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: 12.


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


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


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

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


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


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


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


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


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)


Vinogradov, Dmitri and Shadrina, Elena (2016) Public-Private Partnerships as Collaborative Projects: testing the theory on cases from EU and Russia. [UNSPECIFIED]

This list was generated on Tue Sep 19 13:48:32 2017 BST.