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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: 50.

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, 54 (5). pp. 2233-2260. DOI https://doi.org/10.1017/S002210901900019X

Argyropoulos, Christos and Panopoulou, Ekaterini (2019) Backtesting VaR and ES under the magnifying glass. International Review of Financial Analysis, 64. pp. 22-37. DOI https://doi.org/10.1016/j.irfa.2019.04.005

Arvanitis, Stelios and Hallam, Mark and Post, Thierry and Topaloglou, Nikolas (2019) Stochastic Spanning. Journal of Business and Economic Statistics, 37 (4). pp. 573-585. DOI https://doi.org/10.1080/07350015.2017.1391099

B

Banti, Chiara and Phylaktis, Kate (2019) Global liquidity, house prices and policy responses. Journal of Financial Stability, 43. pp. 79-96. DOI https://doi.org/10.1016/j.jfs.2019.05.015

Bermpei, Theodora and Kalyvas, Antonios Nikolayos and Neri, Lorenzo and Russo, Antonella (2019) Will strangers help you enter? The effect of foreign bank presence on new firm entry. Journal of Financial Services Research, 56 (1). pp. 1-38. DOI https://doi.org/10.1007/s10693-017-0286-1

Bose, U and MacDonald, R and Tsoukas, S (2019) Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies. Journal of Corporate Finance, 59. pp. 162-184. DOI https://doi.org/10.1016/j.jcorpfin.2016.09.008

Bose, Udichibarna and Mallick, Sushanta and Tsoukas, Serafeim (2019) Does Easing Financing Matter for Firm Performance? Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

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, 53 (5). pp. 761-770. DOI https://doi.org/10.1080/00343404.2019.1597267

Brown, Ross and Liñares-Zegarra, José and Wilson, John OS (2019) Sticking it on Plastic: Credit Card Finance and Small and Medium Sized Enterprises in the UK. Regional Studies, 53 (5). pp. 630-643. DOI https://doi.org/10.1080/00343404.2018.1490016

C

Cavaliere, Giuseppe and Skrobotov, Anton and Taylor, AM Robert (2019) Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility. Econometric Reviews, 38 (5). pp. 509-532. DOI https://doi.org/10.1080/07474938.2017.1348684

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)

Coakley, Jerry and Jitmaneeroj, Boonlert and Wood, Andrew (2019) Credit default swaps and the UK 2008–09 short sales ban. The European Journal of Finance, 25 (14). pp. 1328-1349. DOI https://doi.org/10.1080/1351847x.2019.1591477

D

Degl'Innocenti, Marta and Fiordelisi, Franco and Girardone, Claudia and Radic, Nemanja (2019) Competition and risk-taking in investment banking. Financial Markets, Institutions and Instruments, 28 (2). pp. 241-260. DOI https://doi.org/10.1111/fmii.12113

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, 40 (6). pp. 872-886. DOI https://doi.org/10.1111/jtsa.12453

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

Fernandes, Filipa Da Silva and Kontonikas, Alexandros and Tsoukas, Serafeim (2019) On the Real Effect of Financial Pressure: Evidence From Firm-Level Employment During the Euro-Area Crisis. Oxford Bulletin of Economics and Statistics, 81 (3). pp. 617-646. DOI https://doi.org/10.1111/obes.12278

Fuertes, Ana-Maria and Phylaktis, Kate and Yan, Cheng (2019) Uncovered Equity “Disparity” in Emerging Markets. Journal of International Money and Finance, 98. p. 102066. DOI https://doi.org/10.1016/j.jimonfin.2019.102066

G

Georgiev, I and Harvey, DI and Taylor, AMR and Leybourne, SJ (2019) A Bootstrap Stationarity Test for Predictive Regression Invalidity. Journal of Business and Economic Statistics, 37 (3). pp. 528-541. DOI https://doi.org/10.1080/07350015.2017.1385467

H

Harris, David and Kew, Hsein and Taylor, AM Robert (2019) 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.

I

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, AM Robert (2019) Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point. Econometric Theory, 35 (6). pp. 1201-1233. DOI https://doi.org/10.1017/S0266466618000361

Instefjord, Norvald and Frantz, Pascal (2019) Debt Overhang and Non-Distressed Debt Restructuring. Journal of Financial Intermediation, 37. pp. 75-88. DOI https://doi.org/10.1016/j.jfi.2018.08.002

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. pp. 222-240. DOI https://doi.org/10.1016/j.jimonfin.2018.10.002

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). pp. 467-492. DOI https://doi.org/10.1111/jtsa.12460

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)

Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2019) Rating-based CDS curves. The European Journal of Finance, 25 (7). pp. 689-723. DOI https://doi.org/10.1080/1351847x.2018.1511441

Kontonikas, Alexandros and Nolan, Charles and Zekaite, Zivile and Lamla, Michael (2019) Treasuries Variance Decomposition and the Impact of Monetary Policy. International Journal of Finance and Economics, 24 (4). pp. 1506-1519. DOI https://doi.org/10.1002/ijfe.1744

Koop, G and Korobilis, D and Pettenuzzo, D (2019) Bayesian Compressed Vector Autoregressions. Journal of Econometrics, 210 (1). pp. 135-154. DOI https://doi.org/10.1016/j.jeconom.2018.11.009

Koop, Gary and Korobilis, Dimitrios (2019) Forecasting with High-Dimensional Panel VARs. Oxford Bulletin of Economics and Statistics, 81 (5). pp. 937-959. DOI https://doi.org/10.1111/obes.12303

Korobilis, Dimitris and Pettenuzzo, Davide (2019) Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions. Journal of Econometrics, 212 (1). pp. 241-271. DOI https://doi.org/10.1016/j.jeconom.2019.04.029

L

Li, Yiwei and Zeng, Yeqin (2019) The impact of top executive gender on asset prices: Evidence from stock price crash risk. Journal of Corporate Finance, 58. pp. 528-550. DOI https://doi.org/10.1016/j.jcorpfin.2019.07.005

Li, Yiwei and Zhang, Xiu-Ye (2019) Impact of board gender composition on corporate debt maturity structures. European Financial Management, 25 (5). pp. 1286-1320. DOI https://doi.org/10.1111/eufm.12214

Liu, Xiaoquan and Cao, Yi and Ma, Chenghu and Shen, Liya (2019) Wavelet-based option pricing: An empirical study. European Journal of Operational Research, 272 (3). pp. 1132-1142. DOI https://doi.org/10.1016/j.ejor.2018.07.025

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, 25 (16). pp. 1572-1590. DOI https://doi.org/10.1080/1351847X.2019.1618888

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

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis and Vrontos, Spyridon D (2019) Quantile Forecast Combinations in Realised Volatility Prediction. Journal of the Operational Research Society, 70 (10). pp. 1720-1733. DOI https://doi.org/10.1080/01605682.2018.1489354

O

Oikonomou, Ioannis and Stancu, Andrei and Symeonidis, Lazaros and Wese Simen, Chardin (2019) The information content of short-term options. Journal of Financial Markets, 46. p. 100504. DOI https://doi.org/10.1016/j.finmar.2019.07.003

P

Panopoulou, Ekaterini and Souropanis, Ioannis (2019) The role of technical indicators in exchange rate forecasting. Journal of Empirical Finance, 53. pp. 197-221. DOI https://doi.org/10.1016/j.jempfin.2019.07.004

Prokopczuk, Marcel and Stancu, Andrei and Symeonidis, Lazaros (2019) The economic drivers of commodity market volatility. Journal of International Money and Finance, 98. p. 102063. DOI https://doi.org/10.1016/j.jimonfin.2019.102063

R

Renneboog, Luc and Ricci, Ornella and Francesco Saverio, Stentella Lopes and Fiordelisi, Franco (2019) Creative Corporate Culture and Innovation. Journal of International Financial Markets, Institutions and Money, 63. p. 101137. DOI https://doi.org/10.1016/j.intfin.2019.101137

S

Sarkisyan, Anna and Casu, Barbara (2019) Securitisation. In: Oxford Handbook of Banking (3rd edition). Oxford University Press. Official URL: http://doi.org/10.1093/oxfordhb/9780198824633.013....

Sha'Ban, Mais and Girardone, Claudia and Sarkisyan, Anna (2019) Financial Inclusion: Trends and Determinants. In: Frontier Topics in Banking: Investigating New Trends and Recent Developments in the Financial Industry. Palgrave Macmillan Studies in Banking and Financial Institutions . Palgrave Macmillan, 119 - 136. Official URL: https://doi.org/10.1007/978-3-030-16295-5_5

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 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, 24 (4). pp. 1429-1442. DOI https://doi.org/10.1002/ijfe.1741

Y

Yan, Cheng and Cheng, Tingting (2019) In search of the optimal number of fund subgroups. Journal of Empirical Finance, 50. pp. 78-92. DOI https://doi.org/10.1016/j.jempfin.2018.12.002

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, 55. pp. 222-238. DOI https://doi.org/10.1016/j.pacfin.2019.04.005

Z

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

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). pp. 165-199. DOI https://doi.org/10.1111/fire.12183

This list was generated on Thu Mar 28 17:59:38 2024 GMT.