9
H index
8
i10 index
436
Citations
Universitat de les Illes Balears | 9 H index 8 i10 index 436 Citations RESEARCH PRODUCTION: 17 Articles 5 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Victor Troster. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Reviews | 2 |
International Review of Financial Analysis | 2 |
Energy Economics | 2 |
Journal of Multinational Financial Management | 2 |
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2024 | Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006. Full description at Econpapers || Download paper |
2024 | Does environmental policy matter for renewable energy production and economic activity? Evidence from Granger causality in quantiles. (2024). Li, Yong-Yi ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:225-237. Full description at Econpapers || Download paper |
2024 | Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Wang, Mei-Chih ; Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912. Full description at Econpapers || Download paper |
2024 | Measuring world oil market integration with a Thick Pen. (2024). Jin, Xin ; Gronwald, Marc. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000239. Full description at Econpapers || Download paper |
2024 | How do climate risks impact the contagion in Chinas energy market?. (2024). Lei, Lei ; Ma, Dandan ; Kang, Yuxin ; Guo, Kun. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001580. Full description at Econpapers || Download paper |
2024 | Safe haven between European ESG and energy sector under Russian-Ukraine war: Role of sustainable investments for portfolio diversification. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Shahzad, Khurram. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005619. Full description at Econpapers || Download paper |
2024 | Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024. Full description at Econpapers || Download paper |
2024 | Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices. (2024). Lu, Ran ; Zhou, Xiangjing ; Abedin, Mohammad Zoynul ; Zeng, Hongjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400005x. Full description at Econpapers || Download paper |
2024 | Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218. Full description at Econpapers || Download paper |
2024 | Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501. Full description at Econpapers || Download paper |
2024 | Correlation structure between fiat currencies and blockchain assets. (2024). Abdullah, Mohammad ; Wali, G M ; Aikins, Emmanuel Joel ; Sulong, Zunaidah ; Lee, Chi-Chuan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001442. Full description at Econpapers || Download paper |
2024 | How much does climate-related risk impact stock and commodity markets: A comparative study of the US and China. (2024). Sharma, Aarzoo ; Chen, Yanhua. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001648. Full description at Econpapers || Download paper |
2024 | Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs). (2024). Lucey, Brian ; Abedin, Mohammad Zoynul ; Zeng, Hongjun. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004549. Full description at Econpapers || Download paper |
2024 | Income volatility and household commercial insurance allocation. (2024). Guo, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006755. Full description at Econpapers || Download paper |
2024 | Measuring ESG risks in multi-asset portfolios: Decomposing VaRESG into CVaRESG. (2024). Capelli, Paolo ; Ielasi, Federica ; Russo, Angeloantonio. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007220. Full description at Econpapers || Download paper |
2024 | Revolutionizing Bitcoin price forecasts: A comparative study of advanced hybrid deep learning architectures. (2024). Li, Houjian ; He, Xiangyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011656. Full description at Econpapers || Download paper |
2024 | Impact of global financial and energy markets, uncertainty, and climate change attention on Bitcoin carbon footprint. (2024). Yoon, Seong-Min ; Dong, Xiyong ; Jiang, Zhuhua. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012832. Full description at Econpapers || Download paper |
2024 | Incremental marketization reforms and venture capital strategy adjustments: Based on industrial chain innovation development. (2024). Zhu, YI ; Liu, Xiongfei ; Ren, YU. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013758. Full description at Econpapers || Download paper |
2024 | Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093. Full description at Econpapers || Download paper |
2024 | Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905. Full description at Econpapers || Download paper |
2024 | Economic sanctions sentiment and global stock markets. (2024). Abakah, Emmanuel ; Li, Yanshuang ; Tiwari, Aviral Kumar ; Yousaf, Imran ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001786. Full description at Econpapers || Download paper |
2024 | Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kocenda, Evzen ; Kukacka, Jiri ; Kristoufek, Ladislav. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288. Full description at Econpapers || Download paper |
2024 | The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model. (2024). Gao, Hongfu ; Zhang, Feipeng ; Yuan, DI. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s240585132400028x. Full description at Econpapers || Download paper |
2024 | Sustainable development or smoke?: The role of natural resources, renewable energy, and agricultural practices in China. (2024). Liu, Jing ; Su, Chi Wei ; Wang, Lei ; Dong, Yuxing. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012230. Full description at Econpapers || Download paper |
2024 | How does ESG performance affect green transformation of resource-based enterprises: Evidence from Chinese listed enterprises. (2024). Cheng, SI ; Liu, Gufeng ; Tan, Xiujie. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012709. Full description at Econpapers || Download paper |
2024 | How do mineral resources and financial expenditure influence sustainable environment? Exploring the role of social globalization and trade policy uncertainty in China. (2024). Yan, Han. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000199. Full description at Econpapers || Download paper |
2024 | The asymmetric role of natural resources, fintech and green innovations in the Chinese economy. Evidence from QARDL approach. (2024). Yang, Chengying ; Nassani, Abdelmohsen A ; Xin, Xing ; Jiang, Yufen ; Li, Xuetao. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000989. Full description at Econpapers || Download paper |
2024 | Mineral resources, tourism, human capital, and carbon neutrality: A path towards balanced and sustainable development. (2024). Qin, Meng ; Ben, Fang ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001235. Full description at Econpapers || Download paper |
2024 | Understanding the Interplay: Oil price and renewable energy investment in Africas net oil importing and net oil exporting countries. (2024). Jaffry, Shabbar ; Failler, Pierre ; Tambari, Ishaya. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002423. Full description at Econpapers || Download paper |
2024 | Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios. (2024). Selmi, Refk ; Al-Kharusi, Sami ; Mensi, Walid ; Kang, Sang Hoon ; Belghouthi, Houssem Eddine. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002551. Full description at Econpapers || Download paper |
2024 | Resilience through mineral resource development, oil, and natural resource efficiency: Strengthening economies. (2024). Nazir, Sidra ; Yan, Youliang ; Lu, Gan ; Jia, Miaoyin. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s030142072400309x. Full description at Econpapers || Download paper |
2024 | Oil prices and the renewable energy transition: Empirical evidence from China. (2024). Mukhtarov, Shahriyar. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001346. Full description at Econpapers || Download paper |
2024 | Semiparametric distribution regression with instruments and monotonicity. (2024). Wied, Dominik. In: Labour Economics. RePEc:eee:labeco:v:90:y:2024:i:c:s0927537124000605. Full description at Econpapers || Download paper |
2024 | Corporate responses to systemic risk: Talk and action. (2024). Wu, Chunchi ; Wen, Fenghua ; Wang, Junbo ; Liu, Yulin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002452. Full description at Econpapers || Download paper |
2024 | Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. (2024). Gemici, Eray ; Gok, Remzi ; Bouri, Elie ; Kara, Erkan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:137-154. Full description at Econpapers || Download paper |
2024 | Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. (2024). Selmi, Refk ; Mensi, Walid ; Alomari, Mohammed ; Kang, Sang Hoon ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228. Full description at Econpapers || Download paper |
2024 | Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants. (2024). Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Ziadat, Salem Adel ; Mensi, Walid ; Kang, Sang Hoon. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:1-17. Full description at Econpapers || Download paper |
2024 | Spillover effects, lead and lag relationships, and stable coins time series. (2024). Yang, Taewon ; Senteney, Dave ; Paeng, Seongcheol. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:45-60. Full description at Econpapers || Download paper |
2024 | Causal discovery and reasoning for geotechnical risk analysis. (2024). Liu, Fenghua ; Fang, Weili. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:241:y:2024:i:c:s0951832023005732. Full description at Econpapers || Download paper |
2024 | The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty. (2024). Yahya, Muhammad ; Schroeder, Leon ; Igeland, Philip ; Uddin, Gazi Salah ; Okhrin, Yarema. In: Renewable Energy. RePEc:eee:renene:v:221:y:2024:i:c:s0960148123016610. Full description at Econpapers || Download paper |
2024 | Decomposition analysis of renewable energy demand and coupling effect between renewable energy and energy demand: Evidence from China. (2024). Zhang, Rui ; Feng, Cuiyang ; Wang, Yue ; Zhao, Meilin. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pc:s0960148124019074. Full description at Econpapers || Download paper |
2024 | Interconnectedness and risk profile of hydrogen against major asset classes. (2024). Uddin, Gazi ; Khoja, Layla ; Yahya, Muhammad ; Lucey, Brian ; Ahmed, Ali. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:192:y:2024:i:c:s136403212301081x. Full description at Econpapers || Download paper |
2024 | Are REITS hedge or safe haven against oil price fall?. (2024). Andraz, Jorge ; Hanif, Waqas ; Teplova, Tamara ; Gubareva, Mariya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1-16. Full description at Econpapers || Download paper |
2024 | Exploring the interconnectedness of Chinas new energy and stock markets: A study on volatility spillovers and dynamic correlations. (2024). Song, Malin ; Shen, Z Y ; Li, Guangchen ; Wei, Weixian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:471-484. Full description at Econpapers || Download paper |
2024 | Asymmetric spillover effects in energy markets. (2024). Tiwari, Aviral ; Doan, Buhari ; Aikins, Emmanuel Joel ; Wohar, Mark ; Adekoya, Oluwasegun B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502. Full description at Econpapers || Download paper |
2024 | Interdependence between foreign exchange rate and international reserves: Fresh evidence from China. (2024). Yoon, Seong-Min ; Jiang, Zhuhua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000473. Full description at Econpapers || Download paper |
2024 | Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets. (2024). Wali, G M ; Tiwari, Aviral Kumar ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000667. Full description at Econpapers || Download paper |
2025 | Influence of green ICT and socioeconomic factors on sustainable development: Evidence from Chinese provinces. (2025). Chishti, Muhammad Zubair ; Du, Anna Min ; Xaisongkham, Sorphasith ; Salam, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004173. Full description at Econpapers || Download paper |
2025 | Consistent tests for semiparametric conditional independence. (2025). Dai, Shengtao ; Song, Xiaojun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002220. Full description at Econpapers || Download paper |
2024 | Transition towards environmental sustainability through financial inclusion, and digitalization in China: Evidence from novel quantile-on-quantile regression and wavelet coherence approach. (2024). Ali, Kishwar ; Zhang, Wei ; Bakhsh, Satar ; Anas, Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006984. Full description at Econpapers || Download paper |
2024 | The correlation between the green bond market and carbon trading markets under climate change: Evidence from China. (2024). Zhang, Xiaoling ; Qi, Tianbai ; Pang, Lidong ; Pirtea, Marilen Gabriel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s004016252400163x. Full description at Econpapers || Download paper |
2024 | An analysis of the time-lag effect of global geopolitical risk on business cycle based on visibility graph technique. (2024). Shum, Wai Yan ; Xiao, Zhongyi ; Shang, Yunfeng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:209:y:2024:i:c:s0040162524006218. Full description at Econpapers || Download paper |
2025 | The impact of artificial intelligence on carbon market in China: Evidence from quantile-on-quantile regression approach. (2025). Hu, Yanhui ; Jiang, Wei ; Zhao, Xiangyu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:212:y:2025:i:c:s0040162525000046. Full description at Econpapers || Download paper |
2025 | Assessing the Impact of Green Environmental Policy Stringency on Eco-Innovation and Green Finance in Pakistan: A Quantile Autoregressive Distributed Lag (QARDL) Analysis for Sustainability. (2025). Haluza, Daniela ; Hafeez, Muhammad ; Tunio, Fayaz Hussain ; Ahmed, Farhan ; Nabi, Agha Amad. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1021-:d:1578052. Full description at Econpapers || Download paper |
2025 | Risk Forecasting Comparisons in Decentralized Finance: An Approach in Constant Product Market Makers. (2025). Perlin, Marcelo Scherer ; Mller, Fernanda Maria ; Almeida, Lucas Mussoi. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10585-6. Full description at Econpapers || Download paper |
2025 | Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia. (2025). Chiang, Shu-Mei ; Kuo, Chen-Yin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01291-3. Full description at Econpapers || Download paper |
2024 | Geothermal energy and carbon emissions nexus in leading geothermal-consuming nations: Evidence from nonparametric analysis. (2024). Adegboye, Oluwatayomi Rereloluwa ; Umar, Muhammad ; Awosusi, Abraham Ayobamiji ; Ojekemi, Opeoluwa Seun. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:5:p:2726-2752. Full description at Econpapers || Download paper |
2024 | Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5. Full description at Econpapers || Download paper |
2024 | Dirty versus renewable energy consumption in China: a comparative analysis between conventional and non-conventional approaches. (2024). Zaghdoudi, Taha ; ben Amor, Lamia ; Tissaoui, Kais ; Hakimi, Abdelaziz. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-023-05181-0. Full description at Econpapers || Download paper |
2024 | Ecological footprint, electricity consumption, and economic growth in China: geopolitical risk and natural resources governance. (2024). Magazzino, Cosimo. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:1:d:10.1007_s00181-023-02460-4. Full description at Econpapers || Download paper |
2024 | Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes. (2024). Kang, Sang Hoon ; Ko, Hee-Un ; Kumar, Anoop S ; Mensi, Walid. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-024-00263-1. Full description at Econpapers || Download paper |
2025 | Relationship between green bonds and carbon neutrality: evidence from top five emitting countries’ sectoral CO2 emissions. (2025). Sinha, Avik ; PATA, Uğur ; Ahmed, Zahoor ; Kartal, Mustafa Tevfik. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00691-7. Full description at Econpapers || Download paper |
2025 | Extreme time–frequency connectedness between oil shocks and sectoral markets in the United States. (2025). Prez-Montiel, Jose ; Ozcelebi, Oguzhan ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00755-2. Full description at Econpapers || Download paper |
2024 | The contagion between stock markets: evidence from Vietnam and Asian emerging stocks in the context of COVID-19 Pandemic. (2024). Minh, Le Thi. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:17:y:2024:i:1:p:78-94. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2024 | Quantile Granger Causality in the Presence of Instability In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | A Robust Test for Monotonicity in Asset Returns In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
2022 | Asymmetric dynamics between uncertainty and unemployment flows in the United States In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
2020 | Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States.(2020) In: LiU Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2017 | Unemployment persistence in OECD countries after the Great Recession In: Economic Modelling. [Full Text][Citation analysis] | article | 15 |
2016 | Unemployment Persistence in OECD Countries after the Great Recession.(2016) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2020 | Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 12 |
2023 | Exploring the critical demand drivers of electricity consumption in Thailand In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2018 | Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis In: Energy Economics. [Full Text][Citation analysis] | article | 159 |
2018 | Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 159 | paper | |
2021 | Ethical and unethical investments under extreme market conditions In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 15 |
2022 | Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
2019 | Bitcoin returns and risk: A general GARCH and GAS analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 56 |
2019 | A quantile regression analysis of flights-to-safety with implied volatilities In: Resources Policy. [Full Text][Citation analysis] | article | 24 |
2019 | Directional spillover effects between ASEAN and world stock markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 25 |
2019 | The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 4 |
2019 | The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
2021 | Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
2021 | New Insights on the Trading Volume–Return Relationship: Evidence from the Three Largest Stock Exchanges In: Springer Books. [Citation analysis] | chapter | 0 |
2018 | Testing for Granger-causality in quantiles In: Econometric Reviews. [Full Text][Citation analysis] | article | 105 |
2021 | A specification test for dynamic conditional distribution models with function-valued parameters In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
2021 | Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
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