Victor Troster

Publications:

1. Uddin, G. S., Hasan, M. B., Phoumin, H., Taghizadeh-Hesary, F., Ahmed, A., & Troster, V. (2022). "Exploring the critical demand drivers of electricity consumption in Thailand," Energy Economics, 125, 106875.

2. Hanif, W., Hernández, J. A., Troster, V., Kang, S. H., & Yoon, S.-M. (2022). "Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets," Pacific-Basin Finance Journal, 74, 101822.

3. Ahmed, A., Granberg, M., Troster, V., & Uddin, G. S. (2022). "Asymmetric dynamics between uncertainty and unemployment flows in the United States," Studies in Nonlinear Dynamics & Econometrics, 26, 155-172.

4. Taufemback, C. G., Troster, V., & Shahbaz, M. (2022). "A robust test for monotonicity in asset returns," Journal of Time Series Econometrics, 14, 1-24.

5. Rahman, M. L., Troster, V., Uddin, G. S., & Yahya, M.  (2022). "Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience," International Review of Financial Analysis, 79, 101992.

6. Olofsson, P., Råholm, A., Uddin, G. S., Troster, V., & Kang, S. H.  (2021). "Ethical and unethical investments under extreme market conditions," International Review of Financial Analysis, 78, 101952.

7. Macedo, D. N., & Troster, V. (2021). "Liquidity shocks and interbank market failures: The role of deposit flights, non-performing loans, and competition," Journal of Economic Interaction and Coordination, 16, 705-746.

8. Troster, V., Penalva, J., Taamouti, A., & Wied, D. (2021). "Cointegration, information transmission, and the lead-lag effect between industry portfolios and the stock market," Journal of Forecasting, 40, 1291-1309.

9. Troster, V., & Wied, D. (2021). "A specification test for dynamic conditional distribution models with function-valued parameters," Econometric Reviews, 40, 109-127.

10. Lindman, S., Tuvhag, T., Jayasekera, R., Uddin, G. S., & Troster, V. (2020). "Market impact on financial market integration: Cross-quantilogram analysis of the global impact of the Euro,"  Journal of Empirical Finance, 56, 42-73.

11. Uddin, G. S.,  Hernández, J. A., Labidi, C., Troster, V., & Yoon, S.-M. (2019). "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories,"  Journal of Multinational Financial Management, 52-53, 100607.

12. Kang, S. H., Uddin, G. S., Troster, V., & Yoon, S.-M. (2019). "Directional spillover effects between ASEAN and world stock markets,"  Journal of Multinational Financial Management, 52-53, 100592.

13. Troster, V., Bouri, E., & Roubaud, D. (2019). "A quantile regression analysis of flights-to-safety with implied volatilities,"  Resources Policy, 62, 482-495.  

14. Troster, V., Tiwari, A. K., Shahbaz, M., & Macedo, D. N. (2019), "Bitcoin returns and risk: A general GARCH and GAS analysis," Finance Research Letters, 30, 187-193.  

15. Troster, V. (2018). "Testing for Granger-causality in quantiles," Econometric Reviews, 37, 850-866.

16. Troster, V., Shahbaz, M., & Uddin, G. S. (2018). "Renewable energy, oil prices, and economic growth: A Granger-causality in quantiles analysis," Energy Economics, 70, 440-452.

17. Marques, A. M., Lima, G. T., & Troster, V. (2017). "Unemployment persistence in OECD countries after the Great Recession," Economic Modelling, 64, 105-116.