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 1 4 21 1 2 11 92
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 1 2 4 36
An Empirical Investigation of Consumption CAPMs in the Australian Market 0 0 1 13 1 2 8 59
Are Real Estate Markets Integrated with the World Market? 0 0 0 48 0 1 9 124
BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests 0 1 6 97 0 4 16 174
Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers? 0 0 0 5 0 0 2 39
Do Pacific Basin Investors Value Corporate Sustainability? 0 0 0 11 1 2 5 37
Estimating Optimal Hedge Ratio with Unknown Structural Breaks 0 0 1 71 0 0 5 164
Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme 0 0 4 93 0 0 23 352
Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs 0 0 0 15 0 0 1 36
Is Corporate Sustainability valued by Australian Investors? 0 0 0 22 0 1 4 54
Macroeconomic Conditions and Capital Structure: Evidence from Taiwan 0 0 1 45 0 3 10 132
Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies 0 0 0 13 0 0 6 143
Stock market interdependence between Australia and its trading partners: does trade intensity matter? 0 0 2 19 0 5 16 71
The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners 0 0 0 2 0 0 1 361
The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods 1 1 2 68 1 2 16 234
The Market Sensitivity of Australian Superannuation Socially Responsible Investment Funds. Evidence from a Markov Regime Switching Approach 0 0 0 22 0 1 4 82
The Mortgage Interest Rates and Cash Rate Cycle Relationship and International Funding Cost: Evidence in the Context of Australia 0 0 0 36 1 1 5 59
The Performance of Socially Responsible Investments Across Different Market Regimes 0 0 1 27 0 1 7 63
The efficiency of Asian stock markets: Fresh evidence based on new tests 0 0 1 4 0 0 3 26
Volatility spillovers from international commodity markets to the Australian equity market 0 0 2 14 0 0 7 47
What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition 0 0 1 14 1 1 7 116
Yes, social housing in Australia desperately needs financial innovation! 0 0 5 46 0 2 13 71
Total Working Papers 1 3 31 711 7 30 183 2,572


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 61 0 0 4 151
A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks 0 0 1 29 0 1 5 114
An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach 0 0 0 40 1 1 5 171
An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method 0 0 0 58 1 1 4 289
Are securitised real estate markets efficient? 0 0 0 29 0 1 3 120
Are socially responsible investment markets worldwide integrated? 0 0 0 22 0 1 3 120
Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market? 0 0 1 27 0 4 10 133
Australia and the three little dragons: are their equity markets interdependent? 0 0 0 23 0 0 5 197
BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests 0 0 2 5 0 0 4 12
Bank reforms and efficiency in Vietnamese banks: evidence based on SFA and DEA 1 2 2 9 1 2 6 32
Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach 1 1 3 400 2 3 10 1,650
Crypto-currency bubbles: an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices 0 1 11 108 2 9 51 377
Do birds of the same feather flock together?: The case of the Chinese states equity markets 0 0 0 83 2 2 6 886
Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity 0 0 1 22 1 2 12 111
Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners? 0 0 0 7 0 2 6 169
Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets 0 0 0 8 0 3 10 28
Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia 0 1 3 8 0 3 12 36
Efficiency, innovation and competition: evidence from Vietnam, China and India 0 0 3 13 1 3 22 71
Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners 0 0 1 35 0 0 2 118
Estimating banks' equity duration: a panel cointegration approach 0 0 0 45 0 1 5 162
Estimating the optimal hedge ratio in the presence of potential unknown structural breaks 0 0 0 6 0 1 7 45
Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme 0 1 1 8 0 1 2 41
Examining the power of stochastic unit root tests without assuming independence in the error processes of the underlying time series 0 0 0 6 0 0 1 23
Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries 0 1 4 229 2 3 13 573
How efficient is the banking system of Asia's next economic dragon? Evidence from rolling DEA windows 0 0 0 4 0 4 7 48
How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test 0 0 0 19 0 1 6 107
How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis 0 0 0 16 0 1 4 104
How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles 0 0 0 3 0 0 1 16
Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies 0 0 1 17 0 1 3 77
Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? 0 0 1 10 1 1 3 204
LONG‐TERM AND SHORT‐TERM EQUITY MARKET PRICE INTERACTIONS BETWEEN AUSTRALIA AND THE CHINESE STATES* 0 0 0 29 0 0 1 274
Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs 0 0 0 15 1 2 9 141
Macroeconomic Conditions and Capital Structure over the Business Cycle: Further Evidence in the Context of Taiwan 0 0 1 36 0 0 1 105
Management Behaviour in Vietnamese Commercial Banks 0 0 1 1 1 2 8 11
Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping 0 0 0 0 1 4 5 6
Risk factors in Australian bond returns 0 1 2 4 1 2 4 15
Short-term and long-term price linkages between the equity markets of Australia and its major trading partners 0 0 0 87 1 1 3 275
Should funds invest in socially responsible investments during downturns?: Financial and legal implications of the fund manager's dilemma 0 0 0 14 0 1 4 106
Spillovers and Directional Predictability with a Cross‐Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures 1 2 2 13 1 3 6 34
Stock market interdependence between Australia and its trading partners: does trade intensity matter? 0 0 1 7 0 41 65 200
Stock return predictability in South Africa: The role of major developed markets 0 0 1 3 0 1 8 35
Stock returns and consumption factors in the Australian market: Cross-sectional tests 0 0 0 0 0 0 3 30
The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests 1 1 5 18 1 2 14 49
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 4 15 37 0 10 32 129
US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 0 0 2 10 0 0 3 107
Water as an investment: liquid yet illiquid! 0 0 0 7 0 0 3 33
What drives mortgage fees in Australia? 0 0 0 2 0 0 1 19
Which way does water flow? An econometric analysis of the global price integration of water stocks 0 0 0 8 0 1 7 47
Total Journal Articles 4 15 65 1,641 21 122 409 7,801


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Philippines 0 0 0 0 1 1 1 19
Total Chapters 0 0 0 0 1 1 1 19


Statistics updated 2021-01-03