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 1 124
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 2 2 2 40
An Empirical Investigation of Consumption CAPMs in the Australian Market 0 0 0 16 2 3 4 70
Are Real Estate Markets Integrated with the World Market? 0 0 0 49 0 0 2 140
BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests 0 0 2 109 0 2 5 208
Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers? 0 0 0 9 0 0 0 44
Do Pacific Basin Investors Value Corporate Sustainability? 0 0 0 11 0 0 1 41
Estimating Optimal Hedge Ratio with Unknown Structural Breaks 0 0 0 75 3 5 7 182
Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme 0 0 0 96 2 3 7 367
Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs 0 0 0 17 1 2 3 44
Is Corporate Sustainability valued by Australian Investors? 0 0 0 22 2 3 3 63
Macroeconomic Conditions and Capital Structure: Evidence from Taiwan 0 0 0 48 2 2 2 148
Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies 0 0 0 14 1 2 4 155
Stock market interdependence between Australia and its trading partners: does trade intensity matter? 0 0 0 19 0 3 4 86
The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners 0 0 0 2 0 1 2 367
The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods 0 0 0 69 0 0 8 325
The Market Sensitivity of Australian Superannuation Socially Responsible Investment Funds. Evidence from a Markov Regime Switching Approach 0 0 1 25 0 1 3 90
The Mortgage Interest Rates and Cash Rate Cycle Relationship and International Funding Cost: Evidence in the Context of Australia 0 0 1 39 1 2 4 74
The Performance of Socially Responsible Investments Across Different Market Regimes 0 0 0 30 3 3 4 71
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 0 16 2 4 8 61
What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition 0 0 0 14 0 2 3 121
Yes, social housing in Australia desperately needs financial innovation! 0 0 1 60 0 2 16 113
Total Working Papers 0 0 5 781 21 42 93 2,964

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 3 6 168
A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks 0 0 0 30 4 8 8 135
Agricultural commodity futures trading based on cross-country rolling quantile return signals 0 0 4 14 1 2 8 28
An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach 0 0 0 40 3 5 7 180
An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method 0 0 0 58 2 4 5 299
Arbitrage risk and the cross-section of stock returns: Evidence from China 0 0 0 8 1 6 10 43
Are securitised real estate markets efficient? 0 0 0 30 1 1 4 130
Are socially responsible investment markets worldwide integrated? 0 0 0 23 0 4 9 138
Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market? 0 0 2 34 2 4 7 169
Australia and the three little dragons: are their equity markets interdependent? 0 0 0 23 0 0 5 206
BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests 0 0 0 5 0 0 4 18
Bank reforms and efficiency in Vietnamese banks: evidence based on SFA and DEA 1 21 21 51 6 51 63 145
Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach 3 3 7 414 6 9 18 1,703
Cointegration networks in stock markets 0 0 0 11 0 1 1 39
Crypto-currency bubbles: an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices 0 1 8 176 4 12 44 706
Discretionary accruals: signalling or earnings management in Australia? 0 0 3 20 2 2 11 66
Do birds of the same feather flock together?: The case of the Chinese states equity markets 0 0 0 85 1 2 3 904
Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity 1 1 2 25 2 5 10 130
Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners? 0 0 0 7 1 1 3 183
Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets 0 0 1 12 2 2 6 43
Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia 0 0 1 16 0 4 7 74
Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic 0 0 0 15 2 2 7 65
Efficiency, innovation and competition: evidence from Vietnam, China and India 0 0 0 16 2 3 9 190
Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners 0 0 0 35 1 3 4 124
Estimating banks' equity duration: a panel cointegration approach 0 0 0 46 1 4 6 171
Estimating the optimal hedge ratio in the presence of potential unknown structural breaks 0 0 0 7 0 0 4 53
Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme 0 0 1 14 2 6 7 63
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 3 27
Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries 0 0 0 230 2 2 5 588
Global and regional linkages across market cycles: evidence from partial correlations in a network framework 0 0 0 0 0 1 1 9
Green building, split-incentives and affordable rental housing policy 0 0 0 1 1 2 4 18
How efficient is the banking system of Asia's next economic dragon? Evidence from rolling DEA windows 0 0 1 6 0 0 4 58
How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test 0 0 1 23 3 7 11 179
How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis 0 0 0 19 3 3 9 130
How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles 0 0 2 7 1 1 7 32
International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis 0 1 2 2 0 3 9 42
Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies 0 0 0 24 6 10 12 116
Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? 0 0 0 15 0 2 5 224
LONG‐TERM AND SHORT‐TERM EQUITY MARKET PRICE INTERACTIONS BETWEEN AUSTRALIA AND THE CHINESE STATES* 0 0 0 29 0 0 0 277
Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs 0 0 2 21 3 3 9 172
Macroeconomic Conditions and Capital Structure over the Business Cycle: Further Evidence in the Context of Taiwan 0 0 0 39 1 1 2 113
Management Behaviour in Vietnamese Commercial Banks 0 0 0 1 0 2 12 31
Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence 0 0 1 6 2 5 7 57
Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping 0 0 0 0 3 4 6 13
Risk factors in Australian bond returns 0 0 1 5 2 3 5 24
Short-term and long-term price linkages between the equity markets of Australia and its major trading partners 0 0 0 87 2 5 6 285
Should funds invest in socially responsible investments during downturns? 0 0 0 15 0 2 3 116
Spillovers and Directional Predictability with a Cross‐Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures 0 0 0 17 1 2 3 52
Stock market interdependence between Australia and its trading partners: does trade intensity matter? 0 0 0 7 0 1 3 241
Stock return predictability in South Africa: The role of major developed markets 0 0 1 7 0 7 9 54
Stock returns and consumption factors in the Australian market: Cross-sectional tests 0 0 0 0 0 0 1 37
The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests 0 0 2 27 2 5 14 97
The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context 1 1 1 52 1 4 15 187
US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 0 0 0 10 2 2 4 114
Water as an investment: liquid yet illiquid! 0 0 0 9 0 1 2 39
Weathering financial crisis in China: the role of global market integration 0 0 0 6 1 1 5 16
What drives mortgage fees in Australia? 0 0 0 2 0 2 2 23
Which way does water flow? An econometric analysis of the global price integration of water stocks 0 0 0 11 2 2 4 66
Total Journal Articles 6 28 65 1,963 87 228 458 9,610

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 2 37
Total Chapters 0 0 0 1 1 1 2 37

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Statistics updated 2026-01-09