Access Statistics for Eduardo Dacillo Roca

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
2012-10 Does the Carbon Market Help or Hurt the Stock Price of Electricity Companies? Further Evidence from the European Context 0 0 0 30 0 0 1 123
2012-19 Re-designing banking structures: Are there lessons to be learnt from socialist systems? A study of five ASEAN economies 0 0 0 5 0 0 0 38
An Empirical Investigation of Consumption CAPMs in the Australian Market 0 0 0 16 0 0 0 66
Are Real Estate Markets Integrated with the World Market? 0 0 0 49 1 3 9 140
BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests 0 1 3 108 0 1 4 204
Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers? 0 0 1 9 0 0 1 44
Do Pacific Basin Investors Value Corporate Sustainability? 0 0 0 11 0 1 1 41
Estimating Optimal Hedge Ratio with Unknown Structural Breaks 0 0 1 75 0 0 3 175
Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme 0 0 0 96 1 2 3 362
Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs 0 0 0 17 0 0 0 41
Is Corporate Sustainability valued by Australian Investors? 0 0 0 22 0 0 1 60
Macroeconomic Conditions and Capital Structure: Evidence from Taiwan 0 0 0 48 0 1 2 146
Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies 0 0 0 14 0 0 2 151
Stock market interdependence between Australia and its trading partners: does trade intensity matter? 0 0 0 19 0 1 5 83
The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners 0 0 0 2 0 1 1 366
The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods 0 0 0 69 0 0 1 317
The Market Sensitivity of Australian Superannuation Socially Responsible Investment Funds. Evidence from a Markov Regime Switching Approach 0 0 0 24 0 0 0 87
The Mortgage Interest Rates and Cash Rate Cycle Relationship and International Funding Cost: Evidence in the Context of Australia 0 0 0 38 0 0 0 70
The Performance of Socially Responsible Investments Across Different Market Regimes 0 0 1 30 0 0 1 67
The efficiency of Asian stock markets: Fresh evidence based on new tests 0 0 0 6 0 0 0 30
Volatility spillovers from international commodity markets to the Australian equity market 0 0 1 16 1 1 2 54
What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition 0 0 0 14 0 0 0 118
Yes, social housing in Australia desperately needs financial innovation! 0 0 3 59 4 5 14 102
Total Working Papers 0 1 10 777 7 16 51 2,885

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods 0 0 0 63 0 0 2 162
A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks 0 0 0 30 0 0 1 127
Agricultural commodity futures trading based on cross-country rolling quantile return signals 1 3 4 12 1 4 5 22
An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach 0 0 0 40 0 0 0 173
An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method 0 0 0 58 0 1 3 295
Arbitrage risk and the cross-section of stock returns: Evidence from China 0 0 0 8 0 0 0 33
Are securitised real estate markets efficient? 0 0 0 30 0 1 1 127
Are socially responsible investment markets worldwide integrated? 0 0 0 23 0 2 2 131
Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market? 0 1 1 33 0 1 4 163
Australia and the three little dragons: are their equity markets interdependent? 0 0 0 23 0 0 1 201
BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests 0 0 0 5 0 1 2 15
Bank reforms and efficiency in Vietnamese banks: evidence based on SFA and DEA 0 0 15 30 0 0 32 82
Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach 1 1 1 408 1 4 6 1,689
Cointegration networks in stock markets 0 0 2 11 0 0 2 38
Crypto-currency bubbles: an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices 0 3 8 168 2 8 31 667
Discretionary accruals: signalling or earnings management in Australia? 0 1 2 18 0 2 9 56
Do birds of the same feather flock together?: The case of the Chinese states equity markets 0 0 0 85 0 0 0 901
Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity 0 0 0 23 0 1 1 121
Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners? 0 0 0 7 0 1 5 181
Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets 0 0 1 11 0 0 1 37
Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia 0 0 1 15 0 1 4 68
Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic 0 1 2 15 1 3 9 59
Efficiency, innovation and competition: evidence from Vietnam, China and India 0 0 0 16 0 1 3 181
Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners 0 0 0 35 1 1 1 121
Estimating banks' equity duration: a panel cointegration approach 0 0 0 46 0 1 1 166
Estimating the optimal hedge ratio in the presence of potential unknown structural breaks 0 0 0 7 2 2 3 51
Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme 0 0 1 13 0 0 4 56
Examining the power of stochastic unit root tests without assuming independence in the error processes of the underlying time series 0 0 0 6 1 1 1 25
Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries 0 0 0 230 0 0 0 583
Global and regional linkages across market cycles: evidence from partial correlations in a network framework 0 0 0 0 0 0 0 8
Green building, split-incentives and affordable rental housing policy 0 0 0 1 1 2 3 16
How efficient is the banking system of Asia's next economic dragon? Evidence from rolling DEA windows 0 0 0 5 0 0 1 54
How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test 0 0 0 22 0 2 3 169
How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis 0 0 0 19 0 0 4 121
How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles 0 0 0 5 1 1 2 26
International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis 0 0 0 0 2 2 3 35
Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies 0 0 0 24 1 1 1 105
Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? 0 0 0 15 1 1 1 220
LONG‐TERM AND SHORT‐TERM EQUITY MARKET PRICE INTERACTIONS BETWEEN AUSTRALIA AND THE CHINESE STATES* 0 0 0 29 0 0 1 277
Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs 0 1 2 20 0 2 4 165
Macroeconomic Conditions and Capital Structure over the Business Cycle: Further Evidence in the Context of Taiwan 0 0 0 39 0 0 1 111
Management Behaviour in Vietnamese Commercial Banks 0 0 0 1 0 0 1 19
Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence 1 1 1 6 1 1 8 51
Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping 0 0 0 0 0 1 1 8
Risk factors in Australian bond returns 0 0 0 4 0 0 0 19
Short-term and long-term price linkages between the equity markets of Australia and its major trading partners 0 0 0 87 0 0 0 279
Should funds invest in socially responsible investments during downturns? 0 0 0 15 0 1 1 114
Spillovers and Directional Predictability with a Cross‐Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures 0 0 2 17 0 0 3 49
Stock market interdependence between Australia and its trading partners: does trade intensity matter? 0 0 0 7 0 0 1 238
Stock return predictability in South Africa: The role of major developed markets 1 1 1 7 1 1 2 46
Stock returns and consumption factors in the Australian market: Cross-sectional tests 0 0 0 0 0 0 0 36
The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests 1 1 3 26 1 1 9 84
The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context 0 0 2 51 0 5 8 176
US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 0 0 0 10 0 1 1 111
Water as an investment: liquid yet illiquid! 0 0 2 9 0 0 2 37
Weathering financial crisis in China: the role of global market integration 0 0 0 6 1 2 3 12
What drives mortgage fees in Australia? 0 0 0 2 0 0 0 21
Which way does water flow? An econometric analysis of the global price integration of water stocks 0 0 0 11 0 0 1 62
Total Journal Articles 5 14 51 1,907 19 60 199 9,200

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Philippines 0 0 0 1 1 1 3 36
Total Chapters 0 0 0 1 1 1 3 36

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Statistics updated 2025-03-03