Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2025

Article

Alzuabi, Raslan and Brown, Sarah and Kontonikas, Alexandros and Montagnoli, Alberto (2025) Household Portfolios and Monetary Policy. International Journal of Finance and Economics, 30 (4). pp. 4358-4377. DOI https://doi.org/10.1002/ijfe.3125

Argyropoulos, Christos and Panopoulou, Ekaterini and Vrontos, Spyridon (2025) Downside Risk and Hedge Fund Returns. Journal of Banking & Finance, 171. p. 107345. DOI https://doi.org/10.1016/j.jbankfin.2024.107345

Bitetto, Alessandro and Filomeni, Stefano and Modina, Michele (2025) Can market information predict the credit risk of unlisted MSMEs? Empirical evidence from a novel matching procedure. Journal of Corporate Finance, 94. p. 102830. DOI https://doi.org/10.1016/j.jcorpfin.2025.102830

Bose, Udichibarna and Filomeni, Stefano and Tabacco, Elena (2025) Does soft information mitigate gender bias in corporate lending? Journal of Business Ethics, 198 (2). pp. 437-466. DOI https://doi.org/10.1007/s10551-024-05789-7

Bose, Udichibarna and Sengupta, Abhijit (2025) Impact of Innovation Effort on Exports from Emerging Market Firms: Limitations Arising from Complementary Resource Constraints. Multinational Business Review, 33 (3). pp. 462-494. DOI https://doi.org/10.1108/MBR-02-2024-0027

Caiazza, Stefano and Fiordelisi, Franco and De Simone, Elina and Pisani, Fabio (2025) Does accrual accounting make municipalities spend less? Public Choice. DOI https://doi.org/10.1007/s11127-025-01320-2

Casu, Barbara and Girardone, Claudia (2025) From deregulation to the twin transition: Exploring banking strategies for sustainability and digitalisation. International Journal of Banking, Accounting and Finance, 15 (1-2). pp. 139-163. DOI https://doi.org/10.1504/IJBAAF.2025.146546

Cerchiello, Paola and Filomeni, Stefano and Tanda, Alessandra and Toma, Anca Mirela (2025) Can soft information survive organizational distance? Evidence from SMB lending. European Accounting Review, 34 (5). pp. 2033-2054. DOI https://doi.org/10.1080/09638180.2024.2447356

Coakley, Jerry and Cumming, Douglas and Lazos, Aristogenis and Vismara, Silvio (2025) Lead Investor Nominee in Equity Crowdfunding. British Journal of Management, 36 (4). pp. 1524-1538. DOI https://doi.org/10.1111/1467-8551.12918

Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2025) Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach. Journal of Econometrics, 249 (B). p. 106002. DOI https://doi.org/10.1016/j.jeconom.2025.106002

Duxbury, Darren and Linares Zegarra, Jose Manuel and Verousis, Thanos (2025) Consumer financial literacy and habitual behaviour as drivers of contactless payment ownership. European Journal of Finance, The. pp. 1-18. DOI https://doi.org/10.1080/1351847X.2025.2517119

Filomeni, Stefano and Modina, Michele and Tabacco, Elena (2025) Does access to bank credit affect the nexus between trade credit and firm investment decisions? Empirical evidence from Italian SMEs. Review of Corporate Finance. (In Press)

Filomeni, Stefano and Querci, Francesca (2025) Did Biden-Harris’s Reforms on the Paycheck Protection Program Reduce Racial Disparities in Lending? Review of Quantitative Finance and Accounting, 64 (4). pp. 1783-1808. DOI https://doi.org/10.1007/s11156-024-01348-3

Fiordelisi, Franco and Ricci, Ornella and Santilli, Gianluca (2025) Spotlight on physical risk: Assessing the banks' stock reaction to the ECB climate stress test. International Review of Financial Analysis, 98. p. 103882. DOI https://doi.org/10.1016/j.irfa.2024.103882

Gaganis, Chrysovalantis and Leledakis, George and Pasiouras, Fotios and Pyrgiotakis, Emmanouil (2025) National culture of secrecy and stock price synchronicity: cross-country evidence. Journal of Banking & Finance, 170. p. 107341. DOI https://doi.org/10.1016/j.jbankfin.2024.107341

Guesmi, Khaled and Makrychoriti, Panagiota and Pyrgiotakis, Emmanouil G (2025) Climate change exposure and green bonds issuance. Journal of International Money and Finance, 152 (March). p. 103281. DOI https://doi.org/10.1016/j.jimonfin.2025.103281

Gupta, Abhimanyu and Kokas, Sotirios and Michaelides, Alexander and Minetti, Raoul (2025) Networks and Information in Credit Markets. Journal of Corporate Finance, 94. p. 102840. DOI https://doi.org/10.1016/j.jcorpfin.2025.102840

Huang, Yichu and Bose, Udichibarna and Li, Zeguang and Liu, Frank Hong (2025) Trading Without Meeting Friends: Empirical Evidence from the Wuhan Lockdown in 2020. Journal of Banking & Finance, 171. p. 107355. DOI https://doi.org/10.1016/j.jbankfin.2024.107355

Iacone, Fabrizio and Taylor, AM Robert (2025) Nonparametric Detection of a Time‐Varying Mean. Journal of Time Series Analysis. DOI https://doi.org/10.1111/jtsa.70000

Kontonikas, Alexandros and Özbekler, Ali Gencay and Triantafyllou, Athanasios (2025) On the transmission channels between bond and stock market volatility. European Journal of Finance. pp. 1-24. DOI https://doi.org/10.1080/1351847X.2025.2545870

Kynigakis, Iason and Panopoulou, Ekaterini (2025) Modeling the distribution of key economic indicators in a data-rich environment: new empirical evidence. Journal of the Operational Research Society, 76 (10). pp. 2071-2090. DOI https://doi.org/10.1080/01605682.2025.2457645

Li, Houjian and Li, Yiwei and Song, Wei and Verousis, Thanos and Yang, Haolan (2025) How Early Trauma Shapes CEO Risk Appetite for Public Debt versus Bank Debt. Financial Review. DOI https://doi.org/10.1111/fire.70008

Maheu, John M and Nikolakopoulos, Efthimios (2025) Modelling ex post variance jumps: implications for density and tail risk forecasting. Quantitative Finance. pp. 1-23. DOI https://doi.org/10.1080/14697688.2025.2565290

Nikolakopoulos, Efthimios (2025) Bayesian nonparametric modeling of stochastic volatility. Quantitative Finance, 25 (6). pp. 857-872. DOI https://doi.org/10.1080/14697688.2025.2509561

Nikolakopoulos, Efthimios (2025) Bayesian semiparametric multivariate realized GARCH modeling. Journal of Forecasting, 44 (7). pp. 2106-2131. DOI https://doi.org/10.1002/for.3285

Triantafyllou, Athanasios and Vlastakis, Nikolaos and Kellard, Neil (2025) Forecasting oil price volatility: does oil price uncertainty matter? The Journal of Futures Markets, 45 (7). pp. 817-830. DOI https://doi.org/10.1002/fut.22592

Vich-Llompart, M Magdalena and Vitiello, Luiz (2025) Option pricing with a two-piece lognormal distribution. Finance Research Letters, 85 (D). p. 108120. DOI https://doi.org/10.1016/j.frl.2025.108120

Wu, Wanshan and Jin, Lumin and Chen, Chang-Chih and Fang, Jianchun and Yan, Cheng (2025) Structural monetary policy, corporate behavior, and pay gap: Evidence from SMEs in China. Pacific Basin Finance Journal, 90. p. 102643. DOI https://doi.org/10.1016/j.pacfin.2024.102643

Yan, Cheng and Lian, Yujun and Xu, Xiangxiang and Chen, Chang-Chih (2025) Share pledge lending, monetary policy, and shadow banking nexus. Pacific-Basin Finance Journal, 92. p. 102772. DOI https://doi.org/10.1016/j.pacfin.2025.102772

Yan, Lili and Kellard, Neil M and Lambercy, Lyudmyla (2025) Multivariate range-based EGARCH models. International Review of Financial Analysis, 100. p. 103983. DOI https://doi.org/10.1016/j.irfa.2025.103983

Book Section

Casu, Barbara and Gallo, Angela and Sarkisyan, Anna (2025) Shadow banking and non-bank financial intermediation. In: The Oxford Handbook of Banking: 4th Edition. Oxford University Press, Oxford, pp. 503-532. ISBN 9780198897071. Official URL: https://doi.org/10.1093/oxfordhb/9780198897071.013...

Monograph

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2025) An Unobserved Components Based Test for Asset Price Bubbles. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Astill, Sam and Magdalinos, Tassos and Taylor, AM Robert (2025) IVX Tests for Return Predictability and the Initial Condition. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2025) Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Iacone, Fabrizio and Taylor, AM Robert (2025) Nonparametric Detection of a Time-Varying Mean. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Thesis

Brockwell, Daniel (2025) Essays on volatility forecasting, conditional correlations and uncertainty shocks: Evidence from the non-ferrous metals market. Doctoral thesis, University of Essex. DOI https://doi.org/10.5526/ERR-00041568

Luce, Ludovico (2025) Essays on the oil price volatility implications on macroeconomics and corporate finance. Doctoral thesis, University of Essex.

Wang, Shuangshi (2025) Essays on corporate performance under technological competition. Doctoral thesis, University of Essex. DOI https://doi.org/10.5526/ERR-00040875

Xu, Xiaoling (2025) Essays on mergers and acquisitions around the world. Doctoral thesis, University of Essex. DOI https://doi.org/10.5526/ERR-00041111

Xu, Yanfeng (2025) Exchange rate and commodity prices. Doctoral thesis, University of Essex. DOI https://doi.org/10.5526/ERR-00041549