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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: 39.


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

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

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

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

Delis, Manthos D and Kokas, Sotirios and Ongena, Steven (2017) 'Bank Market Power and Firm Performance.' Review of Finance, 21 (1). 299 - 326. ISSN 1572-3097

Dong, Yizhe and Girardone, Claudia and Kuo, Jing-Ming (2017) 'Governance, efficiency and risk taking in Chinese banking.' The British Accounting Review, 49 (2). 211 - 229. ISSN 0890-8389

Fiordelisi, Franco and Ricci, Ornella and Stentella Lopes, Francesco Saverio (2017) 'The Unintended Consequences of the Launch of the Single Supervisory Mechanism in Europe.' Journal of Financial and Quantitative Analysis, 52 (6). 2809 - 2836. ISSN 0022-1090

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, 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

Hung, Chi-Hsiou D and Jiang, Yuxiang and Liu, Frank Hong and Tu, Hong and Wang, Senyu (2017) 'Bank political connections and performance in China.' Journal of Financial Stability, 32. 57 - 69. ISSN 1572-3089

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

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

Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2017) 'Too big to ignore? Hedge fund flows and bond yields.' Journal of Banking and Finance. ISSN 0378-4266

Korobilis, D (2017) 'Quantile regression forecasts of inflation under model uncertainty.' International Journal of Forecasting, 33 (1). 11 - 20. ISSN 0169-2070

Ly, Kim Cuong and Chen, Zhizhen and Wang, Senyu and Jiang, Yuxiang (2017) 'The Basel III net stable funding ratio adjustment speed and systemic risk.' Research in International Business and Finance, 39. 169 - 182. ISSN 0275-5319

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 and Outa, Erick (2017) 'Bank loan loss provisions research: A review.' Borsa Istanbul Review.

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

Prokopczuk, Marcel and Symeonidis, Lazaros and Wese Simen, Chardin (2017) 'Variance risk in commodity markets.' Journal of Banking and Finance, 81. 136 - 149. ISSN 0378-4266

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

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

Book Section

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


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)

Coccorese, P and Girardone, C (2017) Bank capital and profitability:Evidence from a global sample. Working Paper. Essex Finance Centre Working Papers, Colchester.

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

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, AM Robert (2017) Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

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.

Liu, Xiaoquan and Shen, Liya (2017) Wavelet-based option pricing: An empirical study. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Ozili, Peterson (2017) Non-performing loans and Financial Development: New Evidence. Working Paper. Essex Business School. (Unpublished)


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

Yang, Xiaoran (2017) Essays on Volatility Estimation and Forecasting of Crude Oil Futures. PhD thesis, University of Essex.

This list was generated on Fri May 14 20:53:17 2021 BST.