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: 36.

A

Andrikopoulos, Panagiotis and Kallinterakis, Vasileios and Leite Ferreira, Mario Pedro and Verousis, Thanos (2017) 'Intraday herding on a cross-border exchange.' International Review of Financial Analysis, 53. 25 - 36. ISSN 1057-5219

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2017) 'Tests for an end-of-sample bubble in financial time series.' Econometric Reviews, 36 (6-9). 651 - 666. ISSN 0747-4938

B

Baltas, Konstantinos N and Kapetanios, George and Tsionas, Efthymios and Izzeldin, Marwan (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 (Unpublished)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, Raffaella and Girardone, Claudia and Sun, Mingchen (2017) 'Access to Bank Credit: The Role of Awareness of Government Initiatives for UK SMEs.' In: UNSPECIFIED, (ed.) Financial Markets, SME Financing and Emerging Economies. Springer International Publishing, 5 - 20. ISBN 9783319548906

Cavaliere, Giuseppe and Nielsen, Morten Ørregaard and Taylor, AM Robert (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, Giuseppe and Skrobotov, Anton and Taylor, AM Robert (2017) 'Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility.' Econometric Reviews. ISSN 0747-4938

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

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

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

Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (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 1941-1928

K

Kahn, Charles M and Liñares-Zegarra, José and Stavins, Joanna (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.

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

L

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

M

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.

P

Pathak, Rajesh and Verousis, Thanos and Chauhan, Yogesh (2017) 'Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market.' Journal of Emerging Market Finance, 16 (2). 169 - 187. ISSN 0972-6527

S

Sergueiva, Antoaneta and Chinthalapati, VL Raju and Verousis, Thanos and Chen, Louisa (2017) 'Multichannel contagion and systemic stabilisation strategies in interconnected financial markets.' Quantitative Finance, 17 (12). 1885 - 1904. ISSN 1469-7688

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 Wed Aug 21 21:02:09 2019 BST.