Details about Victor Troster

Access statistics for papers by Victor Troster.

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

Short-id: ptr354

Working Papers

2024

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

2020

2. 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 View citations (2)
   See also Journal Article Asymmetric dynamics between uncertainty and unemployment flows in the United States, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2022) View citations (1) (2022)

2019

3. The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories
   Post-Print, HAL View citations (4)
   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) View citations (4) (2019)

2018

4. Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis
   MPRA Paper, University Library of Munich, Germany View citations (156)
   See also Journal Article Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis, Energy Economics, Elsevier (2018) View citations (122) (2018)

2016

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

Journal Articles

2023

1. Exploring the critical demand drivers of electricity consumption in Thailand
   Energy Economics, 2023, 125, (C) View citations (3)

2022

2. A Robust Test for Monotonicity in Asset Returns
   Journal of Time Series Econometrics, 2022, 14, (1), 1-24
3. Asymmetric dynamics between uncertainty and unemployment flows in the United States
   Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (1), 155-172 View citations (1)
   See also Working Paper Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States, LiU Working Papers in Economics (2020) View citations (2) (2020)
4. Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
   Pacific-Basin Finance Journal, 2022, 74, (C) View citations (4)
5. Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience
   International Review of Financial Analysis, 2022, 79, (C) View citations (9)

2021

6. A specification test for dynamic conditional distribution models with function-valued parameters
   Econometric Reviews, 2021, 40, (2), 109-127 View citations (2)
7. Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market
   Journal of Forecasting, 2021, 40, (7), 1291-1309
8. Ethical and unethical investments under extreme market conditions
   International Review of Financial Analysis, 2021, 78, (C) View citations (14)
9. 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

2020

10. 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 View citations (12)

2019

11. A quantile regression analysis of flights-to-safety with implied volatilities
    Resources Policy, 2019, 62, (C), 482-495 View citations (23)
12. Bitcoin returns and risk: A general GARCH and GAS analysis
    Finance Research Letters, 2019, 30, (C), 187-193 View citations (54)
13. Directional spillover effects between ASEAN and world stock markets
    Journal of Multinational Financial Management, 2019, 52-53 View citations (24)
14. 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 View citations (4)
    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 (4) (2019)

2018

15. Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis
    Energy Economics, 2018, 70, (C), 440-452 View citations (122)
    See also Working Paper Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis, MPRA Paper (2018) View citations (156) (2018)
16. Testing for Granger-causality in quantiles
    Econometric Reviews, 2018, 37, (8), 850-866 View citations (101)

2017

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

Chapters

2021

1. New Insights on the Trading Volume–Return Relationship: Evidence from the Three Largest Stock Exchanges
   Springer