Research Repository

Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2019

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Number of items: 24.

A

Accominotti, Olivier and Cen, Jason and Chambers, David and Marsh, Ian W (2019) 'Currency Regimes and the Carry Trade.' Journal of Financial and Quantitative Analysis. ISSN 0022-1090 (In Press)

B

Bakas, Dimitrios and Triantafyllou, Athanasios (2019) 'Volatility forecasting in commodity markets using macro uncertainty.' Energy Economics. ISSN 0140-9883

Brown, Ross and Liñares-Zegarra, José and Wilson, John OS (2019) 'The (Potential) Impact of Brexit on UK SMEs: Regional Evidence and Public Policy Implications.' Regional Studies. ISSN 0034-3404

C

Chambers, Marcus J and Taylor, AM Robert (2019) 'Deterministic Parameter Change Models in Continuous and Discrete Time.' Journal of Time Series Analysis. ISSN 0143-9782 (In Press)

Chambers, Marcus J and Taylor, AM Robert (2019) Deterministic Parameter Change Models in Continuous and Discrete Time. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Cheng, Cheng and Ren, Xiaohang and Wang, Zhen and Yan, Cheng (2019) 'Heterogeneous impacts of renewable energy and environmental patents on CO2 emission - Evidence from the BRIICS.' Science of the Total Environment. ISSN 0048-9697

Chiaramonte, Laura and Girardone, Claudia and Migliavacca, Milena and Poli, Federica (2019) 'Deposit Insurance Schemes and Bank Stability in Europe: How Much Does Design Matter?' European Journal of Finance. ISSN 1351-847X (In Press)

D

Degl'Innocenti, M and Fiordelisi, F and Girardone, C and Radic, N (2019) 'Competition and risk-taking in investment banking.' Financial Markets, Institutions and Instruments. ISSN 0963-8008

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2019) Testing for Episodic Predictability in Stock Returns. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2019) 'Temporal aggregation of seasonally near-integrated processes.' Journal of Time Series Analysis. ISSN 0143-9782

del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2019) Temporal aggregation of seasonally near-integrated processes. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

I

Instefjord, Norvald and Frantz, Pascal (2019) 'Debt Overhang and Non-Distressed Debt Restructuring.' Journal of Financial Intermediation, 37. 75 - 88. ISSN 1042-9573

Izah, Angela (2019) Essays on the Impacts of Environment on Uncertainty Attitudes and Consumption Choices. PhD thesis, University of Essex.

J

Jitmaneero, Boonlert and Lamla, Michael J and Wood, Andrew (2019) 'The Implications of Central Bank Transparency for Uncertainty and Disagreement.' Journal of International Money and Finance, 90. 222 - 240. ISSN 0261-5606

K

Kapetanios, George and Papailias, Fotis and Taylor, AM Robert (2019) 'A Generalised Fractional Differencing Bootstrap for Long Memory Processes.' Journal of Time Series Analysis. ISSN 0143-9782 (In Press)

Kapetanios, George and Papailias, Fotis and Taylor, AM Robert (2019) A Generalised Fractional Differencing Bootstrap for Long Memory Processes. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Kellard, Neil and Andreou, Panayiotis (2019) 'Corporate Environmental Proactivity: Evidence from the European Union’s Emissions Trading System.' British Journal of Management. ISSN 1045-3172 (In Press)

Koop, Gary and Korobilis, Dimitrios (2019) 'Forecasting with High-Dimensional Panel VARs.' Oxford Bulletin of Economics and Statistics. ISSN 0305-9049 (In Press)

L

Li, Yiwei and Zhang, Xiu-Ye (2019) 'Impact of board gender composition on corporate debt maturity structures.' European Financial Management. ISSN 1354-7798

Liu, X and Cao, Y and Ma, C and Shen, L (2019) Wavelet-based option pricing: An empirical study. UNSPECIFIED. UNSPECIFIED.

S

Stoykov, Marian Zdravkov (2019) Three essays on bias, bias reduction and estimation in autoregressive time series models. PhD thesis, University of Essex.

V

Voukelatos, Nikolaos and Verousis, Thanos (2019) 'Option-implied information and stock herding.' International Journal of Finance and Economics. ISSN 1076-9307 (In Press)

Y

Yan, Cheng and Cheng, Tingting (2019) 'In search of the optimal number of fund subgroups.' Journal of Empirical Finance. ISSN 0927-5398

Z

Zhao, Bo and Yan, Cheng and Hodges, Stewart (2019) 'Three One-Factor Processes for Option Pricing with a Mean-Reverting Underlying: The Case of VIX.' Financial Review, 54 (1). 165 - 199. ISSN 0732-8516

This list was generated on Tue Apr 23 13:00:03 2019 BST.