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: 29.

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

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

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, 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.

Byrne, JP 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

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)

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, 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.

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

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

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

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

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)

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 Tue Nov 21 11:50:59 2017 GMT.