Welcome! I am an Assistant Professor (Contratado Doctor Interino) at the Department of Applied Economics at the Universitat de les Illes Balears (UIB).
Macedo, D., and V. Troster (2021), "Liquidity Shocks and Interbank Market failures: The Role of Deposit Flights, Non-performing Loans, and Competition," Journal of Economic Interaction and Coordination, Forthcoming.
Troster, V., Penalva, J., Taamouti, A., and D. Wied (2021), "Cointegration, Information Transmission, and the Lead-Lag Effect between Industry Portfolios and the Stock Market," Journal of Forecasting, Forthcoming.
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.
Troster, V., and D. Wied (2021), "A Specification Test for Dynamic Conditional Distribution Models with Function-Valued Parameters," Econometric Reviews, 40, 109-127.
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.
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.
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.
Troster, V., Bouri, E., and D. Roubaud (2019), "A Quantile Regression Analysis of Flights-to-Safety with Implied Volatilities," Resources Policy, 62, 482-495.
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.
Troster, V. (2018), "Testing for Granger-Causality in Quantiles," Econometric Reviews, 37, 850-866.
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.
Marques, A. M., Lima, G. T., and V. Troster (2017), "Unemployment Persistence in OECD Countries after the Great Recession," Economic Modelling, 64, 105-116.
Phone: (+34) 971 17 30 94
Office: DB 219
Departmento de Economía Aplicada, Universitat de les Illes Balears (UIB), Cra. de Valldemossa, km 7.5, 07122, Palma de Mallorca, España