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Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2015

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Number of items: 22.


Afonso, A and Arghyrou, MG and Bagdatoglou, G and Kontonikas, A (2015) 'On the time-varying relationship between EMU sovereign spreads and their determinants.' Economic Modelling, 44. 363 - 371. ISSN 0264-9993

Astill, S and Harvey, DI and Leybourne, SJ and Taylor, AMR (2015) 'Robust and Powerful Tests for Nonlinear Deterministic Components.' Oxford Bulletin of Economics and Statistics, 77 (6). 780 - 799. ISSN 0305-9049


Banti, C (2015) Illiquidity in the stock and FX markets: an investigation of their cross-market dynamics. Working Paper. Essex Finance Centre Working Papers.

Bauwens, L and Koop, G and Korobilis, D and Rombouts, JVK (2015) 'The Contribution of Structural Break Models to Forecasting Macroeconomic Series.' Journal of Applied Econometrics, 30 (4). 596 - 620. ISSN 0883-7252

Bose, Udichibarna and MacDonald, Ronald and Tsoukas, Serafeim (2015) Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies. Working Paper. Essex Finance Centre Working Papers.

Bulkley, G and Harris, RDF and Nawosah, V (2015) 'Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?' Journal of Banking and Finance, 58. 179 - 193. ISSN 0378-4266


Calabrese, Raffaella and Giudici, Paolo (2015) 'Estimating bank default with generalised extreme value regression models.' Journal of the Operational Research Society, 66 (11). pp. 1783-1792. ISSN 0160-5682

Calabrese, Raffaella and Osmetti, Silvia Angela (2015) 'Improving Forecast of Binary Rare Events Data: A GAM-Based Approach.' Journal of Forecasting, 34 (3). pp. 230-239. ISSN 0277-6693

Cavaliere, G and Angelis, LD and Rahbek, A and Robert Taylor, AM (2015) 'A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR MODELS.' Oxford Bulletin of Economics and Statistics, 77 (1). 106 - 128. ISSN 0305-9049

Cavaliere, G and Harvey, DI and Leybourne, SJ and Robert Taylor, AM (2015) 'Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics.' Journal of Time Series Analysis, 36 (5). 603 - 629. ISSN 0143-9782

Cavaliere, G and Rahbek, A and Robert Taylor, AM (2015) 'Bootstrap Determination of the Co-Integration Rank in VAR Models with Unrestricted Deterministic Components.' Journal of Time Series Analysis, 36 (3). 272 - 289. ISSN 0143-9782

Cavaliere, G and Robert Taylor, AM and Trenkler, C (2015) 'Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates.' Oxford Bulletin of Economics and Statistics, 77 (5). 740 - 759. ISSN 0305-9049

Chen, J and Shen, L and Wang, X and Zuo, H (2015) 'The role of variance risk premium in predicting excess stock market return: out-of-sample evidences.' Applied Economics Letters, 22 (17). 1382 - 1388. ISSN 1350-4851

Clayton, M and Liñares-Zegarra, J and Wilson, JOS (2015) 'Does debt affect health? Cross country evidence on the debt-health nexus.' Social Science and Medicine, 130. 51 - 58. ISSN 0277-9536

Clerides, S and Delis, MD and Kokas, S (2015) A new data set on competition in national banking markets. [UNSPECIFIED]


Eichberger, J and Vinogradov, D (2015) 'Lowest-Unmatched Price Auctions.' International Journal of Industrial Organization, 43. 1 - 17. ISSN 0167-7187


Hadla, Masar (2015) Essays in international finance. PhD thesis, University of Essex.


Kellard, NM and Jiang, Y and Wohar, M (2015) 'Spurious long memory, uncommon breaks and the implied-realized volatility puzzle.' Journal of International Money and Finance, 56. 36 - 54. ISSN 0261-5606


Makhlouf, Y and Kellard, NM and Vinogradov, D (2015) 'Trade openness, export diversification, and political regimes.' Economics Letters, 136. 25 - 27. ISSN 0165-1765

Mamatzakis, E and Bermpei, T (2015) 'The effect of corporate governance on the performance of US investment banks.' Financial Markets, Institutions and Instruments, 24 (2-3). 191 - 239. ISSN 0963-8008


Snaith, S and Kellard, NM and Ahmad, N (2015) Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures. Working Paper. Essex Finance Centre Working Papers, Colchester.


Vitiello, Luiz and Rebelo, Ivonia (2015) 'A note on the pricing of multivariate contingent claims under a transformed-gamma distribution.' Review of Derivatives Research, 18 (3). 291 - 300. ISSN 1380-6645

This list was generated on Tue Nov 21 17:35:27 2017 GMT.