Dr Nicholas Sim
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 selected list my recent papers:
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 Development and Trade:
Why Do Econometric Studies Disagree on the Effect of Warming on Agricultural Output? A Meta-Analysis, Oxford Economics Papers, (with K. Huang) forthcoming.
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
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: Thursday, 23 Nov 2017