Items where Subject is "H Social Sciences > HG Finance"
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Article
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
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, 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
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
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
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.
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.
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
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
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, 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
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, 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 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
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 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
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
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 (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
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
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, 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 (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, 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
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
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
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
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Rayner, Neil and Phelps, Steve and Constantinou, Nick (2013) Testing Adaptive Expectations Models of a Continuous Double Auction Market against Empirical Facts. In: Lecture Notes in Business Information Processing. Lecture Notes in Business Information Processsing (119). Springer Berlin Heidelberg, Berlin, pp. 44-56. ISBN 9783642348884. Official URL: http://dx.doi.org/10.1007/978-3-642-34889-1_4
Sengupta, A and Glavin, SE (2012) Predicting Volatile Consumer Markets using Multi-Agent Methods. In: Simulation in Computational Finance and Economics. IGI Global, pp. 339-358. ISBN 9781466620117. Official URL: http://dx.doi.org/10.4018/978-1-4666-2011-7.ch016
Sikka, P (2015) Reform of the banks and the wider finance sector. In: What the three main parties aren't telling you: A radical way out of inequality and stagnation. Searching Finance, London.
Sikka, P (2012) Regulating the Casino. In: Building an economy for the people: An alternative economic and political strategy for 21st Century Britain. Manifesto Press, London. ISBN 9781907464089.
Sikka, P and Willmott, H (2009) All Offshore: The Sprat, the Mackerel, Accounting Firms, and the State in Globalization. In: Accounting, Organizations, and Institutions: essays in Honour of Anthony Hopwood. Oxford University Press, Oxford, pp. 396-414. ISBN 9780199546350.
Verousis, Thanos (2013) Bid-ask Spreads, Commissions, and Other Costs. In: Market Microstructure in Emerging and Developed Markets. Wiley, pp. 325-343. ISBN 9781118278444. Official URL: https://doi.org/10.1002/9781118681145.ch18
Verousis, Thanos and ap Gwilym, Owain (2013) Return reversals and the compass rose: insights from high frequency options data. In: Contemporary Issues in Financial Institutions and Markets (vol 1). Routledge. ISBN 9780415645133. Official URL: https://www.routledge.com/product/isbn/97804156451...
Monograph
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.
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)
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.
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 and Kellard, Neil and Manac, Radu-Dragomir (2018) Credit Default Swap Spreads: Funding Liquidity Matters! Working Paper. Essex Finance Centre Working Papers, Colchester.
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, 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.
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.
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 (2016) Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. Working Paper. Essex Finance Centre Working Papers.
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.
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)
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.
Coakley, J and Liu, X and Kuo, J (2009) A Pricing Kernel Approach to Valuing Interest Rate Options. UNSPECIFIED. Finance Discussion Papers, Colchester.
Coccorese, P and Girardone, C (2017) Bank capital and profitability:Evidence from a global sample. Working Paper. Essex Finance Centre Working Papers, Colchester.
Constantinou, Nick and Khuman, Anil (2009) How does CPPI perform against the simplest guarantee strategies? Working Paper. Finance Discussion Papers, Colchester.
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.
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)
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 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)
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)
Dong, Y and Girardone, C and Kuo, J (2016) Governance, efficiency and risk taking in Chinese banking. UNSPECIFIED. Essex Finance Centre Working Papers.
Gambetti, L and Korobilis, D and Tsoukalas, J and Zanetti, F (2017) The Effect of News Shocks and Monetary Policy. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)
Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AM (2018) Testing for Parameter Instability in Predictive Regression Models. Working Paper. Essex Finance Centre Working Papers. (Unpublished)
Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AMR (2018) A Bootstrap Stationarity Test for Predictive Regression Invalidity. Working Paper. Essex Finance Centre Working Papers. (Unpublished)
Georgiev, I and Rodrigues, PMM and Taylor, AMR (2017) Unit Root Tests and Heavy-Tailed Innovations. UNSPECIFIED. Essex Finance Centre Working Papers.
Harris, D and Leybourne, SJ and Taylor, AMR (2016) Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point. Working Paper. Essex Finance Centre Working Papers.
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.
Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2018) Detecting Regimes of Predictability in the U.S. Equity Premium. Working Paper. Essex Finance Centre Working Papers, Colchester.
Iacone, Fabrizio and Leybourne, Stephen J and Taylor, AM Robert (2017) Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)
Jitmaneeroj, Boonlert and Lamla, Michael J and Wood, Andrew (2018) The Implications of Central Bank Transparency for Uncertainty and Disagreement. Working Paper. Essex Finance Centre Working Papers, Colchester.
Kapetanios, G and Cipollini, Andrea (2009) A stochastic variance factor model for large datasets and an application to S&P data. Working Paper. Finance Discussion Papers, Colchester.
Kapetanios, G and Price, SG and Young, G (2017) A UK financial conditions index using targeted data reduction: forecasting and structural identification. Working Paper. Essex Finance Centre Working Papers, Colchester.
Kapetanios, George and Millard, Stephen and Price, Simon and Petrova, Katerina (2018) Time varying cointegration and the UK Great Ratios. 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)
Kapetanios, George and Tasiou, Menelaos and Price, Simon and Ventouri, Alexia (2018) State-level wage Phillips curves. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)
Kellard, Neil M and Kontonikas, Alexandros and Lamla, Michael J and Maiani, Stefano and Wood, Geoffrey (2018) Risk, Financial Stability and FDI. Working Paper. Essex Finance Centre Working Papers, Colchester.
Kontonikas, A and Maio, P and Zekaite, Z (2017) Monetary Policy and Corporate Bond Returns. Working Paper. Essex Finance Centre Working Papers, Colchester.
Kontonikas, A and Zekaite, Z (2017) Monetary policy and stock valuation: Structural VAR identification and size effects. Working Paper. Essex Finance Centre Working Papers, Colchester.
Koop, G and Korobilis, D (2018) Forecasting with High-Dimensional Panel VARs. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)
Korobilis, D (2017) Forecasting with many predictors using message passing algorithms. Working Paper. Essex Finance Centre Working Papers, Colchester.
Korobilis, D and Pettenuzzo, D (2016) Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions. Working Paper. Essex Finance Centre Working Papers, Colchester.
Korobilis, D and Yilmaz, K (2018) Measuring Dynamic Connectedness with Large Bayesian VAR Models. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)
Korobilis, Dimitris and Koop, Gary (2018) Variational Bayes inference in high-dimensional time-varying parameter models. Working Paper. Essex Finance Centre Working Papers, Colchester.
Lamla, Michael and PJaifar, Damian and Rendell, Lea (2019) Inflation and Deflationary Biases in Inflation Expectations. Working Paper. Essex Finance Centre Working Papers. (Unpublished)
Langham, P and Nancarrow, C and Mugasha, A (2009) Progress Report on Maintaining Competitive Markets. UNSPECIFIED. National Audit Office (Official Report) NAO VFM rpt (HC 127 2008-09).
Liu, Xiaoquan and Shen, Liya (2017) Wavelet-based option pricing: An empirical study. Working Paper. Essex Finance Centre Working Papers. (Unpublished)
McCracken, K and Marquez, S and Kwong, CCY and Stephan, U and Castagnoli, A and Dlouh�, M (2015) Women's Entrepreneurship: Closing the Gender Gap in Access to Financial and Other Services and in Social Entrepreneurship. Other. European Parliament.
Overton, L and Fox O'Mahony, L (2015) Consumer Demand for Retirement Borrowing. UNSPECIFIED. Council of Mortgage Lenders.
Ozili, Peterson (2017) Non-performing loans and Financial Development: New Evidence. Working Paper. Essex Business School. (Unpublished)
Snaith, S and Kellard, NM and Ahmad, N (2015) Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures. Working Paper. Essex Finance Centre Working Papers, Colchester.
Triantafyllou, Athanasios and Dotsis, George and Sarris, Alexandros (2019) Assessing the vulnerability to price spikes in agricultural commodity markets. 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)
Verousis, Thanos (2015) Financial Risk Aversion and Mental Health Disorders: engaging those with ADHD. Project Report. University of Bath. (Unpublished)
Vinogradov, D and Shadrina, E (2016) Public-Private Partnerships as Collaborative Projects: testing the theory on cases from EU and Russia. Working Paper. Essex Finance Centre Working Papers, Colchester.
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)
Conference or Workshop Item
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.
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 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.
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.
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.
Pillalamarri, Sudarshan K and Holm, Claus (2012) Of Mode of Reasoning and Context: Danish Evidence of Accounting Student’s Moral Reasoning Abilities in Resolving Ethical Dilemmas Related to Fraud. In: American Accounting Association Annual Meeting, 4-8 August 2012, Washington DC.
Shao, Ming and Smonou, Dafni and Kampouridis, Michael and Tsang, Edward (2014) Guided Fast Local Search for speeding up a financial forecasting algorithm. In: 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 2014-03-27 - 2014-03-28.
Tsang, EPK (2017) Directional Changes: A New Way to Look at Price Dynamics. In: Computational Intelligence, Communications, and Business Analytics. CICBA 2017., 2017-03-24 - 2017-03-25, Kolkata, India.
Book
Casu, B and Girardone, C and Molyneux, P (2015) Introduction to Banking (Second edition). Pearson. ISBN 9781292240336.
Fujita, Sanae (2013) The World Bank, Asian Development Bank and Human Rights. Edward Elgar Publishing. ISBN 9781849804240. Official URL: http://dx.doi.org/10.4337/9781781006054
Girardone, C and Hamill, PA and Wilson, JOS (2016) Contemporary issues in financial institutions and markets. UNSPECIFIED, pp. 1-131. ISBN 9781138809932.
Leader, Sheldon and Ong, David (2011) Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press. ISBN 9780511974311. Official URL: https://doi.org/10.1017/CBO9780511974311
Li, J (2002) Financing China's Rural Enterprises. Chinese Worlds . Routledge. ISBN 9780415296823.
Mugasha, A (2007) The Law of Multi-Bank Financing: Syndicated Loans and the Secondary Loan Market. Oxford University Press. ISBN 9780199289127.
Stittle, J and Wearing, R (2008) Financial Accounting. SAGE Course Companions . Sage. ISBN 9781412935029.
Thesis
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.
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.
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.
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.
Ao, Han (2018) A Directional Changes based study on stock market. PhD thesis, University of Essex.
Bakhach, Amer (2018) Developing trading strategies under the Directional Changes framework, with application in the FX Market. PhD thesis, University of Essex.
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.
Chu, Nhat Minh Vuong (2023) Essays On Explosive Time Series. Doctoral thesis, University of Essex.
Crippa, Lorenzo (2023) State Sovereignty and Multinational Crime. How Private Networks Extend State Prohibition of Corporate Bribery Beyond Borders. Doctoral thesis, University of Essex.
DEMIRBAS OZBEKLER, MERVE (2023) Essays on Credit Risk, Information Environment and Uncertainty. Doctoral thesis, University of Essex.
Donov, Alex (2018) Applications of Copula Theory and Regime Switching in Finance. PhD thesis, University of Essex.
Duong, Kiet Tuan (2021) Essays in Behavioural Corporate Finance. PhD thesis, University of Essex.
Eshraghi, Mohsen (2023) Essays on Solvency and Liquidity Using Financial Networks. Doctoral thesis, University of Essex.
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.
Fu, S.M. (2022) High Frequency Trading and Herding. PhD thesis, University of Essex.
Gatkowski, Mateusz (2015) Financial Network Stability and Structure: Econometric and Network Analysis. PhD thesis, University of Essex.
Gavilan-Rubio, Miguel A (2019) Essays in Applied Monetary and Financial Economics. PhD thesis, University of Essex.
Gong, Zheng (2023) Deep learning for trading and hedging in financial markets. Doctoral thesis, University of Essex.
Habbab, Fatim (2024) Using machine learning to investigate the role of real estate in a mixed-asset portfolio. Doctoral thesis, University of Essex.
Hadla, Masar (2015) Essays in international finance. PhD thesis, University of Essex.
He, Xudong (2024) Essays on Political Connections and Financial Decisions of Households and Corporates. Doctoral thesis, University of Essex.
Idowu, Adetunji Monsurudeen (2018) Corporate Governance and Firm Financial Performance: The Nigerian Evidence. PhD thesis, University of Essex.
Iqbal, Javed (2018) Application of Regime Switching and Random Matrix Theory for Portfolio Optimization. PhD thesis, University of Essex.
Ivan, Miruna-Daniela (2023) Essays in Liquidity, Monetary Policy and the Commodity Market. Doctoral thesis, University of Essex.
Izah, Angela (2019) Essays on the Impacts of Environment on Uncertainty Attitudes and Consumption Choices. PhD thesis, University of Essex.
Jammeh, Kebba (2020) Remittances, Consumption Insurance and Family Labour Supply. PhD thesis, University of Essex.
Kazembalaghi, Shabnam (2024) New sources of entrepreneurial finance. Doctoral thesis, University of Essex.
Kleinknecht, Manuel (2017) Improving Market Risk Management with Heuristic Algorithms. PhD thesis, University of Essex.
Klubinski, William (2021) Essays on Hedge Fund Performance and Corporate Governance. PhD thesis, University of Essex.
Korkos, Ioannis (2020) On Explosive Time Series. PhD thesis, University of Essex.
LI, SHENGNAN (2022) Relating Volatility and Jumps between two markets under Directional Change. PhD thesis, University of Essex.
Lazos, Aristogenis (2017) Risk-neutral pricing in a behavioural framework. PhD thesis, University of Essex.
Leardi, Alessandro (2020) Regulatory risk constraints and investment decisions: unintended consequences for the financial system. PhD thesis, University of Essex.
Li, Shengnan (2018) Searching for Head and Shoulders Bottom Patterns under Directional Changes. Masters thesis, University of Essex.
Liao, Yixin (2019) Essays on comovement. PhD thesis, University of Essex.
Luan, Xinyang (2016) Essays on International Stock and Bond Returns. PhD thesis, University of Essex.
Luo, Jun (2020) Essays on European Banks' Consolidation, Integration and Systemic Risk. PhD thesis, University of Essex.
Ma, Shuai (2022) Tracking and Nowcasting Directional Changes in the Forex Market. PhD thesis, University of Essex.
Malikov, Kamran (2016) Essays in Earnings Management. PhD thesis, University of Essex.
Manac, Radu-Dragomir (2018) Essays in Liquidity and Financial Markets. PhD thesis, University of Essex.
Md Fadzil, Futeri Jazeilya binti (2018) Cross-Sectional Volatility Index Analysis In Asian Markets With No Derivatives Market. PhD thesis, University of Essex.
Megaritis, Anastasios (2022) Financial Market Risk and the Macroeconomy. PhD thesis, University of Essex.
Mehdiyev, Joshgun (2019) Different Aspects of Market Liquidity. PhD thesis, University of Essex.
Meng, Xiaoxian (2024) Three essays on Mergers and Acquisitions (M&A). Doctoral thesis, University of Essex.
Menon, Ajit (2021) An Exploration of Culture in the UK Financial Services. Other thesis, University of Essex & Tavistock and Portman NHS Trust.
Milashevich, Anna (2017) Re-visioning business: Archetypal patterns in the business domain and their relation to the concept of business creativity. PhD thesis, University of Essex.
Nie, Simin (2024) Applications of Granular Macro-Network Models: US-China Trade War and Covid-19 Impact. Doctoral thesis, University of Essex.
Norman, David J (2016) Human Traders need new Tools. PhD thesis, University of Essex.
Oyelakin, Ayotunde (2020) Essays in Empirical Corporate Finance. PhD thesis, University of Essex.
Ozbekler, Ali Gencay (2022) Essays on Monetary Policy and Asset Price Volatility. PhD thesis, University of Essex.
Ozili, Peterson Kitakogelu (2017) Bank Income Smoothing and Loan Loss Provisioning Practices in Africa. PhD thesis, University of Essex.
Park, Junghum (2022) Essays on financial markets with asymmetric information. PhD thesis, University of Essex.
Petrucionis, Liutauras (2015) Public News in The Exchange Rate Market. PhD thesis, University of Essex.
Rosen Esquivel, Abril Imelda (2020) Essays in Global Commodity Prices and Realised Volatility. PhD thesis, University of Essex.
Rostamian, Ahoora (2024) Applications of Deep Learning Models in Financial Forecasting. Doctoral thesis, University of Essex.
Salman, Ozgur (2024) Trading strategies optimization using a Genetic Algorithm under the Directional Changes paradigm. Doctoral thesis, University of Essex.
Schotanus, Patrick R (2015) The Archetypal Market Hypothesis; A Complex Psychology Perspective on the Market’s Mind. PhD thesis, University of Essex.
Sha'ban, Mais (2018) Three Essays on Bank Capital Structure, Performance, and Financial Inclusion. PhD thesis, University of Essex.
Shimizu, Shu (2016) The Battle of Economic Ideas: A Critical Analysis of Financial Crisis Management Discourse in the UK, 2007-8. PhD thesis, University of Essex.
Sneagen, Sharaya (2022) Essays on Indian Futures Markets. PhD thesis, University of Essex.
Stamou, C S (2019) Three Essays on Equity Financing in the UK. PhD thesis, University of Essex.
Sun, Mingchen (2019) Essays on external debt and equity finance for UK small businesses. PhD thesis, University of Essex.
Tao, Ran (2018) Using Directional Change for Information Extraction in Financial Market Data. PhD thesis, University of Essex.
Twardowska, Magdalena (2015) "Dashed hopes, bruised egos": Professional identity in investment banking in the context of the 2008 financial crisis. PhD thesis, University of Essex.
Vella, Vincent (2017) Improving risk-adjusted performance in high-frequency trading: The role of fuzzy logic systems. PhD thesis, University of Essex.
Wang, Lipeng (2021) Three essays on Finance and Innovation. PhD thesis, University of Essex.
Yan, Lili (2020) Range-based Volatility Modelling, Forecasting and Spillovers. PhD thesis, University of Essex.
Yang, Haolan (2024) Three empirical studies of corporate finance. Doctoral thesis, University of Essex.
Yang, Pei (2016) Essays on the Theory of Investment Subsidy. PhD thesis, University of Essex.
Yang, Xiaoran (2017) Essays on Volatility Estimation and Forecasting of Crude Oil Futures. 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.
Zarrabi, Nima (2016) Essays in international finance. PhD thesis, University of Essex.
Zhang, Mengyu (2020) Essays on the microstructure of US equity options. PhD thesis, University of Essex.
Zhou, Hao (2023) A study on the impact of strategic behaviour in financial networks. Doctoral thesis, University of Essex.
Other
De Cock, CJL (2007) The Rise and Rise of Private Equity. Chartered Secretary.
Weeks, J and Lansley, S and Sawyer, M and Cumbers, A and Sikka, P (2015) Election 2015: What's at stake for the economy? Centre for Labour and Social Studies (Class), London.
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Takeyama, Azusa and Constantinou, Nick and Vinogradov, Dmitri Credit Risk Contagion and the Global Financial Crisis. [["eprint_typename_scholarly-edition" not defined]]
Takeyama, Azusa and Constantinou, Nick and Vinogradov, Dmitri A Framework for Extracting the Probability of Default from Stock Option Prices. [["eprint_typename_scholarly-edition" not defined]]