Research Repository

Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2017

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Number of items: 31.

A

Afonso, A and Arghyrou, MG and Gadea, MD and Kontonikas, A (2017) "Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. Working Paper. Essex Finance Centre Working Papers, Colchester.

Arvanitis, S and Hallam, MS and Post, T and Topaloglou, N (2017) 'Stochastic Spanning.' Journal of Business and Economic Statistics. ISSN 0735-0015 (In Press)

Astill, S and Harvey, DI and Leybourne, SJ and Taylor, AMR (2017) Tests for an end-of-sample bubble in financial time series. [UNSPECIFIED]

B

Byrne, Joseph P and Cao, Shuo and Korobilis, Dimitris (2017) 'Forecasting the term structure of government bond yields in unstable environments.' Journal of Empirical Finance, 44. 209 - 225. ISSN 0927-5398 (In Press)

C

Calabrese, R and Girardone, C and Sun, M (2017) 'Access to Bank Credit: The Role of Awareness of Government Initiatives for UK SMEs.' In: Chesini, G and Giaretta, E and Paltrinieri, A, (eds.) Financial Markets, SME Financing and Emerging Economies. Palgrave Macmillan Studies in Banking and Financial Institutions . Palgrave Macmillan, 5 - 20. ISBN 978-3-319-54890-6

Cavaliere, G and Nielsen, MØ and Taylor, AMR (2017) 'Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form.' Journal of Econometrics, 198 (1). 165 - 188. ISSN 0304-4076

Cavaliere, G and Skrobotov, A and Taylor, AMR (2017) 'Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility.' Econometric Reviews. 1 - 24. ISSN 0747-4938 (In Press)

Coccorese, P and Girardone, C (2017) Bank capital and profitability:Evidence from a global sample. Working Paper. Essex Finance Centre Working Papers, Colchester.

D

Delis, MD and Kokas, S and Ongena, S (2017) Bank market power and firm performance. [UNSPECIFIED]

Dräger, L and Lamla, MJ (2017) 'Explaining Disagreement on Interest Rates in a Taylor-Rule Setting.' The Scandinavian Journal of Economics, 119 (4). 987 - 1009. ISSN 0347-0520

G

Gambetti, L and Korobilis, D and Tsoukalas, J and Zanetti, F (2017) The Effect of News Shocks and Monetary Policy. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Georgiev, I and Harvey, DI and Taylor, AMR and Leybourne, SJ (2017) 'A Bootstrap Stationarity Test for Predictive Regression Invalidity.' Journal of Business and Economic Statistics. ISSN 0735-0015 (In Press)

Georgiev, I and Rodrigues, PMM and Robert Taylor, AM (2017) 'Unit Root Tests and Heavy-Tailed Innovations.' Journal of Time Series Analysis, 38 (5). 733 - 768. ISSN 0143-9782

H

Harris, D and Kew, H and Taylor, AM (2017) Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem. Working Paper. Essex Finance Centre Working Papers, Colchester.

Hung, C-HD and Jiang, Y and Liu, FH and Tu, H and Wang, S (2017) 'Bank political connections and performance in China.' Journal of Financial Stability, 32. 57 - 69. ISSN 1572-3089

I

Iacone, F and Leybourne, SJ and Taylor, AMR (2017) 'Testing for a change in mean under fractional integration.' Journal of Time Series Econometrics, 9 (1). ISSN 2194-6507

Iacone, F and Leybourne, SJ and Taylor, AMR (2017) Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point. UNSPECIFIED. Essex Finance Centre Working Papers.

K

Kahn, CM and Liñares-Zegarra, JM and Stavins, J (2017) 'Are there Social Spillovers in Consumers’ Security Assessments of Payment Instruments?' Journal of Financial Services Research, 52 (1-2). 5 - 34. ISSN 0920-8550

Kapetanios, G and Price, SG and Young, G (2017) A UK financial conditions index using targeted data reduction: forecasting and structural identification. Working Paper. Essex Finance Centre Working Papers, Colchester.

Kontonikas, A and Maio, P and Zekaite, Z (2017) Monetary Policy and Corporate Bond Returns. Working Paper. Essex Finance Centre Working Papers, Colchester.

Kontonikas, A and Zekaite, Z (2017) Monetary policy and stock valuation: Structural VAR identification and size effects. Working Paper. Essex Finance Centre Working Papers, Colchester.

Korobilis, D (2017) Forecasting with many predictors using message passing algorithms. Working Paper. Essex Finance Centre Working Papers, Colchester.

Korobilis, D (2017) 'Quantile regression forecasts of inflation under model uncertainty.' International Journal of Forecasting, 33 (1). 11 - 20. ISSN 0169-2070

M

Makhlouf, Y and Kellard, NM and Vinogradov, D (2017) 'Child mortality, commodity price volatility and the resource curse.' Social Science and Medicine, 178. 144 - 156. ISSN 0277-9536

Malikov, K and Manson, S and Coakley, J (2017) 'Earnings management using classification shifting of revenues.' The British Accounting Review. ISSN 0890-8389

O

Ozili, Peterson (2017) 'Bank Earnings Smoothing, Audit Quality and Procyclicality in Africa. The Case of Loan Loss Provisions.' Review of Accounting and Finance, 16 (2). ISSN 1475-7702

Ozili, Peterson (2017) 'Discretionary Provisioning Practices among Western European Banks.' Journal of Financial Economic Policy, 9 (1). ISSN 1757-6385

Ozili, Peterson (2017) Non-performing loans and Financial Development: New Evidence. Working Paper. Essex Business School. (Unpublished)

Ozili, Peterson and Outa, Erick (2017) 'Bank loan loss provisions research: A review.' Borsa Istanbul Review.

S

Snaith, S and Termprasertsakul, S and Wood, A (2017) 'The exchange rate exposure puzzle: The long and the short of it.' Economics Letters, 159. 204 - 207. ISSN 0165-1765

Y

Yang, Xiaoran (2017) Essays on Volatility Estimation and Forecasting of Crude Oil Futures. PhD thesis, University of Essex.

This list was generated on Wed Nov 22 11:10:08 2017 GMT.