Research Publications for Mark J Holmes

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Author's Publications

Publications ByHOLMES, Mark J

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  • Hassan, G. M., & Holmes, M. J. (2017). How do workers' remittances respond to lending rates? (02/17). Waikato Management School. Retrieved from

  • 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., & Otero, J. (2017). Re-examining the movements of crude oil spot and futures prices over time. Energy Economics, online, 32 pages. doi:10.1016/j.eneco.2017.08.034

  • 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

  • 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

  • Hou, Y., & Holmes, M. (2017). On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging (MPRA Paper No. 82000). Munich Personal RePEc Archive.

  • 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

  • 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

  • Hassan, G. M., & Holmes, M. J. (2016). Do remittances facilitate a sustainable current account?. The World Economy, 39(11), 1834-1853. doi:10.1111/twec.12361

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