Details about Hetti Arachchige Gamini Premaratne

Access statistics for papers by Hetti Arachchige Gamini Premaratne.

Last updated 2018-09-03. Update your information in the RePEc Author Service.

Short-id: ppr44

Working Papers

2014

1. Dependence patterns among Banking Sectors in Asia: A Copula Approach
   MPRA Paper, University Library of Munich, Germany View citations (4)
2. Exploring Diversification Benefits in Asia-Pacific Equity Markets
   MPRA Paper, University Library of Munich, Germany

2005

3. Exchange rate exposure of stock returns at firm level
   International Finance, University Library of Munich, Germany View citations (5)

2004

4. Stock Market Volatility: Examining North America, Europe and Asia
   Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (11)

Journal Articles

2018

1. Dependence patterns among Asian banking sector stocks: A copula approach
   Research in International Business and Finance, 2018, 45, (C), 357-388 View citations (1)
   Also in Research in International Business and Finance, 2017, 41, (C), 516-546 (2017) View citations (3)

2017

2. Systemic interconnectedness among Asian Banks
   Japan and the World Economy, 2017, 41, (C), 17-33 View citations (8)

2014

3. Intellectual capital performance and its long-run behavior: The US banking industry case
   New Zealand Economic Papers, 2014, 48, (3), 313-333 View citations (4)

2005

4. A Test for Symmetry with Leptokurtic Financial Data
   Journal of Financial Econometrics, 2005, 3, (2), 169-187 View citations (35)