Research Publications for Mark J Holmes

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Author's Publications

Publications ByHOLMES, Mark J

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  • Valera, H. G. A., Holmes, M., & Hassan, G. (2017). Stock market uncertainty and interest rate behaviour: a panel GARCH approach. Applied Economics Letters, 24(11), 732-735. doi:10.1080/13504851.2016.1223817

  • Valera, H. G. A., Holmes, M. J., & Hassan, G. M. (2017). Is inflation targeting credible in Asia? A panel GARCH approach. Empirical Economics, online, 1-24. doi:10.1007/s00181-016-1212-3

  • Valera, H. G. A., Holmes, M., & Hassan, G. M. (2017). How credible is inflation targeting in Asia? A quantile unit root perspective. Economic Modelling, 60, 194-210. doi:10.1016/j.econmod.2016.09.004

  • Holmes, M. J., Otero, J., & Panagiotidis, T. (2017). Climbing the property ladder: An analysis of market integration in London property prices. Urban Studies: an international journal for research in urban studies, online, 22 pages. doi:10.1177/0042098017692303

  • Hassan, G., Cooray, A., & Holmes, M. (2016). The effect of female and male health on economic growth: Cross-country evidence within a production function framework. Empirical Economics, online, 31 pages. doi:10.1007/s00181-016-1088-2

  • Vu, H., Holmes, M., Tran, T., & Lim, S. (2016). Firm exporting and productivity: What if productivity is longer a black box?. Baltic Journal of Economics, 16(2), 95-113. doi:10.1080/1406099X.2016.1187382

  • Li, L., Holmes, M. J., & Lee, B. S. (2016). The asymmetric relationship between executive earnings management and compensation: a panel threshold regression approach. Applied Economics, 48(57), 5525-5545. doi:10.1080/00036846.2016.1181707

  • Dutu, R., Holmes, M., & Silverstone, B. (2016). Modelling a Regime-Shifting Beveridge curve. Bulletin of Economic Research, 68(1), 90-104. doi:10.1111/boer.12048

  • Doan, T. T., Gibson, J., & Tran, T. Q. (2016). Heterogeneous Credit Impacts on Health Care Spending of the Poor in Peri-Urban Areas, Vietnam: Quantile Treatment Effect Estimation. SAGE Open, 6(4), 5 pages. doi:10.1177/2158244016679235

  • Holmes, M., & Maghrebi, N. (2016). Financial market impact on the real economy: An assessment of asymmetries and volatility linkages between the stock market and unemployment rate. Journal of Economic Asymmetries, 13, 1-7. doi:10.1016/j.jeca.2015.10.003

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