Research Repository

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

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 | I | J | K | L | M | S | T | V | Y | Z
Number of items: 36.

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)

Arnaboldi, Francesca and Casu, Barbara and Kalotychou, Elena and Sarkisyan, Anna (2019) 'Board Diversity Reforms: Do they Matter for EU Bank Performance?' European Financial Management. ISSN 1354-7798 (In Press)

B

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

Banti, Chiara and Phylaktis, Kate (2019) 'Global liquidity, house prices and policy responses.' Journal of Financial Stability, 43. 79 - 96. ISSN 1572-3089

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 (Unpublished)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

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)

F

Fuertes, Ana-Maria and Phylaktis, Kate and Yan, Cheng (2019) 'Uncovered Equity “Disparity” in Emerging Markets.' Journal of International Money and Finance. ISSN 0261-5606

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, 40 (4). 467 - 492. ISSN 0143-9782

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)

Kontonikas, A and Nolan, C and Zekaite, Z and Lamla, M (2019) 'Treasuries variance decomposition and the impact of monetary policy.' International Journal of Finance and Economics. ISSN 1076-9307

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

Korobilis, Dimitris and Pettenuzzo, Davide (2019) 'Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions.' Journal of Econometrics. ISSN 0304-4076

L

Lamla, Michael and Lein, Sarah and Sturm, Jan-Egbert (2019) 'Media Reporting and Business Cycles: Empirical Evidence based on News Data.' Empirical Economics. ISSN 0377-7332

Lamla, Michael and PJaifar, Damian and Rendell, Lea (2019) Inflation and Deflationary Biases in Inflation Expectations. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Lamla, Michael J and Vinogradov, Dmitri V (2019) Central Bank Announcements: Big News for Little People? Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

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.

M

Malikov, Kamran and Coakley, Jerry and Manson, Stuart (2019) 'The effect of the interest coverage covenants on classification shifting of revenues.' The European Journal of Finance. ISSN 1351-847X

Mehdiyev, Joshgun (2019) Different Aspects of Market Liquidity. PhD thesis, University of Essex.

S

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

T

Triantafyllou, Athanasios and Dotsis, George and Sarris, Alexandros (2019) Assessing the vulnerability to price spikes in agricultural commodity markets. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Triantafyllou, Athanasios and Vlastakis, Nikolaos and Kellard, Neil (2019) Oil Price Uncertainty and the Macroeconomy. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

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

Yang, Baochen and Xue, Fangzhan and Su, Yunpeng and Yan, Cheng (2019) 'Is informational inefficiency priced in stock markets? A comparison between the U.S. and Chinese cases.' Pacific-Basin Finance Journal. ISSN 0927-538X

Z

Zafar, Muhammad Usman (2019) Three essays on the UK Electricity Market: Risk Premium,Uncertainty of Supply and Forecasting. PhD thesis, University of Essex.

This list was generated on Wed Aug 21 23:42:39 2019 BST.