R Scott Hacker

An investigation of the causal relations between exchange rates and interest rate differentials using wavelets

Kristofer Månsson, K. Månsson, R Scott Hacker, 2014 .

A bootstrap test for causality with endogenous lag length choice: theory and application in finance

Abdulnasser Hatemi-J, R Scott Hacker, A. Hatemi-J, 2012 .

A test for multivariate ARCH effects

Abdulnasser Hatemi-J, R Scott Hacker, 2005 .