Research Repository

Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2016

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Number of items: 45.

A

Akpak Aygul, Melek (2016) An examination of commodity derivative markets: efficiency, volatility and diversification benefits. PhD thesis, University of Essex.

Andreeva, Galina and Calabrese, Raffaella and Osmetti, Silvia Angela (2016) 'A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models.' European Journal of Operational Research, 249 (2). pp. 506-516. ISSN 0377-2217

B

Banti, C (2016) 'ILLIQUIDITY IN THE STOCK AND FOREIGN EXCHANGE MARKETS: AN INVESTIGATION OF THEIR CROSS-MARKET DYNAMICS.' Journal of Financial Research, 39 (4). 411 - 436. ISSN 0270-2592

Bose, U and MacDonald, R and Tsoukas, S (2016) 'Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies.' Journal of Corporate Finance. ISSN 0929-1199 (In Press)

Boswijk, HP and Cavaliere, G and Rahbek, A and Taylor, AMR (2016) 'Inference on co-integration parameters in heteroskedastic vector autoregressions.' Journal of Econometrics, 192 (1). 64 - 85. ISSN 0304-4076

Boswijk, P and Francq, C and Hallin, M and Taylor, AMR (2016) 'Editorial - Special issue on time series econometrics.' Computational Statistics & Data Analysis, 100. 631 - 632. ISSN 0167-9473

Bouslah, K and Liñares-Zegarra, J and M'Zali, B and Scholtens, B (2016) 'CEO risk-taking incentives and socially irresponsible activities.' British Accounting Review. ISSN 0890-8389 (In Press)

Byrne, J and Korobilis, D and Ribeiro, PJ (2016) 'Exchange rate predictability in a changing world.' Journal of International Money and Finance, 62. 1 - 24. ISSN 0261-5606

Byrne, JP and Cao, S and Korobilis, D (2016) Decomposing Global Yield Curve Co-Movement. Working Paper. Essex Finance Centre Working Papers, Colchester.

Byrne, JP and Cao, S and Korobilis, D (2016) Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. Working Paper. Essex Finance Centre Working Papers.

C

Calabrese, Raffaella and Marra, Giampiero and Angela Osmetti, Silvia (2016) 'Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model.' Journal of the Operational Research Society, 67 (4). pp. 604-615. ISSN 0160-5682

Casu, B and Ferrari, A and Girardone, C and Wilson, JOS (2016) 'Integration, productivity and technological spillovers: Evidence for eurozone banking industries.' European Journal of Operational Research, 255 (3). 971 - 983. ISSN 0377-2217

Cavaliere, G and De Angelis, L and Rahbek, A and Robert Taylor, AM (2016) 'DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER.' Econometric Theory. 1 - 34. ISSN 0266-4666 (In Press)

Cavaliere, G and De Angelis, L and Rahbek, A and Taylor, AMR (2016) Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order. UNSPECIFIED. Essex Finance Centre Working Papers.

Cavaliere, G and Georgiev, I and Taylor, AMR (2016) 'UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS.' Econometric Theory. 1 - 47. ISSN 0266-4666 (In Press)

Cavaliereâ, G and Georgiev, I and Robert Taylor, AM (2016) 'Sieve-based inference for infinite-variance linear processes.' Annals of Statistics, 44 (4). 1467 - 1494. ISSN 0090-5364

Coakley, J and Gazzaz, H and Thomas, H (2016) 'The impact of mispricing and growth on UK M&As.' European Journal of Finance. ISSN 1351-847X

Coakley, J and Kellard, N and Wang, J (2016) 'Commodity futures returns: more memory than you might think!<sup>†</sup>.' European Journal of Finance, 22 (14). 1457 - 1483. ISSN 1351-847X

Coakley, Jerry and Marzano, Michele and Nankervis, John (2016) 'How profitable are FX technical trading rules?' International Review of Financial Analysis, 45. 273 - 282. ISSN 1057-5219

D

Davies, RB and Lamla, MJ and Schiffbauer, M (2016) Learning or Leaning: Persistent and Transitory Spillovers from FDI. Working Paper. Essex Finance Centre Working Papers.

Delis, MD and Iosifidi, M and Kokas, S and Ongena, S and Xefteris, D (2016) "What's the Use of Having a Reputation If You Can't Ruin It Every Now and Then?" Regulatory Enforcement Actions on Banks and the Structure of Loan Syndicates. [UNSPECIFIED]

Delis, MD and Kokas, S and Ongena, S (2016) 'Foreign Ownership and Market Power in Banking: Evidence from a World Sample.' Journal of Money, Credit and Banking, 48 (2-3). 449 - 483. ISSN 0022-2879

Dong, Y and Girardone, C and Kuo, J (2016) Governance, efficiency and risk taking in Chinese banking. UNSPECIFIED. Essex Finance Centre Working Papers.

Dotsis, G and Vlastakis, N (2016) 'Corridor Volatility Risk and Expected Returns.' Journal of Futures Markets, 36 (5). 488 - 505. ISSN 0270-7314

Dräger, L and Lamla, MJ and Pfajfar, D (2016) 'Are survey expectations theory-consistent? The role of central bank communication and news.' European Economic Review, 85. 84 - 111. ISSN 0014-2921

del Barrio Castro, T and Osborn, DR and Taylor, AMR (2016) 'The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests.' Econometric Reviews, 35 (1). 122 - 168. ISSN 0747-4938

E

Eichberger, J and Vinogradov, D (2016) 'Efficiency of Lowest-Unmatched Price Auctions.' Economics Letters, 141. 98 - 102. ISSN 0165-1765

G

Girardone, C and Hamill, PA and Wilson, JOS (2016) Contemporary issues in financial institutions and markets. UNSPECIFIED. ISBN 9781317610038

H

Harris, D and Leybourne, SJ and Taylor, AMR (2016) Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point. Working Paper. Essex Finance Centre Working Papers.

Harris, D and Leybourne, SJ and Taylor, AMR (2016) 'Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point.' Journal of Econometrics, 192 (2). 451 - 467. ISSN 0304-4076

Harvey, DI and Leybourne, SJ and Sollis, R and Taylor, AMR (2016) 'Tests for explosive financial bubbles in the presence of non-stationary volatility.' Journal of Empirical Finance, 38 (Part B). 548 - 574. ISSN 0927-5398

Hvozdyk, L and Rustanov, S (2016) 'The effect of financial transaction tax on market liquidity and volatility: An Italian perspective.' International Review of Financial Analysis, 45. 62 - 78. ISSN 1057-5219

I

Instefjord, N and Nawosah, V and Yang, P (2016) 'A contingent claims analysis of optimal investment subsidy.' Journal of Economic Dynamics and Control, 73. 354 - 372. ISSN 0165-1889

K

Kahn, CM and Liñares-Zegarra, JM (2016) 'Identity Theft and Consumer Payment Choice: Does Security Really Matter?' Journal of Financial Services Research, 50 (1). 121 - 159. ISSN 0920-8550

Kellard, NM and Śliwa, M (2016) 'Business and Management Impact Assessment in Research Excellence Framework 2014: Analysis and Reflection.' British Journal of Management, 27 (4). 693 - 711. ISSN 1045-3172

Koop, G and Korobilis, D (2016) 'Model uncertainty in Panel Vector Autoregressive models.' European Economic Review, 81. 115 - 131. ISSN 0014-2921

Korobilis, D (2016) 'Prior selection for panel vector autoregressions.' Computational Statistics and Data Analysis, 101. 110 - 120. ISSN 0167-9473

Korobilis, D and Pettenuzzo, D (2016) Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions. Working Paper. Essex Finance Centre Working Papers, Colchester.

L

Luan, Xinyang (2016) Essays on International Stock and Bond Returns. PhD thesis, University of Essex.

M

Mamatzakis, E and Bermpei, T (2016) 'What is the effect of unconventional monetary policy on bank performance?' Journal of International Money and Finance, 67. 239 - 263. ISSN 0261-5606

O

Ozili, Peterson (2016) 'Bank Profitability and Capital Regulation: Evidence from Listed and non-Listed Banks in Africa.' Journal of African Business, 18. ISSN 1522-8916

Ozili, Peterson (2016) 'Paying Bank Risk Professionals to Lie About Bank Loan Loss Provisioning Process.' The International Journal of Business and Management, 4 (11). pp. 58-63. ISSN 2321 8916 (In Press)

T

Tsvetanov, D and Coakley, J and Kellard, N (2016) 'Bubbling over! The behaviour of oil futures along the yield curve.' Journal of Empirical Finance, 38 (Part B). 516 - 533. ISSN 0927-5398

Tsvetanov, D and Coakley, J and Kellard, N (2016) 'Is news related to GDP growth a risk factor for commodity futures returns?' Quantitative Finance, 16 (12). 1887 - 1899. ISSN 1469-7688

V

Vinogradov, D and Shadrina, E (2016) Public-Private Partnerships as Collaborative Projects: testing the theory on cases from EU and Russia. Working Paper. Essex Finance Centre Working Papers, Colchester.

This list was generated on Sat Feb 24 17:57:37 2018 GMT.