Mark Hallam

University of Essex - Essex Business School

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

http://www.essex.ac.uk/ebs/staff/profile.aspx?ID=5100

SCHOLARLY PAPERS

2

DOWNLOADS

418

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Macro-Financial Spillovers

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-12
Number of pages: 56 Posted: 25 Jan 2017 Last Revised: 26 Oct 2020
John Cotter, Mark Hallam and Kamil Yilmaz
University College Dublin, University of Essex - Essex Business School and Koc University
Downloads 226 (160,737)
Citation 2

Abstract:

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spillovers, connectedness, macro-financial, mixed-frequency, forecasting

2.

Stochastic Spanning

Number of pages: 29 Posted: 09 Mar 2015 Last Revised: 23 Oct 2016
Stelios Arvanitis, Mark Hallam and Thierry Post
Athens University of Economics and Business, University of Essex - Essex Business School and Graduate School of Business of Nazarbayev University
Downloads 192 (187,063)
Citation 4

Abstract:

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Portfolio choice, Stochastic Dominance, Spanning, Subsampling, Linear Programming, Asset Pricing