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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: 38.

Article

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. pp. 25-36. DOI https://doi.org/10.1016/j.irfa.2017.08.010

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). pp. 651-666. DOI https://doi.org/10.1080/07474938.2017.1307490

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. pp. 36-56. DOI https://doi.org/10.1016/j.jbankfin.2017.05.005

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.

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 (C). pp. 209-225. DOI https://doi.org/10.1016/j.jempfin.2017.09.004

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). pp. 165-188. DOI https://doi.org/10.1016/j.jeconom.2017.01.008

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). pp. 1219-1237. DOI https://doi.org/10.1080/1351847X.2016.1206585

Delis, Manthos D and Kokas, Sotirios and Ongena, Steven (2017) Bank Market Power and Firm Performance. Review of Finance, 21 (1). pp. 299-326. DOI https://doi.org/10.1093/rof/rfw004

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). pp. 2809-2836. DOI https://doi.org/10.1017/s0022109017000886

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). pp. 733-768. DOI https://doi.org/10.1111/jtsa.12233

Harvey, David I and Kellard, Neil M and Madsen, Jakob B and Wohar, Mark E (2017) Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day. World Development, 89 (C). pp. 57-70. DOI https://doi.org/10.1016/j.worlddev.2016.07.012

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. pp. 57-69. DOI https://doi.org/10.1016/j.jfs.2017.09.003

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). DOI https://doi.org/10.1515/jtse-2015-0006

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). pp. 5-34. DOI https://doi.org/10.1007/s10693-017-0270-9

Kellard, NM and Millo, Y and Simon, J and Engel, O (2017) Close Communications: Hedge Funds, Brokers and the Emergence of Herding. British Journal of Management, 28 (1). pp. 84-101. DOI https://doi.org/10.1111/1467-8551.12158

Korobilis, D (2017) Quantile regression forecasts of inflation under model uncertainty. International Journal of Forecasting, 33 (1). pp. 11-20. DOI https://doi.org/10.1016/j.ijforecast.2016.07.005

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. pp. 169-182. DOI https://doi.org/10.1016/j.ribaf.2016.07.031

Makhlouf, Y and Kellard, NM and Vinogradov, D (2017) Child mortality, commodity price volatility and the resource curse. Social Science and Medicine, 178 (C). pp. 144-156. DOI https://doi.org/10.1016/j.socscimed.2017.01.063

Ozili, Peterson K (2017) Bank Profitability and Capital Regulation: Evidence from Listed and non-Listed Banks in Africa. Journal of African Business, 18 (2). pp. 143-168. DOI https://doi.org/10.1080/15228916.2017.1247329

Ozili, Peterson K (2017) Bank earnings smoothing, audit quality and procyclicality in Africa. Review of Accounting and Finance, 16 (2). pp. 142-161. DOI https://doi.org/10.1108/raf-12-2015-0188

Ozili, Peterson K (2017) Discretionary provisioning practices among Western European banks. Journal of Financial Economic Policy, 9 (1). pp. 109-118. DOI https://doi.org/10.1108/jfep-07-2016-0049

Ozili, Peterson K and Outa, Erick (2017) Bank loan loss provisions research: A review. Borsa Istanbul Review, 17 (3). pp. 144-163. DOI https://doi.org/10.1016/j.bir.2017.05.001

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). pp. 169-187. DOI https://doi.org/10.1177/0972652717712373

Prokopczuk, Marcel and Symeonidis, Lazaros and Wese Simen, Chardin (2017) Variance risk in commodity markets. Journal of Banking and Finance, 81 (C). pp. 136-149. DOI https://doi.org/10.1016/j.jbankfin.2017.05.003

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). pp. 1885-1904. DOI https://doi.org/10.1080/14697688.2017.1357973

Snaith, S and Termprasertsakul, S and Wood, A (2017) The exchange rate exposure puzzle: The long and the short of it. Economics Letters, 159. pp. 204-207. DOI https://doi.org/10.1016/j.econlet.2017.08.005

Zarrabi, N and Snaith, S and Coakley, J (2017) FX technical trading rules can be profitable sometimes! International Review of Financial Analysis, 49. pp. 113-127. DOI https://doi.org/10.1016/j.irfa.2016.12.010

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: Financial Markets, SME Financing and Emerging Economies. Springer International Publishing, 5 - 20.

Monograph

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)

Gambetti, L and Korobilis, D and Tsoukalas, J and Zanetti, F (2017) The Effect of News Shocks and Monetary Policy. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

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.

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)

Thesis

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 Mar 29 06:32:55 2024 GMT.