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

  • 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.

  • 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. 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

  • Hassan, G., & Holmes, M. (2017). How do workers' remittances respond to lending rates?. In 13th Australasian Development Economics Workshop. Sydney, Australia.

  • Holmes, M., & Otero, J. (2016). A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility. Empirical Economics, 50(2), 279-297. doi:10.1007/s00181-015-0937-8

  • 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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