In this study, I apply a quantile regression model to investigate how gold returns respond to changes in various financial indicators. The model quantifies the asymmetric response of gold return in the tails of the distribution based on weekly data over the past 30 years. I conducted a...

In this analysis of the risk and return of stocks in global markets, we build a reasonably large number of stock selection models and create optimized portfolios to outperform a global benchmark. We apply robust regression techniques include variable selection method like LASSO and LAR...

This paper addresses the issue of outliers in finance-growth literature and provides a robust sensitivity analysis of some past studies and an updated data set. We employ the robust regression methods of median quantile regression and least trimmed squares. It shows that the findings of past...