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: 58.

Article

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). 2233 - 2260. ISSN 0022-1090

Argyropoulos, Christos and Panopoulou, Ekaterini (2019) 'Backtesting VaR and ES under the magnifying glass.' International Review of Financial Analysis, 64. 22 - 37. ISSN 1057-5219

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

Arvanitis, Stelios and Hallam, Mark and Post, Thierry and Topaloglou, Nikolas (2019) 'Stochastic Spanning.' Journal of Business and Economic Statistics, 37 (4). 573 - 585. ISSN 0735-0015

Bakas, Dimitrios and Triantafyllou, Athanasios (2019) 'Volatility forecasting in commodity markets using macro uncertainty.' Energy Economics, 81. 79 - 94. 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

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. 162 - 184. ISSN 0929-1199

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

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). 630 - 643. ISSN 0034-3404

Cao, Ruanmin and Horváth, Lajos and Liu, Zhenya and Zhao, Yuqian (2019) 'A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis.' Review of Quantitative Finance and Accounting. ISSN 0924-865X

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

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

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). 1328 - 1349. ISSN 1351-847X

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). 241 - 260. ISSN 0963-8008

Degl’Innocenti, Marta and Fiordelisi, Franco and Trinugroho, Irwan (2019) 'Competition and stability in the credit industry: Banking vs. factoring industries.' The British Accounting Review. ISSN 0890-8389

Fiordelisi, Franco and Minnucci, Federica and Previati, Daniele and Ricci, Ornella (2019) 'Bail-In Regulation and Stock Market Reaction.' Economics Letters. ISSN 0165-1765

Fiordelisi, Franco and Pennacchi, George and Ricci, Ornella (2019) 'Are contingent convertibles going-concern capital?' Journal of Financial Intermediation. ISSN 1042-9573

Flori, Andrea and Giansante, Simone and Girardone, Claudia and Pammolli, Fabio (2019) 'Banks' business strategies on the edge of distress.' Annals of Operations Research, Online. 1 - 50. ISSN 0254-5330

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

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

Jia, Zhehao and Shi, Yukun and Yan, Cheng and Duygun, Meryem (2019) 'Bankruptcy prediction with financial systemic risk.' The European Journal of Finance. ISSN 1351-847X

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

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

Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2019) 'Rating-based CDS curves.' The European Journal of Finance, 25 (7). 689 - 723. ISSN 1351-847X

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). 1506 - 1519. ISSN 1076-9307

Koop, Gary and Korobilis, Dimitrios (2019) 'Forecasting with High-Dimensional Panel VARs.' Oxford Bulletin of Economics and Statistics, 81 (5). 937 - 959. ISSN 0305-9049

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

Leledakis, George N and Pyrgiotakis, Emmanouil G (2019) 'U.S. bank M&As in the post-Dodd–Frank Act era: Do they create value?' Journal of Banking & Finance, Online. ISSN 0378-4266

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. 528 - 550. ISSN 0929-1199

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

Lin, Ming-Tsung and Kolokolova, Olga and Poon, Ser-Huang (2019) 'Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors.' The European Journal of Finance. ISSN 1351-847X

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). 1132 - 1142. ISSN 0377-2217

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). 1572 - 1590. ISSN 1351-847X

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). 1720 - 1733. ISSN 0160-5682

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D and Vrontos, Spyridon D (2019) 'Out-of-sample equity premium prediction: a complete subset quantile regression approach.' The European Journal of Finance. ISSN 1351-847X

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. ISSN 1386-4181

Panopoulou, Ekaterini and Souropanis, Ioannis (2019) 'The role of technical indicators in exchange rate forecasting.' Journal of Empirical Finance, 53. 197 - 221. ISSN 0927-5398

Prokopczuk, Marcel and Stancu, Andrei and Symeonidis, Lazaros (2019) 'The economic drivers of commodity market volatility.' Journal of International Money and Finance, 98. ISSN 0261-5606

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. ISSN 1042-4431

Sclip, Alex and Girardone, Claudia and Miani, Stefano (2019) 'Large EU banks' capital and liquidity: Relationship and impact on credit default swap spreads.' British Accounting Review, 51 (4). 438 - 461. ISSN 0890-8389

Voukelatos, Nikolaos and Verousis, Thanos (2019) 'Option-implied information and stock herding.' International Journal of Finance and Economics, 24 (4). 1429 - 1442. ISSN 1076-9307

Yan, Cheng and Cheng, Tingting (2019) 'In search of the optimal number of fund subgroups.' Journal of Empirical Finance, 50. 78 - 92. 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

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

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

Book Section

Sarkisyan, Anna and Casu, Barbara (2019) 'Securitisation.' In: Berger, Allen and Molyneux, Philip and Wilson, John, (eds.) Oxford Handbook of Banking (3rd edition). Oxford University Press. ISBN 9780198824633

Sha'Ban, Mais and Girardone, Claudia and Sarkisyan, Anna (2019) 'Financial Inclusion: Trends and Determinants.' In: Gualandri, Elisabetta and Venturelli, Valeria and Scilp, Alex, (eds.) 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. ISBN 978-3-030-16295-5

Monograph

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)

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)

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)

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.

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)

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

Thesis

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

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

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

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 May 12 09:03:59 2021 BST.