Research Repository

Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2014

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Number of items: 23.

A

Afonso, A and Arghyrou, MG and Kontonikas, A (2014) 'Pricing sovereign bond risk in the European Monetary Union area: An empirical investigation.' International Journal of Finance and Economics, 19 (1). 49 - 56. ISSN 1076-9307

Alexandrou, G and Gounopoulos, D and Thomas, HM (2014) 'Mergers and acquisitions in shipping.' Transportation Research Part E: Logistics and Transportation Review, 61. 212 - 234. ISSN 1366-5545

Alhalboni, Maryam (2014) Market Microstructure for a Portfolio of Dividend Paying Firms around Ex-Dividend Days. PhD thesis, University of Essex.

Astill, S and Harvey, DI and Leybourne, SJ and Taylor, AMR (2014) 'Robust tests for a linear trend with an application to equity indices.' Journal of Empirical Finance, 29. 168 - 185. ISSN 0927-5398

B

Belmonte, MAG and Koop, G and Korobilis, D (2014) 'Hierarchical shrinkage in time-varying parameter models.' Journal of Forecasting, 33 (1). 80 - 94. ISSN 0277-6693

Byrne, Joseph P and Korobilis, Dimitris and Ribeiro, Pinho J (2014) 'On the Sources of Uncertainty in Exchange Rate Predictability.'

C

Calabrese, Raffaella (2014) 'Downturn Loss Given Default: Mixture distribution estimation.' European Journal of Operational Research, 237 (1). pp. 271-277. ISSN 03772217

Calabrese, Raffaella (2014) 'Optimal cut-off for rare events and unbalanced misclassification costs.' Journal of Applied Statistics, 41 (8). pp. 1678-1693. ISSN 0266-4763

Calabrese, Raffaella and Elkink, Johan A (2014) 'Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study.' Journal of Regional Science, 54 (4). pp. 664-687. ISSN 0022-4146

Calabrese, Raffaella and Osmetti, Silvia Angela (2014) 'A Generalized Additive Model for Binary Rare Events Data: An Application to Credit Defaults.' In: Vicari, Donatella and Okada, Akinori and Ragozini, Giancarlo and Weihs, Claus, (eds.) Analysis and Modeling of Complex Data in Behavioral and Social Sciences. Studies in Classification, Data Analysis, and Knowledge Organization . Springer International Publishing, Switzerland, pp. 73-81. ISBN 978-3-319-06691-2

Cavaliere, G and Rahbek, A and Robert Taylor, AM (2014) 'Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models.' Econometric Reviews, 33 (5-6). 606 - 650. ISSN 0747-4938

D

Degl'Innocenti, M and Girardone, C and Torluccio, G (2014) 'Diversification, multimarket contacts and profits in the leasing industry.' Journal of International Financial Markets, Institutions and Money, 31 (1). 231 - 252. ISSN 1042-4431

Doroshenko, M and Miles, I and Vinogradov, D (2014) 'Knowledge intensive business services: The Russian experience.' Foresight Russia, 8 (4). 24 - 39. ISSN 1995-459X

F

Florackis, C and Kontonikas, A and Kostakis, A (2014) 'Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis.' Journal of International Money and Finance, 44. 97 - 117. ISSN 0261-5606

G

Gnabo, JY and Hvozdyk, L and Lahaye, J (2014) 'System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies.' Journal of International Money and Finance, 48. 147 - 174. ISSN 0261-5606

H

Harvey, DI and Leybourne, SJ and Taylor, AMR (2014) 'On infimum Dickey-Fuller unit root tests allowing for a trend break under the null.' Computational Statistics and Data Analysis, 78. 235 - 242. ISSN 0167-9473

Harvey, DI and Leybourne, SJ and Taylor, AMR (2014) 'Unit root testing under a local break in trend using partial information on the break date.' Oxford Bulletin of Economics and Statistics, 76 (1). 93 - 111. ISSN 0305-9049

I

Iacone, F and Leybourne, SJ and Robert Taylor, AM (2014) 'A fixed- b test for a break in level at an unknown time under fractional integration.' Journal of Time Series Analysis, 35 (1). 40 - 54. ISSN 0143-9782

K

Koop, G and Korobilis, D (2014) 'A new index of financial conditions.' European Economic Review, 71. 101 - 116. ISSN 0014-2921

L

Lamla, MJ and Lein, SM (2014) 'The role of media for consumers' inflation expectation formation.' Journal of Economic Behavior and Organization, 106. 62 - 77. ISSN 0167-2681

Liñares-Zegarra, J and Wilson, JOS (2014) 'Credit card interest rates and risk: new evidence from US survey data.' European Journal of Finance, 20 (10). 892 - 914. ISSN 1351-847X

V

Vinogradov, D and Shadrina, E and Kokareva, L (2014) 'Public procurement mechanisms for public-private partnerships.' Journal of Public Procurement, 14 (4). 538 - 566. ISSN 1535-0118

Vitiello, Luiz and Poon, Ser-Huang (2014) 'Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing.' Review of Derivatives Research, 17 (2). 241 - 259. ISSN 1380-6645

This list was generated on Wed Nov 22 11:11:33 2017 GMT.