Dr Nicholas Sim

Senior Lecturer
Dr Nicholas Sim
  Org Unit School of Economics
  Email nicholas.sim@adelaide.edu.au
  Telephone +61 8 8313 4927
  Location Floor/Room 4 46 ,  10 Pulteney Street ,   North Terrace

Ph.D., Boston College (May 2010)

My research interest is in applied econometrics focusing on issues in trade and development, macroeconomics and finance. I am particularly interested in the development and application of quantile regression and instrumental variable regression techniques to these issues. Here is a list of some of my recent papers, several of which I have had the pleasure of co-writing with my former PhD students (Du, He and Lin):

Topics on Banking and Finance:

Modeling the Dependence Structures of Financial Assets through the Copula Quantile-on-Quantile Approach, International Review of Financial Analysis, forthcoming.

Mergers, Acquisitions, and Bank Efficiency: Cross-Country Evidence from Emerging Markets, Research in International Business and Finance 36, 499-510 (with K. Du). 2016

Oil Prices, US Stock Return, and the Dependence Between Their Quantiles, Journal of Banking and Finance 55, 1-8  (with H. Zhou). 2015

Estimating the Correlation of Asset Returns: A Quantile Dependence Perspective. Handbook of Financial Econometrics and Statistics (C.F. Lee eds), Springer-Verlag, New York. 2013


Topics on Trade and Development:

Exports, HIV Incidence and the Baltic Dry Index: Further evidence from Sub-Saharan Africa, Economics Letters 126, 35-39 (with F. Lin). 2015

Baltic Dry Index and the Democratic Window of Opportunity, Journal of Comparative Economics 42, 143-159 (with F. Lin). 2014

Trade, Income and the Baltic Dry Index, European Economic Review 59, 1-18 (with F. Lin). 2013

Death of Distance and the Distance Puzzle, Economics Letters 116, 225-228 (with F. Lin). 2012


Other Topics I've Enjoyed Working On:

Astronomics in Action: The Graduate Earnings Premium and the Dragon Effect in Singapore, Economic Inquiry 53, 922-39. 2015

Does Economic Growth Affect Urbanization? New Evidence from China and the Chinese National Congress, Journal of Asian Economics 36, 62-71 (with X. He). 2015

Analysis of Hospital Cost Outcome of DHA-rich Fish-Oil Supplementation in Pregnancy: Evidence from a Randomized Controlled Trial, Prostaglandins, Leukotrienes and Essential Fatty Acids 102, 5-11 (with Sharmina Ahmed, Maria Makrides, Andy McPhee, Julie Quinlivan, Robert Gibson, Wendy Umberger). 2015

Did the AFL Equalization Policy Achieve the Evenness of the League? Applied Economics 46, 4334-4344 (with V. Masson and L. Wedding). 2014



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Entry last updated: Wednesday, 15 Mar 2017

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