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Victor Troster
Victor Troster
Department of Applied Economics, Universitat de les Illes Baleares
Dirección de correo verificada de uib.es - Página principal
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Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis
V Troster, M Shahbaz, GS Uddin
Energy Economics 70, 440-452, 2018
3342018
Testing for Granger-causality in quantiles
V Troster
Econometric Reviews 37 (8), 850-866, 2018
2342018
Bitcoin returns and risk: A general GARCH and GAS analysis
V Troster, AK Tiwari, M Shahbaz, DN Macedo
Finance Research Letters 30, 187-193, 2019
1522019
Directional spillover effects between ASEAN and world stock markets
SH Kang, GS Uddin, V Troster, SM Yoon
Journal of Multinational Financial Management 52, 100592, 2019
722019
Unemployment persistence in OECD countries after the Great Recession
AM Marques, GT Lima, V Troster
Economic Modelling 64, 105-116, 2017
402017
A quantile regression analysis of flights-to-safety with implied volatilities
V Troster, E Bouri, D Roubaud
Resources policy 62, 482-495, 2019
372019
Ethical and unethical investments under extreme market conditions
P Olofsson, A Råholm, GS Uddin, V Troster, SH Kang
International Review of Financial Analysis 78, 101952, 2021
222021
Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro
S Lindman, T Tuvhag, R Jayasekera, GS Uddin, V Troster
Journal of Empirical Finance 56, 42-73, 2020
202020
The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories
GS Uddin, JA Hernandez, C Labidi, V Troster, SM Yoon
Journal of Multinational Financial Management 52, 100607, 2019
152019
Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience
ML Rahman, V Troster, GS Uddin, M Yahya
International Review of Financial Analysis 79, 101992, 2022
132022
Asymmetric dynamics between uncertainty and unemployment flows in the United States
A Ahmed, M Granberg, V Troster, GS Uddin
Studies in Nonlinear Dynamics & Econometrics 26 (1), 155-172, 2022
112022
Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
W Hanif, JA Hernandez, V Troster, SH Kang, SM Yoon
Pacific-Basin Finance Journal 74, 101822, 2022
62022
A specification test for dynamic conditional distribution models with function-valued parameters
V Troster, D Wied
Econometric Reviews 40 (2), 109-127, 2021
42021
Optimal forecast models for clean energy stock returns
V Troster, M Shahbaz, DN Macedo
Econometrics of Green Energy Handbook: Economic and Technological …, 2020
42020
Exploring the critical demand drivers of electricity consumption in Thailand
GS Uddin, MB Hasan, H Phoumin, F Taghizadeh-Hesary, A Ahmed, ...
Energy Economics 125, 106875, 2023
32023
Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market
V Troster, J Penalva, A Taamouti, D Wied
Journal of Forecasting 40 (7), 1291-1309, 2021
32021
Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition
D Macedo, V Troster
Journal of Economic Interaction and Coordination 16 (4), 705-746, 2021
22021
Specification and casualty of distribution models
VE Troster
22015
Quantile Granger Causality in the Presence of Instability
A Mayer, D Wied, V Troster
arXiv preprint arXiv:2402.09744, 2024
2024
A Robust Test for Monotonicity in Asset Returns
CG Taufemback, V Troster, M Shahbaz
Journal of Time Series Econometrics 14 (1), 1-24, 2022
2022
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Artículos 1–20