Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 9.

2010

Hatemi-J, Abdulnasser and El-Khatib, Youssef (2010): Stochastic optimal hedge ratio: Theory and evidence. Published in: Applied Economics Letters , Vol. 8, No. 19 (2012): pp. 699-703.

2011

Hatemi-J, Abdulnasser (2011): Asymmetric generalized impulse responses and variance decompositions with an application.

17 February 2011

Youssef, El-Khatib and Hatemi-J, Abdulnasser (2011): On the calculation of price sensitivities with jump-diffusion structure. Published in: Journal of Statistics Applications & Probability , Vol. 3, No. 1 (2012): pp. 171-182.

November 2011

Hatemi-J, Abdulnasser (2011): Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia.

17 March 2013

Hatemi-J, Abdulnasser (2013): A New Asymmetric GARCH Model: Testing, Estimation and Application.

El-khatib, Youssef and Hatemi-J, Abdulnasser (2013): On option pricing in illiquid markets with random jumps.

20 March 2013

El-Khatib, Youssef and Hatemi-J, Abdulnasser (2013): On the pricing and hedging of options for highly volatile periods.

2016

Hatemi-J, Abdulnasser and Mustafa, Alan (2016): Testing for Financial Market Integration of the Chinese Market with the US Market.

September 2016

Hatemi-J, Abdulnasser and Mustafa, Alan (2016): A MS-Excel Module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with and without Deterministic Trend Parts.

This list was generated on Thu Oct 17 21:01:43 2019 CEST.
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