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1“...This paper investigates the long-run convergence of regional house prices in the UK. Existing studies have failed to reach a consensus on whether or not...”
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2by Duong, My Holmes, Mark J Strutt, Anna Lim, Steven Published in International journal of economics and financial issues (2019)“...In recent years, Vietnam has embarked on trade liberalisation leading to increased trade flows, as well as benefiting from increased foreign direct investment...”
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4“...We carry out a (partial) replication exercise of Chang and Lee (2015) unit root and cointegration analyses of crude oil spot and futures prices. In doing so,...”
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5by Holmes, Mark J Otero, Jesús Panagiotidis, Theodore Published in Urban studies (Edinburgh, Scotland) (01.09.2018)“...We investigate the long-run convergence of house prices across the London boroughs based on a pairwise unit root probabilistic testing procedure. In sharp...”
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6“...Using firm‐level data, this paper examines the effects of foreign investment on the exporting behaviour of domestic firms in the Vietnamese manufacturing and...”
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7by Holmes, Mark J Otero, Jesús Published in Oxford bulletin of economics and statistics (01.04.2020)“...This paper offers new insights into Beveridge curve analysis by modelling the unemployment–vacancy rate relationship at state‐level within a pairwise...”
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8by Mark J. Holmes James Mitchell Brian Silverstone Published in National Institute economic review (01.10.2009)“...For more than four decades, the New Zealand Institute of Economic Research (NZIER) has conducted a two-question, quarterly survey of architect forecasts of...”
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9by Ha, Van T.C Holmes, Mark J Le, Trang M Published in Journal of economic studies (Bradford) (20.04.2020)“...PurposeThe purpose of this paper is to examine the relationship between export performance and firm size.Design/methodology/approachAnalysing a large sample of...”
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10“...We examine the long-run relationship between remittances and the real exchange rate for less-developed countries. In a key departure from the literature, we...”
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11“...Prior research shows that chief executive officers (CEOs) are rewarded for their earnings management. We re-examine this issue using a panel threshold...”
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12by Holmes, Mark J Otero, Jesús Published in Studies in economics and finance (Charlotte, N.C.) (30.01.2020)“...Purpose The purpose of this paper is to assess the informational efficiency of Arabica (other milds) and Robusta coffee futures markets in terms of predicting...”
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13“...We examine how workers' remittances impact on the current account. In doing so, we focus on how remittances affect the sustainability rather than the size of...”
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14by Holmes, Mark J Holmes, Mark J Otero, Jesús Otero, Jesús Panagiotidis, Theodore Panagiotidis, Theodore Published in The journal of real estate finance and economics (01.01.2017)“...We examine long-run house price convergence across the twenty Paris districts using a quarterly dataset that spans from 1991 to 2014. Our approach is based on...”
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15by HOLMES, MARK J Published in Emerging markets finance & trade (01.02.2006)“...It is argued that the sustainability of external debts depends on the stationarity of the current account balance. This study tests for the stationarity of...”
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16by Valera, Harold Glenn A Valera, Harold Glenn A Holmes, Mark J Holmes, Mark J Hassan, Gazi M Hassan, Gazi M Published in Empirical economics (01.03.2018)“...We examine the relationship between inflation targeting and the behavior of the level and volatility of inflation for eight Asian countries over the period...”
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17by Valera, Harold Glenn A Holmes, Mark J Hassan, Gazi Published in Applied economics letters (25.06.2017)“...Using a dynamic panel GARCH model for Asian countries, we find that interest rates are significantly lower when stock market uncertainty is high. Evidence of a...”
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18“...This article tests for stock market efficiency among 12 Asia-Pacific countries. A novel approach is applied where unit-root tests of real stock prices are...”
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19by Valera, Harold Glenn A Holmes, Mark J Hassan, Gazi M Published in Journal of economic studies (Bradford) (08.10.2018)“...Purpose The purpose of this paper is to consider whether or not the introduction of inflation targeting (IT) impacts on the mean-reversion properties of...”
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20by Holmes, Mark J Holmes, Mark J Otero, Jesús Otero, Jesús Published in Empirical economics (01.03.2016)“...We propose a pairwise procedure to test the Feldstein–Horioka condition of capital mobility. In contrast to the existing approach, we explicitly examine the...”