:jespps:jes-06-2019-0266)
by Abdulnasser Hatemi-J & Youssef El-Khatib - Model selection in time series analysis: using information criteria as an alternative to hypothesis testing (RePEc:eme:jespps:jes-09-2020-0469)
by R. Scott Hacker & Abdulnasser Hatemi-J - An empirical analysis of the informational efficiency of Australian equity markets (RePEc:eme:jespps:v:36:y:2009:i:5:p:437-445)
by Abdulnasser Hatemi‐J & Bryan Morgan - A bootstrap test for causality with endogenous lag length choice: theory and application in finance (RePEc:eme:jespps:v:39:y:2012:i:2:p:144-160)
by Scott Hacker & Abdulnasser Hatemi‐J - Asymmetric interaction between government spending and terms of trade volatility (RePEc:eme:jespps:v:39:y:2012:i:3:p:368-378)
by Abdulnasser Hatemi‐J & Manuchehr Irandoust - Trade openness and economic development in the UAE: an asymmetric approach (RePEc:eme:jespps:v:43:y:2016:i:4:p:587-597)
by Abdulrahman Al-Shayeb & Abdulnasser Hatemi-J - BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests (RePEc:gri:apaper:finance:201401)
by Abdulnasser Hatemi-J & Eduardo Roca - The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods (RePEc:gri:fpaper:finance:201003)
by Abdulnasser Hatemi-J & Eduardo Roca - Estimating Optimal Hedge Ratio with Unknown Structural Breaks (RePEc:gri:fpaper:finance:201010)
by Abdulnasser Hatemi-J & Eduardo Roca - Are Real Estate Markets Integrated with the World Market? (RePEc:gri:fpaper:finance:201111)
by Abdulnasser Hatemi-J & Eduardo Roca - The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing (RePEc:hhs:cesisp:0214)
by Hacker, Scott & Hatemi-J, Abdulnasser - A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance (RePEc:hhs:cesisp:0223)
by Hacker, R. Scott & Hatemi-J, Abdulnasser - Fiscal Policy in Sweden: Effects of EMU Criteria Convergence (RePEc:hhs:lunewp:1999_005)
by Hatemi-J, Abdulnasser - Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology (RePEc:hhs:oruesi:2004_001)
by Abdulnasser , Hatemi-J & Manuchehr, Irandoust - Pricing strategy, mark-up adjustment and foreign competition in the car industry (RePEc:ids:ijatma:v:5:y:2005:i:3:p:305-319)
by Manuchehr Irandoust & Abdulnasser Hatemi-J - Foreign Aid And Economic Growth: New Evidence From Panel Cointegration (RePEc:jed:journl:v:30:y:2005:i:1:p:71-80)
by Abdulnasser Hatemi-J & Manuchehr Irandoust - Export performance and economic growth causality: An empirical analysis (RePEc:kap:atlecj:v:28:y:2000:i:4:p:412-426)
by Abdulnasser Hatemi-J & Manuchehr Irandoust - Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis (RePEc:kap:empiri:v:31:y:2004:i:1:p:55-67)
by Abdulnasser Hatemi-J & Manuchehr Irandoust - Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note (RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9345-3)
by Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe - Is the J-Curve Effect Observable for Small North European Economies? (RePEc:kap:openec:v:14:y:2003:i:2:p:119-134)
by R. Hacker & Abdulnasser Hatemi-J - Stock Price and Volume Relation in Emerging Markets (RePEc:mes:emfitr:v:41:y:2005:i:1:p:29-44)
by Lokman Gündüz & Abdulnasser Hatemi-J - Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions (RePEc:mes:emfitr:v:46:y:2010:i:5:p:39-47)
by Mazin A. M. Al Janabi & Abdulnasser Hatemi-J & Manuchehr Irandoust - On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies (RePEc:pra:mprapa:114556)
by El-Khatib, Youssef & Hatemi-J, Abdulnasser - Stochastic optimal hedge ratio: Theory and evidence (RePEc:pra:mprapa:26153)
by Hatemi-J, Abdulnasser & El-Khatib, Youssef - On the calculation of price sensitivities with jump-diffusion structure (RePEc:pra:mprapa:30596)
by El-Khatib, Youssef & Abdulnasser, Hatemi-J - Hidden panel cointegration (RePEc:pra:mprapa:31604)
by Abdulnasser, Hatemi-J - Asymmetric generalized impulse responses and variance decompositions with an application (RePEc:pra:mprapa:31700)
by Hatemi-J, Abdulnasser - A New Asymmetric GARCH Model: Testing, Estimation and Application (RePEc:pra:mprapa:45170)
by Hatemi-J, Abdulnasser - On option pricing in illiquid markets with random jumps (RePEc:pra:mprapa:45172)
by El-khatib, Youssef & Hatemi-J, Abdulnasser - On the pricing and hedging of options for highly volatile periods (RePEc:pra:mprapa:45272)
by El-Khatib, Youssef & Hatemi-J, Abdulnasser - Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia (RePEc:pra:mprapa:55527)
by Hatemi-J, Abdulnasser - Testing for Financial Market Integration of the Chinese Market with the US Market (RePEc:pra:mprapa:72733)
by Hatemi-J, Abdulnasser & Mustafa, Alan - A MS-Excel Module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with and without Deterministic Trend Parts (RePEc:pra:mprapa:73813)
by Hatemi-J, Abdulnasser & Mustafa, Alan - Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing (RePEc:pre:wpaper:201438)
by Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta - Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries? (RePEc:pre:wpaper:201476)
by Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe - Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers (RePEc:pre:wpaper:201565)
by Abdulnasser Hatemi-J & Tsangyao Chang & Wen-Yi Chen & Feng-Li Lin & Rangan Gupta - Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests (RePEc:pre:wpaper:201828)
by Abdulnasser Hatemi-J & Chi-Chuan Lee & Chien-Chiang Lee & Rangan Gupta - Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis (RePEc:pre:wpaper:201865)
by Aviral Kumar Tiwari & Juncal Cunado & Abdulnasser Hatemi-J & Rangan Gupta - The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction (RePEc:pre:wpaper:201959)
by Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta - Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? (RePEc:ris:ecoint:0018)
by Hatemi-J, Abdulnasser & Maneschiöld, Per-Ola & Roca, Eduardo - Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners? (RePEc:ris:ecoint:0077)
by Hatemi-J, Abdulnasser & Roca, Eduardo & Qiu, Jia Qiu - US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 (RePEc:ris:ecoint:0097)
by Hatemi-J , Abdulnasser & Roca, Eduardo & Tang, Fang - Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter (RePEc:ris:ecoint:0104)
by Hacker, R. Scott & Hatemi-J, Abdulnasser - Is the Equity Market Informationally Efficient in Japan? Evidence from Leveraged Bootstrap Analysis (RePEc:ris:ecoint:0124)
by Hatemi-J, Abdulnasser - The Risk-Adjusted Interest Rate Parity: Panel Data Evidence (RePEc:ris:ecoint:0140)
by Hatemi-J, Abdulnasser & Maneschiöld , Per-Ola - Investigating Causal Relations between Fixed Investment and Economic Growth (RePEc:ris:ecoint:0195)
by Hatemi-J, Abdulnasser & Irandoust, Manucherhr - Does Any Long-Run Relation Exist Between the Terms of Trade and the Trade Balance? (RePEc:ris:ecoint:0216)
by Hatemi-J, Abdulnasser & Irandoust, Manucherhr - 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 al (RePEc:ris:ecoint:0599)
by Hatemi-J, Abdulnasser - 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 (RePEc:ris:ecoint:0676)
by Hatemi-J, Abdulnasser & Sarmiento-Sabogal, Julio - 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 az (RePEc:ris:ecoint:0698)
by Al Shayeb, Abdulrahman & Hatemi-J , Abdulnasser - The Performance of the Banking Sector in the UAE - La performance del settore bancario negli Emirati Arabi Uniti (RePEc:ris:ecoint:0729)
by Al-Shayeb, Abdulrahman & Hatemi-J, Abdulnasser - 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 coin (RePEc:ris:ecoint:0752)
by Hatemi-J, Abdulnasser & Irandoust, Manuchehr - The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods (RePEc:ris:ecoint:0787)
by Al-Mohana, Safa & Hatemi-J, Abdulnasser - The Causal Impact of Stock Market Development on Economic Development in the UAE: An Asymmetric Approach (RePEc:ris:ecoint:0844)
by Hatemi-J, Abdulnasser - Testing for Financial Market Integration of the UAE Market with the Global Market (RePEc:ris:ecoint:0857)
by Hatemi-J, Abdulnasser & Al-Mohana, Safa - Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia (RePEc:ris:ecoint:0877)
by Hatemi-J, Abdulnasser - Testing for the Tourism Led Economic Growth Hypothesis in Sweden with Structural Breaks (RePEc:ris:ecoint:0901)
by Hatemi-J, Abdulnasser & MANESCHIÖLD, Per-Ola - Portfolio Diversification Benefits between Financial Markets of the US and China: Empirical Evidence from two Alternative Methods (RePEc:ris:ecoint:0910)
by Hatemi-J, Abdulnasser & Taha, Viyan - The Dividend Discount Model with Multiple Growth Rates of any Order for Stock Evaluation (RePEc:ris:ecoint:0941)
by Hatemi-J, Abdulnasser & El-Khatib, Youssef - Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology (RePEc:ris:integr:0206)
by Hatemi-J, Abdulnasser - How productivity and domestic output are related to exports and foreign output in the case of Sweden (RePEc:spr:empeco:v:28:y:2003:i:4:p:767-782)
by R. Scott Hacker & Abdulnasser Hatemi-J - A bootstrap-corrected causality test: another look at the money–income relationship (RePEc:spr:empeco:v:31:y:2006:i:1:p:207-216)
by Abdulnasser Hatemi-J & Manuchehr Irandoust - Tests for cointegration with two unknown regime shifts with an application to financial market integration (RePEc:spr:empeco:v:35:y:2008:i:3:p:497-505)
by Abdulnasser Hatemi-J - Asymmetric causality tests with an application (RePEc:spr:empeco:v:43:y:2012:i:1:p:447-456)
by Abdulnasser Hatemi-J - Asymmetric causality between military expenditures and economic growth in top six defense spenders (RePEc:spr:qualqt:v:52:y:2018:i:3:d:10.1007_s11135-017-0512-9)
by Abdulnasser Hatemi-J & Tsangyao Chang & Wen-Yi Chen & Feng-Li Lin & Rangan Gupta - A new method to choose optimal lag order in stable and unstable VAR models (RePEc:taf:apeclt:v:10:y:2003:i:3:p:135-137)
by A. Hatemi-J - A test for multivariate ARCH effects (RePEc:taf:apeclt:v:12:y:2005:i:7:p:411-417)
by R. Scott Hacker & Abdulnasser Hatemi-J - Is the tourism-led growth hypothesis valid for Turkey? (RePEc:taf:apeclt:v:12:y:2005:i:8:p:499-504)
by Lokman Gunduz & Abdulnasser Hatemi-J - Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach (RePEc:taf:apeclt:v:13:y:2006:i:5:p:293-299)
by Abdulnasser Hatemi-J & Eduardo Roca - Capital mobility in Sweden: a time-varying parameter approach (RePEc:taf:apeclt:v:14:y:2007:i:15:p:1115-1118)
by Abdulnasser Hatemi-J & R. Scott Hacker - Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models (RePEc:taf:apeclt:v:15:y:2007:i:4:p:239-243)
by Abdulnasser Hatemi-J - The Fisher effect: a Kalman filter approach to detecting structural change (RePEc:taf:apeclt:v:15:y:2008:i:8:p:619-624)
by Abdulnasser Hatemi-J & Manuchehr Irandoust - A re-examination of the Fisher effect using an alternative approach (RePEc:taf:apeclt:v:18:y:2011:i:9:p:855-858)
by A. Hatemi-J - Stochastic optimal hedge ratio: theory and evidence (RePEc:taf:apeclt:v:19:y:2012:i:8:p:699-703)
by Abdulnasser Hatemi-J & Youssef El-Khatib - On the interaction between government spending and economic performance in Sweden: an asymmetric approach (RePEc:taf:apeclt:v:21:y:2014:i:15:p:1099-1103)
by Abdulnasser Hatemi-J - The causal interaction between financial development and human development in Bangladesh (RePEc:taf:apeclt:v:23:y:2016:i:14:p:995-998)
by Abdulnasser Hatemi-J & Mrittika Shamsuddin - On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments (RePEc:taf:apeclt:v:23:y:2016:i:6:p:424-427)
by Abdulnasser Hatemi-J - The causal nexus of government spending and revenue in Finland: a bootstrap approach (RePEc:taf:apeclt:v:6:y:1999:i:10:p:641-644)
by Abdulnasser Hatemi-J & Ghazi Shukur - Is the Government's intertemporal budget constraint fulfilled in Sweden? An application of the Kalman filter (RePEc:taf:apeclt:v:9:y:2002:i:7:p:433-439)
by Abdulnasser Hatemi-J - Unknown item RePEc:taf:apfelt:v:1:y:2005:i:6:p:343-347 (article)
- Unknown item RePEc:taf:apfiec:v:15:y:2005:i:8:p:539-546 (article)
- Unknown item RePEc:taf:apfiec:v:17:y:2007:i:10:p:827-835 (article)
- Unknown item RePEc:taf:apfiec:v:17:y:2007:i:15:p:1245-1250 (article)
- Unknown item RePEc:taf:apfiec:v:18:y:2008:i:14:p:1173-1180 (article)
- A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks (RePEc:taf:applec:44:y:2012:i:11:p:1443-1448)
by Abdulnasser Hatemi-J & Eduardo Roca - Testing for the government's intertemporal budget restriction in Brazil during 1823--1889 (RePEc:taf:applec:45:y:2013:i:12:p:1533-1540)
by Abdulnasser Hatemi-J & Fernando Zanella - The effect of regime shifts on the long-run relationships for Swedish money demand (RePEc:taf:applec:v:37:y:2005:i:15:p:1731-1736)
by R. Scott Hacker & Abdulnasser Hatemi-J - Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application (RePEc:taf:applec:v:38:y:2006:i:13:p:1489-1500)
by R. Scott Hacker & Abdulnasser Hatemi-J - The response of industry employment to exchange rate shocks: evidence from panel cointegration (RePEc:taf:applec:v:38:y:2006:i:4:p:415-421)
by Abdulnasser Hatemi-J & Manuchehr Irandoust - Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders? (RePEc:taf:applec:v:41:y:2009:i:9:p:1121-1125)
by A. Hatemi-J & R. S. Hacker - On the causal nexus of remittances and poverty reduction in Bangladesh (RePEc:taf:applec:v:46:y:2014:i:4:p:374-382)
by Abdulnasser Hatemi-J & Gazi Salah Uddin - Estimating the optimal hedge ratio in the presence of potential unknown structural breaks (RePEc:taf:applec:v:46:y:2014:i:8:p:790-795)
by Abdulnasser Hatemi-J & Eduardo Roca - Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing (RePEc:taf:applec:v:48:y:2016:i:24:p:2301-2308)
by Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta - An extension of the asymmetric causality tests for dealing with deterministic trend components (RePEc:taf:applec:v:48:y:2016:i:42:p:4033-4041)
by Abdulnasser Hatemi-J & Youssef El-Khatib - BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests (RePEc:taf:applec:v:48:y:2016:i:59:p:5772-5778)
by Abdulnasser Hatemi-J & Eduardo Roca - The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests (RePEc:taf:applec:v:49:y:2017:i:16:p:1584-1592)
by Abdulnasser Hatemi-J & Abdulrahman Al Shayeb & Eduardo Roca - An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method (RePEc:taf:eurjfi:v:10:y:2004:i:6:p:475-488)
by Abdulnasser Hatemi-J & Eduardo Roca - Multivariate-based causality tests of twin deficits in the US (RePEc:taf:japsta:v:29:y:2002:i:6:p:817-824)
by Abdulnasser Hatemi-J & Ghazi Shukur - Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH (RePEc:taf:japsta:v:35:y:2008:i:6:p:601-615)
by R. Scott Hacker & Abdulnasser Hatemi-J - Time-series evidence for Balassa's export-led growth hypothesis (RePEc:taf:jitecd:v:9:y:2001:i:3:p:355-365)
by Abdulnasser Hatemi-J & Manuchehr Irandoust - Empirical Analysis of Business Growth Factors Using Swedish Data (RePEc:taf:ujbmxx:v:40:y:2002:i:4:p:332-349)
by Per Davidsson & Bruce Kirchhoff & Abdulnasser Hatemi–j & Helena Gustavsson - The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction (RePEc:wsi:apjorx:v:39:y:2022:i:04:n:s0217595920400242)
by Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta - Has the Causal Nexus of Oil Prices and Consumer Prices Been Asymmetric in the US during the Last Fifteen Decades? (RePEc:wsi:wschap:9789811210242_0005)
by Abdulnasser Hatemi-J & Youssef El-Khatib