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 2 3 126
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 3 3 41
An Empirical Investigation of Consumption CAPMs in the Australian Market 0 0 0 16 2 9 11 77
Are Real Estate Markets Integrated with the World Market? 0 0 0 49 0 0 0 140
BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests 0 0 1 109 0 3 7 211
Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers? 0 0 0 9 1 1 1 45
Do Pacific Basin Investors Value Corporate Sustainability? 0 0 0 11 1 2 2 43
Estimating Optimal Hedge Ratio with Unknown Structural Breaks 0 0 0 75 1 7 11 186
Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme 0 0 0 96 0 6 9 371
Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs 0 0 0 17 0 4 6 47
Is Corporate Sustainability valued by Australian Investors? 0 0 0 22 0 3 4 64
Macroeconomic Conditions and Capital Structure: Evidence from Taiwan 0 0 0 48 0 2 2 148
Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies 0 0 0 14 0 4 7 158
Stock market interdependence between Australia and its trading partners: does trade intensity matter? 0 0 0 19 3 5 8 91
The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners 0 0 0 2 1 3 4 370
The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods 0 0 0 69 1 3 11 328
The Market Sensitivity of Australian Superannuation Socially Responsible Investment Funds. Evidence from a Markov Regime Switching Approach 0 0 1 25 1 5 8 95
The Mortgage Interest Rates and Cash Rate Cycle Relationship and International Funding Cost: Evidence in the Context of Australia 0 0 1 39 0 4 7 77
The Performance of Socially Responsible Investments Across Different Market Regimes 0 0 0 30 2 6 7 74
The efficiency of Asian stock markets: Fresh evidence based on new tests 0 0 0 6 1 4 4 34
Volatility spillovers from international commodity markets to the Australian equity market 0 0 0 16 2 10 15 69
What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition 0 0 0 14 0 2 5 123
Yes, social housing in Australia desperately needs financial innovation! 0 0 1 60 1 3 14 116
Total Working Papers 0 0 4 781 17 91 149 3,034

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 1 64 0 5 9 171
A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks 0 0 0 30 2 12 16 143
Agricultural commodity futures trading based on cross-country rolling quantile return signals 0 0 2 14 0 1 6 28
An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach 0 0 0 40 1 7 11 184
An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method 0 0 0 58 1 3 5 300
Arbitrage risk and the cross-section of stock returns: Evidence from China 0 0 0 8 2 8 17 50
Are securitised real estate markets efficient? 0 0 0 30 1 3 5 132
Are socially responsible investment markets worldwide integrated? 0 0 0 23 1 7 14 145
Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market? 0 0 1 34 1 7 11 174
Australia and the three little dragons: are their equity markets interdependent? 0 0 0 23 1 1 6 207
BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests 0 0 0 5 1 2 5 20
Bank reforms and efficiency in Vietnamese banks: evidence based on SFA and DEA 0 4 24 54 0 11 68 150
Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach 1 6 9 417 3 19 27 1,716
Cointegration networks in stock markets 0 0 0 11 0 0 1 39
Crypto-currency bubbles: an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices 0 0 8 176 3 15 50 717
Discretionary accruals: signalling or earnings management in Australia? 0 0 2 20 0 6 14 70
Do birds of the same feather flock together?: The case of the Chinese states equity markets 0 0 0 85 0 1 3 904
Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity 0 1 2 25 2 8 15 136
Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners? 0 0 0 7 1 4 5 186
Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets 0 0 1 12 3 7 11 48
Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia 0 0 1 16 0 3 9 77
Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic 0 0 0 15 0 4 8 67
Efficiency, innovation and competition: evidence from Vietnam, China and India 0 0 0 16 3 10 17 198
Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners 0 0 0 35 0 4 6 127
Estimating banks' equity duration: a panel cointegration approach 0 0 0 46 2 7 11 177
Estimating the optimal hedge ratio in the presence of potential unknown structural breaks 0 0 0 7 0 0 2 53
Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme 0 0 1 14 1 6 11 67
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 3 4 29
Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries 0 0 0 230 0 6 9 592
Global and regional linkages across market cycles: evidence from partial correlations in a network framework 0 0 0 0 0 0 1 9
Green building, split-incentives and affordable rental housing policy 0 0 0 1 0 2 3 19
How efficient is the banking system of Asia's next economic dragon? Evidence from rolling DEA windows 0 0 1 6 4 6 10 64
How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test 0 0 1 23 1 5 12 181
How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis 0 0 0 19 1 9 15 136
How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles 0 0 2 7 0 3 8 34
International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis 0 0 2 2 0 2 9 44
Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies 0 0 0 24 1 9 14 119
Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? 0 0 0 15 2 4 8 228
LONG‐TERM AND SHORT‐TERM EQUITY MARKET PRICE INTERACTIONS BETWEEN AUSTRALIA AND THE CHINESE STATES* 0 0 0 29 0 2 2 279
Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs 0 0 1 21 2 12 16 181
Macroeconomic Conditions and Capital Structure over the Business Cycle: Further Evidence in the Context of Taiwan 0 0 0 39 3 5 6 117
Management Behaviour in Vietnamese Commercial Banks 0 0 0 1 1 6 18 37
Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence 0 0 0 6 2 9 13 64
Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping 0 0 0 0 1 5 7 15
Risk factors in Australian bond returns 0 0 1 5 0 5 8 27
Short-term and long-term price linkages between the equity markets of Australia and its major trading partners 0 0 0 87 1 5 9 288
Should funds invest in socially responsible investments during downturns? 0 0 0 15 2 5 7 121
Spillovers and Directional Predictability with a Cross‐Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures 0 0 0 17 0 2 4 53
Stock market interdependence between Australia and its trading partners: does trade intensity matter? 0 0 0 7 0 2 5 243
Stock return predictability in South Africa: The role of major developed markets 0 0 0 7 0 5 13 59
Stock returns and consumption factors in the Australian market: Cross-sectional tests 0 1 1 1 0 3 4 40
The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests 0 0 1 27 0 6 17 101
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 1 1 52 1 5 15 191
US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 0 0 0 10 0 5 6 117
Water as an investment: liquid yet illiquid! 0 0 0 9 1 3 5 42
Weathering financial crisis in China: the role of global market integration 0 0 0 6 0 3 6 18
What drives mortgage fees in Australia? 0 0 0 2 1 1 3 24
Which way does water flow? An econometric analysis of the global price integration of water stocks 0 0 0 11 1 5 7 69
Total Journal Articles 1 13 63 1,970 54 304 627 9,827

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Philippines 0 0 0 1 0 6 6 42
Total Chapters 0 0 0 1 0 6 6 42

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Statistics updated 2026-03-04