Details about Mark Hallam

Access statistics for papers by Mark Hallam.

Last updated 2024-05-07. Update your information in the RePEc Author Service.

Short-id: pha1151

Working Papers

2020

1. Macro-Financial Spillovers
   Working Papers, Geary Institute, University College Dublin View citations (3)
   See also Journal Article Macro-financial spillovers, Journal of International Money and Finance, Elsevier (2023) View citations (5) (2023)

2017

2. Mixed-Frequency Macro-Financial Spillovers
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (7)
   Also in Working Papers, Geary Institute, University College Dublin (2017) View citations (9)

2015

3. Stochastic Spanning
   Working Papers, Athens University Of Economics and Business, Department of Economics View citations (9)
   Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2015)
   See also Journal Article Stochastic Spanning, Journal of Business & Economic Statistics, Taylor & Francis Journals (2019) View citations (6) (2019)

Journal Articles

2023

1. Macro-financial spillovers
   Journal of International Money and Finance, 2023, 133, (C) View citations (5)
   See also Working Paper Macro-Financial Spillovers, Working Papers (2020) View citations (3) (2020)

2019

2. Stochastic Spanning
   Journal of Business & Economic Statistics, 2019, 37, (4), 573-585 View citations (6)
   See also Working Paper Stochastic Spanning, Working Papers (2015) View citations (9) (2015)

2018

3. Statistical tests of distributional scaling properties for financial return series
   Quantitative Finance, 2018, 18, (7), 1211-1232

2014

4. Forecasting daily return densities from intraday data: A multifractal approach
   International Journal of Forecasting, 2014, 30, (4), 863-881 View citations (4)
5. Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data
   Journal of Financial Econometrics, 2014, 12, (2), 408-432 View citations (10)