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Eduardo Dacillo Roca

Global rank #11984 86%

Institution: Griffith University

Primary Field: General (weighted toward more recent publications)

First Publication: 2006

Most Recent: 2021

RePEc ID: pro225 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.50
Last 10 Years 0.00 0.00 0.00 0.00 3.44
All Time 0.00 0.00 0.00 0.00 7.96

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 15.99

Publications (21)

Year Article Journal Tier Authors
2021 Weathering financial crisis in China: the role of global market integration Applied Economics C 2
2019 Global and regional linkages across market cycles: evidence from partial correlations in a network framework Applied Economics C 3
2017 Quantile serial dependence in crude oil markets: evidence from improved quantilogram analysis with quantile wild bootstrapping Applied Economics C 3
2017 The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests Applied Economics C 3
2017 Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets Applied Economics C 4
2017 How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles Applied Economics C 3
2016 Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia Applied Economics C 3
2016 BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests Applied Economics C 2
2016 Bank reforms and efficiency in Vietnamese banks: evidence based on SFA and DEA Applied Economics C 4
2016 Water as an investment: liquid yet illiquid! Applied Economics C 4
2015 Crypto-currency bubbles: an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices Applied Economics C 3
2015 Stock market interdependence between Australia and its trading partners: does trade intensity matter? Applied Economics C 3
2014 Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity Economic Modeling C 3
2014 How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis Economic Modeling C 3
2014 Estimating the optimal hedge ratio in the presence of potential unknown structural breaks Applied Economics C 2
2014 How efficient is the banking system of Asia's next economic dragon? Evidence from rolling DEA windows Applied Economics C 3
2012 Are securitised real estate markets efficient? Economic Modeling C 3
2012 A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks Applied Economics C 2
2012 Which way does water flow? An econometric analysis of the global price integration of water stocks Applied Economics C 2
2011 How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test Economic Modeling C 2
2006 A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods Economic Modeling C 2