Dept of Economics and Finance Research Papers Collection home page

Browse
Subscribe to this collection to receive daily e-mail notification of new additions RSS Feed RSS Feed RSS Feed
Collection's Items (Sorted by Submit Date in Descending order): 251 to 300 of 1064
Issue DateTitleAuthor(s)
15-Jul-2021Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH ApproachAlqaralleh, H; Canepa, A
14-Feb-2022Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectationsAnderl, C; Caporale, GM
2-Sep-2021Interpreting banks’ sustainability initiatives as reputational risk management and mechanisms for coping, re-embedding and rebuilding societal trustSaeudy, M; Atkins, J; Barone, EAV
29-Sep-2019On the ‘Disclosure Initiative–Principles of Disclosure’: The EAA Financial Reporting Standards Committee’s ViewAbad, C; Barone, E; Gullkvist, BM; Hellman, N; Marques, A; Marton, J; Mason, S; Silva, RLM; Morais, A; Moya Gutierrez, S; Quagli, A; Vysotskaya, A
28-Oct-2021Do households with debt cut back their consumption more? New evidence from the UKFasianos, A; Lydon, R
27-Oct-2021Apocalypse Now, Apocalypse When? Economic Growth and Structural Breaks in Argentina (1886-2003)Karanasos, M; Campos, N; Koutroumpis, P; Karoglou, M; Zopounidis, C; Christopoulos, A
15-Sep-2021Experimentation and manipulation with preregistrationFelgenhauer, M
2021Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approachCaporale, GM; Claudio-Quiroga, G; Gil-Alaña, L
15-Sep-2017The corporate sector purchase programme (CSPP): Effectiveness and challenges aheadMacchiarelli, C; Monti, M; Vedolin, A
28-Jul-2021The impact of macroeconomic uncertainty on inequality: An empirical study for the United KingdomTheophilopoulou, A
2-Sep-2021The frequency of one-day abnormal returns and price fluctuations in the FOREXCaporale, GM; Plastun, A; Oliinyk, V
10-Aug-2021Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectationsAnderl, C; Caporale, GM
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
14-Dec-2021Looking Ahead: Early Warning SystemsDavis, EP; Karim, D
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
22-Jun-2021Structural transmissions among investor attention, stock market volatility and trading volumesHerwartz, H; Xu, F
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
13-Jan-2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and CommoditiesKaranasos, M; Yfanti, S
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
25-Nov-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
4-Feb-2021Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)Realdon, M
2014The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VARLiu, P; Mumtaz, H; Theophilopoulou, A
31-Oct-2020Monetary policy and wealth inequality over the great recession in the UK. An empirical analysisMumtaz, H; Theophilopoulou, A
28-Nov-2020The Dynamics of Core and Periphery in the European Monetary Union: A New ApproachCampos, NF; Macchiarelli, C
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
26-Apr-2017Can Concentration and Distribution Measures (CDMs) signal vulnerabilities in the financial system, which are not captured in simple averages? Financial Soundness Indicators, a User’s PerspectiveDavis, 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
27-Oct-2020Household Tax EvasionHashimzade, N; Myles, G; Hana, Y
24-Nov-2020Gendered regulations and SME performance in transition economiesVershinina, N; Markman, G; Han, L; Rogers, P; Kitching, J; Hashimzade, N; Barrett, R
Collection's Items (Sorted by Submit Date in Descending order): 251 to 300 of 1064