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Victor Troster

Personal Details

First Name:Victor
Middle Name:
Last Name:Troster
Suffix:
RePEc Short-ID:ptr354
http://sites.google.com/site/victortroster/
Departament d'Economia Aplicada Universitat de les Illes Balears Ctra. Valldemossa, km 7,5. 07122 Palma, Islas Baleares, Spain
Terminal Degree:2015 Departamento de Economía; Universidad Carlos III de Madrid (from RePEc Genealogy)

Affiliation

Departament d'Economia Aplicada
Facultat de Ciències Econòmiques i Empresarials
Universitat de les Illes Balears

Palma de Mallorca, Spain
http://dea.uib.cat/
RePEc:edi:dauibes (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Ahmed, Ali & Granberg, Mark & Troster, Victor & Uddin, Gazi Salah, 2020. "Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States," LiU Working Papers in Economics 7, Linköping University, Division of Economics, Department of Management and Engineering.
  2. Gazi Salah Uddin & Jose Arreola Hernandez & Chiraz Labidi & Victor Troster & Seong-Min Yoon, 2019. "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Post-Print hal-02468303, HAL.
  3. Troster, Victor & Shahbaz, Muhammad & Uddin, Gazi Salah, 2018. "Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis," MPRA Paper 84194, University Library of Munich, Germany, revised 19 Jan 2018.
  4. André M. Marques & Gilberto Tadeu Lima, Victor Troster, 2016. "Unemployment Persistence in OECD Countries after the Great Recession," Working Papers, Department of Economics 2016_16, University of São Paulo (FEA-USP).

Articles

  1. Ahmed Ali & Granberg Mark & Uddin Gazi Salah & Troster Victor, 2022. "Asymmetric dynamics between uncertainty and unemployment flows in the United States," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 155-172, February.
  2. Rahman, Md Lutfur & Troster, Victor & Uddin, Gazi Salah & Yahya, Muhammad, 2022. "Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience," International Review of Financial Analysis, Elsevier, vol. 79(C).
  3. Taufemback Cleiton G. & Troster Victor & Shahbaz Muhammad, 2022. "A Robust Test for Monotonicity in Asset Returns," Journal of Time Series Econometrics, De Gruyter, vol. 14(1), pages 1-24, January.
  4. Hanif, Waqas & Areola Hernandez, Jose & Troster, Victor & Kang, Sang Hoon & Yoon, Seong-Min, 2022. "Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
  5. Victor Troster & José Penalva & Abderrahim Taamouti & Dominik Wied, 2021. "Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(7), pages 1291-1309, November.
  6. Victor Troster & Dominik Wied, 2021. "A specification test for dynamic conditional distribution models with function-valued parameters," Econometric Reviews, Taylor & Francis Journals, vol. 40(2), pages 109-127, February.
  7. Olofsson, Petter & Råholm, Anna & Uddin, Gazi Salah & Troster, Victor & Kang, Sang Hoon, 2021. "Ethical and unethical investments under extreme market conditions," International Review of Financial Analysis, Elsevier, vol. 78(C).
  8. Demian Macedo & Victor Troster, 2021. "Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(4), pages 705-746, October.
  9. Lindman, Sebastian & Tuvhag, Tom & Jayasekera, Ranadeva & Uddin, Gazi Salah & Troster, Victor, 2020. "Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro," Journal of Empirical Finance, Elsevier, vol. 56(C), pages 42-73.
  10. Troster, Victor & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Macedo, Demian Nicolás, 2019. "Bitcoin returns and risk: A general GARCH and GAS analysis," Finance Research Letters, Elsevier, vol. 30(C), pages 187-193.
  11. Uddin, Gazi Salah & Arreola Hernandez, Jose & Labidi, Chiraz & Troster, Victor & Yoon, Seong-Min, 2019. "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Journal of Multinational Financial Management, Elsevier, vol. 52.
  12. Kang, Sang Hoon & Uddin, Gazi Salah & Troster, Victor & Yoon, Seong-Min, 2019. "Directional spillover effects between ASEAN and world stock markets," Journal of Multinational Financial Management, Elsevier, vol. 52.
  13. Troster, Victor & Bouri, Elie & Roubaud, David, 2019. "A quantile regression analysis of flights-to-safety with implied volatilities," Resources Policy, Elsevier, vol. 62(C), pages 482-495.
  14. Victor Troster, 2018. "Testing for Granger-causality in quantiles," Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 850-866, September.
  15. Troster, Victor & Shahbaz, Muhammad & Uddin, Gazi Salah, 2018. "Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis," Energy Economics, Elsevier, vol. 70(C), pages 440-452.
  16. Marques, André M. & Lima, Gilberto Tadeu & Troster, Victor, 2017. "Unemployment persistence in OECD countries after the Great Recession," Economic Modelling, Elsevier, vol. 64(C), pages 105-116.

Chapters

  1. Victor Troster & André M. Marques & Muhammad Shahbaz, 2021. "New Insights on the Trading Volume–Return Relationship: Evidence from the Three Largest Stock Exchanges," Springer Books, in: Muhammad Shahbaz & Alaa Soliman & Subhan Ullah (ed.), Economic Growth and Financial Development, pages 179-204, Springer.

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (1) 2018-03-05. Author is listed
  2. NEP-LAB: Labour Economics (1) 2020-06-08. Author is listed
  3. NEP-ORE: Operations Research (1) 2020-06-08. Author is listed
  4. NEP-REG: Regulation (1) 2018-03-05. Author is listed

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