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. DOI https://doi.org/10.1002/ijfe.3125

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

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

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)

Nikolakopoulos, Efthimios (2025) Bayesian nonparametric modeling of stochastic volatility. Quantitative Finance. pp. 1-16. DOI https://doi.org/10.1080/14697688.2025.2509561

Nikolakopoulos, Efthimios (2025) Bayesian semiparametric multivariate realized GARCH modeling. Journal of Forecasting. 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

Vrontos, Spyridon (2025) Forecasting GDP growth: the economic impact of COVID-19 Pandemic. Journal of Forecasting, 43 (4). pp. 1042-1086. DOI https://doi.org/10.1002/for.3072

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 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

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