Browse by Person
 | Up a level |
Article
Castellanos, Jenny and Constantinou, Nick and Ng, Wing Lon (2015) The signalling properties of the shape of the credit default swap term structure. Journal of Risk, 17 (4). pp. 71-99.
Marzano, Michele and Dunn, Gary and Constantinou, Nick (2014) The relationship between credit default swap spreads and equity prices. Journal of Risk, 17 (1). pp. 3-28.
Monograph
Khuman, Anil and Phelps, Steve and Constantinou, Nick (2012) Constant Proportion Portfolio Insurance Strategies under Cumulative Prospect Theory with Reference Point Adaptation. Working Paper. EBS Working Papers, Colchester.
Constantinou, Nick and Utrilla, Jose Molina (2010) Could the subprime crisis have been predicted? A mortgage risk modeling approach. Working Paper. EBS Working Papers, Colchester.
Constantinou, Nick and Giampaoli, Iacopo and Ng, Wing Lon (2010) Periodicities of FX Markets in Intrinsic Time. Working Paper. EBS Working Papers, Colchester.
Constantinou, Nick and Hernandez, Adán DÃaz (2010) A multiple regime nonlinear asymmetric AR(p)-GARCH(1,1) model. Working Paper. EBS Working Papers, University of Essex, Colchester.
Constantinou, Nick and Khuman, Anil (2009) How does CPPI perform against the simplest guarantee strategies? Working Paper. Finance Discussion Papers, Colchester.