Tapas Mishra

Southampton Business School, University of Southampton

Professor

University Rd.

Southampton SO17 1BJ, Hampshire SO17 1LP

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS

338

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (10)

1.

Asymmetric Growth Impact of Fiscal Policy: Evidence from Egypt

Number of pages: 15 Posted: 03 Jan 2018
Hany Abdel-Latif and Tapas Mishra
Swansea University and Southampton Business School, University of Southampton
Downloads 149 (233,014)
Citation 1

Abstract:

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fiscal policy, economic development, non-linear ARDL, Egypt

2.

How Interdependent are Energy and Carbon Markets? Evidence from a Quantile-on-Quantile Regression Approach

Number of pages: 35 Posted: 22 Aug 2019
University of Southampton - Southampton Business School, University of Southampton, University of Glasgow, Southampton Business School, University of Southampton and Durham Business School
Downloads 64 (406,016)

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Carbon futures price; Energy futures prices; EU ETS; Quantile-on-Quantile; Causality-in-quantiles

3.

Securitization, Monetary Policy and Bank Stability

Number of pages: 49 Posted: 13 Jul 2020
Mohamed Bakoush, Tapas Mishra and Simon Wolfe
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton and University of Southampton - Southampton Business School
Downloads 31 (542,414)

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Securitization, Bank Profitability, Bank Risk, Bank Stability, Systemic Risk; Monetary Policy

4.

Value the 'Memory'!: Identifying Macroeconomic Variations in Housing Price Determination

Number of pages: 12 Posted: 31 Aug 2018
Kun Duan, Tapas Mishra, Mamata Parhi and Simon Wolfe
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton, Swansea University and University of Southampton - Southampton Business School
Downloads 28 (559,181)

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Housing Prices, Macroeconomic Conditions, Identification of Housing Demand and Supply, Fractional Cointegrated VAR, USA

5.

To Segregate or to Aggregate?: Uncovering the Real Effects of Credit on Housing Price Dynamics

Number of pages: 57 Posted: 31 Aug 2018 Last Revised: 30 Dec 2018
Kun Duan, Tapas Mishra, Mamata Parhi and Simon Wolfe
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton, Swansea University and University of Southampton - Southampton Business School
Downloads 20 (610,426)

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Disaggregated Credit, Housing Prices, Policy Uncertainty, Business Cycles, Panel VAR

6.

Arab Countries Between Winter and Spring: Where Democracy Shock Goes Next!

Number of pages: 34 Posted: 07 Dec 2014 Last Revised: 21 Dec 2017
Hany Abdel-Latif, Tapas Mishra and Anita Staneva
Swansea University, Southampton Business School, University of Southampton and Auckland University of Technology
Downloads 16 (637,725)

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Democracy Shocks, Economic Development, GVAR, Egypt

7.

Inflation and Income Inequality in a Variety-Expansion Growth Model With Menu Costs

Economics Letters, Forthcoming
Number of pages: 18 Posted: 16 Jul 2020
Zhijie Zheng, Tapas Mishra and Yibai Yang
Southwestern University of Finance and Economics (SWUFE), Southampton Business School, University of Southampton and University of Macau
Downloads 10 (681,328)

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Inflation, Income inequality, Menu costs, Variety expansion

8.

Export under Background Risk: A Mean-Variance Decision Analysis for Indian Manufacturing Firms

Research Paper Series (GEP) University of Nottingham, UK, Globalisation, Productivity and Technology Programme, 2020
Number of pages: 28 Posted: 16 Jun 2020
SBM NMIMS University, Mumbai, Southampton Business School, University of Southampton and Southampton Business School, University of Southampton
Downloads 10 (681,328)

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Exports, Background risk, Background risk –augmented profit, Decision under risk, Mean-variance model, Risk aversion

9.

Giver and the Receiver: Understanding Spillover Effects and Predictive Power in Cross-Market Bitcoin Prices

International Review of Financial Analysis, Vol. 63, No. 86-104, 2019
Number of pages: 43 Posted: 05 Mar 2020
Ahmad ALMaaitah, Tapas Mishra and Mamata Parhi
University of Southampton - Centre for Digital Finance, Southampton Business School, University of Southampton and University of Roehampton
Downloads 10 (681,328)

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Cross-market Bitcoin prices; Return and volatility spillovers; Uncertainty; Inefficiency; Prediction

10.

How Effective are Policy Interventions in a Spatially-embedded International Real Estate Market?

Journal of Real Estate Finance and Economics, 2019
Posted: 02 Jul 2019
Kun Duan, Tapas Mishra, Mamata Parhi and Simon Wolfe
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton, University of Roehampton and University of Southampton - Southampton Business School

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Housing price variations; Macroeconomic adjustments; Spatial frictions; Real estate market; Spatial dynamic panel regression; Estimation bias

Other Papers (1)

Total Downloads: 14
1.

Export Investment Under Uncertainty: A Meanvariance Decision Analysis for Indian Manufacturing Exporters

Number of pages: 32 Posted: 01 Jan 2020 Last Revised: 16 Apr 2020
SBM NMIMS University, Mumbai, Southampton Business School, University of Southampton, Southampton Business School, University of Southampton and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 14

Abstract:

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Exchange rate risk, Background risk, Mark-up estimation, Risk aversion elasticities