Publications: Hoque, Ariful

Journal Article

Hoque, A.ORCID: 0000-0001-8369-6653, Ngoc Quynh Le, T. and Hassan, K. (2020) Does currency smirk predict foreign exchange return? Investment Management and Financial Innovations, 17 (3). pp. 219-230.

Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653, Wali, M. and Gasbarro, D. (2020) Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS. Energy Economics, 92 . Art. 104985.

Hoque, A.ORCID: 0000-0001-8369-6653, Rakhi, S., Hassan, K. and Le, T. (2020) The performance of stock portfolios: Evidence from analysing Malaysia case, and implication for open innovation. Journal of Open Innovation: Technology, Market, and Complexity, 6 (4). Article 178.

Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Gasbarro, D. (2019) Separating BRIC using Islamic stocks and crude oil: Dynamic conditional correlation and volatility spillover analysis. Energy Economics, 80 . pp. 950-969.

Rakhi, S., Hoque, A.ORCID: 0000-0001-8369-6653 and Hassan, K. (2018) Analysing the performance of Malaysian Islamic and conventional stock portfolios. International Journal of Islamic Economics and Finance Research, 1 (2).

Osman, M., Hoque, A.ORCID: 0000-0001-8369-6653 and Gachino, G. (2018) Structural breaks and energy consumption in the Gulf Cooperation Council Countries: Are random shocks transitory or permanent? Australian Economic Papers, 57 (4). pp. 446-455.

Alam, A B M M, Alam, M. and Hoque, A.ORCID: 0000-0001-8369-6653 (2017) Measuring financial condition of urban local government: A study of municipalities in Bangladesh. The Journal of Developing Areas, 51 (2). pp. 71-84.

Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Gasbarro, D. (2017) Sovereign default risk linkage: Implication for portfolio diversification. Pacific-Basin Finance Journal, 41 . pp. 1-16.

Osman, M., Hoque, A.ORCID: 0000-0001-8369-6653 and Hassan, K. (2016) Business cycle asymmetries and nonlinearity in UAE macroeconomic time series. Australian Economic Papers, 55 (4). pp. 476-490.

Hassan, K., Rao, A. and Hoque, A.ORCID: 0000-0001-8369-6653 (2016) Current account sustainability in Middle East and Africa (MEA) countries: Evidence from panel data. The Journal of Developing Areas, 50 (6). pp. 291-304.

Osman, M., Gachino, G. and Hoque, A.ORCID: 0000-0001-8369-6653 (2016) Electricity consumption and economic growth in the GCC countries: Panel data analysis. Energy Policy, 98 . pp. 318-327.

Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Rao, A. (2016) Sustainability of Malaysian current account balance: Evidence from ardl bounds tests approach. The Journal of Developing Areas, 50 (5). pp. 199-214.

Hoque, A.ORCID: 0000-0001-8369-6653 and Meyer-Bullerdiek, F. (2016) The effectiveness of dynamic portfolio insurance strategies. Academy of Taiwan Business Management Review, 12 (2). pp. 80-87.

Hoque, A.ORCID: 0000-0001-8369-6653, Hassan, K. and Krishnamurti, C. (2015) Does CIA occur during financial turbulence? Academy of Taiwan Business Management Review, 11 (1). pp. 18-20.

Hoque, A.ORCID: 0000-0001-8369-6653 and Kalev, P.S. (2015) Pricing currency options with Intra-Daily implied volatility. Australasian Accounting, Business and Finance Journal, 9 (1). pp. 43-56.

Hassan, K. and Hoque, A.ORCID: 0000-0001-8369-6653 (2015) Purchasing power parity in the SAARC region: Evidence from unit root test with cross-sectional dependence. The Journal of Developing Areas, 49 (5). pp. 129-137.

Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Rao, A. (2015) Revisiting the Link Between Stock Prices and Goods Prices in OECD Countries. Australian Economic Papers, 54 (3). pp. 135-150.

Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Rao, A. (2015) Sustainability of current account balance in ASEAN countries: Evidence from a panel error correction model. The Journal of Developing Areas, 49 (6). pp. 189-204.

Hoque, A.ORCID: 0000-0001-8369-6653 and Koku, P.S. (2014) Carbon Emission Reduction Policy in Australia: Lessons and Implications. Academy of Taiwan Business Management Review, 2 . pp. 25-33.

Hoque, A.ORCID: 0000-0001-8369-6653 and Banerjee, R. (2014) The stationarity of South Asian real exchange rates allowing for structural breaks. Australasian Accounting, Business and Finance Journal, 8 (3). pp. 45-54.

Boolaky, P., Krishnamurti, C. and Hoque, A.ORCID: 0000-0001-8369-6653 (2013) Determinants of the Strength of Auditing and Reporting Standards: a Cross-Country Study. Australasian Accounting, Business and Finance Journal, 7 (4). pp. 17-36.

Hassan, K. and Hoque, A.ORCID: 0000-0001-8369-6653 (2013) Temporal causality in purchasing power parity relationship: Evidence from Australia. Academy of Taiwan Business Management Review, 9 (3). pp. 138-146.

Hoque, A.ORCID: 0000-0001-8369-6653 and Krishnamurti, C. (2013) A proposed solution for the Chicken-Egg Dilemma in pricing currency options. Australasian Accounting Business and Finance Journal, 7 (2). pp. 71-86.

Hoque, A.ORCID: 0000-0001-8369-6653 (2012) Asia-Pacific currency options pricing analysis. Procedia - Social and Behavioral Sciences, 65 . pp. 14-19.

Hoque, A.ORCID: 0000-0001-8369-6653 and Banerjee, R. (2012) Does purchasing power parity hold for garment export-oriented developing countries? Procedia - Social and Behavioral Sciences, 65 . pp. 8-13.

Hoque, A.ORCID: 0000-0001-8369-6653 (2012) Effect of European debt crisis spillover on currency options pricing. Academy of Taiwan Business Management Review, 8 (3). pp. 73-77.

Hoque, A.ORCID: 0000-0001-8369-6653 and Krishnamurti, C. (2012) Modeling moneyness volatility in measuring exchange rate volatility. International Journal of Managerial Finance, 8 (4). pp. 365-380.

Hoque, A.ORCID: 0000-0001-8369-6653 (2012) The effects of the European sovereign debt crisis on major currency markets. International Research Journal of Finance and Economics, 101 . pp. 75-80.

Hoque, A.ORCID: 0000-0001-8369-6653 (2011) Augmentation of Currency Options Market Efficiency by Pricing Market Mispriced Options. Academy of Taiwan Business Management Review, 7 (3). pp. 71-77.

Rashid, A. and Hoque, A.ORCID: 0000-0001-8369-6653 (2011) Corporate Capital Structure and Firm Performance: Evidence from Bangladesh. Academy of Taiwan Business Management Review, 7 (2). pp. 59-72.

Krishnamurti, C. and Hoque, A.ORCID: 0000-0001-8369-6653 (2011) Efficiency of European emissions markets: Lessons and implications. Energy Policy, 39 (10). pp. 6575-6582.

Hoque, A.ORCID: 0000-0001-8369-6653 (2011) Transaction Cost Discovery by Decomposition of the Error Term: A Bootstrapping Approach. The International Journal of Business and Finance Research, 5 (1). pp. 113-121.

Hoque, A.ORCID: 0000-0001-8369-6653 (2010) Cause-and-effect between implied volatility and options price. Academy of Taiwan Business Management Review, 6 (3). pp. 111-117.

Manzur, M., Hoque, A.ORCID: 0000-0001-8369-6653 and Poitras, G. (2010) Currency option pricing and realized volatility. The Banking and Finance Review, 2 (1). pp. 73-86.

Hoque, A.ORCID: 0000-0001-8369-6653 (2010) Econometric modeling for transaction cost-adjusted put-call parity: Evidence from the currency options market. International Research Journal of Finance and Economics, 43 . pp. 103-111.

Hoque, A.ORCID: 0000-0001-8369-6653, Manzur, M. and Poitras, G. (2010) Influence of transaction costs on foreign exchange option contracts: Intra-daily tests. The International Journal of Banking and Finance, 7 (2). pp. 1-18.

Hoque, A.ORCID: 0000-0001-8369-6653 (2010) Is implied volatility sensitive to the choice of currency options maturity period? Academy of Taiwan Business Management Review, 6 (4). pp. 102-109.

Hoque, A.ORCID: 0000-0001-8369-6653 (2010) Put-call parity econometric model for currency options market efficiency tests. Academy of Taiwan Business Management Review, 6 (2). pp. 84-91.

Hoque, A.ORCID: 0000-0001-8369-6653 (2010) World currency options market efficiency. Banks and Bank Systems, 5 (2). pp. 173-178.

Hoque, A.ORCID: 0000-0001-8369-6653, Chan, F. and Meher, M. (2009) Modeling volatility in foreign currency option pricing. Multinational Finance Journal, 13 (3/4). pp. 189-208.

Hoque, A.ORCID: 0000-0001-8369-6653, Chan, F. and Manzur, M. (2008) Efficiency of the foreign currency options market. Global Finance Journal, 19 (2). pp. 157-170.

Conference Paper

Rakhi, S., Hoque, A.ORCID: 0000-0001-8369-6653 and Hassan, K. (2018) Analysing the performance of Malaysian Islamic and conventional stock portfolios. In: 1st Global Conference on Islamic Economics, 24 - 25 October 2018, Kuala Lumpur, Malaysia

Huda, Z., Hoque, A.ORCID: 0000-0001-8369-6653, Hassan, K. and Gasbarro, D. (2018) Analysis of major currency options market efficiency using Intra-Daily Ultra-High frequency data for Pre-GFC, GFC and Post-GFC period. In: 14th Annual London Business Research Conference, 6 - 7 August 2020, London, UK

Velayutham, E., Krishnamurti, C. and Hoque, A.ORCID: 0000-0001-8369-6653 (2017) The role of voluntary corporate governance mechanisms on environmental risk disclosure: Australian evidence. In: 8th Conference on Financial Markets and Corporate Governance (FMCG), 19 - 21 April, Wellington, New Zealand

Osman, W.A.M., Hoque, A.ORCID: 0000-0001-8369-6653 and Hassan, K. (2016) Business cycle asymmetries and nonlinearity in UAE macroeconomic time series. In: International conference on Asia-Pacific Economic and Financial Development, 24 - 26 July, Ho Chi Minh City, Vietnam

Hassan, K., Rao, A. and Hoque, A.ORCID: 0000-0001-8369-6653 (2016) Current account sustainability in Middle East and Africa (MEA) countries: Evidence from panel data. In: Australia-Middle East Conference on Business and Social Sciences, 17 - 18 April, Dubai, United Arab Emirates

Hassan, K. and Hoque, A.ORCID: 0000-0001-8369-6653 (2016) Is long rate decoupling from short rate? Revisiting expectation hypothesis of Australian term etructure of interest rate. In: 14th Asian Business Research Conference, 30 - 31 December, Dhaka, Bangladesh

Alam, A B M M, Alam, M. and Hoque, A.ORCID: 0000-0001-8369-6653 (2016) Measuring financial condition of urban local government: A study of municipalities in Bangladesh. In: International Conference for Bankers and Academics, 25 - 26 September, Dhaka, Bangladesh

Hoque, A.ORCID: 0000-0001-8369-6653, Hassan, K., Gasbarro, D. and Krishnamurti, C. (2015) Does currency smirk predict foreign exchange return? In: International Congress on Banking, Economics Finance And Business, 5 - 7 August, Kurume, Japan pp. 92-100.

Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Rao, A. (2015) Sustainability of Malaysian current account balance: Evidence from ARDL bounds tests approach. In: Asia Pacific Conference on Business and Social Sciences, 23 - 24 November, Kuala Lumpur, Malaysia

Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Rao, A. (2015) Sustainability of current account balance in ASEAN countries: Evidence from a panel error correction model. In: Australasian Conference on Business and Social Sciences, 13 - 14 April, Sydney, Australia

Hoque, A.ORCID: 0000-0001-8369-6653, Hassan, K. and Krishnamurti, C. (2014) Covered interest parity and the European sovereign debt crisis. In: 21st Annual Conference of the Multinational Finance Society, 29 June - 2 July, Prague, Czech Republic

Hoque, A.ORCID: 0000-0001-8369-6653 and Hassan, A.F.M.K. (2014) Modelling of a single currency for Australia and New Zealand. In: 2nd International Congress on Interdisciplinary Behavior and Social Science, ICIBSoS 2013, 04-05 November 2013, Swiss Bell Ciputra Hotel Jakarta Jalan Letnan Jenderal S. Parman, Jakarta 11470 pp. 407-410.

Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Koku, P.S. (2014) Purchasing Power Parity in the SAARC region: Evidence from unit root test with cross-sectional dependence. In: Australian Academy of Business and Social Sciences Conference, 25 - 26 August, Kuala Lumpur, Malaysia

Velayutham, E., Krishnamurti, C. and Hoque, A.ORCID: 0000-0001-8369-6653 (2014) The role of voluntary corporate governance mechanism on environmental risk disclosure: Australian evidence. In: 5th Financial Markets and Corporate Governance Conference, 22 - 24 April, Brisbane, Qld, Australia

Hoque, A.ORCID: 0000-0001-8369-6653 (2013) Efficiency of the currency options market during the global financial crisis. In: Proceedings of 3rd International Conference on Accounting and Finance, 20 - 21 May, Bangkok, Thailand

Velayutham, E., Krishnamurti, C. and Hoque, A.ORCID: 0000-0001-8369-6653 (2013) Internal corporate governance, environmental committee and environmental risks information: Australian evidence. In: Proceedings of World Business and Social Science Research Conference, 24 - 25 October, Bangkok, Thailand

Hoque, A.ORCID: 0000-0001-8369-6653 and Koku, P.S. (2013) The carbon tax in Australia and its likely effects. In: Proceedings of the Congress on Economy, Finance and Business (CEFB2013), 6 - 8 November, Bangkok, Thailand

Hoque, A.ORCID: 0000-0001-8369-6653 (2012) Modeling intra-daily implied volatility in forecasting options price. In: Proceedings of Annual Paris Business and Social Sciences Conference, 12 - 13 July, Paris, France

Hoque, A.ORCID: 0000-0001-8369-6653 and Krishnamurti, C. (2011) Modeling moneyness volatility in measuring exchange rate volatility. In: Proceedings of 2011 IEEE Symposium on Computational Intelligence for Financial Engineering & Economics, 11 - 15 April, Paris, France

Hoque, A.ORCID: 0000-0001-8369-6653 and Kalev, P.S. (2011) Pricing currency options with intra-daily implied volatility. In: 8th Conference of Asia-Pacific Association of Derivatives, 25 - 26 August, Busan, Korea

Hoque, A.ORCID: 0000-0001-8369-6653 and Krishnamurti, C. (2011) A minted panacea for the chicken-egg dilemma in pricing currency options. In: 2nd International Conference on Financial Theory and Engineering, 11 - 13 March, Shanghai, China

Manzur, M., Hoque, A.ORCID: 0000-0001-8369-6653 and Poitras, G. (2010) Currency option pricing and realized volatility. In: Proceedings of 17th Annual Conference of the Multinational Finance Society, 27 - 30 June, Barcelona, Spain

Hoque, A.ORCID: 0000-0001-8369-6653, Manzur, M. and Poitras, G. (2010) Put-call parity, transactions costs and PHLX currency options: intra-daily tests. In: Proceedings of 59th Midwest Finance Association Annual Conference, 24 - 27 February, Las Vegas, USA

Hoque, A.ORCID: 0000-0001-8369-6653 (2008) Modelling exchange rate return behavior for pricing currency options. In: Proceedings of The 2008 International Conference on Business Intelligence and Financial Engineering, 28 - 30 October, Changsha, China

Hoque, A.ORCID: 0000-0001-8369-6653 (2007) Alternative volatility models for pricing European currency options. In: 20th Australasian Finance & Banking Conference, 12 - 14 December, Sydney, NSW, Australia

Hoque, A.ORCID: 0000-0001-8369-6653, Chan, F. and Manzur, M. (2006) Volatility model of the foreign currency options market. In: 13th Annual Conference of the Multinational Finance Society, 26 - 28 June, Edinburgh, UK

Book

Madura, J., Hoque, A.ORCID: 0000-0001-8369-6653 and Krishnamurti, C. (2018) International financial management. Cengage Learning Australia.

Hoque, A.ORCID: 0000-0001-8369-6653 (2010) Essays in foreign currency options markets. VDM Verlag Dr Muller, Saarbrücken, Germany.