Prof. Michael McAleer
Erasmus University Rotterdam, Netherlands
Email: michael.mcaleer@gmail.com
Qualifications
1981 Ph.D., Queen's University
1977 M.Ec., Monash University
1974 B.Ec. (Hons), Monash University
Publications (Selected)
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Allen, D. E., & McAleer, M. (2023). Drawbacks in the 3-factor approach of Fama and French (2018). Annals of Financial Economics, 18(01), 2240001.
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Johnston, B., Foley, A., Doran, J., Littler, T., & McAleer, M. (2022). Influence of input costs and levelised cost of energy on wind power growth. Journal of Cleaner Production, 373, 133407.
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Mai, T. K., Foley, A. M., McAleer, M., & Chang, C. L. (2022). Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China. Renewable and Sustainable Energy Reviews, 169, 112861.
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Asai, M., Chang, C. L., McAleer, M., & Pauwels, L. (2022). A new structural multivariate GARCH-BEKK model: causality of green, sustainable and fossil energy ETFs. Communications in Statistics: Case Studies, Data Analysis and Applications, 8(2), 215-233.
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Allen, D. E., & McAleer, M. (2022). Trump’s COVID-19 tweets and Dr. Fauci’s emails. Scientometrics, 127(3), 1643-1655.
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Asai, M., Chang, C. L., & McAleer, M. (2022). Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers. Journal of Econometrics, 227(1), 285-304.
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Allen, D. E., & McAleer, M. (2022). “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality. Journal of the American Statistical Association, 117(537), 214-224.
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Tham, W. W., Sojli, E., Bryant, R., & McAleer, M. (2021). Common mental disorders and economic uncertainty: Evidence from the COVID-19 pandemic in the US. PLoS One, 16(12), e0260726.
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Allen, D. E., & McAleer, M. (2021). A nonlinear autoregressive distributed lag (NARDL) analysis of the FTSE and S&P500 indexes. Risks, 9(11), 195.
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Cheng, Y., Hui, Y., McAleer, M., & Wong, W. K. (2021). Spurious relationships for nearly non-stationary series. Journal of Risk and Financial Management, 14(8), 366.
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Sojli, E., Tham, W. W., Bryant, R., & McAleer, M. (2021). COVID-19 restrictions and age-specific mental health—US probability-based panel evidence. Translational Psychiatry, 11(1), 418.
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Truong, B. C., Pho, K. H., Dinh, C. C., & McALEER, M. I. C. H. A. E. L. (2021). Zero-inflated poisson regression models: Applications in the sciences and social sciences. Annals of Financial Economics, 16(02), 2150006.
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Nhan, D. T. T., Pho, K. H., ANH, D. T. V., & McAleer, M. (2021). Evaluating the efficiency of Vietnam banks using data envelopment analysis. Annals of Financial Economics, 16(02), 2150010.
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Allen, D. E., & McAleer, M. (2021). Predicting COVID-19 cases and deaths in the USA from tests and state populations. Advances in Decision Sciences, (2), 1-27.
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Thanh, V. H., Ha, N. M., & Mcaleer, M. (2021). Asset investment diversification, bankruptcy risk and the mediating role of business diversification. Annals of Financial Economics, 16(01), 2150001.
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McAleer, M. (2021). Critical analysis of some recent medical research in Science on COVID-19. Advances in Decision Sciences, (1), 1-41.
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Pho, K. H., Van Anh, D. T., & McAleer, M. (2021). The safety of banks in Vietnam using CAMEL. Advances in Decision Sciences, 25(2), 158-192.
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Duong, D. K., Phan, T. T. P., Pho, K. H., & McAleer, M. (2020). Impact of board characteristics and state ownership on dividend policy in Vietnam. Advances in decision sciences, (4), 1-34.
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Chang, C. L., McAleer, M., & Wang, Y. A. (2020). Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19. Renewable and Sustainable Energy Reviews, 134, 110349.
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Chang, C. L., Ilomäki, J., Laurila, H., & McAleer, M. (2020). Market timing with moving averages for fossil fuel and renewable energy stocks. Energy Reports, 6, 1798-1810.
Profile Details
https://www.eur.nl/en/news/top-econometricians-sharing-office
https://scholar.google.com/citations?user=pK01jfoAAAAJ&hl=en
https://nthu.academia.edu/MichaelMcAleer