Research Repository

Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2013

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Number of items: 28.

A

Astill, S and Harvey, DI and Robert Taylor, AM (2013) 'A bootstrap test for additive outliers in non-stationary time series.' Journal of Time Series Analysis, 34 (4). 454 - 465. ISSN 0143-9782

C

Calabrese, Raffaella (2013) 'Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme.' Statistics & Probability Letters, 83 (1). pp. 272-277. ISSN 0167-7152

Calabrese, Raffaella (2013) 'A probabilistic scheme with uniform correlation structure.' Statistics in Transition, 14 (1). pp. 129-138. ISSN 1234-7655

Calabrese, Raffaella and Osmetti, Silvia Angela (2013) 'Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model.' Journal of Applied Statistics, 40 (6). pp. 1172-1188. ISSN 0266-4763

Casu, B and Clare, A and Sarkisyan, A and Thomas, S (2013) 'Securitization and Bank Performance.' Journal of Money, Credit and Banking, 45 (8). 1617 - 1658. ISSN 0022-2879

Cavaliere, G and Taylor, AMR and Trenkler, C (2013) 'Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion.' Econometric Reviews, 32 (7). 814 - 847. ISSN 0747-4938

Cavaliere, Giuseppe and Georgiev, Iliyan and Robert Taylor, A. M. (2013) 'Wild Bootstrap of the Sample Mean in the Infinite Variance Case.' Econometric Reviews, 32 (2). 204 - 219. ISSN 0747-4938

Chortareas, GE and Girardone, C and Ventouri, A (2013) 'Financial freedom and bank efficiency: Evidence from the European Union.' Journal of Banking and Finance, 37 (4). 1223 - 1231. ISSN 0378-4266

Chronopoulos, DK and Girardone, C and Nankervis, JC (2013) 'How Do Stock Markets in the US and Europe Price Efficiency Gains from Bank M&As?' Journal of Financial Services Research, 43 (3). 243 - 263. ISSN 0920-8550

D

Del Barrio Castro, T and Rodrigues, PMM and Taylor, AMR (2013) 'The impact of persistent cycles on zero frequency unit root tests.' Econometric Theory, 29 (6). 1289 - 1313. ISSN 0266-4666

Dunis, C and Kellard, NM and Snaith, S (2013) 'Forecasting EUR-USD implied volatility: The case of intraday data.' Journal of Banking and Finance, 37 (12). 4943 - 4957. ISSN 0378-4266

F

Frantz, P and Instefjord, N (2013) 'Corporate governance and the cost of borrowing.' Journal of Business Finance and Accounting, 40 (7-8). 918 - 948. ISSN 0306-686X

Frantz, P and Instefjord, N and Walker, M (2013) 'Executive compensation: A model of disclosure choice.' Journal of Business Finance and Accounting, 40 (9-10). 1184 - 1220. ISSN 0306-686X

G

Gassebner, M and Lamla, MJ and Vreeland, JR (2013) 'Extreme Bounds of Democracy.' Journal of Conflict Resolution, 57 (2). 171 - 197. ISSN 0022-0027

Girardone, C and Hamill, PA and Wilson, J (2013) 'Contemporary issues in financial markets and institutions.' European Journal of Finance, 19 (9). 811 - 814. ISSN 1351-847X

H

Harvey, DI and Leybourne, SJ and Taylor, AMR (2013) 'Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics.' Journal of Econometrics, 177 (2). 265 - 284. ISSN 0304-4076

I

Iacone, F and Leybourne, SJ and Robert Taylor, AM (2013) 'Testing for a break in trend when the order of integration is unknown.' Journal of Econometrics, 176 (1). 30 - 45. ISSN 0304-4076

Iacone, F and Leybourne, SJ and Taylor, AMR (2013) 'On the behavior of fixed-b trend break tests under fractional integration.' Econometric Theory, 29 (2). 393 - 418. ISSN 0266-4666

J

Jitmaneeroj, Boonlert and Wood, Andrew (2013) 'The expectations hypothesis: New hope or illusory support?' Journal of Banking & Finance, 37 (3). 1084 - 1092. ISSN 0378-4266

K

Koop, G and Korobilis, D (2013) 'Large time-varying parameter VARs.' Journal of Econometrics, 177 (2). 185 - 198. ISSN 0304-4076

Korobilis, D (2013) 'Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models.' Oxford Bulletin of Economics and Statistics, 75 (2). 157 - 179. ISSN 0305-9049

Korobilis, D (2013) 'Bayesian forecasting with highly correlated predictors.' Economics Letters, 118 (1). 148 - 150. ISSN 0165-1765

Korobilis, D (2013) 'Hierarchical shrinkage priors for dynamic regressions with many predictors.' International Journal of Forecasting, 29 (1). 43 - 59. ISSN 0169-2070

Korobilis, D (2013) 'VAR FORECASTING USING BAYESIAN VARIABLE SELECTION.' Journal of Applied Econometrics, 28 (2). 204 - 230. ISSN 0883-7252

S

Sarkisyan, A and Casu, B (2013) Retained Interests in Securitisations and Implications for Bank Solvency. UNSPECIFIED. European Central Bank Working Papers 1538..

Shen, Z and Coakley, J and Instefjord, N (2013) 'Investor participation and underpricing in lottery-allocated Chinese IPOs.' Pacific Basin Finance Journal, 25. 294 - 314. ISSN 0927-538X

Snaith, S and Coakley, J and Kellard, N (2013) 'Does the forward premium puzzle disappear over the horizon?' Journal of Banking and Finance, 37 (9). 3681 - 3693. ISSN 0378-4266

V

Vinogradov, D and Shadrina, E (2013) 'Non-monetary incentives in online experiments.' Economics Letters, 119 (3). 306 - 310. ISSN 0165-1765

This list was generated on Sat Feb 24 05:12:08 2018 GMT.