Items where Subject is "H Social Sciences > HG Finance"

Library of Congress Subject Areas (606)
- H Social Sciences (606)
  - HG Finance (606)

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Number of items at this level: 606.

A

Abdul Aziz, Nor Syahilla and Vrontos, Spyridon and Hasim, Haslifah M (2019) Evaluation of Multivariate GARCH Models in an Optimal Asset Allocation Framework. The North American Journal of Economics and Finance, 47. pp. 568-596. DOI https://doi.org/10.1016/j.najef.2018.06.012

Abdullah, Aminah and Khadaroo, Iqbal (2014) Addressing the financial crisis: perceived effectiveness of Basel III. Journal of International Banking Law and Regulation, 29 (3). pp. 125-148.

Abdullah, Aminah and Khadaroo, Iqbal and Zhameshov, Nurlan (2014) The relevance of International Financial Reporting Standards to Kazakhstan: perception of auditors. International Journal of Accounting and Finance, 4 (3). p. 305. DOI https://doi.org/10.1504/ijaf.2014.058146

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). pp. 2233-2260. DOI https://doi.org/10.1017/S002210901900019X

Adhikari, P (2017) Public sector accounting practices and reforms in Nepal. In: The Routledge Handbook of Accounting in Asia. Routledge. ISBN 9781138189034. Official URL: https://www.routledge.com/Routledge-Handbook-of-Ac...

Afonso, A and Arghyrou, MG and Bagdatoglou, G and Kontonikas, A (2015) On the time-varying relationship between EMU sovereign spreads and their determinants. Economic Modelling, 44 (C). pp. 363-371. DOI https://doi.org/10.1016/j.econmod.2014.07.025

Afonso, A and Arghyrou, MG and Gadea, MD and Kontonikas, A (2017) "Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. Working Paper. Essex Finance Centre Working Papers, Colchester.

Afonso, Antonio and Arghyrou, Michael and Gadea, María Dolore and Kontonikas, Alexandros (2018) “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. Journal of International Money and Finance, 86. pp. 1-30. DOI https://doi.org/10.1016/j.jimonfin.2018.04.005

Afonso, António and Arghyrou, Michael G and Kontonikas, Alexandros (2014) PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION. International Journal of Finance & Economics, 19 (1). pp. 49-56. DOI https://doi.org/10.1002/ijfe.1484

Ahmed, Shamim and Tsvetanov, Daniel (2016) The predictive performance of commodity futures risk factors. Journal of Banking & Finance, 71. pp. 20-36. DOI https://doi.org/10.1016/j.jbankfin.2016.06.011

Akpak Aygul, Melek (2016) An examination of commodity derivative markets: efficiency, volatility and diversification benefits. PhD thesis, University of Essex.

Al Hesso, Souhaila (2016) Profitability of Trading Rules in MENA Stock Markets. Masters thesis, University of Essex.

Alan, Sule and Cemalcilar, Mehmet and Karlan, Dean and Zinman, Jonathan (2018) Unshrouding: Evidence from Bank Overdrafts in Turkey. The Journal of Finance, 73 (2). pp. 481-522. DOI https://doi.org/10.1111/jofi.12593

Alan, Sule and Loranth, Gyongyi (2013) Subprime Consumer Credit Demand: Evidence from a Lender's Pricing Experiment. Review of Financial Studies, 26 (9). pp. 2353-2374. DOI https://doi.org/10.1093/rfs/hht029

Alentorn, A and Markose, SM (2008) Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR). In: Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli. Springer, pp. 47-71. ISBN 9783540779582. Official URL: https://doi.org/10.1007/978-3-540-77958-2_3

Alhaj Ismail, Alaa (2016) The Economic Consequences of Share-Option Based Compensation: New Evidence from the US and EU Banking Sectors. PhD thesis, University of Essex.

Alhalboni, Maryam (2014) Market Microstructure for a Portfolio of Dividend Paying Firms around Ex-Dividend Days. PhD thesis, University of Essex.

Ali Aribi, Zakaria and Arun, Thankom (2015) Corporate Social Responsibility and Islamic Financial Institutions (IFIs): Management Perceptions from IFIs in Bahrain. Journal of Business Ethics, 129 (4). pp. 785-794. DOI https://doi.org/10.1007/s10551-014-2132-9

Almusaad, Nada S (2021) Understanding the factors that influence the IFRS adoption and translation from a Strong Structuration Theory perspective. PhD thesis, University of Essex.

Almutairi, Ahmad (2019) The role of political connections in corporations: The case of a monarchical system. PhD thesis, University of Essex.

Aloud, Monira and Fasli, Maria (2017) Exploring Trading Strategies and Their Effects in the Foreign Exchange Market. Computational Intelligence, 33 (2). pp. 280-307. DOI https://doi.org/10.1111/coin.12085

Aloud, Monira and Fasli, Maria and Tsang, Edward and Dupuis, Alexander and Olsen, Richard (2017) Modeling the High-Frequency FX Market: An Agent-Based Approach. Computational Intelligence, 33 (4). pp. 771-825. DOI https://doi.org/10.1111/coin.12114

Alshaleel, Mohammed (2020) Money Market Funds Reforms in the US and the EU: the Quest for Financial Stability. European Business Law Review, 31 (2). pp. 303-335.

Alshaleel, Mohammed Khair (2017) The Regulation and Governance of Mutual Funds in the UK in the Quest for Investor Protection: Lessons for Middle Eastern Countries. PhD thesis, University of Essex.

Aluko, Babatunde and Smonou, Dafni and Kampouridis, Michael and Tsang, Edward (2014) Combining different meta-heuristics to improve the predictability of a Financial Forecasting algorithm. In: 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 2014-03-27 - 2014-03-28.

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

Antoniou, AM (2015) Beyond The American Accord: making the way for illegality in letters of credit. Journal of International Banking Law and Regulation, 30 (4). pp. 189-199.

Antoniou, AM (2014) Nullities in Letters of Credit: Extending the Fraud Exception. Journal of International Banking Law and Regulation, 29 (4). pp. 229-238.

Ao, Han (2018) A Directional Changes based study on stock market. PhD thesis, University of Essex.

Arnaboldi, Francesca and Casu, Barbara and Kalotychou, Elena and Sarkisyan, Anna (2020) The Performance Effects of Board Heterogeneity: What Works for EU Banks? The European Journal of Finance, 26 (10). pp. 897-924. DOI https://doi.org/10.1080/1351847X.2018.1479719

Arun, Thankom Gopinath and Almahrog, Yousf Ebrahem and Ali Aribi, Zakaria (2015) Female directors and earnings management: Evidence from UK companies. International Review of Financial Analysis, 39 (C). pp. 137-146. DOI https://doi.org/10.1016/j.irfa.2015.03.002

Arvanitis, Stelios and Hallam, Mark and Post, Thierry and Topaloglou, Nikolas (2019) Stochastic Spanning. Journal of Business and Economic Statistics, 37 (4). pp. 573-585. DOI https://doi.org/10.1080/07350015.2017.1391099

Ashraf, MJ and Uddin, S (2011) Review of Management Accounting Research. In: Review of Management Accounting Research. Palgrave Macmillan UK, pp. 415-449. ISBN 9781349321971. Official URL: https://doi.org/10.1057/9780230353275

Asimit, Alexandru V and Chi, Yichun and Hu, Junlei (2015) Optimal non-life reinsurance under Solvency II Regime. Insurance: Mathematics and Economics, 65. pp. 227-237. DOI https://doi.org/10.1016/j.insmatheco.2015.09.006

Asimit, Alexandru V and Gao, Tao and Hu, Junlei and Kim, Eun-Seok (2018) Optimal Risk Transfer: A Numerical Optimization Approach. North American Actuarial Journal, 22 (3). pp. 341-364. DOI https://doi.org/10.1080/10920277.2017.1421472

Astill, S and Harvey, DI and Taylor, AMR (2013) A bootstrap test for additive outliers in non-stationary time series. Journal of Time Series Analysis, 34 (4). pp. 454-465. DOI https://doi.org/10.1111/jtsa.12033

Astill, S and Taylor, AMR (2018) Robust Tests for Deterministic Seasonality and Seasonal Mean Shifts. The Econometrics Journal, 21 (3). pp. 277-297. DOI https://doi.org/10.1111/ectj.12111

Astill, Sam and Harvey, David and Leybourne, Stephen and Sollis, Robert and Taylor, AM Robert (2018) Real-Time Monitoring for Explosive Financial Bubbles. Journal of Time Series Analysis, 39 (6). pp. 863-891. DOI https://doi.org/10.1111/jtsa.12409

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2014) Robust tests for a linear trend with an application to equity indices. Journal of Empirical Finance, 29 (C). pp. 168-185. DOI https://doi.org/10.1016/j.jempfin.2014.02.004

Astill, Sam and Taylor, AM Robert (2018) Robust Tests for Deterministic Seasonality and Seasonal Mean Shifts. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

ap Gwilym, Owain and Verousis, Thanos (2013) Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level. Journal of Futures Markets, 33 (1). pp. 55-76. DOI https://doi.org/10.1002/fut.21547

ap Gwilym, Owain and Verousis, Thanos (2010) Price clustering and underpricing in the IPO aftermarket. International Review of Financial Analysis, 19 (2). pp. 89-97. DOI https://doi.org/10.1016/j.irfa.2010.01.007

B

Bakas, Dimitrios and Triantafyllou, Athanasios (2018) The Impact of Uncertainty Shocks on the Volatility of Commodity Prices. Journal of International Money and Finance, 87 (C). pp. 96-111. DOI https://doi.org/10.1016/j.jimonfin.2018.06.001

Bakas, Dimitrios and Triantafyllou, Athanasios (2019) Volatility forecasting in commodity markets using macro uncertainty. Energy Economics, 81. pp. 79-94. DOI https://doi.org/10.1016/j.eneco.2019.03.016

Bakhach, A and Tsang, EPK and Jalalian, H (2017) Forecasting directional changes in the FX markets. In: IEEE Symposium Series on Computational Intelligence, SSCI 2016, 2016-12-06 - 2016-12-09, Athens, Greece.

Bakhach, Amer (2018) Developing trading strategies under the Directional Changes framework, with application in the FX Market. PhD thesis, University of Essex.

Bakhach, Amer and Chinthalapati, Venkata and Tsang, Edward and El Sayed, Abdul (2018) Intelligent Dynamic Backlash Agent: A Trading Strategy Based on the Directional Change Framework. Algorithms, 11 (11). p. 171. DOI https://doi.org/10.3390/a11110171

Bakhach, Amer and Tsang, Edward and Wing Lon Ng and Chinthalapati, VL Raju (2016) Backlash Agent: A trading strategy based on Directional Change. In: 2016 IEEE Symposium Series on Computational Intelligence (SSCI), 2016-12-06 - 2016-12-09.

Bakre, Owolabi (2007) Money Laundering and Trans-organised Financial Crime in Nigeria: Collaboration of the Local and Foreign Capitalist Elites. Working Paper. EBS Working Papers, University of Essex, Colchester.

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

Baltas, Nicholas and Tsionas, Efthymios and Baltas, Konstantinos (2018) Foreign direct investment in OECD countries: a special focus in the case of Greece. Applied Economics, Publis (50). pp. 5579-5591. DOI https://doi.org/10.1080/00036846.2018.1488054

Banti, C (2015) Illiquidity in the stock and FX markets: an investigation of their cross-market dynamics. Working Paper. Essex Finance Centre Working Papers.

Banti, Chiara (2016) Illiquidity in the stock and foreign exchange markets: an investigation of their cross-market dynamics. Journal of Financial Research, 39 (4). pp. 411-436. DOI https://doi.org/10.1111/jfir.12113

Banti, Chiara and Kellard, Neil and Manac, Radu-Dragomir (2018) Credit Default Swap Spreads: Funding Liquidity Matters! Working Paper. Essex Finance Centre Working Papers, Colchester.

Banti, Chiara and Phylaktis, Kate (2015) FX market liquidity, funding constraints and capital flows. Journal of International Money and Finance, 56 (C). pp. 114-134. DOI https://doi.org/10.1016/j.jimonfin.2014.11.002

Banti, Chiara and Phylaktis, Kate (2019) Global liquidity, house prices and policy responses. Journal of Financial Stability, 43. pp. 79-96. DOI https://doi.org/10.1016/j.jfs.2019.05.015

Banti, Chiara and Phylaktis, Kate and Sarno, Lucio (2012) Global liquidity risk in the foreign exchange market. Journal of International Money and Finance, 31 (2). pp. 267-291. DOI https://doi.org/10.1016/j.jimonfin.2011.11.010

Bartram, Sohnke M and Zakaria, Idlan (2008) Corporate governance and executive compensation: an institutional overview. In: Markets and Compensation for Executives in Europe. International Business & Management (24). Elsevier. ISBN 9780080557380.

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)

Bermpei, T and Mamatzakis, E (2014) The impact of M&A advisory fees on the investment bank performance. Is there convergence during crisis? In: INFINITI 2014, University of Florence, ? - ?, Florence, Italy.

Bermpei, Theodora and Kalyvas, Antonios and Nguyen, Thanh Cong (2018) Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies. International Review of Financial Analysis, 59 (C). pp. 255-275. DOI https://doi.org/10.1016/j.irfa.2018.06.002

Bermpei, Theodora and Kalyvas, Antonios Nikolaos (2018) Does tax enforcement matter for the cost of bank loans? Evidence from the United States. Working Paper. Essex Finance Centre Working Papers, Colchester.

Bermpei, Theodora and Kalyvas, Antonios Nikolayos and Neri, Lorenzo and Russo, Antonella (2019) Will strangers help you enter? The effect of foreign bank presence on new firm entry. Journal of Financial Services Research, 56 (1). pp. 1-38. DOI https://doi.org/10.1007/s10693-017-0286-1

Bernales, Alejandro and Cañón, Carlos and Verousis, Thanos (2018) Bid–ask spread and liquidity searching behaviour of informed investors in option markets. Finance Research Letters, 25. pp. 96-102. DOI https://doi.org/10.1016/j.frl.2017.10.025

Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos (2020) Do investors follow the herd in option markets? Journal of Banking and Finance, 119. p. 104899. DOI https://doi.org/10.1016/j.jbankfin.2016.02.002

Berton, Fabio and Mocetti, Sauro and Presbitero, Andrea F and Richiardi, Matteo (2018) Banks, Firms, and Jobs. The Review of Financial Studies, 31 (6). pp. 2113-2156. DOI https://doi.org/10.1093/rfs/hhy003

Beverungen, Armin and Böhm, Steffen and Land, Christopher (2012) The poverty of journal publishing. Organization, 19 (6). pp. 929-938. DOI https://doi.org/10.1177/1350508412448858

Bhalotra, S (2006) Near rationality in wage setting. Applied Economics, 38 (21). pp. 2513-2521. DOI https://doi.org/10.1080/00036840500427734

Bhatia, V and Das, D and Tiwari, A and Shahbaz, M and Hasim, HBM (2018) Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. Resources Policy, 55 (C). pp. 244-252. DOI https://doi.org/10.1016/j.resourpol.2017.12.008

Biehl-Missal, B (2013) The atmosphere of the image: an aesthetic concept for visual analysis. Consumption Markets & Culture, 16 (4). pp. 356-367. DOI https://doi.org/10.1080/10253866.2012.668369

Blackburn, R (2011) The Global Drive to Commodify Pensions. In: The Routledge International Handbook of Globalization Studies. Routledge International Handbooks . Routledge, pp. 344-368. ISBN 9780415686082. Official URL: https://doi.org/10.4324/9781315867847

Blackburn, R (2009) Pension Rights and Pension Finance in the Ageing Society. In: Democracy and social rights in the "two Wests". Nova Americana in English . Otto, pp. 157-182. ISBN 9788895285160.

Bohoslavsky, Juan Pablo and Michalowski, Sabine (2009) Ius Cogens, Transitional Justice and Other Trends of the Debate on Odious Debts: A Response to the World Bank Discussion Paper on Odious Debts. Columbia Journal of Transnational Law, 48 (1). pp. 61-120.

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. pp. 162-184. DOI https://doi.org/10.1016/j.jcorpfin.2016.09.008

Bose, Udichibarna and MacDonald, Ronald and Tsoukas, Serafeim (2015) Education and the local equity bias around the world. Journal of International Financial Markets, Institutions and Money, 39. pp. 65-88. DOI https://doi.org/10.1016/j.intfin.2015.06.002

Bose, Udichibarna and MacDonald, Ronald and Tsoukas, Serafeim (2015) Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies. Working Paper. Essex Finance Centre Working Papers.

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.

Bouslah, Kais and Liñares-Zegarra, José and M'Zali, Bouchra and Scholtens, Bert (2018) CEO risk-taking incentives and socially irresponsible activities. British Accounting Review, 50 (1). pp. 76-92. DOI https://doi.org/10.1016/j.bar.2017.05.004

Brewster, C and Guery, L and Stephenot-Guery, A and Wood, GT (2018) Country of origin effects and new financial actors: Private Equity investment and work and employment practices of French firms. British Journal of Industrial Relations, 56 (4). pp. 859-881. DOI https://doi.org/10.1111/bjir.12284

Brewster, C and Guery, L and Stevenot, A and Wood, GT (2017) The Impact of Private Equity on Employment: The Consequences of Fund Country of Origin - New Evidence From France. Industrial Relations, 56 (4). pp. 723-750. DOI https://doi.org/10.1111/irel.12193

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). pp. 630-643. DOI https://doi.org/10.1080/00343404.2018.1490016

Bulkley, George and Harris, Richard DF and Nawosah, Vivekanand (2011) Revisiting the expectations hypothesis of the term structure of interest rates. Journal of Banking & Finance, 35 (5). pp. 1202-1212. DOI https://doi.org/10.1016/j.jbankfin.2010.09.031

Bulkley, George and Nawosah, Vivekanand (2009) Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum? Journal of Financial and Quantitative Analysis, 44 (4). pp. 777-794. DOI https://doi.org/10.1017/s0022109009990111

Burke, Andrew and Shaukat, Amama (2015) Establishment creation and destruction across business density cycles: US evidence. International Entrepreneurship and Management Journal, 11 (2). pp. 377-392. DOI https://doi.org/10.1007/s11365-014-0337-0

Byrne, JP and Cao, S and Korobilis, D (2016) Decomposing Global Yield Curve Co-Movement. Working Paper. Essex Finance Centre Working Papers, Colchester.

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

Byrne, JP and Cao, S and Korobilis, D (2016) Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. Working Paper. Essex Finance Centre Working Papers.

Böhm, Steffen and Spicer, André and Fleming, Peter (2008) Infra-political dimensions of resistance to international business: A Neo-Gramscian approach. Scandinavian Journal of Management, 24 (3). pp. 169-182. DOI https://doi.org/10.1016/j.scaman.2008.03.008

C

CONRAD, CHRISTIAN and LAMLA, MICHAEL J (2010) The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication. Journal of Money, Credit and Banking, 42 (7). pp. 1391-1417. DOI https://doi.org/10.1111/j.1538-4616.2010.00346.x

Cai, Biqing and Cheng, Tingting and Yan, Cheng (2018) Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds. Journal of Empirical Finance, 49. pp. 81-106. DOI https://doi.org/10.1016/j.jempfin.2018.09.001

Caister, NC and Govinder, KS and O'Hara, JG (2011) Optimal system of Lie group invariant solutions for the Asian option PDE. Mathematical Methods in the Applied Sciences, 34 (11). pp. 1353-1365. DOI https://doi.org/10.1002/mma.1444

Caister, NC and Govinder, KS and O’Hara, JG (2011) Solving a nonlinear pde that prices real options using utility based pricing methods. Nonlinear Analysis: Real World Applications, 12 (4). pp. 2408-2415. DOI https://doi.org/10.1016/j.nonrwa.2011.02.015

Caister, NC and O'Hara, JG and Govinder, KS (2010) Solving the Asian Option PDE Using LIE Symmetry Methods. International Journal of Theoretical and Applied Finance, 13 (08). pp. 1265-1277. DOI https://doi.org/10.1142/s0219024910006194

Calabrese, R and Girardone, C and Sun, M (2017) Access to Bank Credit: The Role of Awareness of Government Initiatives for UK SMEs. In: Financial Markets, SME Financing and Emerging Economies. Palgrave Macmillan Studies in Banking and Financial Institutions . Palgrave Macmillan, pp. 5-20. ISBN 978-3-319-54890-6. Official URL: https://doi.org/10.1007/978-3-319-54891-3_2

Calabrese, Raffaella (2014) Downturn Loss Given Default: Mixture distribution estimation. European Journal of Operational Research, 237 (1). pp. 271-277. DOI https://doi.org/10.1016/j.ejor.2014.01.043

Calabrese, Raffaella (2014) Optimal cut-off for rare events and unbalanced misclassification costs. Journal of Applied Statistics, 41 (8). pp. 1678-1693. DOI https://doi.org/10.1080/02664763.2014.888542

Calabrese, Raffaella (2013) Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme. Statistics & Probability Letters, 83 (1). pp. 272-277. DOI https://doi.org/10.1016/j.spl.2012.09.012

Calabrese, Raffaella (2013) A probabilistic scheme with uniform correlation structure. Statistics in Transition, 14 (1). pp. 129-138.

Calabrese, Raffaella and Degl’Innocenti, Marta and Osmetti, Silvia Angela (2017) The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach. European Journal of Operational Research, 256 (3). pp. 1029-1037. DOI https://doi.org/10.1016/j.ejor.2016.07.046

Calabrese, Raffaella and Elkink, Johan A (2014) ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY. Journal of Regional Science, 54 (4). pp. 664-687. DOI https://doi.org/10.1111/jors.12116

Calabrese, Raffaella and Giudici, Paolo (2015) Estimating bank default with generalised extreme value regression models. Journal of the Operational Research Society, 66 (11). pp. 1783-1792. DOI https://doi.org/10.1057/jors.2014.106

Calabrese, Raffaella and Marra, Giampiero and Angela Osmetti, Silvia (2016) Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model. Journal of the Operational Research Society, 67 (4). pp. 604-615. DOI https://doi.org/10.1057/jors.2015.64

Calabrese, Raffaella and Osmetti, Silvia Angela (2014) A Generalized Additive Model for Binary Rare Events Data: An Application to Credit Defaults. In: Studies in Classification, Data Analysis, and Knowledge Organization. Studies in Classification, Data Analysis, and Knowledge Organization . Springer International Publishing, Switzerland, pp. 73-81. ISBN 9783319066912. Official URL: https://doi.org/10.1007/978-3-319-06692-9_9

Calabrese, Raffaella and Osmetti, Silvia Angela (2013) Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model. Journal of Applied Statistics, 40 (6). pp. 1172-1188. DOI https://doi.org/10.1080/02664763.2013.784894

Calabrese, Raffaella and Zenga, Michele (2010) Bank loan recovery rates: Measuring and nonparametric density estimation. Journal of Banking & Finance, 34 (5). pp. 903-911. DOI https://doi.org/10.1016/j.jbankfin.2009.10.001

Cao, Yi and Li, Yuhua and Coleman, Sonya and Belatreche, Ammar and McGinnity, Thomas Martin (2016) Detecting Wash Trade in Financial Market Using Digraphs and Dynamic Programming. IEEE Transactions on Neural Networks and Learning Systems, 27 (11). pp. 2351-2363. DOI https://doi.org/10.1109/tnnls.2015.2480959

Carbó-Valverde, Santiago and Liñares-Zegarra, José (2011) How effective are rewards programs in promoting payment card usage? Empirical evidence. Journal of Banking & Finance, 35 (12). pp. 3275-3291. DOI https://doi.org/10.1016/j.jbankfin.2011.05.008

Carbó-Valverde, Santiago and Liñares-Zegarra, José and Rodríguez-Fernández, Francisco (2012) Feedback Loop Effects in Payment Card Markets: Empirical Evidence. Review of Network Economics, 11 (2). DOI https://doi.org/10.1515/1446-9022.1268

Carrillo Tudela, Carlos and Graber, Michael and Waelde, Klaus (2018) Unemployment and vacancy dynamics with imperfect financial markets. Labour Economics, 50 (9525). pp. 128-143. DOI https://doi.org/10.1016/j.labeco.2017.04.005

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.

Castro, Tomás del Barrio and Rodrigues, Paulo MM and Taylor, AM Robert (2013) THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS. Econometric Theory, 29 (6). pp. 1289-1313. DOI https://doi.org/10.1017/s0266466613000066

Casu, B and Ferrari, A and Girardone, C and Wilson, JOS (2016) Integration, productivity and technological spillovers: Evidence for eurozone banking industries. European Journal of Operational Research, 255 (3). pp. 971-983. DOI https://doi.org/10.1016/j.ejor.2016.06.007

Casu, B and Girardone, C and Molyneux, P (2015) Introduction to Banking (Second edition). Pearson. ISBN 9781292240336.

Casu, Barbara and Clare, Andrew and Sarkisyan, Anna and Thomas, Stephen (2011) Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies. The European Journal of Finance, 17 (9-10). pp. 769-788. DOI https://doi.org/10.1080/1351847x.2010.538526

Casu, Barbara and Clare, Andrew and Sarkisyan, Anna and Thomas, Stephen (2013) Securitization and Bank Performance. Journal of Money, Credit and Banking, 45 (8). pp. 1617-1658. DOI https://doi.org/10.1111/jmcb.12064

Casu, Barbara and Girardone, Claudia (2009) Competition issues in European banking. Journal of Financial Regulation and Compliance, 17 (2). pp. 119-133. DOI https://doi.org/10.1108/13581980910952568

Casu, Barbara and Girardone, Claudia (2009) Does Competition Lead to Efficiency? The Case of EU Commercial Banks.

Casu, Barbara and Girardone, Claudia (2010) Integration and efficiency convergence in EU banking markets. Omega, 38 (5). pp. 260-267. DOI https://doi.org/10.1016/j.omega.2009.08.004

Casu, Barbara and Girardone, Claudia (2009) Testing the relationship between competition and efficiency in banking: A panel data analysis. Economics Letters, 105 (1). pp. 134-137. DOI https://doi.org/10.1016/j.econlet.2009.06.018

Casu, Barbara and Girardone, Claudia (2005) An analysis of the relevance of off-balance sheet items in explaining productivity change in European banking. Applied Financial Economics, 15 (15). pp. 1053-1061. DOI https://doi.org/10.1080/09603100500120688

Casu, Barbara and Girardone, Claudia and Molyneux, Philip (2012) Is There a Conflict between Competition and Financial Stability? In: Research Handbook on International Banking and Governance. Edward Elgar Publishing, pp. 72-86. ISBN 9781849802932. Official URL: https://doi.org/10.4337/9781849806107.00012

Cavaliere, G and De Angelis, L and Rahbek, A and Taylor, AMR (2016) Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order. UNSPECIFIED. Essex Finance Centre Working Papers.

Cavaliere, Giuseppe and Angelis, Luca De and Rahbek, Anders and Robert Taylor, AM (2015) A Comparison of Sequential and Information‐based Methods for Determining the Co‐integration Rank in Heteroskedastic VAR Models. Oxford Bulletin of Economics and Statistics, 77 (1). pp. 106-128. DOI https://doi.org/10.1111/obes.12051

Cavaliere, Giuseppe and De Angelis, Luca and Rahbek, Anders and Taylor, AM Robert (2018) Determining the cointegration rank in heteroskedastic VAR models of unknown order. Econometric Theory, 34 (02). pp. 349-382. DOI https://doi.org/10.1017/S0266466616000335

Cavaliere, Giuseppe and Georgiev, Iliyan and Robert Taylor, AM (2013) Wild Bootstrap of the Sample Mean in the Infinite Variance Case. Econometric Reviews, 32 (2). pp. 204-219. DOI https://doi.org/10.1080/07474938.2012.690660

Cavaliere, Giuseppe and Georgiev, Iliyan and Taylor, AM Robert (2016) Sieve-based inference for infinite-variance linear processes. Annals of Statistics, 44 (4). pp. 1467-1494. DOI https://doi.org/10.1214/15-AOS1419

Cavaliere, Giuseppe and Harvey, David I and Leybourne, Stephen J and Robert Taylor, AM (2015) Testing for Unit Roots Under Multiple Possible Trend Breaks and Non‐Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics. Journal of Time Series Analysis, 36 (5). pp. 603-629. DOI https://doi.org/10.1111/jtsa.12067

Cavaliere, Giuseppe and Nielsen, Morten Ørregaard and Taylor, AM Robert (2015) Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets. Journal of Econometrics, 187 (2). pp. 557-579. DOI https://doi.org/10.1016/j.jeconom.2015.02.039

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

Cavaliere, Giuseppe and Phillips, Peter CB and Smeekes, Stephan and Taylor, AM Robert (2015) Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility. Econometric Reviews, 34 (4). pp. 512-536. DOI https://doi.org/10.1080/07474938.2013.808065

Cavaliere, Giuseppe and Rahbek, Anders and Robert Taylor, AM (2014) Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models. Econometric Reviews, 33 (5-6). pp. 606-650. DOI https://doi.org/10.1080/07474938.2013.825175

Cavaliere, Giuseppe and Skrobotov, Anton and Taylor, AM Robert (2019) Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility. Econometric Reviews, 38 (5). pp. 509-532. DOI https://doi.org/10.1080/07474938.2017.1348684

Cavaliere, Giuseppe and Taylor, AM Robert and Trenkler, Carsten (2013) Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion. Econometric Reviews, 32 (7). pp. 814-847. DOI https://doi.org/10.1080/07474938.2012.690677

Chambers, Marcus J and Taylor, AM Robert (2020) Deterministic Parameter Change Models in Continuous and Discrete Time. Journal of Time Series Analysis, 41 (1). pp. 134-145. DOI https://doi.org/10.1111/jtsa.12456

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)

Chambers, Marcus J and Taylor, AM Robert (2018) Time-Varying Parameters in Continuous and Discrete Time. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Charalambous, K and Sophocleous, C and O'Hara, JG and Leach, PGL (2015) A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time‐dependent parameters. Mathematical Methods in the Applied Sciences, 38 (17). pp. 4448-4460. DOI https://doi.org/10.1002/mma.3383

Chavez Calva, Jose Luis (2017) Essays on Macroeconomics and Capital Intermediation Networks. PhD thesis, University of Essex.

Chen, Chen (2022) Stock Market Investment Using Machine Learning. PhD thesis, University of Essex.

Chen, Daqiang and Joshua, Ignatius and Danzhi, Sun and Shalei, Zhan and Chenyu, Zhou and Marra, Marianna and Demirbag, Mehmet (2019) Reverse Logistics Pricing Strategy for a Green Supply Chain: A View of Customers’ Environmental Awareness. International Journal of Production Economics, 217. pp. 197-210. DOI https://doi.org/10.1016/j.ijpe.2018.08.031

Chen, Jian and Liu, Xiaoquan (2010) The model-free measures and the volatility spread. Applied Economics Letters, 17 (18). pp. 1829-1833. DOI https://doi.org/10.1080/13504850903357350

Chen, K and Vitiello, L and Hyde, S and Poon, S (2018) The Reality of Stock Market Jumps Diversification. Journal of International Money and Finance, 86. pp. 171-188. DOI https://doi.org/10.1016/j.jimonfin.2018.04.008

Chen, Louisa and Verousis, Thanos (2018) A contingent claims approach to the determinants of the stock-bond return relationship. International Journal of Banking, Accounting and Finance, 9 (1). p. 1. DOI https://doi.org/10.1504/IJBAAF.2018.089425

Chen, XiaoHua and Solomon, Edna and Verousis, Thanos (2016) Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market. International Journal of the Economics of Business, 23 (2). pp. 183-198. DOI https://doi.org/10.1080/13571516.2015.1048974

Chiaramonte, Laura and Girardone, Claudia and Migliavacca, Milena and Poli, Federica (2020) Deposit Insurance Schemes and Bank Stability in Europe: How Much Does Design Matter? European Journal of Finance, 26 (7-8). pp. 589-615. DOI https://doi.org/10.1080/1351847X.2019.1607763

Chortareas, GE and Garza-Garcia, JG and Girardone, C (2009) Market structure, profits, and spreads in the Mexican banking industry. Banks and Bank Systems, 4 (3). pp. 43-52.

Chortareas, GE and Jitmaneeroj, B and Wood, A (2012) Forecast rationality and monetary policy frameworks: Evidence from UK interest rate forecasts. Journal of International Financial Markets, Institutions and Money, 22 (1). pp. 209-231. DOI https://doi.org/10.1016/j.intfin.2011.09.002

Chortareas, Georgios and Jiang, Ying and Nankervis, John C (2011) Forecasting exchange rate volatility using high-frequency data: Is the euro different? International Journal of Forecasting, 27 (4). pp. 1089-1107. DOI https://doi.org/10.1016/j.ijforecast.2010.07.003

Chortareas, Georgios and Jiang, Ying and Nankervis, John C (2011) The random-walk behavior of the Euro exchange rate. Finance Research Letters, 8 (3). pp. 158-162. DOI https://doi.org/10.1016/j.frl.2010.10.003

Chortareas, Georgios E and Garza-García, Jesús G and Girardone, Claudia (2011) Financial deepening and bank productivity in Latin America. The European Journal of Finance, 17 (9-10). pp. 811-827. DOI https://doi.org/10.1080/1351847x.2010.538512

Chortareas, Georgios E and Garza‐Garcia, Jesus G and Girardone, Claudia (2011) Banking Sector Performance in Latin America: Market Power versus Efficiency. Review of Development Economics, 15 (2). pp. 307-325. DOI https://doi.org/10.1111/j.1467-9361.2011.00610.x

Chortareas, Georgios E and Girardone, Claudia and Ventouri, Alexia (2012) Bank supervision, regulation, and efficiency: Evidence from the European Union. Journal of Financial Stability, 8 (4). pp. 292-302. DOI https://doi.org/10.1016/j.jfs.2011.12.001

Chortareas, Georgios E and Girardone, Claudia and Ventouri, Alexia (2009) Efficiency and productivity of Greek banks in the EMU era. Applied Financial Economics, 19 (16). pp. 1317-1328. DOI https://doi.org/10.1080/09603100802599506

Chortareas, Georgios E and Girardone, Claudia and Ventouri, Alexia (2011) Financial Frictions, Bank Efficiency and Risk: Evidence from the Eurozone. Journal of Business Finance & Accounting, 38 (1-2). pp. 259-287. DOI https://doi.org/10.1111/j.1468-5957.2010.02226.x

Chortareas, Georgios E and Girardone, Claudia and Ventouri, Alexia (2013) Financial freedom and bank efficiency: Evidence from the European Union. Journal of Banking & Finance, 37 (4). pp. 1223-1231. DOI https://doi.org/10.1016/j.jbankfin.2012.11.015

Chronopoulos, DK and Vlastakis, N and Papadimitriou, FI (2018) Information demand and stock return predictability. Journal of International Money and Finance, 80 (C). pp. 59-74. DOI https://doi.org/10.1016/j.jimonfin.2017.10.001

Chronopoulos, Dimitris K and Girardone, Claudia and Nankervis, John C (2011) Are there any cost and profit efficiency gains in financial conglomeration? Evidence from the accession countries. The European Journal of Finance, 17 (8). pp. 603-621. DOI https://doi.org/10.1080/1351847x.2010.538300

Chronopoulos, Dimitris K and Girardone, Claudia and Nankervis, John C (2013) How Do Stock Markets in the US and Europe Price Efficiency Gains from Bank M&As? Journal of Financial Services Research, 43 (3). pp. 243-263. DOI https://doi.org/10.1007/s10693-012-0132-4

Chu, Nhat Minh Vuong (2023) Essays On Explosive Time Series. Doctoral thesis, University of Essex.

Cipollini, A and Coakley, J and Lee, H (2015) The European sovereign debt market: from integration to segmentation. The European Journal of Finance, 21 (2). pp. 111-128. DOI https://doi.org/10.1080/1351847x.2013.788535

Cipollini, Andrea and Fattouh, Bassam and Mouratidis, Kostas (2007) Fiscal Readjustments in the US: A Non-linear Time Series Analysis. Working Paper. Finance Discussion Papers, Colchester.

Clerides, Sofronis and Delis, Manthos D and Kokas, Sotirios (2015) A New Data Set On Competition In National Banking Markets. Financial Markets, Institutions & Instruments, 24 (2-3). pp. 267-311. DOI https://doi.org/10.1111/fmii.12030

Coakley, J and Dollery, J and Kellard, NM (2010) Long memory and structural breaks in commodity futures markets. Journal of Futures Markets, 31 (11). pp. 1076-1113. DOI https://doi.org/10.1002/fut.20502

Coakley, J and Dollery, J and Kellard, NM (2008) The role of long memory in hedging effectiveness. Computational Statistics & Data Analysis, 52 (6). pp. 3075-3082. DOI https://doi.org/10.1016/j.csda.2007.10.019

Coakley, J and Dotsis, G and Liu, X and Zhai, J (2014) Investor sentiment and value and growth stock index options. The European Journal of Finance, 20 (12). pp. 1211-1229. DOI https://doi.org/10.1080/1351847x.2013.779290

Coakley, J and Fu, L and Thomas, H (2010) Misvaluation and UK mergers 1986?2002. Applied Financial Economics, 20 (3). pp. 201-211. DOI https://doi.org/10.1080/09603100903282655

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

Coakley, J and Hadass, L and Wood, A (2008) Hot IPOs can damage your long-run wealth! Applied Financial Economics, 18 (14). pp. 1111-1120. DOI https://doi.org/10.1080/09603100701564353

Coakley, J and Hadass, L and Wood, A (2009) UK IPO underpricing and venture capitalists. The European Journal of Finance, 15 (4). pp. 421-435. DOI https://doi.org/10.1080/13518470802560915

Coakley, J and Kellard, NM and Wang, J (2016) Commodity futures returns: more memory than you might think! The European Journal of Finance, 22 (14). pp. 1457-1483. DOI https://doi.org/10.1080/1351847x.2015.1025989

Coakley, J and Kougoulis, P and Nankervis, JC (2008) The MSCI-Canada index rebalancing and excess comovement. Applied Financial Economics, 18 (16). pp. 1277-1287. DOI https://doi.org/10.1080/09603100701537722

Coakley, J and Kuo, J and Wood, A (2012) The School's Out effect: A new seasonal anomaly! The British Accounting Review, 44 (3). pp. 133-143. DOI https://doi.org/10.1016/j.bar.2012.07.003

Coakley, J and Liu, X and Kuo, J (2009) A Pricing Kernel Approach to Valuing Interest Rate Options. UNSPECIFIED. Finance Discussion Papers, Colchester.

Coakley, J and Marzano, M and Nankervis, JC (2016) How profitable are FX technical trading rules? International Review of Financial Analysis, 45. pp. 273-282. DOI https://doi.org/10.1016/j.irfa.2016.03.010

Coakley, J and Thomas, H and Wang, H (2008) The short-run wealth effects of foreign divestitures by UK firms. Applied Financial Economics, 18 (3). pp. 173-184. DOI https://doi.org/10.1080/09603100601018831

Coccorese, P and Girardone, C (2017) Bank capital and profitability:Evidence from a global sample. Working Paper. Essex Finance Centre Working Papers, Colchester.

Coman-Kund, Florin and Karatzia, Anastasia and Amtenbrink, Fabian (2018) The Transparency of the European Central Bank in the Single Supervisory Mechanism. Kredit und Kapital, 51 (1). pp. 55-72. DOI https://doi.org/10.3790/ccm.51.1.55

Constantinou, Nick and Khuman, Anil (2009) How does CPPI perform against the simplest guarantee strategies? Working Paper. Finance Discussion Papers, Colchester.

Crippa, Lorenzo (2023) State Sovereignty and Multinational Crime. How Private Networks Extend State Prohibition of Corporate Bribery Beyond Borders. Doctoral thesis, University of Essex.

Crossley, Thomas F and Low, Hamish W (2014) Job Loss, Credit Constraints, and Consumption Growth. Review of Economics and Statistics, 96 (5). pp. 876-884. DOI https://doi.org/10.1162/rest_a_00417

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DEMIRBAS OZBEKLER, MERVE (2023) Essays on Credit Risk, Information Environment and Uncertainty. Doctoral thesis, University of Essex.

Das, D and Kumar, SB and Tiwari, AK and Shahbaz, M and Hasim, HM (2018) On the Relationship of Gold, Crude Oil, Stocks with Financial Stress: A Causality-in-Quantiles Approach. Finance Research Letters, 27. pp. 169-174. DOI https://doi.org/10.1016/j.frl.2018.02.030

Davies, RB and Lamla, MJ and Schiffbauer, M (2016) Learning or Leaning: Persistent and Transitory Spillovers from FDI. Working Paper. Essex Finance Centre Working Papers.

Davies, William and McGoey, Linsey (2012) Rationalities of ignorance: on financial crisis and the ambivalence of neo-liberal epistemology. Economy and Society, 41 (1). pp. 64-83. DOI https://doi.org/10.1080/03085147.2011.637331

De Cesari, A and Huang-Meier, W (2015) Dividend changes and stock price informativeness. Journal of Corporate Finance, 35. pp. 1-17. DOI https://doi.org/10.1016/j.jcorpfin.2015.08.004

De Cock, CJL (2014) How I Learned to Stop Worrying and Love Finance. ephemera theory & politics in organization, 14 (3). pp. 563-569.

De Cock, CJL (2007) The Rise and Rise of Private Equity. Chartered Secretary.

De Cock, CJL and Cutcher, L and Grant, D (2012) Finance Capitalism?s Perpetually Extinguished Pasts: Exploring Discursive Shifts 2007-2011. Culture and Organization, 18 (2). pp. 87-90. DOI https://doi.org/10.1080/14759551.2011.636612

De Cock, CJL and Vachhani, S and Murray, J (2013) Putting into Question the Imaginary of Recovery: A Dialectical Reading of the Global Financial Crisis and its Aftermath. Culture and Organization, 19 (5). pp. 396-412. DOI https://doi.org/10.1080/14759551.2013.815618

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). pp. 241-260. DOI https://doi.org/10.1111/fmii.12113

Degl’Innocenti, M and Fiordelisi, F and Girardone, C and Radić, N (2018) Competition and Risk-Taking in Investment banking. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Degl’Innocenti, Marta and Girardone, Claudia (2012) Ownership, diversification and cost advantages: Evidence from the Italian leasing industry. Journal of International Financial Markets, Institutions and Money, 22 (4). pp. 879-896. DOI https://doi.org/10.1016/j.intfin.2012.05.002

Degl’Innocenti, Marta and Girardone, Claudia and Torluccio, Giuseppe (2014) Diversification, multimarket contacts and profits in the leasing industry. Journal of International Financial Markets, Institutions and Money, 31 (1). pp. 231-252. DOI https://doi.org/10.1016/j.intfin.2014.04.001

Del Barrio Castro, T and Rodrigues, PMM and Taylor, AMR (2015) Semi-Parametric Seasonal Unit Root Tests. UNSPECIFIED. Essex Finance Centre Working Papers.

Delis, Manthos and Kokas, Sotirios and Ongena, Steven (2016) Foreign Ownership and Market Power in Banking: Evidence from a World Sample. Journal of Money, Credit and Banking, 48 (2-3). pp. 449-483. DOI https://doi.org/10.1111/jmcb.12306

Delis, Manthos D and Iosifidi, Maria and Kokas, Sotirios and Ongena, Steven and Xefteris, Dimitrios (2016) "What's the Use of Having a Reputation If You Can't Ruin It Every Now and Then?" Regulatory Enforcement Actions on Banks and the Structure of Loan Syndicates. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

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

Della Corte, P and Sarno, L and Valente, G (2010) A century of equity premium predictability and the consumption?wealth ratio: An international perspective. Journal of Empirical Finance, 17 (3). pp. 313-331. DOI https://doi.org/10.1016/j.jempfin.2009.10.003

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)

Ding, Xuedong and Li, Jun and Wang, Jia (2008) In pursuit of technological innovation. Journal of Small Business and Enterprise Development, 15 (4). pp. 816-831. DOI https://doi.org/10.1108/14626000810917889

Doering, J and Fairbank, M and Markose, S (2017) Convolutional neural networks applied to high-frequency market microstructure forecasting. In: Computer Science and Electronic Engineering (CEEC), 2017, 2017-09-27 - 2017-09-29, University of Essex, Colchester.

Dong, Y and Girardone, C and Kuo, J (2016) Governance, efficiency and risk taking in Chinese banking. UNSPECIFIED. Essex Finance Centre Working Papers.

Dong, Yizhe and Girardone, Claudia and Kuo, Jing-Ming (2017) Governance, efficiency and risk taking in Chinese banking. The British Accounting Review, 49 (2). pp. 211-229. DOI https://doi.org/10.1016/j.bar.2016.08.001

Donov, Alex (2018) Applications of Copula Theory and Regime Switching in Finance. PhD thesis, University of Essex.

Doroshenko, M and Miles, I and Vinogradov, D (2014) Knowledge intensive business services: The Russian experience. Foresight Russia, 8 (4). pp. 24-39.

Dotsis, George and Vlastakis, Nikolaos (2016) Corridor Volatility Risk and Expected Returns. Journal of Futures Markets, 36 (5). pp. 488-505. DOI https://doi.org/10.1002/fut.21738

Dreher, Axel and Lamla, Michael J and Lein, Sarah M and Somogyi, Frank (2009) The impact of political leaders' profession and education on reforms. Journal of Comparative Economics, 37 (1). pp. 169-193. DOI https://doi.org/10.1016/j.jce.2008.08.005

Dräger, L and Lamla, MJ (2017) Explaining Disagreement on Interest Rates in a Taylor-Rule Setting. The Scandinavian Journal of Economics, 119 (4). pp. 987-1009. DOI https://doi.org/10.1111/sjoe.12217

Dräger, Lena and Lamla, Michael J (2017) Imperfect Information and Consumer Inflation Expectations: Evidence from Microdata. Oxford Bulletin of Economics and Statistics, 79 (6). pp. 933-968. DOI https://doi.org/10.1111/obes.12189

Dräger, Lena and Lamla, Michael J (2012) Updating inflation expectations: Evidence from micro-data. Economics Letters, 117 (3). pp. 807-810. DOI https://doi.org/10.1016/j.econlet.2012.08.033

Dräger, Lena and Lamla, Michael J and Pfajfar, Damjan (2016) Are survey expectations theory-consistent? The role of central bank communication and news. European Economic Review, 85 (C). pp. 84-111. DOI https://doi.org/10.1016/j.euroecorev.2016.01.010

Dungey, Mardi and Hvozdyk, Lyudmyla (2012) Cojumping: Evidence from the US Treasury bond and futures markets. Journal of Banking & Finance, 36 (5). pp. 1563-1575. DOI https://doi.org/10.1016/j.jbankfin.2012.01.005

Dunis, Christian and Kellard, Neil M and Snaith, Stuart (2013) Forecasting EUR–USD implied volatility: The case of intraday data. Journal of Banking & Finance, 37 (12). pp. 4943-4957. DOI https://doi.org/10.1016/j.jbankfin.2013.08.028

Duong, Kiet Tuan (2021) Essays in Behavioural Corporate Finance. PhD thesis, University of Essex.

Duygun, Meryem and Sena, Vania and Shaban, Mohamed (2016) Trademarking activities and total factor productivity: Some evidence for British commercial banks using a metafrontier approach. Journal of Banking and Finance, 72S. S70-S80. DOI https://doi.org/10.1016/j.jbankfin.2016.04.017

Duygun, Meryem and Sena, Vania and Shaban, Mohamed (2014) Trademarking status and economic efficiency among commercial banks: Some evidence for the UK. Journal of Banking & Finance, 49. pp. 506-514. DOI https://doi.org/10.1016/j.jbankfin.2014.06.009

Díaz Hernández, Adán and Constantinou, Nick (2011) A Multiple Regime Nonlinear Asymmetric AR(p)-GARCH(1,1) Model. SSRN Electronic Journal. DOI https://doi.org/10.2139/ssrn.1716809 (In Press)

de Thierry, Ebony and Lam, Helen and Harcourt, Mark and Flynn, Matt and Wood, Geoff (2014) Defined benefit pension decline: the consequences for organizations and employees. Employee Relations, 36 (6). pp. 654-673. DOI https://doi.org/10.1108/er-02-2013-0020

del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2018) Semi-parametric seasonal unit root tests. Econometric Theory, 34 (02). pp. 447-476. DOI https://doi.org/10.1017/S0266466617000135

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, 40 (6). pp. 872-886. DOI https://doi.org/10.1111/jtsa.12453

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)

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Eichberger, Jürgen and Vinogradov, Dmitri (2016) Efficiency of Lowest-Unmatched Price Auctions. Economics Letters, 141 (C). pp. 98-102. DOI https://doi.org/10.1016/j.econlet.2016.02.012

Elbardan, Hany and Ali, Maged and Ghoneim, Ahmad (2016) Enterprise Resource Planning Systems Introduction and Internal Auditing Legitimacy: An Institutional Analysis. Information Systems Management, 33 (3). pp. 231-247. DOI https://doi.org/10.1080/10580530.2016.1188545

Eshraghi, Mohsen (2023) Essays on Solvency and Liquidity Using Financial Networks. Doctoral thesis, University of Essex.

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Faleiro, Jorge (2018) Supporting Large Scale Collaboration and Crowd-Based Investigation in Economics: A Computational Representation for Description and Simulation of Financial Models. PhD thesis, University of Essex.

Fatouh, Mahmoud (2015) Post 2007 crisis unconventional monetary policy in the UK. PhD thesis, University of Essex.

Fejős, Andrea (2015) Achieving Safety and Affordability in the UK Payday Loans Market. Journal of Consumer Policy, 38 (2). pp. 181-202. DOI https://doi.org/10.1007/s10603-015-9288-2

Fernandes, Filipa Da Silva and Kontonikas, Alexandros and Tsoukas, Serafeim (2019) On the Real Effect of Financial Pressure: Evidence From Firm-Level Employment During the Euro-Area Crisis. Oxford Bulletin of Economics and Statistics, 81 (3). pp. 617-646. DOI https://doi.org/10.1111/obes.12278

Florackis, C and Kontonikas, A and Kostakis, A (2014) Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis. Journal of International Money and Finance, 44 (C). pp. 97-117. DOI https://doi.org/10.1016/j.jimonfin.2014.02.002

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Fox O'Mahony, L and Twigg-Flesner, C and Akinbami, F (2015) Conceptualizing the Consumer of Financial Services: a New Approach? Journal of Consumer Policy, 38 (2). pp. 111-117. DOI https://doi.org/10.1007/s10603-015-9293-5

Frandsen, Ann-Christine and Hiller, Tammy Bunn and Traflet, Janice and McGoun, Elton G (2013) From money storage to money store: Openness and transparency in bank architecture. Business History, 55 (5). pp. 695-720. DOI https://doi.org/10.1080/00076791.2012.715282

Frandsen, Ann‐Christine (2010) The role of disciplining/translating accounting practices in patient‐centred care. International Journal of Public Sector Management, 23 (4). pp. 381-391. DOI https://doi.org/10.1108/09513551011047279

Frantz, Pascal and Instefjord, Norvald (2013) Corporate Governance and the Cost of Borrowing. Journal of Business Finance & Accounting, 40 (7-8). pp. 918-948. DOI https://doi.org/10.1111/jbfa.12034

Frantz, Pascal and Instefjord, Norvald (2009) Large shareholders and corporate governance. Economics of Governance, 10 (4). pp. 297-321. DOI https://doi.org/10.1007/s10101-009-0061-3

Frantz, Pascal and Instefjord, Norvald and Walker, Martin (2013) Executive Compensation: A Model of Disclosure Choice. Journal of Business Finance & Accounting, 40 (9-10). pp. 1184-1220. DOI https://doi.org/10.1111/jbfa.12041

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Zafar, Muhammad Usman (2019) Three essays on the UK Electricity Market: Risk Premium,Uncertainty of Supply and Forecasting. PhD thesis, University of Essex.

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