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Details about Victor Troster

Homepage:http://sites.google.com/site/victortroster/
Postal address:Departament d'Economia Aplicada Universitat de les Illes Balears Ctra. Valldemossa, km 7,5. 07122 Palma, Islas Baleares, Spain
Workplace:Departament d'Economia Aplicada (Department of Applied Economics), Facultat de Ciències Econòmiques i Empresarials (Faculty of Economics and Business), Universitat de les Illes Balears (University of the Balearic Islands), (more information at EDIRC)

Access statistics for papers by Victor Troster.

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

Short-id: ptr354


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Working Papers

2024

  1. Quantile Granger Causality in the Presence of Instability
    Papers, arXiv.org Downloads

2020

  1. Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States
    LiU Working Papers in Economics, Linköping University, Division of Economics, Department of Management and Engineering Downloads View citations (1)
    See also Journal Article Asymmetric dynamics between uncertainty and unemployment flows in the United States, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2022) Downloads View citations (1) (2022)

2019

  1. The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories
    Post-Print, HAL View citations (3)
    See also Journal Article The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories, Journal of Multinational Financial Management, Elsevier (2019) Downloads View citations (3) (2019)

2018

  1. Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (134)
    See also Journal Article Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis, Energy Economics, Elsevier (2018) Downloads View citations (113) (2018)

2016

  1. Unemployment Persistence in OECD Countries after the Great Recession
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
    See also Journal Article Unemployment persistence in OECD countries after the Great Recession, Economic Modelling, Elsevier (2017) Downloads View citations (15) (2017)

Journal Articles

2023

  1. Exploring the critical demand drivers of electricity consumption in Thailand
    Energy Economics, 2023, 125, (C) Downloads

2022

  1. A Robust Test for Monotonicity in Asset Returns
    Journal of Time Series Econometrics, 2022, 14, (1), 1-24 Downloads
  2. Asymmetric dynamics between uncertainty and unemployment flows in the United States
    Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (1), 155-172 Downloads View citations (1)
    See also Working Paper Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States, LiU Working Papers in Economics (2020) Downloads View citations (1) (2020)
  3. Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
    Pacific-Basin Finance Journal, 2022, 74, (C) Downloads View citations (2)
  4. Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience
    International Review of Financial Analysis, 2022, 79, (C) Downloads View citations (3)

2021

  1. A specification test for dynamic conditional distribution models with function-valued parameters
    Econometric Reviews, 2021, 40, (2), 109-127 Downloads View citations (1)
  2. Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market
    Journal of Forecasting, 2021, 40, (7), 1291-1309 Downloads
  3. Ethical and unethical investments under extreme market conditions
    International Review of Financial Analysis, 2021, 78, (C) Downloads View citations (5)
  4. Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition
    Journal of Economic Interaction and Coordination, 2021, 16, (4), 705-746 Downloads

2020

  1. Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro
    Journal of Empirical Finance, 2020, 56, (C), 42-73 Downloads View citations (10)

2019

  1. A quantile regression analysis of flights-to-safety with implied volatilities
    Resources Policy, 2019, 62, (C), 482-495 Downloads View citations (23)
  2. Bitcoin returns and risk: A general GARCH and GAS analysis
    Finance Research Letters, 2019, 30, (C), 187-193 Downloads View citations (49)
  3. Directional spillover effects between ASEAN and world stock markets
    Journal of Multinational Financial Management, 2019, 52-53 Downloads View citations (21)
  4. The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories
    Journal of Multinational Financial Management, 2019, 52-53 Downloads View citations (3)
    See also Working Paper The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories, Post-Print (2019) View citations (3) (2019)

2018

  1. Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis
    Energy Economics, 2018, 70, (C), 440-452 Downloads View citations (113)
    See also Working Paper Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis, MPRA Paper (2018) Downloads View citations (134) (2018)
  2. Testing for Granger-causality in quantiles
    Econometric Reviews, 2018, 37, (8), 850-866 Downloads View citations (81)

2017

  1. Unemployment persistence in OECD countries after the Great Recession
    Economic Modelling, 2017, 64, (C), 105-116 Downloads View citations (15)
    See also Working Paper Unemployment Persistence in OECD Countries after the Great Recession, Working Papers, Department of Economics (2016) Downloads (2016)

Chapters

2021

  1. New Insights on the Trading Volume–Return Relationship: Evidence from the Three Largest Stock Exchanges
    Springer
 
Page updated 2024-05-20