Abdulnasser, Hatemi-J (2011): Hidden panel cointegration. Unpublished.
Al Janabi, Mazin A. M. (2009): Asset Market Liquidity Risk Management: A Generalized Theoretical Modeling Approach for Trading and Fund Management Portfolios. Unpublished.
El-Khatib, Youssef and Abdulnasser, Hatemi-J (2011): On the calculation of price sensitivities with jump-diffusion structure. Unpublished.
Hatemi-J, Abdulnasser (2011): Asymmetric generalized impulse responses and variance decompositions with an application. Unpublished.
Hatemi-J, Abdulnasser and El-Khatib, Youssef (2010): Stochastic optimal hedge ratio: Theory and evidence. Unpublished.