Research Repository

Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2018

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Item Type | No Grouping
Jump to: A | B | C | D | F | G | H | I | J | K | L | S | V | W
Number of items: 53.

A

Afonso, A and Arghyrou, MG and Gadea, MD and Kontonikas, A (2018) “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. UNSPECIFIED. UNSPECIFIED.

Afonso, Antonio and Arghyrou, Michael and Gadea, María Dolore and Kontonikas, Alexandros (2018) '“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects.' Journal of International Money and Finance, 86. 1 - 30. ISSN 0261-5606

Arnaboldi, F and Casu, B and Kalotychou, E and Sarkisyan, A (2018) 'The Performance Effects of Board Heterogeneity: What Works for EU Banks?' The European Journal of Finance. ISSN 1351-847X

Arvanitis, S and Hallam, MS and Post, T and Topaloglou, N (2018) 'Stochastic Spanning.' Journal of Business and Economic Statistics. ISSN 0735-0015

Astill, S and Taylor, AMR (2018) 'Robust Tests for Deterministic Seasonality and Seasonal Mean Shifts.' The Econometrics Journal. ISSN 1368-4221

Astill, Sam and Harvey, David and Leybourne, Stephen and Sollis, Robert and Taylor, AM Robert (2018) 'Real-Time Monitoring for Explosive Financial Bubbles.' Journal of Time Series Analysis, 39 (6). 863 - 891. ISSN 0143-9782

Astill, Sam and Taylor, AM Robert (2018) Robust Tests for Deterministic Seasonality and Seasonal Mean Shifts. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

B

Bakas, Dimitrios and Triantafyllou, Athanasios (2018) 'The Impact of Uncertainty Shocks on the Volatility of Commodity Prices.' Journal of International Money and Finance, 87. 96 - 111. ISSN 0261-5606

Baltas, Nicholas and Tsionas, Efthymios and Baltas, Konstantinos (2018) 'Foreign direct investment in OECD countries: a special focus in the case of Greece.' Applied Economics. ISSN 0003-6846

Banti, Chiara and Kellard, Neil and Manac, Radu-Dragomir (2018) Credit Default Swap Spreads: Funding Liquidity Matters! Working Paper. Essex Finance Centre Working Papers, Colchester.

Bermpei, T and Kalyvas, A and Neri, L and Russo, A (2018) 'Will strangers help you enter? The effect of foreign bank presence on new firm entry.' Journal of Financial Services Research. ISSN 0920-8550

Bermpei, Theodora and Kalyvas, Antonios and Nguyen, Thanh Cong (2018) 'Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies.' International Review of Financial Analysis. ISSN 1057-5219

Bermpei, Theodora and Kalyvas, Antonios Nikolaos (2018) Does tax enforcement matter for the cost of bank loans? Evidence from the United States. Working Paper. Essex Finance Centre Working Papers, Colchester.

Bernales, Alejandro and Cañón, Carlos and Verousis, Thanos (2018) 'Bid–ask spread and liquidity searching behaviour of informed investors in option markets.' Finance Research Letters, 25. 96 - 102. ISSN 1544-6123

Bouslah, Kais and Liñares-Zegarra, José and M'Zali, Bouchra and Scholtens, Bert (2018) 'CEO risk-taking incentives and socially irresponsible activities.' British Accounting Review, 50 (1). 76 - 92. ISSN 0890-8389

Brown, Ross and Liñares-Zegarra, José and Wilson, John OS (2018) 'Sticking it on Plastic: Credit Card Finance and Small and Medium Sized Enterprises in the UK.' Regional Studies. ISSN 0034-3404

Byrne, Joseph P and Korobilis, Dimitris and Ribeiro, Pinho J (2018) 'On the sources of uncertainty in exchange rate predictability.' International Economic Review, 59 (1). 329 - 357. ISSN 0020-6598

C

Cai, Biqing and Cheng, Tingting and Yan, Cheng (2018) 'Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds.' Journal of Empirical Finance, 49. 81 - 106. ISSN 0927-5398

Cavaliere, Giuseppe and De Angelis, Luca and Rahbek, Anders and Taylor, AM Robert (2018) 'Determining the cointegration rank in heteroskedastic VAR models of unknown order.' Econometric Theory, 34 (02). 349 - 382. ISSN 0266-4666

Cavaliere, Giuseppe and Georgiev, Iliyan and Taylor, AM Robert (2018) 'Unit root inference for non-stationary linear processes driven by infinite variance innovations.' Econometric Theory, 34 (02). 302 - 348. ISSN 0266-4666

Chambers, Marcus J and Taylor, AM Robert (2018) Time-Varying Parameters in Continuous and Discrete Time. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Chen, K and Vitiello, L and Hyde, S and Poon, S (2018) 'The Reality of Stock Market Jumps Diversification.' Journal of International Money and Finance, 86. 171 - 188. ISSN 0261-5606

Chen, Louisa and Verousis, Thanos (2018) 'A contingent claims approach to the determinants of the stock-bond return relationship.' International Journal of Banking, Accounting and Finance, 9 (1). 1 - 1. ISSN 1755-3830

Chronopoulos, DK and Vlastakis, N and Papadimitriou, FI (2018) 'Information demand and stock return predictability.' Journal of International Money and Finance, 80. 59 - 74. ISSN 0261-5606

D

Degl’Innocenti, M and Fiordelisi, F and Girardone, C and Radić, N (2018) Competition and Risk-Taking in Investment banking. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2018) 'Semi-parametric seasonal unit root tests.' Econometric Theory, 34 (02). 447 - 476. ISSN 0266-4666

F

Fernandes, Filipa Da Silva and Kontonikas, Alexandros and Tsoukas, Serafeim (2018) 'On the Real Effect of Financial Pressure: Evidence From Firm-Level Employment During the Euro-Area Crisis.' Oxford Bulletin of Economics and Statistics. ISSN 0305-9049

G

Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AM (2018) Testing for Parameter Instability in Predictive Regression Models. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AMR (2018) A Bootstrap Stationarity Test for Predictive Regression Invalidity. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AMR (2018) 'Testing for parameter instability in predictive regression models.' Journal of Econometrics. ISSN 0304-4076

H

Hallam, Mark and Olmo, Jose (2018) 'Statistical tests of distributional scaling properties for financial return series.' Quantitative Finance, 18 (7). 1211 - 1232. ISSN 1469-7688

Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2018) Detecting Regimes of Predictability in the U.S. Equity Premium. Working Paper. Essex Finance Centre Working Papers, Colchester.

I

Iacone, F and Leybourne, SJ and Taylor, AMR (2018) TESTING the ORDER of FRACTIONAL INTEGRATION of A TIME SERIES in the POSSIBLE PRESENCE of A TREND BREAK at AN UNKNOWN POINT. UNSPECIFIED. UNSPECIFIED.

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, AM Robert (2018) 'Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point.' Econometric Theory. ISSN 0266-4666

Instefjord, N and Frantz, P (2018) 'Regulatory Competition and Rules/Principles Based Regulation.' Journal of Business Finance and Accounting, 45 (7-8). 818 - 838. ISSN 0306-686X

J

Jitmaneeroj, Boonlert and Lamla, Michael J and Wood, Andrew (2018) The Implications of Central Bank Transparency for Uncertainty and Disagreement. Working Paper. Essex Finance Centre Working Papers, Colchester.

K

Kapetanios, G and Price, SG and Young, G (2018) 'A UK financial conditions index using targeted data reduction: forecasting and structural identification.' Econometrics and Statistics. ISSN 2452-3062

Kapetanios, George and Millard, Stephen and Price, Simon and Petrova, Katerina (2018) Time varying cointegration and the UK Great Ratios. Working Paper. Essex Finance Centre Working Papers, Colchester.

Kapetanios, George and Tasiou, Menelaos and Price, Simon and Ventouri, Alexia (2018) State-level wage Phillips curves. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Kellard, Neil M and Kontonikas, Alexandros and Lamla, Michael J and Maiani, Stefano and Wood, Geoffrey (2018) Risk, Financial Stability and FDI. Working Paper. Essex Finance Centre Working Papers, Colchester.

Kontonikas, A and Zekaite, Z (2018) 'Monetary policy and stock valuation: Structural VAR identification and size effects.' Quantitative Finance, 18 (5). 837 - 848. ISSN 1469-7688

Kontonikas, A and Zekaite, Z (2018) Monetary policy and stock valuation: structural VAR identification and size effects. UNSPECIFIED. UNSPECIFIED.

Koop, G and Korobilis, D (2018) Forecasting with High-Dimensional Panel VARs. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Koop, G and Korobilis, D and Pettenuzzo, D (2018) 'Bayesian Compressed Vector Autoregressions.' Journal of Econometrics. ISSN 0304-4076

Korobilis, D and Yilmaz, K (2018) Measuring Dynamic Connectedness with Large Bayesian VAR Models. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Korobilis, Dimitris (2018) Machine Learning Macroeconometrics A Primer. Working Paper. Essex Finance Centre Working Papers, Colchester.

Korobilis, Dimitris and Koop, Gary (2018) Variational Bayes inference in high-dimensional time-varying parameter models. Working Paper. Essex Finance Centre Working Papers, Colchester.

L

Liu, Xiaoquan and Cao, Yi and Ma, Chenghu and Shen, Liya (2018) 'Wavelet-based option pricing: An empirical study.' European Journal of Operational Research. ISSN 0377-2217

Liñares-Zegarra, José and Wilson, John OS (2018) 'The Size and Growth of Microfinance Institutions.' The British Accounting Review, 50 (2). 199 - 213. ISSN 0890-8389

S

Sclip, Alex and Girardone, Claudia and Miani, Stefano (2018) 'Large EU banks' capital and liquidity: Relationship and impact on credit default swap spreads.' British Accounting Review. ISSN 0890-8389

V

Verousis, Thanos and Perotti, Pietro and Sermpinis, Georgios (2018) 'One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations.' Review of Quantitative Finance and Accounting, 50 (2). 353 - 392. ISSN 0924-865X

Verousis, Thanos and Voukelatos, Nikolaos (2018) 'Cross-sectional dispersion and expected returns.' Quantitative Finance, 18 (5). 813 - 826. ISSN 1469-7688

W

Wang, Z and Su, B and Coakley, JM and Shen, Z (2018) 'Prospect theory and IPO returns in China.' Journal of Corporate Finance, 48. 726 - 751. ISSN 0929-1199

This list was generated on Tue Aug 20 14:44:28 2019 BST.