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: 43.

A

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.' Econometric Reviews, 36 (6-9). 651 - 666. ISSN 0747-4938

B

Baltas, KN and Kapetanios, G and Tsionas, E and Izzeldin, M (2017) 'Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology.' Journal of Banking and Finance, 83. 36 - 56. ISSN 0378-4266

Beckmann, J and Koop, G and Korobilis, D and Schüssler, R (2017) Exchange rate predictability and dynamic Bayesian learning. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Boswijk, P and Hallin, M and Li, D and Politis, DN and Taylor, AMR (2017) 'Editorial: Special issue on time series econometrics.' Econometrics and Statistics. ISSN 2452-3062

Byrne, JP and Cao, S and Korobilis, D (2017) 'Forecasting the term structure of government bond yields in unstable environments.' Journal of Empirical Finance, 44. 209 - 225. ISSN 0927-5398

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)

Coakley, J and Gazzaz, H and Thomas, H (2017) 'The impact of mispricing and growth on UK M&As.' European Journal of Finance, 23 (13). 1219 - 1237. ISSN 1351-847X

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

D

Degl'Innocenti, M and Fiordelisi, F and Girardone, C and Radic, N (2017) 'Competition and risk-taking in investment banking.' Financial Markets, Institutions and Instruments. ISSN 0963-8008 (In Press)

Delis, MD and Kokas, S and Ongena, S (2017) 'Bank market power and firm performance.' Review of Finance, 21 (1). 299 - 326. ISSN 1572-3097

Dong, Y and Girardone, C and Kuo, JM (2017) 'Governance, efficiency and risk taking in Chinese banking.' British Accounting Review, 49 (2). 211 - 229. ISSN 0890-8389

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

Dräger, L and Lamla, MJ (2017) 'Imperfect Information and Consumer Inflation Expectations: Evidence from Microdata.' Oxford Bulletin of Economics and Statistics, 79 (6). 933 - 968. ISSN 0305-9049

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

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

Georgiev, I and Rodrigues, PMM and Taylor, AMR (2017) Unit Root Tests and Heavy-Tailed Innovations. UNSPECIFIED. Essex Finance Centre Working Papers.

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.

Harvey, DI and Kellard, NM and Madsen, JB and Wohar, ME (2017) 'Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day.' World Development, 89. 57 - 70. ISSN 0305-750X

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 1941-1928

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.

Kellard, N and Millo, Y and Simon, J and Engel, O (2017) 'Close Communications: Hedge Funds, Brokers and the Emergence of Herding.' British Journal of Management, 28 (1). 84 - 101. ISSN 1045-3172

Kontonikas, A and Maio, P and Zekaite, Z (2017) Monetary Policy and Corporate Bond Returns. 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

Korobilis, D and Koop, G and Pettenuzzo, D (2017) 'Bayesian Compressed Vector Autoregressions.' Journal of Econometrics. ISSN 0304-4076 (In Press)

L

Lazos, Aristogenis (2017) Risk-neutral pricing in a behavioural framework. PhD thesis, University of Essex.

Liu, X and Shen, L (2017) Wavelet-based option pricing: An empirical study. UNSPECIFIED. Essex Finance Centre Working Papers.

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.

Z

Zarrabi, N and Snaith, S and Coakley, J (2017) 'FX technical trading rules can be profitable sometimes!' International Review of Financial Analysis, 49. 113 - 127. ISSN 1057-5219

This list was generated on Sun Jun 24 18:34:52 2018 BST.