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Collection's Items (Sorted by Submit Date in Descending order): 1 to 50 of 792
Issue DateTitleAuthor(s)
2021The frequency of one-day abnormal returns and price fluctuations in the ForexCaporale, GM; Plastun, A; Oliinyk, V
24-Apr-2021Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisisGonzález, MDLO; Jareño, F; Skinner, FS
1-Jun-2021Economic policy uncertainty: Persistence and cross-country linkagesAbakah, EJA; Caporale, GM; Gil-Alana, LA
7-Jun-2021Persistence in the private debt-to-GDP ratio: evidence from 43 OECD countriesCaporale, GM; Gil-Alana, LA; Malmierca, M
2-Apr-2021Stock market linkages between the ASEAN countries, China and the US: A fractional integration/cointegration approachCaporale, GM; Gil-Alana, LA; You, K
2016When, where and how to estimate persistent and transient efficiency in stochastic frontier panel data modelsBadunenko, O; Kumbhakar, SC
2019Statistical inference for the Russell measure of technical efficiencyBadunenko, O; Mozharovskyi, P
2017Economies of scale, technical change and persistent and time-varying cost efficiency in Indian banking: Do ownership, regulation and heterogeneity matter?Badunenko, O; Kumbhakar, SC
2018Is there an Olympic gold medal rush in the stock market?Wang, JY; Markellos, RN
2010The role of the log transformation in forecasting economic variablesLütkepohl, H; Xu, F
2021Working Papers: Structural transmissions among investor attention, stock market volatility and trading volumesXu, F; Herwartz, H
2008A mixed-game agent-based model for simulating financial contagionCaporale, GM; Serguieva, A; Wu, H
11-Mar-2021Particulate matter 10 (PM10): persistence and trends in eight European capitalsCaporale, GM; Gil-Alana, LA; Carmona-Gonzales, N
9-Mar-2021Non-linearities and persistence in US long-run interest ratesCaporale, GM; Gil-Alana, LA; Martin-Valmayor, M
1-Jun-2021Global and regional financial integration in emerging Asia: evidence from stock marketsCaporale, GM; Gil-Alana, LA; You, K
3-Mar-2021On the preferences of CoCo bond buyers and sellersCaporale, GM; Kang, W-Y
18-Mar-2021Cyber-Attacks, Cryptocurrencies, and Cyber SecurityCaporale, G; Kang, W-Y; Spagnolo, F; Spagnolo, N
5-Mar-2021Bitcoin returns and the frequency of daily abnormal returnsCaporale, GM; Plastun, A; Oliinyk, V
20-Jan-2021The Evolution of Arrears among US Households 1995–2013Grant, C
2020Assessing Foreign Direct Investment Long-Run Contribution to Financial Development: Evidence from NamibiaGupta, P; Jaezuruka, VM
4-Mar-2021Trends and cycles in macro series: the case of US real GDPCaporale, GM; Gil-Alana, LA
18-Jan-2021Cyber attacks, spillovers and contagion in the cryptocurrency marketsCaporale, GM; Kang, W-Y; Spagnolo, F; Spagnolo, N
2014The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VARLiu, P; Mumtaz, H; Theophilopoulou, A
2020The Dynamics of Core and Periphery in the European Monetary Union: A New ApproachMacchiarelli, C; Campos, N
21-Aug-2012Productivity Growth across Spanish Regions and Industries: A Production-Frontier ApproachBadunenko, O; Romero-Ávila, D
1-Aug-2020Energy intensity and long- And short-term efficiency in US manufacturing industryBadunenko, O; Kumbhakar, SC
5-Apr-2021Gold and oil prices: abnormal returns, momentum and contrarian effectsCaporale, GM; Plastun, A
5-Nov-2020Global Cities and Local Challenges: Booms and Busts in the London Real Estate MarketCanepa, A; Chini, EZ; Alqaralleh, H
Apr-2017Early Conceptual and Empirical Work Leading to the Development of FSIsDavis, EP
Apr-2017Can Concentration and Distribution Measures (CDMs) signal vulnerabilities in the financial system, which are not captured in simple averages?Davis, EP
4-Nov-2020Persistent and Transient Inefficiency in Adult EducationBadunenko, O; Mazrekaj, D; Kumbhakar, SC; De Witte, K
Sep-2020Early Warning Systems for Banking Crises – Research Advances and Policy UtilisationDavis, E; Karim, D
1-Oct-2020Macroprudential Policy, Monetary Policy and the Bank Interest Rate MarginDavis, EP; Karim, D; Noel, D
23-Sep-2020GDP per capita in Europe: time trends and persistenceCaporale, GM; Gil-Alana, LA; Monge, M
1-Jun-2020Political instability, institutional change and economic growth in Brazil since 1870Campos, N; Campos, N; Campos, N; Karanasos, M; Koutroumpis, P; Zhang, Z
Sep-2016The current state of financial (dis)integration in the euro areaMacchiarelli, C; Koutroumpis, P
Feb-2016Policy options and risks of an extension of the ECB’s quantitative easing programme: An analysisMacchiarelli, C; Gerba, E
Nov-2015Is globalization reducing the ability of central banks to control inflation?Macchiarelli, C; Gerba, E
15-Jan-2020Communication During Unconventional Times: The ECB’s ApproachMacchiarelli, C; Gerba, E
Jun-2015Sovereign Bond Purchases and Risk Sharing: Myth and Reality of the European QEMacchiarelli, C; Gerba, E
Dec-2011A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of macroeconomic and financial informationMacchiarelli, C
14-Jul-2013On the Join Test of the Uncovered Interest Parity and the Ex-Ante Purchasing Power ParityMacchiarelli, C
16-Sep-2019The ECB’s Unfinished Business: Challenges ahead for EMU Monetary and Fiscal Policy ArchitectureMacchiarelli, C; Gerba, E; Diessner, S
24-Sep-2018Post-crisis Excess Liquidity and Bank LendingMacchiarelli, C
1-Jan-2016European economic governance and cohesion policyMacchiarelli, C; Begg, I; John Bachtler, J; Mendez, C; Fiona Wishlade, F
1-Oct-2015Interaction between monetary policy and bank regulation: Theory and European practiceMacchiarelli, C; Gerba, E
12-Oct-2016The Impact of Income and Health on the Economic Decision to Retire (Early)Macchiarelli, C; Aranki, T
Jun-2017Fundamentals versus market sentiments in the euro bond markets: Implications for QEMacchiarelli, C; De Grauwe, P; Ji, Y
2018Symmetry and Convergence in Monetary UnionsMacchiarelli, C; Campos, N
14-Mar-2019Transition dynamics in European labour markets during crisis and recoveryMacchiarelli, C; Monastiriotis, V; Lampropoulou, N
Collection's Items (Sorted by Submit Date in Descending order): 1 to 50 of 792