Victor Troster

Welcome! I am an Assistant Professor (Contratado Doctor Interino) at the Department of Applied Economics at the Universitat de les Illes Balears (UIB).

Research Interests:

  • Financial Econometrics

  • Time Series

  • Econometric Theory

  • Applied Econometrics

Publications:

  1. Ahmed, A., Granberg, M., Troster, V., and G. S. Uddin (2020), "Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States," Studies in Nonlinear Dynamics & Econometrics, Forthcoming.

  2. Troster, V., and D. Wied (2020), "A Specification Test for Dynamic Conditional Distribution Models with Function-Valued Parameters," Econometric Reviews, Forthcoming.

  3. Lindman, S., Tuvhag, T., Jayasekera, R., Uddin, G. S., and V. Troster (2020), "Market Impact on Financial Market Integration: Cross-Quantilogram Analysis of the Global Impact of the Euro," Journal of Empirical Finance, 56, 42-73.

  4. Uddin, G. S., Hernández, J. A., Labidi, C., Troster, V., and S.-M. Yoon (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.

  5. Kang, S. H., Uddin, G. S., Troster, V., and S.-M. Yoon (2019), "Directional Spillover Effects between ASEAN and World Stock Markets," Journal of Multinational Financial Management, 52-53, 100592.

  6. Troster, V., Bouri, E., and D. Roubaud (2019), "A Quantile Regression Analysis of Flights-to-Safety with Implied Volatilities," Resources Policy, 62, 482-495.

  7. Troster, V., Tiwari, A. K., Shahbaz, M., and D. N. Macedo (2019), "Bitcoin Returns and Risk: A General GARCH and GAS Analysis," Finance Research Letters, 30, 187-193.

  8. Troster, V. (2018), "Testing for Granger-Causality in Quantiles," Econometric Reviews, 37, 850-866.

  9. Troster, V., Shahbaz, M., and G. S. Uddin (2018), "Renewable Energy, Oil Prices, and Economic Growth: A Granger-Causality in Quantiles Analysis," Energy Economics, 70, 440-452.

  10. Marques, A. M., Lima, G. T., and V. Troster (2017), "Unemployment Persistence in OECD Countries after the Great Recession," Economic Modelling, 64, 105-116.

Working Papers:

    • Troster, V., Penalva, J., Taamouti, A., and D. Wied (2019), "Cointegration, Information Transmission, and the Lead-Lag Effect between Industry Portfolios and the Stock Market."

Contact Information:

E-mail: victor.troster@uib.es

Phone: (+34) 971 17 30 94

Office: DB 219

Address:

Departmento de Economía Aplicada, Universitat de les Illes Balears (UIB), Cra. de Valldemossa, km 7.5, 07122, Palma de Mallorca, España