Research Repository

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: 9.

A

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

B

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.

C

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

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

E

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

H

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

K

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

M

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

This list was generated on Tue Sep 19 04:32:08 2017 BST.