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 1 2 4 128
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 1 4 42
An Empirical Investigation of Consumption CAPMs in the Australian Market 0 0 0 16 2 4 13 79
Are Real Estate Markets Integrated with the World Market? 0 0 0 49 3 3 3 143
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 0 7 211
Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers? 0 0 0 9 3 4 4 48
Do Pacific Basin Investors Value Corporate Sustainability? 0 0 0 11 2 3 4 45
Estimating Optimal Hedge Ratio with Unknown Structural Breaks 0 0 0 75 2 3 12 188
Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme 0 0 0 96 2 4 12 375
Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs 0 0 0 17 1 1 6 48
Is Corporate Sustainability valued by Australian Investors? 0 0 0 22 2 2 6 66
Macroeconomic Conditions and Capital Structure: Evidence from Taiwan 0 0 0 48 1 1 3 149
Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies 0 0 0 14 1 1 8 159
Stock market interdependence between Australia and its trading partners: does trade intensity matter? 0 0 0 19 2 5 10 93
The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners 0 0 0 2 3 5 8 374
The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods 0 0 0 69 2 3 7 330
The Market Sensitivity of Australian Superannuation Socially Responsible Investment Funds. Evidence from a Markov Regime Switching Approach 0 0 1 25 3 4 11 98
The Mortgage Interest Rates and Cash Rate Cycle Relationship and International Funding Cost: Evidence in the Context of Australia 0 0 1 39 1 1 8 78
The Performance of Socially Responsible Investments Across Different Market Regimes 0 0 0 30 3 5 10 77
The efficiency of Asian stock markets: Fresh evidence based on new tests 0 0 0 6 2 3 6 36
Volatility spillovers from international commodity markets to the Australian equity market 0 0 0 16 3 5 18 72
What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition 0 0 0 14 2 2 7 125
Yes, social housing in Australia desperately needs financial innovation! 0 0 1 60 2 3 15 118
Total Working Papers 0 0 4 781 44 65 186 3,082

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 2 2 11 173
A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks 0 0 0 30 2 4 18 145
Agricultural commodity futures trading based on cross-country rolling quantile return signals 0 0 2 14 3 3 8 31
An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach 0 0 0 40 4 5 14 188
An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method 0 0 0 58 5 6 10 305
Arbitrage risk and the cross-section of stock returns: Evidence from China 0 0 0 8 3 5 19 53
Are securitised real estate markets efficient? 0 0 0 30 2 3 7 134
Are socially responsible investment markets worldwide integrated? 0 0 0 23 3 5 18 149
Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market? 0 0 1 34 4 6 16 179
Australia and the three little dragons: are their equity markets interdependent? 0 0 0 23 3 6 6 212
BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests 0 0 0 5 1 2 6 21
Bank reforms and efficiency in Vietnamese banks: evidence based on SFA and DEA 0 0 24 54 3 4 72 154
Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach 1 2 10 418 6 11 35 1,724
Cointegration networks in stock markets 0 0 0 11 2 2 3 41
Crypto-currency bubbles: an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices 0 3 8 179 6 14 55 728
Discretionary accruals: signalling or earnings management in Australia? 1 1 2 21 2 3 15 73
Do birds of the same feather flock together?: The case of the Chinese states equity markets 0 0 0 85 1 1 4 905
Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity 0 0 2 25 2 5 17 139
Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners? 0 0 0 7 1 2 6 187
Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets 0 0 1 12 2 8 15 53
Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia 0 0 1 16 4 5 14 82
Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic 0 0 0 15 1 1 8 68
Efficiency, innovation and competition: evidence from Vietnam, China and India 0 0 0 16 5 8 21 203
Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners 0 0 0 35 1 1 7 128
Estimating banks' equity duration: a panel cointegration approach 0 0 0 46 2 4 13 179
Estimating the optimal hedge ratio in the presence of potential unknown structural breaks 0 0 0 7 1 1 3 54
Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme 0 0 1 14 3 5 15 71
Examining the power of stochastic unit root tests without assuming independence in the error processes of the underlying time series 0 0 0 6 4 4 8 33
Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries 0 0 0 230 0 0 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 4 6 9 25
How efficient is the banking system of Asia's next economic dragon? Evidence from rolling DEA windows 0 0 1 6 2 7 13 67
How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test 0 0 0 23 0 1 11 181
How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis 0 0 0 19 1 5 18 140
How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles 0 0 2 7 2 2 10 36
International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis 0 0 2 2 4 4 12 48
Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies 1 1 1 25 4 7 20 125
Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? 0 0 0 15 2 4 9 230
LONG‐TERM AND SHORT‐TERM EQUITY MARKET PRICE INTERACTIONS BETWEEN AUSTRALIA AND THE CHINESE STATES* 0 0 0 29 1 1 3 280
Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs 0 0 0 21 3 8 20 187
Macroeconomic Conditions and Capital Structure over the Business Cycle: Further Evidence in the Context of Taiwan 0 0 0 39 1 4 6 118
Management Behaviour in Vietnamese Commercial Banks 1 1 1 2 4 5 21 41
Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence 1 1 1 7 3 8 19 70
Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping 0 0 0 0 2 3 9 17
Risk factors in Australian bond returns 0 0 1 5 6 6 14 33
Short-term and long-term price linkages between the equity markets of Australia and its major trading partners 0 0 0 87 1 3 11 290
Should funds invest in socially responsible investments during downturns? 0 0 0 15 1 7 12 126
Spillovers and Directional Predictability with a Cross‐Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures 0 0 0 17 4 4 7 57
Stock market interdependence between Australia and its trading partners: does trade intensity matter? 0 0 0 7 1 1 6 244
Stock return predictability in South Africa: The role of major developed markets 0 0 0 7 2 2 15 61
Stock returns and consumption factors in the Australian market: Cross-sectional tests 0 0 1 1 2 2 5 42
The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests 0 0 1 27 1 1 16 102
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 1 52 2 4 17 194
US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 0 0 0 10 1 1 7 118
Water as an investment: liquid yet illiquid! 0 0 0 9 6 8 12 49
Weathering financial crisis in China: the role of global market integration 0 0 0 6 1 1 7 19
What drives mortgage fees in Australia? 0 0 0 2 1 2 4 25
Which way does water flow? An econometric analysis of the global price integration of water stocks 0 0 0 11 1 2 8 70
Total Journal Articles 5 9 65 1,978 141 235 775 10,008

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Philippines 0 0 0 1 2 2 8 44
Total Chapters 0 0 0 1 2 2 8 44

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Statistics updated 2026-05-06