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Publications: Hoque, Ariful
Journal Article
Le, T. and Hoque, A.ORCID: 0000-0001-8369-6653
(2022)
Pricing European currency options with high-frequency data.
Risks, 10
(11).
Article 208.
Saci, F., Jasimuddin, S.M. and Hoque, A.ORCID: 0000-0001-8369-6653
(2021)
Does corporate culture matter to earnings management? Evidence from Chinese Time‐honoured Brand firms.
Australian Economic Papers
.
Early View.
Hasan, M.ORCID: 0000-0001-9857-9265, Le, T. and Hoque, A.
ORCID: 0000-0001-8369-6653
(2021)
How does financial literacy impact on inclusive finance?
Financial Innovation, 7
.
Article number: 40.
Le, T., Hoque, A.ORCID: 0000-0001-8369-6653 and Hassan, K.
(2021)
An open innovation intraday implied volatility for pricing Australian dollar options.
Journal of Open Innovation: Technology, Market, and Complexity, 7
(1).
Article 23.
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.