Research Publications for Mark J Holmes

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Author's Publications

Publications ByHOLMES, Mark J

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  • Hou, Y., & Holmes, M. (2020). Do higher order moments of return distribution provide better decisions in minimum-variance hedging? Evidence from US stock index futures. Australian Journal of Management, 45(2), 240-265. doi:10.1177/0312896219879974

  • Holmes, M. J., & Otero, J. (2020). The Beveridge Curve across US states: New insights from a pairwise approach. Oxford Bulletin of Economics and Statistics, 82(2), 405-424. doi:10.1111/obes.12337

  • Ha, V., Holmes, M. J., & Hassan, G. (2020). Does foreign investment benefit the exporting activities of Vietnamese firms?. The World Economy, 43(6), 1619-1646. doi:10.1111/twec.12912

  • Ha, V. T. C., Holmes, M. J., & Le, T. M. (2020). Firms and export performance: does size matter?. Journal of Economic Studies, online, 15 pages. doi:10.1108/JES-12-2018-0451

  • Duong, M., Holmes, M., & Strutt, A. (2020). The impact of free trade agreements on FDI inflows: the case of Vietnam. Journal of the Asia Pacific Economy, online, 24 pages. doi:10.1080/13547860.2020.1765717

  • Holmes, M. J., & Otero, J. (2020). A tale of two coffees? Analysing interaction and futures market efficiency. Studies in Economics and Finance, 37(1), 89-109. doi:10.1108/SEF-09-2019-0356

  • Hassan, G., & Holmes, M. (2019). How do workers' remittances respond to lending rates?. International Migration, 57(5), 21-36.

  • Ha, V. T. C., Holmes, M., Doan, T., & Hassan, G. (2019). Does foreign investment enhance domestic manufacturing firms’ labour productivity? Evidence from a quantile regression approach. Economic Change and Restructuring, online, 18 pages. doi:10.1007/s10644-019-09251-x

  • Holmes, M. J. (2019). Citation for Stephen Jenkins to mark his Distinguished Fellow award by the New Zealand Association of Economists. New Zealand Economic Papers, 53(3), 315-316. doi:10.1080/00779954.2019.1653555

  • Holmes, M. J., Iregui, A. M., & Otero, J. (2019). Interest rate convergence across maturities: Evidence from bank data in an emerging market economy. North American Journal of Economics and Finance, 49, 57-70. doi:10.1016/j.najef.2019.03.008

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