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Publications

by members of

Cass Business School
City University
London, United Kingdom

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
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Working papers

Undated material is listed at the end

2014

  1. Gino Cenedese & Lucio Sarno & Ilias Tsiakas, 2014. "Foreign Exchange Risk and the Predictability of Carry Trade Returns," Working Paper Series 02_14, The Rimini Centre for Economic Analysis.

2013

  1. Yim, Andrew, 2013. "Mixture and Continuous 'Discontinuity' Hypotheses: An Earnings Management Model with Auditor-Required Adjustment," MPRA Paper 44702, University Library of Munich, Germany.
  2. Beck, Thorsten & Wagner, Wolf, 2013. "Supranational Supervision - How Much and for Whom?," CEPR Discussion Papers 9546, C.E.P.R. Discussion Papers.
  3. Beck, Thorsten & Feyen, Erik, 2013. "Benchmarking financial systems : introducing the financial possibility frontier," Policy Research Working Paper Series 6615, The World Bank.
  4. Beck, T.H.L. & Lu, L. & Yang, R., 2013. "Finance and Growth for Microenterprises: Evidence from Rural China," Discussion Paper 2013-053, Tilburg University, Center for Economic Research.
  5. Beck, Thorsten & De Jonghe, Olivier, 2013. "Lending concentration, bank performance and systemic risk : exploring cross-country variation," Policy Research Working Paper Series 6604, The World Bank.
  6. Beck, Thorsten, 2013. "Finance, Growth and Fragility: The Role of Government," CEPR Discussion Papers 9597, C.E.P.R. Discussion Papers.
  7. Ayyagari, Meghana & Beck, Thorsten & Hoseini, Mohammad, 2013. "Finance and Poverty: Evidence from India," CEPR Discussion Papers 9497, C.E.P.R. Discussion Papers.
  8. Lukas Mankhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2013. "Information Flows in Dark Markets: Dissecting Customer Currency Trades," BIS Working Papers 405, Bank for International Settlements.
  9. Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2013. "Volatility Risk Premia and Exchange Rate Predictability," CEPR Discussion Papers 9549, C.E.P.R. Discussion Papers.
  10. Sarno, Lucio & Schmeling, Maik, 2013. "Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective," CEPR Discussion Papers 9472, C.E.P.R. Discussion Papers.
  11. Blank, Steven C. & Thompson, Robert, 2013. "California Agricultural Cooperatives: Managers' Strategies and Attitudes Towards Finances and Risk," Research Reports 143148, University of California, Davis, Center for Cooperatives.
  12. Sarkisyan, Anna & Casu, Barbara, 2013. "Retained interests in securitisations and implications for bank solvency," Working Paper Series 1538, European Central Bank.
  13. Max Bruche & Anatoli Segura, 2013. "Debt Maturity And The Liquidity Of Secondary Debt Markets," Working Papers wp2013_1303, CEMFI.
  14. Beber, Alessandro & Brandt, Michael & Luisi, Maurizio, 2013. "Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals," CEPR Discussion Papers 9538, C.E.P.R. Discussion Papers.
  15. Beber, Alessandro & Brandt, Michael & Luisi, Maurizio, 2013. "Distilling the Macroeconomic News Flow," CEPR Discussion Papers 9360, C.E.P.R. Discussion Papers.
  16. Beber, Alessandro & Brandt, Michael & Luisi, Maurizio, 2013. "Economic Cycles and Expected Stock Returns," CEPR Discussion Papers 9528, C.E.P.R. Discussion Papers.

2012

  1. MATHESON, Victor & PEETERS, Thomas & SZYMANSKI, Stefan, 2012. "If you host it, where will they come from? Mega-Events and Tourism in South Africa," Working Papers 2012015, University of Antwerp, Faculty of Applied Economics.
  2. Stefan Szymanski, 2012. "Insolvency in English professional football: Irrational Exuberance or Negative Shocks?," Working Papers 1202, International Association of Sports Economists & North American Association of Sports Economists.
  3. PEETERS, Thomas & SZYMANSKI, Stefan, 2012. "Vertical restraints in soccer: Financial fair play and the English Premier League," Working Papers 2012028, University of Antwerp, Faculty of Applied Economics.
  4. Yim, Andrew & Schröder, David, 2012. "Industry Effects on Firm and Segment Profitability Forecasting: Do Aggregation and Diversity Matter?," MPRA Paper 39190, University Library of Munich, Germany.
  5. Ian W. Marsh & Wolf Wagner, 2012. "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Tinbergen Institute Discussion Papers 12-033/2/DSF33, Tinbergen Institute.
  6. Thorsten Beck & Tao Chen & Chen Lin & Frank M. Song, 2012. "Financial Innovation: The Bright and the Dark Sides," Working Papers 052012, Hong Kong Institute for Monetary Research.
  7. Beck, T.H.L. & Degryse, H.A. & Kneer, E.C., 2012. "Is More Finance Better? Disentangling Intermediation and Size Effects of Financial Systems," Discussion Paper 2012-060, Tilburg University, Center for Economic Research.
  8. Beck, T.H.L. & Ioannidou, V. & Schäfer, L., 2012. "Foreigners vs. Natives: Bank Lending Technologies and Loan Pricing," Discussion Paper 2012-055, Tilburg University, Center for Economic Research.
  9. Beck, T.H.L. & Todorov, R.I. & Wagner, W.B., 2012. "Supervising Cross-Border Banks: Theory, Evidence and Policy (Revised version of CentER Discussion Paper 2011-127)," Discussion Paper 2012-059, Tilburg University, Center for Economic Research.
  10. Beck, T.H.L. & De Jonghe, O.G. & Schepens, G., 2012. "Bank Competition and Stability: Cross-country Heterogeneity (Revised version of CentER DP 2011-080)," Discussion Paper 2012-085, Tilburg University, Center for Economic Research.
  11. Gros, Daniel & Beck, Thorsten, 2012. "Monetary Policy and Banking Supervision: Coordination instead of separation," CEPS Papers 7528, Centre for European Policy Studies.
  12. Beck, Thorsten, 2012. "Foreign Bank Ownership and Household Credit," Working Papers on Finance 1206, University of St. Gallen, School of Finance.
  13. Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012. "The Scapegoat Theory of Exchange Rates: The First Tests," CEPR Discussion Papers 8812, C.E.P.R. Discussion Papers.
  14. Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2012. "Revisiting Mutual Fund Performance Evaluation," MPRA Paper 36644, University Library of Munich, Germany.
  15. Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2012. "Independent Factor Autoregressive Conditional Density Model," DEM Working Papers Series 021, University of Pavia, Department of Economics and Management.
  16. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012. "Testing for Instability in Covariance Structures," Center for Policy Research Working Papers 131, Center for Policy Research, Maxwell School, Syracuse University.
  17. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012. "Testing for Breaks in Cointegrated Panels," Center for Policy Research Working Papers 135, Center for Policy Research, Maxwell School, Syracuse University.
  18. Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2012. "Evolution of coupled lives' dependency across generations and pricing impact," Carlo Alberto Notebooks 258, Collegio Carlo Alberto.
  19. John Cotter & David Blake & Kevin Dowd, 2012. "What Should Be Done About The Underfunding of Defined Benefit Pension Schemes?," Working Papers 201202, Geary Institute, University College Dublin.
  20. Blake, David & Biffs, Enrico, 2012. "Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers," MPRA Paper 44680, University Library of Munich, Germany.

2011

  1. Fangfang Tan & Andrew Yim, 2011. "Can Strategic Uncertainty Help Deter Tax Evasion? – An Experiment on Auditing Rules," Working Papers can_strategic_uncertainty, Max Planck Institute for Tax Law and Public Finance.
  2. Kentaro Iwatsubo & Ian W. Marsh, 2011. "Order Flows, Fundamentals and Exchange Rates," Discussion Papers 1120, Graduate School of Economics, Kobe University.
  3. Beck, Thorsten & Brown, Martin, 2011. "Which households use banks? Evidence from the transition economies," Working Paper Series 1295, European Central Bank.
  4. Aterido, Reyes & Beck, Thorsten & Iacovone, Leonardo, 2011. "Gender and finance in Sub-Saharan Africa : are women disadvantaged ?," Policy Research Working Paper Series 5571, The World Bank.
  5. Beck, T.H.L., 2011. "Finance and Oil. Is there a Resource Curse in Financial Development?," Discussion Paper 2011-017, Tilburg University, Center for Economic Research.
  6. Beck, Thorsten & Brown, Martin, 2011. "Use of Banking Services in Emerging Markets--Household-Level Evidence," CEPR Discussion Papers 8475, C.E.P.R. Discussion Papers.
  7. Beck, T.H.L. & De Jonghe, O.G. & Schepens, G., 2011. "Bank Competition and Stability: Cross-country Heterogeneity (Replaced by CentER DP 2012-085)," Discussion Paper 2011-080, Tilburg University, Center for Economic Research.
  8. Beck, Thorsten & Demirguc-Kunt, Asli & Singer, Dorothe, 2011. "Is small beautiful ? financial structure, size and access to finance," Policy Research Working Paper Series 5806, The World Bank.
  9. Beck, T.H.L., 2011. "The Future of Banking," Open Access publications from Tilburg University urn:nbn:nl:ui:12-5046877, Tilburg University.
  10. Beck, T.H.L. & Brown, M., 2011. "Use of Banking Services in Emerging Markets -Household-Level Evidence (Replaces CentER DP 2010-092)," Discussion Paper 2011-089, Tilburg University, Center for Economic Research.
  11. Thorsten Beck & Patrick Behr & Andreas Madestam, 2011. "Sex and Credit: Is There a Gender Bias in Lending?," Working Papers 411, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  12. Beck, T.H.L. & Behr, P. & Madestam, A., 2011. "Sex and Credit: Is There a Gender Bias in Microfinance?," Discussion Paper 2011-101, Tilburg University, Center for Economic Research.
  13. Beck, T.H.L. & Huizinga, H.P., 2011. "Taxing banks – here we go again!," Open Access publications from Tilburg University urn:nbn:nl:ui:12-5046881, Tilburg University.
  14. Beck, T.H.L., 2011. "The future of banking – solving the current crisis while addressing long-term challenges," Open Access publications from Tilburg University urn:nbn:nl:ui:12-5046878, Tilburg University.
  15. T. Beck & O. De Jonghe & G. Schepens, 2011. "Bank competition and stability: cross-country heterogeneity," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/732, Ghent University, Faculty of Economics and Business Administration.
  16. Beck, T.H.L., 2011. "The Role of Finance in Economic Development: Benefits, Risks, and Politics," Discussion Paper 2011-141, Tilburg University, Center for Economic Research.
  17. Beck, T.H.L. & Todorov, R.I. & Wagner, W.B., 2011. "Bank Supervision Going Global? A Cost-Benefit Analysis (Replaced by CentER DP 2012-059)," Discussion Paper 2011-127, Tilburg University, Center for Economic Research.
  18. Beck, T.H.L. & Munzele Maimbo, S. & Faye, I. & Triki, T., 2011. "Financing Africa: Through the crisis and beyond," Open Access publications from Tilburg University urn:nbn:nl:ui:12-4758568, Tilburg University.
  19. Beck, T.H.L. & Demirgüc-Kunt, A. & Martinez Peria, M., 2011. "Banking financing for SME's: Evidence across countries and bank ownership types," Open Access publications from Tilburg University urn:nbn:nl:ui:12-4082185, Tilburg University.
  20. Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2011. "Carry Trades and Global Foreign Exchange Volatility," CEPR Discussion Papers 8291, C.E.P.R. Discussion Papers.
  21. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
  22. Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2011. "Currency Momentum Strategies," BIS Working Papers 366, Bank for International Settlements.
  23. Casu, Barbara & Clare, Andrew & Saleh, Nashwa, 2011. "Towards a new model for early warning signals for systemic financial fragility and near crises: an application to OECD countries," MPRA Paper 37043, University Library of Munich, Germany.
  24. Breitung, Jörg & Schmeling, Maik, 2011. "Quantifying survey expectations: What's wrong with the probability approach?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-485, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  25. Sami Ben Naceur & Barbara Casu & Hichem Ben-Khedhiri, 2011. "What Drives the Performance of Selected MENA Banks? A Meta-Frontier Analysis," IMF Working Papers 11/34, International Monetary Fund.
  26. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2011. "Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends," Center for Policy Research Working Papers 129, Center for Policy Research, Maxwell School, Syracuse University.
  27. Zagonov, Maxim, 2011. "Securitization and bank intermediation function," MPRA Paper 34961, University Library of Munich, Germany, revised Sep 2011.
  28. Blake, David & Brockett, Patrick & Cox, Samuel & MacMinn, Richard, 2011. "Longevity risk and capital markets: The 2009-2010 update," MPRA Paper 28868, University Library of Munich, Germany.
  29. Blake, David & Wright, Douglas & Zhang, Yumeng, 2011. "Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion," MPRA Paper 34278, University Library of Munich, Germany.
  30. Cairns, Andrew & Dowd, Kevin & Blake, David & Coughlan, Guy, 2011. "Longevity hedge effectiveness: a decomposition," MPRA Paper 34236, University Library of Munich, Germany.
  31. Blake, David & Courbage, Christophe & MacMinn, Richard & Sherris, Michael, 2011. "Longevity risks and capital markets: The 2010-2011 update," MPRA Paper 34279, University Library of Munich, Germany.
  32. Blake, David & Wright, Douglas & Zhang, Yumeng, 2011. "Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners," MPRA Paper 34277, University Library of Munich, Germany.
  33. Biffis, Enrico & Blake, David & Pitotti, Lorenzo & Sun, Ariel, 2011. "The cost of counterparty risk and collateralization in longevity swaps," MPRA Paper 35740, University Library of Munich, Germany.
  34. Coughlan, Guy & Khalaf-Allah, Marwa & Ye, Yijing & Kumar, Sumit & Cairns, Andrew & Blake, David & Dowd, Kevin, 2011. "Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness," MPRA Paper 35743, University Library of Munich, Germany.
  35. Dowd, Kevin & Cairns, Andrew & Blake, David & Coughlan, Guy & Khalaf-Allah, Marwa, 2011. "A gravity model of mortality rates for two related populations," MPRA Paper 35738, University Library of Munich, Germany.
  36. Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011. "The Identification of Price Jumps," CERGE-EI Working Papers wp434, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  37. Beber, Alessandro & Driessen, Joost & Tuijp, Patrick, 2011. "Pricing Liquidity Risk with Heterogeneous Investment Horizons," CEPR Discussion Papers 8710, C.E.P.R. Discussion Papers.

2010

  1. Tan, Fangfang & Yim, Andrew, 2010. "Deterrence Effects of Auditing Rules: An Experimental Study," MPRA Paper 27859, University Library of Munich, Germany.
  2. Yim, Andrew, 2010. "Quality Cost and Failure Risk in the Choice of Single versus Multiple Sourcing," MPRA Paper 27858, University Library of Munich, Germany.
  3. Yim, Andrew, 2010. "Fraud Detection and Financial Reporting and Audit Delay," MPRA Paper 27857, University Library of Munich, Germany.
  4. Beck, Thorsten & Kibuuka, Katie & Tiongson, Erwin, 2010. "Mortgage finance in central and eastern Europe -- opportunity or burden ?," Policy Research Working Paper Series 5202, The World Bank.
  5. Beck, T.H.L. & Brown, M., 2010. "Which Households Use Banks? Evidence from the Transition Economies (Replaced by CentER DP 2011-089)," Discussion Paper 2010-92, Tilburg University, Center for Economic Research.
  6. Beck, T.H.L. & Lin, C. & Ma, Y., 2010. "Why Do Firms Evade Taxes? The Role of Information Sharing and Financial Sector Outreach," Discussion Paper 2010-93, Tilburg University, Center for Economic Research.
  7. Beck, Thorsten & Cull, Robert & Fuchs, Michael & Getenga, Jared & Gatere, Peter & Randa, John & Trandafir, Mircea, 2010. "Banking sector stability, efficiency, and outreach in Kenya," Policy Research Working Paper Series 5442, The World Bank.
  8. Beck, Thorsten, 2010. "Regulatory Reform After the Crisis: Opportunities and Pitfalls," CEPR Discussion Papers 7733, C.E.P.R. Discussion Papers.
  9. Beck, Thorsten & Demirguc-Kunt, Asli & Merrouche, Ouarda, 2010. "Islamic vs. conventional banking : business model, efficiency and stability," Policy Research Working Paper Series 5446, The World Bank.
  10. Beck, T.H.L., 2010. "Legal Institutions and Economic Development," Discussion Paper 2010-94, Tilburg University, Center for Economic Research.
  11. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
  12. Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2010. "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers 7893, C.E.P.R. Discussion Papers.
  13. Della Corte, Pasquale & Sarno, Lucio & Sestieri, Giulia, 2010. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," CEPR Discussion Papers 8045, C.E.P.R. Discussion Papers.
  14. Jesper Rangvid & Maik Schmeling & Andreas Schrimpf, 2010. "Dividend predictability around the world," CREATES Research Papers 2010-03, School of Economics and Management, University of Aarhus.
  15. Lukas Menkhoff & Carol L. Osler & Maik Schmeling, 2010. "Limit-Order Submission Strategies under Asymmetric Information," CESifo Working Paper Series 3054, CESifo Group Munich.
  16. Christian D. Dick & Maik Schmeling & Andreas Schrimpf, 2010. "Macro Expectations, Aggregate Uncertainty, and Expected Term Premia," CREATES Research Papers 2010-49, School of Economics and Management, University of Aarhus.
  17. Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2010. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," CREATES Research Papers 2010-58, School of Economics and Management, University of Aarhus.
  18. Max Bruche & Gerard Llobet, 2010. "Walking Wounded Or Living Dead? Making Banks Foreclose Bad Loans," Working Papers wp2010_1003, CEMFI.
  19. Blake, David & Timmermann, Allan G & Tonks, Ian & Wermers, Russ, 2010. "Decentralized Investment Management: Evidence from the Pension Fund Industry," CEPR Discussion Papers 7679, C.E.P.R. Discussion Papers.
  20. Anthony Webb & Shenyi Jiang & Wei Sun, 2010. "Did the Housing Boom Increase Household Spending," Issues in Brief ib2010-10, Center for Retirement Research, revised Jul 2010.
  21. Bessler, Wolfgang & Blake, David & Lückoff, Peter & Tonks, Ian, 2010. "Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes," MPRA Paper 34185, University Library of Munich, Germany.
  22. Blake, David & Boardman, Tom & Cairns, Andrew, 2010. "Sharing longevity risk: Why governments should issue longevity bonds," MPRA Paper 34184, University Library of Munich, Germany.
  23. Blake, David & Boardman, Tom, 2010. "Spend more today: Using behavioural economics to improve retirement expenditure decisions," MPRA Paper 34234, University Library of Munich, Germany.
  24. Jan Novotny, 2010. "Price Jumps in Visegrad Country Stock Markets: An Empirical Analysis," CERGE-EI Working Papers wp412, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  25. Jan Novotny, 2010. "Were Stocks during the Financial Crisis More Jumpy: A Comparative Study," CERGE-EI Working Papers wp416, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  26. Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2010. "What Does Equity Sector Orderflow Tell Us about the Economy?," NBER Working Papers 16534, National Bureau of Economic Research, Inc.

2009

  1. Yim, Andrew, 2009. "Efficient Committed Budget for Implementing Target Audit Probability for Many Inspectees," MPRA Paper 27856, University Library of Munich, Germany.
  2. Beck , Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2009. "Financial institutions and markets across countries and over time - data and analysis," Policy Research Working Paper Series 4943, The World Bank.
  3. Beck, Thorsten & Fuchs, Michael & Uy, Marilou, 2009. "Finance in Africa - Achievements and Challenges," Policy Research Working Paper Series 5020, The World Bank.
  4. Beck, Thorsten & Behr, Patrick & Güttler, Andre, 2009. "Gender and Banking: Are Women Better Loan Officers?," CEPR Discussion Papers 7409, C.E.P.R. Discussion Papers.
  5. Beck, Thorsten & Peria, Maria Soledad Martinez, 2009. "What explains the cost of remittances ? an examination across 119 country corridors," Policy Research Working Paper Series 5072, The World Bank.
  6. Beck, T.H.L. & Levine, R. & Levkov, A., 2009. "Big Bad Banks? The Winners and Losers From Bank Deregulation in the United States," Discussion Paper 2009-56, Tilburg University, Center for Economic Research.
  7. Beck, T.H.L. & Demirgüc-Kunt, A. & Martinez Peria, M., 2009. "Bank Financing for SMEs: Evidence Across Countries and Bank-Ownership Types," Discussion Paper 2009-71, Tilburg University, Center for Economic Research.
  8. Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2009. "Carry Trades and Global FX Volatility," MPRA Paper 14728, University Library of Munich, Germany.
  9. Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2009. "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," NBER Working Papers 14904, National Bureau of Economic Research, Inc.
  10. Menkhoff, Lukas & Schmeling, Maik, 2009. "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-415, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  11. Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2009. "Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series 2656, CESifo Group Munich.
  12. Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2009. "Higher-order beliefs among professional stock market forecasters: some first empirical tests," ZEW Discussion Papers 09-042, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  13. Jesper Rangvid & Maik Schmeling & Andreas Schrimpf, 2009. "Global Asset Pricing: Is There a Role for Long-run Consumption Risk?," CREATES Research Papers 2009-57, School of Economics and Management, University of Aarhus.
  14. Samy Ben Naceur & Hichem Ben-Khedhiri & Barbara Casu, 2009. "What Drives The Efficiency Of Selected Mena Banks? A Meta-Frontier Analysis," Working Papers 499, Economic Research Forum, revised Aug 2009.
  15. Matteo Mogliani & Giovanni Urga & Carlos Winograd, 2009. "Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006," PSE Working Papers halshs-00575107, HAL.
  16. Bruche, Max & Suarez, Javier, 2009. "The Macroeconomics of Money Market Freezes," CEPR Discussion Papers 7304, C.E.P.R. Discussion Papers.
  17. Max Bruche, 2009. "Bankruptcy Codes, Liquidation Timing, And Debt Valuation," Working Papers wp2009_0902, CEMFI.
  18. Piotr Korczak & Kate Phylaktis, 2009. "Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks," Bristol Economics Discussion Papers 09/612, Department of Economics, University of Bristol, UK.
  19. Adriana Korczak & Piotr Korczak & Meziane Lasfer, 2009. "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements," Bristol Economics Discussion Papers 09/613, Department of Economics, University of Bristol, UK.
  20. Blake, David, 2009. "NDC v FDC: Pros, cons and replication," MPRA Paper 33752, University Library of Munich, Germany.
  21. Beber, Alessandro & Pagano, Marco, 2009. "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," CEPR Discussion Papers 7557, C.E.P.R. Discussion Papers.

2008

  1. Georgios Kavetsos & Stefan Szymanski, 2008. "National Wellbeing and International Sports Events," Working Papers 0804, International Association of Sports Economists & North American Association of Sports Economists.
  2. Beck, Thorsten & Buyukkarabacak, Berrak & Rioja, Felix & Valev, Neven, 2008. "Who gets the credit ? and does it matter ? household vs. firm lending across countries," Policy Research Working Paper Series 4661, The World Bank.
  3. Beck, Thorsten, 2008. "The econometrics of finance and growth," Policy Research Working Paper Series 4608, The World Bank.
  4. Beck, Thorsten & Feyen, Erik & Ize, Alain & Moizeszowicz, Florencia, 2008. "Benchmarking financial development," Policy Research Working Paper Series 4638, The World Bank.
  5. Beck, Thorsten, 2008. "Bank competition and financial stability : friends or foes ?," Policy Research Working Paper Series 4656, The World Bank.
  6. Beck, Thorsten & Klapper, Leora F. & Mendoza, Juan Carlos, 2008. "The typology of partial credit guarantee funds around the world," Policy Research Working Paper Series 4771, The World Bank.
  7. Beck, Thorsten & Demirguc-Kunt, Asli & Soledad Martinez Peria, Maria, 2008. "Bank Financing for SMEs around the World: Drivers, Obstacles, Business Models, and Lending Practices," Policy Research Working Paper Series 4785, The World Bank.
  8. Beck, T.H.L. & Demirgüc-Kunt, A. & Maksimovic, V., 2008. "Financing patterns around the world: Are small firms different?," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3132806, Tilburg University.
  9. Demirgüç-Kunt, A. & Beck, T.H.L. & Honohan, P., 2008. "Finance for all?: Policies and pitfalls in expanding access," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3508393, Tilburg University.
  10. Beck, Thorsten & Soledad Martinez Peria, Maria, 2008. "Foreign bank acquisitions and outreach : evidence from Mexico," Policy Research Working Paper Series 4467, The World Bank.
  11. Asli Demirgüç-Kunt & María Soledad Martínez & Thorsten Beck, 2008. "Bancarizando a las PYMEs alrededor del mundo: Determinantes, obstáculos, modelos de negocios y prácticas de financiamiento," IDB Publications 7447, Inter-American Development Bank.
  12. De Santis, Roberto A. & Sarno, Lucio, 2008. "Assessing the benefits of international portfolio diversification in bonds and stocks," Working Paper Series 0883, European Central Bank.
  13. Sarno, Lucio & Valente, Giorgio, 2008. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," CEPR Discussion Papers 6638, C.E.P.R. Discussion Papers.
  14. Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008. "Does the law of one price hold in international financial markets? Evidence from tick data," Working Paper 2008/19, Norges Bank.
  15. Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2008. "Are all professional investors sophisticated?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-397, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  16. Maik Schmeling & Andreas Schrimpf, 2008. "Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?," SFB 649 Discussion Papers SFB649DP2008-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  17. Schmeling, Maik, 2008. "Investor sentiment and stock returns: Some international evidence," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-407, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  18. Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2008. "Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series 2221, CESifo Group Munich.
  19. Ciaran Driver & Lorenzo Trapani & Giovanni Urga, 2008. "On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty," Working Papers 0803, Department of Economics and Technology Management, University of Bergamo.
  20. Michele Meoli & Stefano Paleari & Giovanni Urga, 2008. "Use and abuse of rights issues. Do they really protect minorities?," Working Papers 0811, Department of Economics and Technology Management, University of Bergamo.
  21. Michele Meoli & Stefano Paleari & Giovanni Urga, 2008. "Controlling shareholders and minority protection: governance lessons from the case of Telecom Italia," Working Papers 0808, Department of Economics and Technology Management, University of Bergamo.
  22. Blake, David & Cairns, Andrew & Dowd, Kevin, 2008. "Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers," MPRA Paper 33749, University Library of Munich, Germany.

2007

  1. Paul Hallwood & Ronald MacDonald & Ian Marsh, 2007. "Did Impending War in Europe Help Destroy the Gold Bloc in 1936? An Internal Inconsistency Hypothesis," Working papers 2007-23, University of Connecticut, Department of Economics.
  2. Goderis, Benedikt & Marsh, Ian & Vall Castello , Judit & Wagner, Wolf, 2007. "Bank behaviour with access to credit risk transfer markets," Research Discussion Papers 4/2007, Bank of Finland.
  3. Beck, Thorsten & Levine, Ross & Levkov, Alexey, 2007. "Big bad banks ? the impact of U.S. branch deregulation on income distribution," Policy Research Working Paper Series 4330, The World Bank.
  4. Honohan, P. & Beck, T.H.L., 2007. "Making finance work for Africa," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3125420, Tilburg University.
  5. Beck, T.H.L., 2007. "Efficiency in financial intermediation: Theory and empirical measurement," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3508392, Tilburg University.
  6. Beck, T.H.L. & Demirgüç-Kunt, A. & Levine, R., 2007. "Finance, inequality and the poor," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3125426, Tilburg University.
  7. Beck, T.H.L., 2007. "Financing constraints of SMEs in developing countries: Evidence, determinants and solutions," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3508403, Tilburg University.
  8. Ayyagari, M. & Beck, T.H.L. & Demirgüç-Kunt, A., 2007. "Small and medium enterprises across the globe," Open Access publications from Tilburg University urn:nbn:nl:ui:12-4731699, Tilburg University.
  9. Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007. "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers 2006-061, Federal Reserve Bank of St. Louis.
  10. Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank.
  11. Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2007. "Asset prices, exchange rates and the current account," Working Paper Series 0790, European Central Bank.
  12. Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2007. "An Economic Evaluation of Empirical Exchange Rate Models," CEPR Discussion Papers 6598, C.E.P.R. Discussion Papers.
  13. Menkhoff, Lukas & Schmeling, Maik, 2007. "Whose trades convey information? Evidence from a cross-section of traders," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-357, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  14. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007. "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend," Center for Policy Research Working Papers 92, Center for Policy Research, Maxwell School, Syracuse University.
  15. Lorenzo Trapani & Giovanni Urga, 2007. "Micro versus Macro Cointegration in Heterogeneous Panels," Working Papers 0711, Department of Economics and Technology Management, University of Bergamo.
  16. Hong-Ming Huang & Chihwa Kao & Giovanni Urga, 2007. "Copula-Based Tests for Cross-Sectional Independence in Panel Models," Center for Policy Research Working Papers 99, Center for Policy Research, Maxwell School, Syracuse University.
  17. Michele Meoli & Alexander Mertens & Giovanni Urga, 2007. "An Econometric Analysis of the Banking Crises in Russia and Ukraine," Working Papers 0702, Department of Economics and Technology Management, University of Bergamo.
  18. Dennis Philip & Chihwa Kao & Giovanni Urga, 2007. "Testing for Instability in Factor Structure of Yield Curves," Center for Policy Research Working Papers 96, Center for Policy Research, Maxwell School, Syracuse University.
  19. Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2007. "Modelling Stochastic Mortality for Dependent Lives," CeRP Working Papers 58, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  20. Roy Batchelor, 2007. "Forecaster Behaviour and Bias in Macroeconomic Forecasts," Ifo Working Paper Series Ifo Working Paper No. 39, Ifo Institute for Economic Research at the University of Munich.
  21. Lasfer, Meziane & Gajewski, Jean-François & Ginglinger, Edith, 2007. "Why do companies include warrants in seasoned equity offerings?," Economics Papers from University Paris Dauphine 123456789/966, Paris Dauphine University.

2006

  1. Stefan Szymanski, 2006. "Teaching competition in professional sports leagues," Working Papers 0602, International Association of Sports Economists & North American Association of Sports Economists.
  2. Stefan Szymanski, 2006. "The Champions League and the Coase Theorem," Working Papers 0617, International Association of Sports Economists & North American Association of Sports Economists.
  3. Stefan Szymanski, 2006. "Competitive balance in sports leagues and the paradox of power," Working Papers 0618, International Association of Sports Economists & North American Association of Sports Economists.
  4. Stefan Szymanski, 2006. "Tilting the Playing Field: Why a sports league planner would choose less, not more, competitive balance," Working Papers 0620, International Association of Sports Economists & North American Association of Sports Economists.
  5. Stefan Szymanski & Stephanie Leach, 2006. "Tilting the Playing Field (Why a sports league planner would choose less, not more, competitive balance): The case of English Football," Working Papers 0619, International Association of Sports Economists & North American Association of Sports Economists.
  6. Pedro Garcia-del-Barrio & Stefan Szymanski, 2006. "Goal! Profit maximization and win maximization in football leagues," Working Papers 0621, International Association of Sports Economists & North American Association of Sports Economists.
  7. Stefan Szymanski, 2006. "A Theory of the Evolution of Modern Sport," Working Papers 0630, International Association of Sports Economists & North American Association of Sports Economists.
  8. Kevin Alavy & Alison Gaskell & Stephanie Leach & Stefan Szymanski, 2006. "On the Edge of Your Seat: Demand for Football on Television and the Uncertainty of Outcome Hypothesis," Working Papers 0631, International Association of Sports Economists & North American Association of Sports Economists.
  9. Marsh , Ian W, 2006. "The effect of lenders’ credit risk transfer activities on borrowing firms’ equity returns," Research Discussion Papers 31/2006, Bank of Finland.
  10. Elena Kalotychou & Ana-Maria Fuertes, 2006. "On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics," Computing in Economics and Finance 2006 509, Society for Computational Economics.
  11. Beck, Thorsten, 2006. "Creating an efficient financial system : challenges in a global economy," Policy Research Working Paper Series 3856, The World Bank.
  12. Beck, Thorsten & Laeven, Luc, 2006. "Resolution of failed banks by deposit insurers : cross-country evidence," Policy Research Working Paper Series 3920, The World Bank.
  13. Beck, Thorsten & Rahman, Md. Habibur, 2006. "Creating a more efficient financial system : challenges for Bangladesh," Policy Research Working Paper Series 3938, The World Bank.
  14. Beck, Thorsten & de la Torre, Augusto, 2006. "The basic analytics of access to financial services," Policy Research Working Paper Series 4026, The World Bank.
  15. Heiko Hesse & Thorsten Beck, 2006. "Bank Efficiency, Ownership and Market Structure,Why are Interest Spreads so High in Uganda?," Economics Series Working Papers 277, University of Oxford, Department of Economics.
  16. Beck, Thorsten & Demirguc-Kunt, Asli & Martinez Peria, Maria Soledad, 2006. "Banking services for everyone ? Barriers to bank access and use around the world," Policy Research Working Paper Series 4079, The World Bank.
  17. Beck, T.H.L. & Demirgüç-Kunt, A. & Levine, R., 2006. "Bank concentration, competition, and crises: First results," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3125498, Tilburg University.
  18. Beck, H.T.L. & Demirgüç-Kunt, A. & Maksimovic, V., 2006. "The influence of financial and legal institutions on firm size," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3125428, Tilburg University.
  19. Beck, H.T.L. & Demirgüç-Kunt, A., 2006. "Small and medium-size enterprises: Access to finance as a growth constraints," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3125429, Tilburg University.
  20. Leon, Hyginus & Sarno, Lucio & Valente, Giorgio, 2006. "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," CEPR Discussion Papers 5527, C.E.P.R. Discussion Papers.
  21. Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2006. "Caution or Activism? Monetary Policy Strategies in an Open Economy," Computing in Economics and Finance 2006 214, Society for Computational Economics.
  22. Jouko Vilmunen & Lucio Sarno & Martin Ellison, 2006. "Caution and Activism? Monetary Policy Strategies in an Open Economy," Working Papers wp06-23, Warwick Business School, Finance Group.
  23. Ivana Raonic & Christina Dargenidou & Stuart McLeay, 2006. "Financial Transparency and Stock Returns: An International Study," Computing in Economics and Finance 2006 510, Society for Computational Economics.
  24. Vrontos Ioannis & Vrontos Spyridon & Giamouridis Daniel, 2006. "Evaluating hedge fund managers: A Bayesian investigation of skill and persistence," Computing in Economics and Finance 2006 487, Society for Computational Economics.
  25. Menkhoff, Lukas & Schmeling, Maik, 2006. "Local Information in Foreign Exchange Markets," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-331, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  26. Menkhoff, Lukas & Schmeling, Maik, 2006. "A Prospect-Theoretical Interpretation of Momentum Returns," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-335, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  27. Schmeling, Maik, 2006. "Institutional and Individual Sentiment: Smart Money and Noise Trader Risk," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-337, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  28. Tianshu Zhao & Barbara Casu & Alessandra Ferrari, 2006. "Deregulation and productivity growth: a study of Indian commercial banking," Economic Analysis Research Group Working Papers earg-wp2006-07, Henley Business School, Reading University.
  29. Lorenzo Trapani & Giovanni Urga, 2006. "Optimal forecasting with heterogeneous panels: a Monte Carlo study," Working Papers 0616, Department of Economics and Technology Management, University of Bergamo.
  30. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006. "The Asymptotics for Panel Models with Common Shocks," Center for Policy Research Working Papers 77, Center for Policy Research, Maxwell School, Syracuse University.
  31. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006. "Asymptotics for panel models with common shocks," Working Papers 0615, Department of Economics and Technology Management, University of Bergamo.
  32. Laura Ballotta, 2006. "Valuation of participating contracts and risk capital assessment: the importance of market modelling," Computing in Economics and Finance 2006 506, Society for Computational Economics.
  33. Carlos González-Aguado & Max Bruche, 2006. "Recovery Rates, Default Probabilities and the Credit Cycle," FMG Discussion Papers dp572, Financial Markets Group.
  34. Max Bruche, 2006. "Estimating Structural Models Of Corporate Bond Prices," Working Papers wp2006_0610, CEMFI.
  35. Cotter, John & Blake, David & Dowd, Kevin, 2006. "Financial Risks and the Pension Protection Fund: Can it Survive Them?," MPRA Paper 3498, University Library of Munich, Germany.
  36. Alessandro Beber & Michael W. Brandt, 2006. "Resolving Macroeconomic Uncertainty in Stock and Bond Markets," NBER Working Papers 12270, National Bureau of Economic Research, Inc.
  37. Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2006. "Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market," NBER Working Papers 12376, National Bureau of Economic Research, Inc.

2005

  1. Szymanski, Stefan & Valletti, Tommaso, 2005. "Parallel Trade, International Exhaustion and Intellectual Property Rights: A Welfare Analysis," CEPR Discussion Papers 5022, C.E.P.R. Discussion Papers.
  2. Christian Hawkesby & Ian W Marsh & Ibrahim Stevens, 2005. "Comovements in the prices of securities issued by large complex financial institutions," Bank of England working papers 256, Bank of England.
  3. Beck, Thorsten & Demirguc-Kunt, Asli & Laeven, Luc & Levine, Ross, 2005. "Finance, firm size, and growth," Policy Research Working Paper Series 3485, The World Bank.
  4. Beck, Thorsten & Laeven, Luc, 2005. "Institution building and growth in transition economies," Policy Research Working Paper Series 3657, The World Bank.
  5. Beck, Thorsten & Demirguc-Kunt, Asli & Martinez Peria, Maria Soledad, 2005. "Reaching out : access to and use of banking services across countries," Policy Research Working Paper Series 3754, The World Bank.
  6. Beck, Thorsten & Cull, Robert & Jerome, Afeikhena, 2005. "Bank privatization and performance - emprical evidence from Nigeria," Policy Research Working Paper Series 3511, The World Bank.
  7. Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2005. "Bank Concentration and Fragility: Impact and Mechanics," NBER Working Papers 11500, National Bureau of Economic Research, Inc.
  8. Beck, Thorsten & Crivelli, Juan Miguel & Summerhill, William, 2005. "State bank transformation in Brazil - choices and consequences," Policy Research Working Paper Series 3619, The World Bank.
  9. Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2005. "Bank Supervision and Corruption in Lending," NBER Working Papers 11498, National Bureau of Economic Research, Inc.
  10. Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2005. "SMEs, Growth, and Poverty," NBER Working Papers 11224, National Bureau of Economic Research, Inc.
  11. Beck, T.H.L. & Demirgüç-Kunt, A. & Maksimovic, V., 2005. "Financial and legal constraints to firm growth: Does firm size matter?," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3125505, Tilburg University.
  12. Beck, T.H.L. & Demirgüç-Kunt, A. & Levine, R., 2005. "SMEs, growth and poverty: Cross country evidence," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3125501, Tilburg University.
  13. Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2005. "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003," Working Paper 2005/2, Norges Bank.
  14. Mody, Ashoka & Sarno, Lucio & Taylor, Mark P, 2005. "A Cross-Country Financial Accelerator: Evidence from North America and Europe," CEPR Discussion Papers 5037, C.E.P.R. Discussion Papers.
  15. Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio, 2005. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," CEPR Discussion Papers 4835, C.E.P.R. Discussion Papers.
  16. Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005. "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers 2003-021, Federal Reserve Bank of St. Louis.
  17. Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005. "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper 2005/12, Norges Bank.
  18. Kleopatra Nikolaou & Lucio Sarno, 2005. "New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market," Money Macro and Finance (MMF) Research Group Conference 2005 77, Money Macro and Finance Research Group.
  19. Lucio Sarno, 2005. "Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand?," Working Papers wp05-11, Warwick Business School, Finance Group.
  20. Ciaran Driver & Paul Temple & Giovanni Urga, 2005. "Identifying Externalities in UK Manufacturing Using Direct Estimation of an Average Cost Function," School of Economics Discussion Papers 1005, School of Economics, University of Surrey.
  21. Ciaran Driver & Paul Temple & Giovanni Urga, 2005. "Explaining the Diversity of Industry Investment Responses to Uncertainty Using Long Run Panel Survey Data," School of Economics Discussion Papers 0405, School of Economics, University of Surrey.
  22. Ciaran Driver & Paul Temple & Giovanni Urga, 2005. "Contrasts Between Classes of Assets in Fixed Investment Equations as a Way of Testing Real Option Theory," School of Economics Discussion Papers 0805, School of Economics, University of Surrey.
  23. Max Bruche, 2005. "Estimating structural bond pricing models via simulated maximum likelihood," LSE Research Online Documents on Economics 24647, London School of Economics and Political Science, LSE Library.
  24. Lasfer, Meziane & Ginglinger, Edith & Gajewski, Jean-François, 2005. "Why do Companies Include Warrants in Seasoned Equity Offerings: The case of French Unit Offerings," Economics Papers from University Paris Dauphine 123456789/2917, Paris Dauphine University.
  25. Alessandro Beber & Cecilia Caglio, 2005. "Order Submission Strategies and Information: Empirical Evidence from the NYSE," FAME Research Paper Series rp146, International Center for Financial Asset Management and Engineering.

2004

  1. Szymanski, Stefan & Valletti, Tommaso, 2004. "First and Second Prizes in Imperfectly Discriminating Contests," CEPR Discussion Papers 4484, C.E.P.R. Discussion Papers.
  2. Marsh, Ian W & Wagner, Wolf, 2004. "Credit Risk Transfer and Financial Sector Performance," CEPR Discussion Papers 4265, C.E.P.R. Discussion Papers.
  3. Roberto Blanco & Simon Brennan & Ian W Marsh, 2004. "An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps," Bank of England working papers 211, Bank of England.
  4. Paul Hallwood & Ian W. Marsh & Joerg Scheibe, 2004. "An Assessment of the Case for Monetary Union or Official Dollarization in Argentina, Brazil, Chile, Uruguay and Venezuela," Working papers 2004-13, University of Connecticut, Department of Economics.
  5. Ana-Maria Fuertes & Elena Kalotychou, 2004. "Forecasting sovereign default using panel models: A comparative analysis," Computing in Economics and Finance 2004 228, Society for Computational Economics.
  6. Ana-Maria Fuertes & Jerry Coakley & Andrew Wood, 2004. "A new interpretation of the real exchange rate - yield differential nexus," Money Macro and Finance (MMF) Research Group Conference 2003 32, Money Macro and Finance Research Group.
  7. Ana-Maria Fuertes & Elena Kalotychou, 2004. "Elements in the Design of an Early Warning System for Sovereign Default," Computing in Economics and Finance 2004 231, Society for Computational Economics.
  8. Ana-Maria Fuertes & Dylan Thomas, 2004. "Market-wide shocks and anomalous price behaviour: evidence from closed-end funds," Money Macro and Finance (MMF) Research Group Conference 2004 56, Money Macro and Finance Research Group.
  9. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004. "The Feldstein-Horioka puzzle is not as bad as you think," Money Macro and Finance (MMF) Research Group Conference 2003 17, Money Macro and Finance Research Group.
  10. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004. "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance 0403, Birkbeck, Department of Economics, Mathematics & Statistics.
  11. Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2004. "Law and firms'access to finance," Policy Research Working Paper Series 3194, The World Bank.
  12. Thorsten Beck, 2004. "The determinants of financing obstacles," Policy Research Working Paper Series 3204, The World Bank.
  13. Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2004. "Finance, Inequality, and Poverty: Cross-Country Evidence," NBER Working Papers 10979, National Bureau of Economic Research, Inc.
  14. Beck, Thorsten & Fuchs, Michael, 2004. "Structural issues in the Kenyan financial system: improving competition and access," Policy Research Working Paper Series 3363, The World Bank.
  15. Beck, T.H.L. & Demirgüç-Kunt, A. & Maksimovic, V., 2004. "Bank competition and access to finance," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3125507, Tilburg University.
  16. Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2004. "Monetary policy and learning in an open economy," Macroeconomics 0404022, EconWPA.
  17. Giorgio Valente & Richard Clarida & Mark Taylor & Lucio Sarno, 2004. "The Term Structure Of Euromarket Interest Rates: Some New Evidence," Royal Economic Society Annual Conference 2004 19, Royal Economic Society.
  18. Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004. "Monetary Policy Rules, Asset Prices and Exchange Rates," CDMA Working Paper Series 200403, Centre for Dynamic Macroeconomic Analysis.
  19. Sarno, Lucio & Valente, Giorgio, 2004. "Asset Prices and International Spillovers: An Empirical Investigation," CEPR Discussion Papers 4380, C.E.P.R. Discussion Papers.
  20. Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2004. "Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability," CEPR Discussion Papers 4365, C.E.P.R. Discussion Papers.
  21. Giorgio Valente & Lucio Sarno, 2004. "Empirical Exchange Rate Models and Currency Risk: Some Evidence from Density Forecasts," Working Papers wp04-10, Warwick Business School, Finance Group.
  22. Barbara Casu & Claudia Girardone, 2004. "An Analysis of the Relevance of Off-Balance Sheet Items in Explaining Productivity Change in European Banking," Money Macro and Finance (MMF) Research Group Conference 2004 37, Money Macro and Finance Research Group.
  23. John Bennett & Saul Estrin & James Maw & Giovanni Urga, 2004. "Privatisation Methods and Economic Growth in Transition Economies," Working Papers 2004.105, Fondazione Eni Enrico Mattei.
  24. Giovanni Urga & Christian de Peretti, 2004. "Stopping Tests in the Sequential Estimation for Multiple Structural Breaks," Econometric Society 2004 Latin American Meetings 320, Econometric Society.
  25. Ciaran Driver & Lorenzo Trapani & Giovanni Urga, 2004. "Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data," Royal Economic Society Annual Conference 2004 96, Royal Economic Society.
  26. Giovanni Urga & Lorenzo Trapani, 2004. "Cointegration versus Spurious Regression in Heterogeneous Panels," Econometric Society 2004 North American Summer Meetings 266, Econometric Society.
  27. Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini, 2004. "Testing Asset Pricing Model with Coskweness," Econometric Society 2004 North American Winter Meetings 491, Econometric Society.
  28. Kate Phylaktis & Lichuan Xia, 2004. "Sources of Industry and Country Effects in Firm Level Returns," Money Macro and Finance (MMF) Research Group Conference 2004 10, Money Macro and Finance Research Group.
  29. Alessandro Beber; Fabio Fornari., 2004. "Volatility and the Term Structure: Evidence from Interest Rate Derivatives," Computing in Economics and Finance 2004 313, Society for Computational Economics.
  30. Alessandro BEBER & Michael W. BRANDT, 2004. "The Effects of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market," FAME Research Paper Series rp105, International Center for Financial Asset Management and Engineering.

2003

  1. Késenne Stefan & Szymanski S., 2003. "Competitive balance and gate revenue sharing in team sports," Working Papers 2003003, University of Antwerp, Faculty of Applied Economics.
  2. Stefan Szymanski, 2003. "Why Have Premium Sports Rights Migrated to Pay-TV in Europe but not in the US?," IASE Conference Papers 0308, International Association of Sports Economists.
  3. C. Paul Hallwood & Ian W. Marsh, 2003. "Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931," Working papers 2003-23, University of Connecticut, Department of Economics.
  4. Andrew Wood & Jerry Coakley & Ana-Maria Fuertes, 2003. "A New Interpretation of the Exchange Rate - Yield Differential Nexus," Computing in Economics and Finance 2003 160, Society for Computational Economics.
  5. Ana-maria Fuertes, 2003. "Robust Bootstrap Inference On Long Run Dependence Using Panels," Computing in Economics and Finance 2003 307, Society for Computational Economics.
  6. Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2003. "Bank Supervision and Corporate Finance," NBER Working Papers 9620, National Bureau of Economic Research, Inc.
  7. Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2003. "Bank concentration and crises," Policy Research Working Paper Series 3041, The World Bank.
  8. Thorsten Beck & Ross Levine, 2003. "Legal institutions and financial development," Policy Research Working Paper Series 3136, The World Bank.
  9. Beck, Thorsten & Demirguc-Kant, Asl' & Maksimovic, Vojislav, 2003. "Bank competition, financing obstacles, and access to credit," Policy Research Working Paper Series 2996, The World Bank.
  10. Beck, Thorsten & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2003. "Financial and legal institutions and firm size," Policy Research Working Paper Series 2997, The World Bank.
  11. Beck, Thorsten, 2003. "The incentive-compatible design of deposit insurance and bank failure resolution : concepts and country studies," Policy Research Working Paper Series 3043, The World Bank.
  12. Ayyagari, Meghana & Beck, Thorsten & Demirguc-Kunt, Asl, 2003. "Small and medium enterprises across the globe : a new database," Policy Research Working Paper Series 3127, The World Bank.
  13. Thorsten Beck, 2003. "Small and medium enterprises, growth, and poverty : cross-country evidence," Policy Research Working Paper Series 3178, The World Bank.
  14. Beck, Thorsten, 2003. "Stock markets, banks, and economic development:theory and evidence," EIB Papers 2/2003, European Investment Bank, Economics Department.
  15. Beck, T.H.L. & Webb, I., 2003. "Economic, demographic, and institutional determinants of life insurance consumption across countries," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3125512, Tilburg University.
  16. Sarno, Lucio & Daniel l Thornton & Giorgio Valente, 2003. "Federal Funds Rate Prediction," Royal Economic Society Annual Conference 2003 183, Royal Economic Society.
  17. Lucio Sarno & Daniel L. Thornton, 2003. "The efficient market hypothesis and identification in structural VARs," Working Papers 2003-032, Federal Reserve Bank of St. Louis.
  18. Sarno, Lucio & Wohar, Mark, 2003. "Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes," Computing in Economics and Finance 2003 310, Society for Computational Economics.
  19. Lucio Sarno, 2003. "Nonlinear Exchange Rate Models: A Selective Overview," IMF Working Papers 03/111, International Monetary Fund.
  20. Nada Massoud, 2003. "Assessment Of Fdi Incentives In Egypt," Working Papers 0336, Economic Research Forum, revised Nov 2003.
  21. Richard Payne, 2003. "Macroeconomic news, order flows and exchange rates," FMG Discussion Papers dp475, Financial Markets Group.
  22. Mark Andrew & Steven Devaney & Stephen Lee, 2003. "Another Look at the Relative Importance of Sectors and Regions in Determining Property Returns," Real Estate & Planning Working Papers rep-wp2003-14, Henley Business School, Reading University.
  23. Andrew, Mark & Evans, Alan & Koundouri, Phoebe & Meen, Geoffrey, 2003. "Residential stamp duty:Time for a change," MPRA Paper 38264, University Library of Munich, Germany.
  24. Max Bruche, 2003. "Corporate bond prices and co-ordination failure," LSE Research Online Documents on Economics 24825, London School of Economics and Political Science, LSE Library.

2002

  1. Szymanski, Stefan, 2002. "Competitive Balance and Income Redistribution in Team Sports," Royal Economic Society Annual Conference 2002 173, Royal Economic Society.
  2. Gaurav Amin & Harry. M Kat, 2002. "Stocks, Bond and Hedge Funds: Not a Free Lunch," ICMA Centre Discussion Papers in Finance icma-dp2002-11, Henley Business School, Reading University.
  3. Harry. M Kat & Sa Lu, 2002. "An Excursion into the Statistical Properties of Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2002-12, Henley Business School, Reading University.
  4. Gaurav Amin & Harry. M Kat, 2002. "Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds," ICMA Centre Discussion Papers in Finance icma-dp2002-06, Henley Business School, Reading University.
  5. Harry. M Kat & Faye Menexe, 2002. "Persistence in Hedge Fund Performance: The True Value of a Track Record," ICMA Centre Discussion Papers in Finance icma-dp2002-13, Henley Business School, Reading University.
  6. Gaurav Amin & Harry. M Kat, 2002. "Portfolios of Hedge Funds What Investors Really Invest In," ICMA Centre Discussion Papers in Finance icma-dp2002-07, Henley Business School, Reading University.
  7. Harry. M Kat & Joelle Miffre, 2002. "Performance Evaluation and Conditioning Information: The case of Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2002-10, Henley Business School, Reading University.
  8. Harry. M Kat, 2002. "Taking the Sting out of Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2002-22, Henley Business School, Reading University.
  9. Gaurav Amin & Harry. M Kat, 2002. "Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments," ICMA Centre Discussion Papers in Finance icma-dp2002-15, Henley Business School, Reading University.
  10. Harry. M Kat, 2002. "Indexation doesn't make sense," ICMA Centre Discussion Papers in Finance icma-dp2002-26, Henley Business School, Reading University.
  11. Harry. M Kat, 2002. "Managed Features and Hedge Funds:," ICMA Centre Discussion Papers in Finance icma-dp2002-25, Henley Business School, Reading University.
  12. Harry. M Kat, 2002. "In Search of the Optimal Fund of Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2002-24, Henley Business School, Reading University.
  13. Harry. M Kat, 2002. "The Dangers of Using Correlation to Measure Dependence," ICMA Centre Discussion Papers in Finance icma-dp2002-23, Henley Business School, Reading University.
  14. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2002. "A Principal Components Approach to Cross-Section Dependence in Panels," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-3, International Conferences on Panel Data.
  15. Jerry Coakley & Ana-Maria Fuertes, 2002. "An MTAR Test for Stock Market Bubbles," Computing in Economics and Finance 2002 298, Society for Computational Economics.
  16. Jerry Coakley & Ana-Maria Fuertes, 2002. "Exchange Rate Overshooting and the Forward Premium Puzzle," Computing in Economics and Finance 2002 145, Society for Computational Economics.
  17. Ana-Maria Fuertes & Miguel A. Martin & M. Teresa Perez, 2002. "Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models," Computing in Economics and Finance 2002 113, Society for Computational Economics.
  18. Andrew Wood & Ana-Maria Fuertes & Jerry Coakley, 2002. "Reinterpreting the Real Exchange Rate - Yield Diffential Nexus," Working Papers wp02-10, Warwick Business School, Finance Group.
  19. Beck, Thorsten & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2002. "Financial and legal constraints to firm growth - Does size matter?," Policy Research Working Paper Series 2784, The World Bank.
  20. Beck, Thorsten & Webb, Ian, 2002. "Determinants of life insurance consumption across countries," Policy Research Working Paper Series 2792, The World Bank.
  21. Beck, Thorsten & Asl Demirguc-Kunt & Maksimovic, Vojislav, 2002. "Financing patterns around the world : the role of institutions," Policy Research Working Paper Series 2905, The World Bank.
  22. Thorsten Beck & Ross Levine, 2002. "Stock Markets, Banks, and Growth: Panel Evidence," NBER Working Papers 9082, National Bureau of Economic Research, Inc.
  23. Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2002. "Law and Finance: why Does Legal Origin Matter?," NBER Working Papers 9379, National Bureau of Economic Research, Inc.
  24. Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2002. "Law, Endowment, and Finance," NBER Working Papers 9089, National Bureau of Economic Research, Inc.
  25. Thorsten Beck & Ross Levine, 2002. "Industry Growth and Capital Allocation: Does Having a Market- or Bank-Based System Matter?," NBER Working Papers 8982, National Bureau of Economic Research, Inc.
  26. Beck, T.H.L., 2002. "Deposit insurance as private club: The case of Germany," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3125513, Tilburg University.
  27. Sarno, Lucio & Thornton, Daniel L, 2002. "The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation," CEPR Discussion Papers 3225, C.E.P.R. Discussion Papers.
  28. Peel, David & Sarno, Lucio & Taylor, Mark P, 2002. "Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997," CEPR Discussion Papers 3249, C.E.P.R. Discussion Papers.
  29. Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio, 2002. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," CEPR Discussion Papers 3281, C.E.P.R. Discussion Papers.
  30. Chowdhury, Ibrahim & Sarno, Lucio & Taylor, Mark P, 2002. "Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study," CEPR Discussion Papers 3377, C.E.P.R. Discussion Papers.
  31. Sarno, Lucio & Giorgio Valente, 2002. "Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers," Royal Economic Society Annual Conference 2002 160, Royal Economic Society.
  32. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis.
  33. Lucio Sarno & Daniel L. Thornton & Yi Wen, 2002. "What's unique about the federal funds rate? evidence from a spectral perspective," Working Papers 2002-029, Federal Reserve Bank of St. Louis.
  34. Sarno, Lucio & Valente, Giorgio, 2002. "Comparing the Accuracy of Density Forecasts from Competing Models," Computing in Economics and Finance 2002 223, Society for Computational Economics.
  35. Richard Payne & Sylvain Friederich, 2002. "Dealer liquidity in an auction market: evidence fom the London Stock Exchange," FMG Discussion Papers dp427, Financial Markets Group.
  36. Richard Payne & Charles Goodhart & Dagfinn Rime, 2002. "Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets," FMG Discussion Papers dp467, Financial Markets Group.
  37. Driver, Ciaran & Paul Temple & Giovanni Urga, 2002. "Profitability, Capacity, and Uncertainty: A Robust Model of UK Manufacturing Investment," Royal Economic Society Annual Conference 2002 66, Royal Economic Society.
  38. Ciaran Driver & Katsushi Imai & Paul Temple & Giovanni Urga, 2002. "The Effect of Uncertainty on UK Investment Authorisation: Pooled Estimators vs. Heterogeneous Estimators1," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B3-4, International Conferences on Panel Data.
  39. Ciaran Driver & Katsushi Imai & Paul Temple & Giovanni Urga, 2002. "Contrasts between classes of assets in fixed investment panel equations as a way of testing real option theory," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B3-3, International Conferences on Panel Data.
  40. Laura Ballotta & Steven Haberman, 2002. "Annuity Risk: Volatility and Inflation Exposure in Payments from Immediate Life Annuities," CeRP Working Papers 24, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  41. Max Bruche, 2002. "A structural model of corporate bond pricing with co-ordination failure," LSE Research Online Documents on Economics 24930, London School of Economics and Political Science, LSE Library.
  42. Ismail Orgakcioglu & Roy Batchelor, 2002. "Event-related GARCH: the impact of stock dividends in Turkey," Working Papers wp02-02, Warwick Business School, Finance Group.
  43. Roy Batchelor & George Albanis, 2002. "Combining Heterogeneous Classifiers for Stock Selection," Working Papers wp02-01, Warwick Business School, Finance Group.
  44. Blake, David & Timmermann, Allan G, 2002. "International Asset Allocation with Time-Varying Investment Opportunities," CEPR Discussion Papers 3464, C.E.P.R. Discussion Papers.

2001

  1. Chris Brooks & Harry. M Kat, 2001. "The Statistical Properties of Hedge Fund Index Returns," ICMA Centre Discussion Papers in Finance icma-dp2001-09, Henley Business School, Reading University.
  2. Gaurav S. Amin & Harry M. Kat, 2001. "Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001," ICMA Centre Discussion Papers in Finance icma-dp2002-02, Henley Business School, Reading University, revised Jan 2002.
  3. Gaurav Amin & Harry. M Kat, 2001. "Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value?," ICMA Centre Discussion Papers in Finance icma-dp2001-05, Henley Business School, Reading University, revised Sep 2001.
  4. Paul Hallwood & Ian W. Marsh & Jorg Scheibe, 2001. "Official Dollarization in Latin America: Could it Work?," Working papers 2001-06, University of Connecticut, Department of Economics.
  5. Jerry Coakley, Ana-Maria Fuertes, Ron Smith, 2001. "Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach," Computing in Economics and Finance 2001 140, Society for Computational Economics.
  6. Jerry Coakley, Ana-Maria Fuertes, Ron Smith, 2001. "Small sample properties of panel time-series estimators with I(1) errors," Computing in Economics and Finance 2001 191, Society for Computational Economics.
  7. Jerry Coakley; Ana-Maria Fuertes, 2001. "Bootstrap LR Tests for Sign and Amplitude Asymmetries," Computing in Economics and Finance 2001 262, Society for Computational Economics.
  8. Maria-Teresa Perez & Ana-Maria Fuertes & Jerry Coakley, 2001. "Numerical Issues in Threshold Autoregressive Modelling of Time Series," Working Papers wp01-09, Warwick Business School, Finance Group.
  9. Ana-Maria Fuertes & Jerry Coakley, 2001. "Rethinking the Forward Premium Puzzle in a Non-linear Framework," Working Papers wp01-06, Warwick Business School, Finance Group.
  10. Beck, Thorsten & Levine, Ross, 2001. "Stock markets, banks, and growth : correlation or causality?," Policy Research Working Paper Series 2670, The World Bank.
  11. Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2001. "Law, politics, and finance," Policy Research Working Paper Series 2585, The World Bank.
  12. Beck, Thorsten, 2001. "Deposit insurance as private club - Is Germany a model?," Policy Research Working Paper Series 2559, The World Bank.
  13. Beck, Thorsten, 2001. "Financial dependence and international trade," Policy Research Working Paper Series 2609, The World Bank.
  14. Beck, Thorsten, 2001. "Financial development and international trade : is there a link?," Policy Research Working Paper Series 2608, The World Bank.
  15. Beck, Thorstein & Lundberg, Mattias & Majnoni, Giovanni, 2001. "Financial intermediary development and growth volatility : do intermediaries dampen or magnify shocks?," Policy Research Working Paper Series 2707, The World Bank.
  16. Beck, T.H.L. & Clarke, G. & Groff, A. & Keefer , P. & Walsh, P., 2001. "New tools in comparative political economy: The database of political institutions," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3125517, Tilburg University.
  17. Beck, T.H.L. & Demirgüç-Kunt , A. & Levine, R., 2001. "Legal theories of financial development," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3125516, Tilburg University.
  18. Peel, David & Sarno, Lucio & Taylor, Mark P, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles," CEPR Discussion Papers 2658, C.E.P.R. Discussion Papers.
  19. Sarno, Lucio & Taylor, Mark P, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?," CEPR Discussion Papers 2690, C.E.P.R. Discussion Papers.
  20. Sarno, Lucio & Taylor, Mark P, 2001. "Purchasing Power Parity and the Real Exchange Rate," CEPR Discussion Papers 2913, C.E.P.R. Discussion Papers.
  21. Richard Payne, 2001. "A Transaction Level Study of the Effects of Central Bank Intervention on Exchange Rates," FMG Discussion Papers dp355, Financial Markets Group.
  22. Mara Faccio & A. Meziane Lasfer, 2001. "Institutional Shareholders and Corporate Governance: The Case of UK Pension Funds," CeRP Working Papers 11, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  23. Blake, David, 2001. "The United Kingdom Pension System: Key Issues," Discussion Paper 15, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  24. Alessandro Beber, 2001. "Determinants of the implied volatility function on the Italian Stock Market," LEM Papers Series 2001/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

2000

  1. Stefan Szymanski & Ron Smith, 2000. "Equality of Opportunity and Equality of Outcome: Static and Dynamic Competitive Balance in European and North American Sports Leagues," IASE Conference Papers 0006, International Association of Sports Economists.
  2. Carlos Barros & Muradali Ibrahimo & Stefan Szymanski, 2000. "Transatlantic Sport: An Introduction," IASE Conference Papers 0001, International Association of Sports Economists.
  3. Harry. M Kat, 2000. "OTC Derivatives for Retail Investors," ICMA Centre Discussion Papers in Finance icma-dp2000-11, Henley Business School, Reading University.
  4. Yim, Andrew, 2000. "Renegotiation and Relative Performance Evaluation: Why an Informative Signal may be Useless," MPRA Paper 27855, University Library of Munich, Germany.
  5. Ana-Maria Fuertes & Maria-Teresa Perez & Jerry Coakley, 2000. "A Numerical Algorithm For The Efficient Estimation Of Band-Tar Models," Computing in Economics and Finance 2000 140, Society for Computational Economics.
  6. Coakley, Jerry & Fuertes, Ana María & Zoega, Gylfi, 2000. "Evaluating The Persistence And Structuralist Theories Of Unemployment," CEPR Discussion Papers 2438, C.E.P.R. Discussion Papers.
  7. Beck, Thorsten, 2000. "Impediments to the development and efficiency of financial intermediation in Brazil," Policy Research Working Paper Series 2382, The World Bank.
  8. Beck, Thorsten & Levine, Ross, 2000. "New firm formation and industry growth - does having a market- or bank-based system matter?," Policy Research Working Paper Series 2383, The World Bank.
  9. Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross & Maksimovic, Vojislav, 2000. "Financial structure and economic development - firm, industry, and country evidence," Policy Research Working Paper Series 2423, The World Bank.
  10. Beck, Thorsten & Clarke, George & Groff, Alberto & Keefer, Philip & Walsh, Patrick, 2000. "New tools and new tests in comparative political economy - the database of political institutions," Policy Research Working Paper Series 2283, The World Bank.
  11. Sarno, Lucio, 2000. "Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation," CEPR Discussion Papers 2537, C.E.P.R. Discussion Papers.
  12. Barbara Casu & Philip Molyneux, 2000. "A Comparative Study of Efficiency in European Banking," Center for Financial Institutions Working Papers 00-17, Wharton School Center for Financial Institutions, University of Pennsylvania.
  13. Rockinger, Michael & Urga, Giovanni, 2000. "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," CEPR Discussion Papers 2346, C.E.P.R. Discussion Papers.

1999

  1. Stefan Szymanski, 1999. "Two recent cases relating to broadcasting and football in England," IASE Conference Papers 9913, International Association of Sports Economists.
  2. MacDonald, Ronald & Marsh, Ian W, 1999. "Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen," CEPR Discussion Papers 2210, C.E.P.R. Discussion Papers.
  3. Cheung, Yin-Wong & Chinn, Menzie David & Marsh, Ian W, 1999. "How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?," CEPR Discussion Papers 2230, C.E.P.R. Discussion Papers.
  4. Ian Marsh, 1999. "An Analysis of the Performance of European Foreign Exchange Forecasters," Working Papers wp99-07, Warwick Business School, Finance Group.
  5. David Power & Ian Marsh, 1999. "A Panel-Based Investigation into the Relationship Between Stock Prices and Dividends," Working Papers wp99-08, Warwick Business School, Finance Group.
  6. Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 1999. "A new database on financial development and structure," Policy Research Working Paper Series 2146, The World Bank.
  7. Beck, Thorsten & Levine, Ross & Loayza, Norman, 1999. "Finance and the sources of growth," Policy Research Working Paper Series 2057, The World Bank.
  8. Levine, Ross & Loayza, Norman & Beck, Thorsten, 1999. "Financial intermediation and growth : Causality and causes," Policy Research Working Paper Series 2059, The World Bank.
  9. Sarno, Lucio & Taylor, Mark P, 1999. "The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence," CEPR Discussion Papers 2150, C.E.P.R. Discussion Papers.
  10. Jon Danielsson & Richard Payne, 1999. "Real Trading Patterns and Prices in Spot Foreign Exchange Markets," FMG Discussion Papers dp320, Financial Markets Group.
  11. Claudia Panseri & Giovanni Urga & Annalisa Cristini, 1999. "The Application of the Kalman Filter to the Fisher Equation: Italian and German Term Structure of Interest Rates," Computing in Economics and Finance 1999 941, Society for Computational Economics.
  12. Alessandro Beber, 1999. "Introduzione all'analisi tecnica," Alea Tech Reports 002, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
  13. Alessandro Beber & Luca Erzegovesi, 1999. "Distribuzioni di probabilità implicite nei prezzi delle opzioni," Alea Tech Reports 008, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
  14. Alessandro Beber, 1999. "Il dibattito su dignità ed efficacia dell'analisi tecnica nell'economia finanziaria," Alea Tech Reports 003, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.

1998

  1. Lunde, Asger & Timmermann, Allan & Blake, David, 1998. "The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis," University of California at San Diego, Economics Working Paper Series qt1pd3z1hm, Department of Economics, UC San Diego.

1997

  1. Andres Gomez-Lobo & Stefan Szymanski, 1997. "A Law of Large numbers: Bidding and competitive tendering for refuse collection contracts," IFS Working Papers W97/09, Institute for Fiscal Studies.
  2. Sarno, Lucio & Taylor, Mark P, 1997. "The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period," CEPR Discussion Papers 1730, C.E.P.R. Discussion Papers.
  3. Alvaro Almeida & Richard Payne & Charles Goodhart, 1997. "The Effects of Macroeconomic News on High Frequency Exchange Rate Behaviour," FMG Discussion Papers dp258, Financial Markets Group.
  4. Richard Payne & Marc Henry, 1997. "An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility," FMG Discussion Papers dp264, Financial Markets Group.
  5. Estrin, Saul & Urga, Giovanni, 1997. "Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995," CEPR Discussion Papers 1616, C.E.P.R. Discussion Papers.
  6. Geroski, Paul A & Samiei, Hossein & Urga, Giovanni, 1997. "Are Differences in Firm Size Transitory or Permanent?," CEPR Discussion Papers 1691, C.E.P.R. Discussion Papers.
  7. Saul Estrin & Geovanni Urga, 1997. "Convergence in Output in Transition Economies Central & Eastern Europe, 1970-1995," William Davidson Institute Working Papers Series 30, William Davidson Institute at the University of Michigan.
  8. Jaap Spreeuw & Henk Wolthuis, 1997. "Unobserved Heterogeneity; Process and Parameter Effects in Life Insurance," Tinbergen Institute Discussion Papers 97-131/4, Tinbergen Institute.
  9. Blake, David & Lehmann, Bruce N & Timmermann, Allan G, 1997. "Performance Measurement using Multiple Asset Class Portfolio Data," CEPR Discussion Papers 1618, C.E.P.R. Discussion Papers.

1996

  1. Richard Payne, 1996. "Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market," FMG Discussion Papers dp238, Financial Markets Group.

1995

  1. Charles Goodhart & Takatoshi Ito & Richard Payne, 1995. "One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System," NBER Technical Working Papers 0179, National Bureau of Economic Research, Inc.
  2. Kate Phylaktis, 1995. "Capital Market Integration in the Pacific Basin Region: An Analysis of Real Interest Rate Linkages," IMF Working Papers 95/133, International Monetary Fund.

1994

  1. Ian W. Marsh & Stephen Tokarick, 1994. "Competitiveness Indicators - A Theoretical and Empirical Assessment," IMF Working Papers 94/29, International Monetary Fund.

1992

  1. Urga, G., 1992. "The Econometrics of Panel Data: A Selective Introduction," Economics Series Working Papers 99151, University of Oxford, Department of Economics.

1991

  1. Mark P. Taylor & Kate Phylaktis, 1991. "The Demand for Money During High Inflation Episodes - Some Latin American Evidence on the Cagan Model," IMF Working Papers 91/48, International Monetary Fund.

Undated

  1. Lucio Sarno & Mark P. Taylor, . "Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation," Economics and Finance Discussion Papers 97-07, Economics and Finance Section, School of Social Sciences, Brunel University.
  2. Tamim Bayoumi & Lucio Sarno & Mark P.Taylor, . "European Capital Flows and Regional Risk," Economics and Finance Discussion Papers 97-13, Economics and Finance Section, School of Social Sciences, Brunel University.
  3. Lucio Sarno & Mark P. Taylor, . "Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion," Economics and Finance Discussion Papers 97-14, Economics and Finance Section, School of Social Sciences, Brunel University.
  4. Lucio Sarno & Mark P. Taylor, . "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK," Economics and Finance Discussion Papers 97-12, Economics and Finance Section, School of Social Sciences, Brunel University.
  5. Lucio Sarno & Mark P. Taylor, . "Saving-Investment Correlations: Transitory versus Permanent," Economics and Finance Discussion Papers 97-06, Economics and Finance Section, School of Social Sciences, Brunel University.
  6. John Bennett & Saul Estrin & James Maw & Giovanni Urga, . "Privatization Methods and Economic Growth," Economics and Finance Discussion Papers 03-24, Economics and Finance Section, School of Social Sciences, Brunel University.

Journal articles

Undated material is listed at the end

2014

  1. Blake, David & Wright, Douglas & Zhang, Yumeng, 2014. "Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 105-124.

2013

  1. Stefan Szymanski, 2013. "Some Observations on Fort and Winfree “Nash Conjectures and Talent Supply in Sports League Modeling," Journal of Sports Economics, , vol. 14(3), pages 321-326, June.
  2. Fuertes, Ana-Maria & Olmo, Jose, 2013. "Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction," International Journal of Forecasting, Elsevier, vol. 29(1), pages 28-42.
  3. Georgios Rallis & Joëlle Miffre & Ana‐Maria Fuertes, 2013. "Strategic and Tactical Roles of Enhanced Commodity Indices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(10), pages 965-992, October.
  4. Beck, Thorsten & Demirgüç-Kunt, Asli & Merrouche, Ouarda, 2013. "Islamic vs. conventional banking: Business model, efficiency and stability," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 433-447.
  5. Beck, Thorsten & De Jonghe, Olivier & Schepens, Glenn, 2013. "Bank competition and stability: Cross-country heterogeneity," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 218-244.
  6. Thorsten Beck & Radomir Todorov & Wolf Wagner, 2013. "Supervising cross-border banks: theory, evidence and policy," Economic Policy, CEPR & CES & MSH, vol. 28(73), pages 5-44, 01.
  7. Aterido, Reyes & Beck, Thorsten & Iacovone, Leonardo, 2013. "Access to Finance in Sub-Saharan Africa: Is There a Gender Gap?," World Development, Elsevier, vol. 47(C), pages 102-120.
  8. Thorsten Beck & Patrick Behr & Andre Guettler, 2013. "Gender and Banking: Are Women Better Loan Officers?," Review of Finance, European Finance Association, vol. 17(4), pages 1279-1321.
  9. Thorsten Beck, 2013. "Bank Financing for SMEs – Lessons from the Literature," National Institute Economic Review, National Institute of Economic and Social Research, vol. 225(1), pages R23-R38, August.
  10. Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2013. "Revisiting mutual fund performance evaluation," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1759-1776.
  11. Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2013. "What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests?," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 109-129.
  12. Dick, Christian D. & Schmeling, Maik & Schrimpf, Andreas, 2013. "Macro-expectations, aggregate uncertainty, and expected term premia," European Economic Review, Elsevier, vol. 58(C), pages 58-80.
  13. Breitung, Jörg & Schmeling, Maik, 2013. "Quantifying survey expectations: What’s wrong with the probability approach?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 142-154.
  14. Barbara Casu & Andrew Clare & Anna Sarkisyan & Stephen Thomas, 2013. "Securitization and Bank Performance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1617-1658, December.
  15. Barbara Casu & Alessandra Ferrari & Tianshu Zhao, 2013. "Regulatory Reform and Productivity Change in Indian Banking," The Review of Economics and Statistics, MIT Press, vol. 95(3), pages 1066-1077, July.
  16. Driver, Ciaran & Trapani, Lorenzo & Urga, Giovanni, 2013. "On the use of cross-sectional measures of forecast uncertainty," International Journal of Forecasting, Elsevier, vol. 29(3), pages 367-377.
  17. Kashefi Pour, Eilnaz & Lasfer, Meziane, 2013. "Why do companies delist voluntarily from the stock market?," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4850-4860.
  18. Blake, David & Wright, Douglas & Zhang, Yumeng, 2013. "Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 195-209.
  19. David Blake & Richard MacMinn & Raimond Maurer, 2013. "Longevity Risk and Capital Markets: The 2011–2012 Update," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 495-500, 09.
  20. David Blake & Andrew Cairns & Guy Coughlan & Kevin Dowd & Richard MacMinn, 2013. "The New Life Market," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 501-558, 09.
  21. Enrico Biffis & David Blake, 2013. "Informed Intermediation of Longevity Exposures," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 559-584, 09.
  22. David Blake & Alberto G. Rossi & Allan Timmermann & Ian Tonks & Russ Wermers, 2013. "Decentralized Investment Management: Evidence from the Pension Fund Industry," Journal of Finance, American Finance Association, vol. 68(3), pages 1133-1178, 06.
  23. Livne, Gilad & Markarian, Garen & Mironov, Maxim, 2013. "Investment horizon, risk, and compensation in the banking industry," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3669-3680.
  24. Alessandro Beber & Marco Pagano, 2013. "Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis," Journal of Finance, American Finance Association, vol. 68(1), pages 343-381, 02.

2012

  1. Fei Fei & Ana-Maria Fuertes & Elena Kalotychou, 2012. "Credit Rating Migration Risk and Business Cycles," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 39(1-2), pages 229-263, 01.
  2. Brun-Aguerre, Raphael & Fuertes, Ana-Maria & Phylaktis, Kate, 2012. "Exchange rate pass-through into import prices revisited: What drives it?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 818-844.
  3. Beck Thorsten & Büyükkarabacak Berrak & Rioja Felix K. & Valev Neven T., 2012. "Who Gets the Credit? And Does It Matter? Household vs. Firm Lending Across Countries," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-46, March.
  4. Thorsten Beck & Daniel Gros, 2012. "Monetary Policy and Banking Supervision: Coordination Instead of Separation," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, vol. 13(4), pages 33-39, December.
  5. Pasquale Della Corte & Lucio Sarno & Giulia Sestieri, 2012. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 100-115, February.
  6. Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Carry Trades and Global Foreign Exchange Volatility," Journal of Finance, American Finance Association, vol. 67(2), pages 681-718, 04.
  7. Banti, Chiara & Phylaktis, Kate & Sarno, Lucio, 2012. "Global liquidity risk in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 267-291.
  8. Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012. "Currency momentum strategies," Journal of Financial Economics, Elsevier, vol. 106(3), pages 660-684.
  9. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
  10. Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio, 2012. "How the Subprime Crisis went global: Evidence from bank credit default swap spreads," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1299-1318.
  11. Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A comprehensive look at financial volatility prediction by economic variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 956-977, 09.
  12. Marsh, Ian W. & Payne, Richard, 2012. "Banning short sales and market quality: The UK’s experience," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1975-1986.
  13. Mark Andrew, 2012. "The Changing Route to Owner-occupation: The Impact of Borrowing Constraints on Young Adult Homeownership Transitions in Britain in the 1990s," Urban Studies, Urban Studies Journal Limited, vol. 49(8), pages 1659-1678, June.
  14. Mark Andrew, 2012. "Regional market size and the housing market: insights from a new economic geography model," Journal of Property Research, Taylor & Francis Journals, vol. 29(4), pages 298-323, July.
  15. Kwabena Duffuor & Ian W. Marsh & Kate Phylaktis, 2012. "Order Flow And Exchange Rate Dynamics: An Application To Emerging Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(3), pages 290-304, 07.
  16. Alzahrani, Mohammed & Lasfer, Meziane, 2012. "Investor protection, taxation, and dividends," Journal of Corporate Finance, Elsevier, vol. 18(4), pages 745-762.
  17. Meziane Lasfer & Sharon Xiaowen Lin & Gulnur Muradoglu, 2012. "Optimism in foreign investors," Review of Behavioral Finance, Emerald Group Publishing, vol. 4(1), pages 8-27, September.
  18. Philip Booth, 2012. "Does Foreign Aid Make the Poor Poorer?," Economic Affairs, Wiley Blackwell, vol. 32(s1), pages 1-1, 03.
  19. Hanousek, Jan & Novotný, Jan, 2012. "Price jumps in Visegrad-country stock markets: An empirical analysis," Emerging Markets Review, Elsevier, vol. 13(2), pages 184-201.
  20. Beber, Alessandro & Fabbri, Daniela, 2012. "Who times the foreign exchange market? Corporate speculation and CEO characteristics," Journal of Corporate Finance, Elsevier, vol. 18(5), pages 1065-1087.
  21. Andrey Golubov & Dimitris Petmezas & Nickolaos G. Travlos, 2012. "When It Pays to Pay Your Investment Banker: New Evidence on the Role of Financial Advisors in M&As," Journal of Finance, American Finance Association, vol. 67(1), pages 271-312, 02.
  22. Ouyang, Bin, 2012. "The Application of Busywork Flow in Supply Chain Management of Fruits," Asian Agricultural Research, USA-China Science and Culture Media Corporation, vol. 4(11), November.

2011

  1. Paul Hallwood & Ronald MacDonald & Ian Marsh, 2011. "Remilitarization and the End of the Gold Bloc in 1936," De Economist, Springer, vol. 159(3), pages 305-321, September.
  2. Marsh, Ian W., 2011. "Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 30(2), pages 377-392, March.
  3. Thorsten Beck & Maria Soledad Martinez Peria, 2011. "What Explains the Price of Remittances? An Examination Across 119 Country Corridors," World Bank Economic Review, World Bank Group, vol. 25(1), pages 105-131, May.
  4. Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011. "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, vol. 100(3), pages 496-513, June.
  5. Schmeling, Maik & Schrimpf, Andreas, 2011. "Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?," European Economic Review, Elsevier, vol. 55(5), pages 702-719, June.
  6. Fich, Eliezer M. & Cai, Jie & Tran, Anh L., 2011. "Stock option grants to target CEOs during private merger negotiations," Journal of Financial Economics, Elsevier, vol. 101(2), pages 413-430, August.
  7. Moore, Michael J. & Payne, Richard, 2011. "On the sources of private information in FX markets," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1250-1262, May.
  8. Barbara Casu & Laura Chiaramonte, 2011. "Are Cds spreads a good proxy of bank risk? Evidence from the recent financial crisis," BANCARIA, Bancaria Editrice, vol. 11, pages 82-98, November.
  9. John O.S. Wilson & David G. McMillan & Barbara Casu, 2011. "Contemporary issues in financial institutions and markets," The European Journal of Finance, Taylor & Francis Journals, vol. 17(9-10), pages 765-768, November.
  10. Barbara Casu & Andrew Clare & Anna Sarkisyan & Stephen Thomas, 2011. "Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies," The European Journal of Finance, Taylor & Francis Journals, vol. 17(9-10), pages 769-788, November.
  11. Ana-Maria Dumitru & Giovanni Urga, 2011. "Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 242-255, October.
  12. Bacinello, Anna Rita & Millossovich, Pietro & Olivieri, Annamaria & Pitacco, Ermanno, 2011. "Variable annuities: A unifying valuation approach," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 285-297.
  13. Bruche, Max, 2011. "Creditor Coordination, Liquidation Timing, and Debt Valuation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(05), pages 1407-1436, October.
  14. Peter Hahn & Meziane Lasfer, 2011. "The compensation of non-executive directors: rationale, form, and findings," Journal of Management and Governance, Springer, vol. 15(4), pages 589-601, November.
  15. Cahit Adaoglu & Meziane Lasfer, 2011. "Why Do Companies Pay Stock Dividends? The Case of Bonus Distributions in an Inflationary Environment," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(5-6), pages 601-627, 06.
  16. Philip Booth, 2011. "RESERVATIONS ABOUT THE ‘NUDGE’ PHILOSOPHY-super-1," Economic Affairs, Wiley Blackwell, vol. 31(1), pages 121-122, 03.
  17. Philip Booth, 2011. "The Bishop Of Brentwood, Migrants, The Market And The Pursuit Of Gain," Economic Affairs, Wiley Blackwell, vol. 31(3), pages 49-50, October.
  18. Cairns, Andrew J.G. & Blake, David & Dowd, Kevin & Coughlan, Guy D. & Epstein, David & Khalaf-Allah, Marwa, 2011. "Mortality density forecasts: An analysis of six stochastic mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 48(3), pages 355-367, May.
  19. David Blake & Christophe Courbage & Richard MacMinn & Michael Sherris, 2011. "Longevity Risk and Capital Markets: The 2010–2011 Update," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 36(4), pages 489-500, October.
  20. Alizadeh, Amir H. & Talley, Wayne K., 2011. "Vessel and voyage determinants of tanker freight rates and contract times," Transport Policy, Elsevier, vol. 18(5), pages 665-675, September.
  21. Amir Alizadeh & Wayne Talley, 2011. "Microeconomic determinants of dry bulk shipping freight rates and contract times," Transportation, Springer, vol. 38(3), pages 561-579, May.
  22. Amir H. Alizadeh & Nikos K. Nomikos, 2011. "Dynamics of the Term Structure and Volatility of Shipping Freight Rates," Journal of Transport Economics and Policy, London School of Economics and University of Bath, vol. 45(1), pages 105-128, January.
  23. Livne, Gilad & Markarian, Garen & Milne, Alistair, 2011. "Bankers' compensation and fair value accounting," Journal of Corporate Finance, Elsevier, vol. 17(4), pages 1096-1115, September.
  24. Gilad Livne & Ana Simpson & Eli Talmor, 2011. "Do Customer Acquisition Cost, Retention and Usage Matter to Firm Performance and Valuation?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(3-4), pages 334-363, 04.

2010

  1. Kavetsos, Georgios & Szymanski, Stefan, 2010. "National well-being and international sports events," Journal of Economic Psychology, Elsevier, vol. 31(2), pages 158-171, April.
  2. Kevin Alavy & Alison Gaskell & Stephanie Leach & Stefan Szymanski, 2010. "On the Edge of Your Seat: Demand for Football on Television and the Uncertainty of Outcome Hypothesis," International Journal of Sport Finance, Fitness Information Technology, vol. 5(2), pages 75-95, May.
  3. Stefan Szymanski, 2010. "The Financial Crisis and English Football: The Dog That Will Not Bark," International Journal of Sport Finance, Fitness Information Technology, vol. 5(1), pages 28-40, February.
  4. Stefan Szymanski, 2010. "Teaching Competition in Professional Sports Leagues," The Journal of Economic Education, Taylor & Francis Journals, vol. 41(2), pages 150-168, March.
  5. Ana-Maria Fuertes & Shelagh Heffernan & Elena Kalotychou, 2010. "How do UK Banks React to Changing Central Bank Rates?," Journal of Financial Services Research, Springer, vol. 37(2), pages 99-130, June.
  6. Fuertes, Ana-Maria & Miffre, Joëlle & Rallis, Georgios, 2010. "Tactical allocation in commodity futures markets: Combining momentum and term structure signals," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2530-2548, October.
  7. Beck, Thorsten & Martinez Peria, Maria Soledad, 2010. "Foreign bank participation and outreach: Evidence from Mexico," Journal of Financial Intermediation, Elsevier, vol. 19(1), pages 52-73, January.
  8. Beck, Thorsten & Klapper, Leora F. & Mendoza, Juan Carlos, 2010. "The typology of partial credit guarantee funds around the world," Journal of Financial Stability, Elsevier, vol. 6(1), pages 10-25, April.
  9. Thorsten Beck & Asli Demirgüç-Kunt & Ross Levine, 2010. "Financial Institutions and Markets across Countries and over Time: The Updated Financial Development and Structure Database," World Bank Economic Review, World Bank Group, vol. 24(1), pages 77-92, January.
  10. Thorsten Beck & Ross Levine & Alexey Levkov, 2010. "Big Bad Banks? The Winners and Losers from Bank Deregulation in the United States," Journal of Finance, American Finance Association, vol. 65(5), pages 1637-1667, October.
  11. Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010. "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
  12. Della Corte, Pasquale & Sarno, Lucio & Valente, Giorgio, 2010. "A century of equity premium predictability and the consumption-wealth ratio: An international perspective," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 313-331, June.
  13. Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010. "Asset prices, exchange rates and the current account," European Economic Review, Elsevier, vol. 54(5), pages 643-658, July.
  14. King, Michael & Sarno, Lucio & Sojli, Elvira, 2010. "Timing exchange rates using order flow: The case of the Loonie," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2917-2928, December.
  15. Daniel Giamouridis & Sandra Paterlini, 2010. "Regular(Ized) Hedge Fund Clones," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 33(3), pages 223-247.
  16. Menkhoff, Lukas & Schmeling, Maik, 2010. "Whose trades convey information? Evidence from a cross-section of traders," Journal of Financial Markets, Elsevier, vol. 13(1), pages 101-128, February.
  17. Lukas Menkhoff & Maik Schmeling & Ulrich Schmidt, 2010. "Are All Professional Investors Sophisticated?," German Economic Review, Verein für Socialpolitik, vol. 11, pages 418-440, November.
  18. Menkhoff, Lukas & Osler, Carol L. & Schmeling, Maik, 2010. "Limit-order submission strategies under asymmetric information," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2665-2677, November.
  19. Menkhoff, Lukas & Schmeling, Maik, 2010. "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1283-1302, November.
  20. Zhao, Tianshu & Casu, Barbara & Ferrari, Alessandra, 2010. "The impact of regulatory reforms on cost structure, ownership and competition in Indian banking," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 246-254, January.
  21. Casu, Barbara & Girardone, Claudia, 2010. "Integration and efficiency convergence in EU banking markets," Omega, Elsevier, vol. 38(5), pages 260-267, October.
  22. Trapani, Lorenzo & Urga, Giovanni, 2010. "Micro versus macro cointegration in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 155(1), pages 1-18, March.
  23. Anna Rita Bacinello & Enrico Biffis & Pietro Millossovich, 2010. "Regression-based algorithms for life insurance contracts with surrender guarantees," Quantitative Finance, Taylor & Francis Journals, vol. 10(9), pages 1077-1090.
  24. Dimitrova, Dimitrina S. & Kaishev, Vladimir K., 2010. "Optimal joint survival reinsurance: An efficient frontier approach," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 27-35, August.
  25. Bruche, Max & Naqvi, Hassan, 2010. "A structural model of debt pricing with creditor-determined liquidation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 951-967, May.
  26. Bruche, Max & González-Aguado, Carlos, 2010. "Recovery rates, default probabilities, and the credit cycle," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 754-764, April.
  27. Bruche, Max & Suarez, Javier, 2010. "Deposit insurance and money market freezes," Journal of Monetary Economics, Elsevier, vol. 57(1), pages 45-61, January.
  28. Kate Phylaktis & Long Chen, 2010. "Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 228-246.
  29. Korczak, Piotr & Phylaktis, Kate, 2010. "Related securities and price discovery: Evidence from NYSE-listed Non-U.S. stocks," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 566-584, September.
  30. Adriana Korczak & Piotr Korczak & Meziane Lasfer, 2010. "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(3-4), pages 369-407.
  31. Biffis, Enrico & Blake, David, 2010. "Securitizing and tranching longevity exposures," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 186-197, February.
  32. Blake, David & De Waegenaere, Anja & MacMinn, Richard & Nijman, Theo, 2010. "Longevity risk and capital markets: The 2008-2009 update," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 135-138, February.
  33. Paul Dawson & Kevin Dowd & Andrew J. G. Cairns & David Blake, 2010. "Survivor Derivatives: A Consistent Pricing Framework," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(3), pages 579-596.
  34. Dowd, Kevin & Cairns, Andrew J.G. & Blake, David & Coughlan, Guy D. & Epstein, David & Khalaf-Allah, Marwa, 2010. "Evaluating the goodness of fit of stochastic mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 47(3), pages 255-265, December.
  35. Kevin Dowd & David Blake & Andrew Cairns, 2010. "Facing up to uncertain life expectancy: The longevity fan charts," Demography, Springer, vol. 47(1), pages 67-78, February.
  36. Lavička, H. & Lin, L. & Novotný, J., 2010. "Employment, Production and Consumption model: Patterns of phase transitions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(8), pages 1708-1720.
  37. Eli Amir & Yanling Guan & Gilad Livne, 2010. "Auditor Independence and the Cost of Capital Before and After Sarbanes-Oxley: The Case of Newly Issued Public Debt," European Accounting Review, Taylor & Francis Journals, vol. 19(4), pages 633-664.
  38. Beber, Alessandro & Breedon, Francis & Buraschi, Andrea, 2010. "Differences in beliefs and currency risk premiums," Journal of Financial Economics, Elsevier, vol. 98(3), pages 415-438, December.
  39. Alessandro Beber & Michael W. Brandt, 2010. "When It Cannot Get Better or Worse: The Asymmetric Impact of Good and Bad News on�Bond�Returns in Expansions and Recessions," Review of Finance, European Finance Association, vol. 14(1), pages 119-155.

2009

  1. Georgios Kavetsos & Stefan Szymanski, 2009. "From the Olympics to the grassroots: What will London 2012 mean for sport funding and participation in Britain?," Public Policy Review, Institute for Public Policy Research, vol. 16(3), pages 192-196.
  2. Pedro Garcia-del-Barrio & Stefan Szymanski, 2009. "Goal! Profit Maximization Versus Win Maximization in Soccer," Review of Industrial Organization, Springer, vol. 34(1), pages 45-68, February.
  3. Andrew Yim, 2009. "Efficient Committed Budget for Implementing Target Audit Probability for Many Inspectees," Management Science, INFORMS, vol. 55(12), pages 2000-2018, December.
  4. Fuertes, Ana-Maria & Izzeldin, Marwan & Kalotychou, Elena, 2009. "On forecasting daily stock volatility: The role of intraday information and market conditions," International Journal of Forecasting, Elsevier, vol. 25(2), pages 259-281.
  5. Ana-Maria Fuertes & Shelagh A. Heffernan, 2009. "Interest rate transmission in the UK: a comparative analysis across financial firms and products," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 45-63.
  6. Ana-Maria Fuertes & Jo�lle Miffre & Wooi-Hou Tan, 2009. "Momentum profits, nonnormality risks and the business cycle," Applied Financial Economics, Taylor & Francis Journals, vol. 19(12), pages 935-953.
  7. Beck, Thorsten & Hesse, Heiko, 2009. "Why are interest spreads so high in Uganda?," Journal of Development Economics, Elsevier, vol. 88(2), pages 192-204, March.
  8. Thorsten Beck & Asli Demirgüç-Kunt & Patrick Honohan, 2009. "Access to Financial Services: Measurement, Impact, and Policies," World Bank Research Observer, World Bank Group, vol. 24(1), pages 119-145, February.
  9. Lucio Sarno & Elvira Sojli, 2009. "The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 437-442, 03.
  10. Lucio Sarno & Giorgio Valente, 2009. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 786-830, 06.
  11. Pasquale Della Corte & Lucio Sarno & Ilias Tsiakas, 2009. "An Economic Evaluation of Empirical Exchange Rate Models," Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3491-3530, September.
  12. Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2009. "Does the law of one price hold in international financial markets? Evidence from tick data," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1741-1754, October.
  13. Monica Espinosa & Miles Gietzmann & Ivana Raonic, 2009. "US Institutional Investors Response to the News Flow of Intangibles Intensive European Stocks: A Study of European BioTech and Pharma Stocks," European Accounting Review, Taylor & Francis Journals, vol. 18(1), pages 63-92.
  14. Gurvinder Brar & Daniel Giamouridis & Manolis Liodakis, 2009. "Predicting European Takeover Targets," European Financial Management, European Financial Management Association, vol. 15(2), pages 430-450.
  15. Melvin, Michael & Menkhoff, Lukas & Schmeling, Maik, 2009. "Exchange rate management in emerging markets: Intervention via an electronic limit order book," Journal of International Economics, Elsevier, vol. 79(1), pages 54-63, September.
  16. Schmeling, Maik, 2009. "Investor sentiment and stock returns: Some international evidence," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 394-408, June.
  17. Barbara Casu & Claudia Girardone, 2009. "Competition issues in European banking," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 17(2), pages 119-133, May.
  18. Casu, Barbara & Girardone, Claudia, 2009. "Testing the relationship between competition and efficiency in banking: A panel data analysis," Economics Letters, Elsevier, vol. 105(1), pages 134-137, October.
  19. Trapani, Lorenzo & Urga, Giovanni, 2009. "Optimal forecasting with heterogeneous panels: A Monte Carlo study," International Journal of Forecasting, Elsevier, vol. 25(3), pages 567-586, July.
  20. Laura Ballotta, 2009. "Pricing and capital requirements for with profit contracts: modelling considerations," Quantitative Finance, Taylor & Francis Journals, vol. 9(7), pages 803-817.
  21. Vladimir K. Kaishev & Dimitrina S. Dimitrova, 2009. "Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options," Management Science, INFORMS, vol. 55(3), pages 483-496, March.
  22. Jaap Spreeuw & Martin Karlsson, 2009. "Time Deductibles as Screening Devices: Competitive Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(2), pages 261-278.
  23. Phylaktis, Kate & Chen, Long, 2009. "Price discovery in foreign exchange markets: A comparison of indicative and actual transaction prices," Journal of Empirical Finance, Elsevier, vol. 16(4), pages 640-654, September.
  24. Kate Phylaktis & Lichuan Xia, 2009. "Equity Market Comovement and Contagion: A Sectoral Perspective," Financial Management, Financial Management Association International, vol. 38(2), pages 381-409, 06.
  25. Roy Batchelor, 2009. "Forecasting Sharp Changes," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 13, pages 7-12, Spring.
  26. Roy Batchelor, 2009. "Why Do We Need Complexification? A Commentary on “Rethinking the Ways We Forecast”," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 14, pages 31-34, Summer.
  27. Roy Batchelor, 2009. "Book Review of Animal Spirits," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 15, pages 5-7, Fall.
  28. Kalotychou, Elena & Staikouras, Sotiris K. & Zagonov, Maxim, 2009. "The UK equity market around the ex-split date," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 534-549, July.
  29. Philip Booth, 2009. "CATHOLICISM AND CAPITALISM -super-1," Economic Affairs, Wiley Blackwell, vol. 29(3), pages 63-67, 09.
  30. Philip Booth, 2009. "Editorial: Corporate Social Responsibility," Economic Affairs, Wiley Blackwell, vol. 29(4), pages 2-4, December.
  31. Gilad Livne & Maureen McNichols, 2009. "An Empirical Investigation of the True and Fair Override in the United Kingdom," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(1-2), pages 1-30.
  32. Alessandro Beber & Michael W. Brandt, 2009. "Resolving Macroeconomic Uncertainty in Stock and Bond Markets," Review of Finance, European Finance Association, vol. 13(1), pages 1-45.
  33. Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2009. "Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market," Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 925-957, March.

2008

  1. Georgios Kavetsos & Stefan Szymanski, 2008. "Olympic Games, Terrorism and their Impact on the London and Paris Stock Exchanges," Revue d'économie politique, Dalloz, vol. 0(2), pages 189-206.
  2. Fuertes, Ana-Maria, 2008. "Sieve bootstrap t-tests on long-run average parameters," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3354-3370, March.
  3. Thorsten Beck & Asli Demirguc-Kunt & Luc Laeven & Ross Levine, 2008. "Finance, Firm Size, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1379-1405, October.
  4. Beck, Thorsten & Demirgüç-Kunt, Asli & Maksimovic, Vojislav, 2008. "Financing patterns around the world: Are small firms different?," Journal of Financial Economics, Elsevier, vol. 89(3), pages 467-487, September.
  5. Beck, Thorsten & Laeven, Luc & Levine, Ross & Pennacchi, George, 2008. "Special issue: Banking and bank regulation: Challenges for the future," Journal of Financial Intermediation, Elsevier, vol. 17(4), pages 509-510, October.
  6. Thorsten Beck & Asli Demirgüç-Kunt, 2008. "Access to Finance: An Unfinished Agenda," World Bank Economic Review, World Bank Group, vol. 22(3), pages 383-396, November.
  7. Thorsten Beck & Asli Demirgüç-Kunt & Maria Soledad Martinez Peria, 2008. "Banking Services for Everyone? Barriers to Bank Access and Use around the World," World Bank Economic Review, World Bank Group, vol. 22(3), pages 397-430, November.
  8. Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008. "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, vol. 89(1), pages 158-174, July.
  9. Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2008. "Arbitrage in the foreign exchange market: Turning on the microscope," Journal of International Economics, Elsevier, vol. 76(2), pages 237-253, December.
  10. Roberto Di Pietra & Christos Grambovas & Ivana Raonic & Angelo Riccaboni, 2008. "The effects of board size and ‘busy’ directors on the market value of Italian companies," Journal of Management and Governance, Springer, vol. 12(1), pages 73-91, March.
  11. Vrontos, Spyridon D. & Vrontos, Ioannis D. & Giamouridis, Daniel, 2008. "Hedge fund pricing and model uncertainty," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 741-753, May.
  12. Menkhoff, Lukas & Schmeling, Maik, 2008. "Local information in foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1383-1406, December.
  13. Love, Ryan & Payne, Richard, 2008. "Macroeconomic News, Order Flows, and Exchange Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(02), pages 467-488, June.
  14. Tianshu Zhao & Barbara Casu & Alessandra Ferrari, 2008. "Deregulation and productivity growth: a study of the Indian commercial banking industry," International Journal of Business Performance Management, Inderscience Enterprises Ltd, vol. 10(4), pages 318-343.
  15. Driver, Ciaran & Temple, Paul & Urga, Giovanni, 2008. "Real options -- delay vs. pre-emption: Do industrial characteristics matter?," International Journal of Industrial Organization, Elsevier, vol. 26(2), pages 532-545, March.
  16. Huang, Hongming & Kao, Chihwa & Urga, Giovanni, 2008. "Copula-based tests for cross-sectional independence in panel models," Economics Letters, Elsevier, vol. 100(2), pages 224-228, August.
  17. Michele Meoli & Stefano Paleari & Giovanni Urga, 2008. "Changes in ownership and minority protection: Governance lessons from the case of Telecom Italia," International Journal of Managerial Finance, Emerald Group Publishing, vol. 4(4), pages 323-342, October.
  18. Geoffrey Meen & Mark Andrew, 2008. "Planning for housing in the post-Barker era: affordability, household formation, and tenure choice," Oxford Review of Economic Policy, Oxford University Press, vol. 24(1), pages 79-98, spring.
  19. Dimitrova, Dimitrina S. & Kaishev, Vladimir K. & Penev, Spiridon I., 2008. "GeD spline estimation of multivariate Archimedean copulas," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3570-3582, March.
  20. Luciano, Elisa & Spreeuw, Jaap & Vigna, Elena, 2008. "Modelling stochastic mortality for dependent lives," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 234-244, October.
  21. Roy Batchelor, 2008. "Thomas H. Davenport and Jeanne G. Harris’s Competing on Analytics: The New Science of Winning," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 9, pages 5-7, Spring.
  22. Roy Batchelor, 2008. "Book Review of Super Crunchers by Ian Ayres," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 11, pages 4-5, Fall.
  23. Lasfer, Meziane, 2008. "Taxes and Ex–day Returns: Evidence from Germany and the U.K," National Tax Journal, National Tax Association, vol. 61(4), pages 721-42, December .
  24. Philip Booth, 2008. "MARKET FAILURE: A FAILED PARADIGM -super-," Economic Affairs, Wiley Blackwell, vol. 28(4), pages 72-74, December.
  25. Philip Booth & Nick Silver, 2008. "Editorial: New Perspectives On The Economics And Politics Of Ageing," Economic Affairs, Wiley Blackwell, vol. 28(1), pages 2-3, 03.
  26. Philip Booth, 2008. "The Young Held To Ransom - A Public Choice Analysis Of The Uk State Pension System," Economic Affairs, Wiley Blackwell, vol. 28(1), pages 4-10, 03.
  27. David Blake, 2008. "What is a Promise from the Government Worth? Quantifying Political Risk in State and Personal Pension Schemes in the United Kingdom," Economica, London School of Economics and Political Science, vol. 75(298), pages 342-361, 05.
  28. Alistair Byrne & Debbie Harrison & David Blake, 2008. "Defined contribution pensions: dealing with the reluctant investor," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 16(3), pages 206-219, July.
  29. Blake, David & Dowd, Kevin & Cairns, Andrew J.G., 2008. "Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1062-1066, June.
  30. MacMinn Richard & Wang Jennifer & Blake David, 2008. "Longevity Risk and Capital Markets: The 2007-2008 Update," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 3(1), pages 1-6, September.
  31. Blake David & Cairns Andrew & Dowd Kevin, 2008. "The Birth of the Life Market," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 3(1), pages 1-32, September.
  32. Alizadeh, Amir H. & Nomikos, Nikos K. & Pouliasis, Panos K., 2008. "A Markov regime switching approach for hedging energy commodities," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1970-1983, September.
  33. Grammenos, C.Th. & Nomikos, N.K. & Papapostolou, N.C., 2008. "Estimating the probability of default for shipping high yield bond issues," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 44(6), pages 1123-1138, November.

2007

  1. Stefan Szymanski, 2007. "The Economics of Sport: An International Perspective. By ROBERT SANDY, PETER J. SLOANE and MARK S. ROSENTRAUB," Economica, London School of Economics and Political Science, vol. 74(294), pages 376-378, 05.
  2. Stefan Szymanski, 2007. "The Champions League And The Coase Theorem," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(3), pages 355-373, 07.
  3. Stefan Szymanski & Stephen F. Ross, 2007. "Governance And Vertical Integration In Team Sports," Contemporary Economic Policy, Western Economic Association International, vol. 25(4), pages 616-626, October.
  4. Hawkesby, Christian & Marsh, Ian W. & Stevens, Ibrahim, 2007. "Comovements in the equity prices of large complex financial institutions," Journal of Financial Stability, Elsevier, vol. 2(4), pages 391-411, March.
  5. Fuertes, Ana-Maria & Kalotychou, Elena, 2007. "Optimal design of early warning systems for sovereign debt crises," International Journal of Forecasting, Elsevier, vol. 23(1), pages 85-100.
  6. Fuertes, Ana-Maria & Kalotychou, Elena, 2007. "On sovereign credit migration: A study of alternative estimators and rating dynamics," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3448-3469, April.
  7. Thorsten Beck & Asli Demirgüç-Kunt & Ross Levine, 2007. "Finance, inequality and the poor," Journal of Economic Growth, Springer, vol. 12(1), pages 27-49, March.
  8. Beck, Thorsten & Demirguc-Kunt, Asli & Martinez Peria, Maria Soledad, 2007. "Reaching out: Access to and use of banking services across countries," Journal of Financial Economics, Elsevier, vol. 85(1), pages 234-266, July.
  9. Meghana Ayyagari & Thorsten Beck & Asli Demirguc-Kunt, 2007. "Small and Medium Enterprises Across the Globe," Small Business Economics, Springer, vol. 29(4), pages 415-434, December.
  10. Mody, Ashoka & Sarno, Lucio & Taylor, Mark P., 2007. "A cross-country financial accelerator: Evidence from North America and Europe," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 149-165, February.
  11. Lucio Sarno & Daniel L. Thornton & Yi Wen, 2007. "What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 293-319, 04.
  12. Ellison, Martin & Sarno, Lucio & Vilmunen, Jouko, 2007. "Caution Or Activism? Monetary Policy Strategies In An Open Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 11(04), pages 519-541, September.
  13. Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(01), pages 81-100, March.
  14. Christina Dargenidou & Stuart McLeay & Ivana Raonic, 2007. "Ownership, Investor Protection and Earnings Expectations," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1-2), pages 247-268.
  15. Giamouridis, Daniel & Vrontos, Ioannis D., 2007. "Hedge fund portfolio construction: A comparison of static and dynamic approaches," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 199-217, January.
  16. Schmeling, Maik, 2007. "Institutional and individual sentiment: Smart money and noise trader risk?," International Journal of Forecasting, Elsevier, vol. 23(1), pages 127-145.
  17. Sylvain Friederich & Richard Payne, 2007. "Dealer Liquidity in an Auction Market: Evidence from the London Stock Exchange," Economic Journal, Royal Economic Society, vol. 117(522), pages 1168-1191, 07.
  18. John Bennett & Saul Estrin & Giovanni Urga, 2007. "Methods of privatization and economic growth in transition economies," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 15, pages 661-683, October.
  19. Lazarov , tep na & Trapani, Lorenzo & Urga, Giovanni, 2007. "Common Stochastic Trends And Aggregation In Heterogeneous Panels," Econometric Theory, Cambridge University Press, vol. 23(01), pages 89-105, February.
  20. Urga, Giovanni, 2007. "Common Features in Economics and Finance: An Overview of Recent Developments," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 2-11, January.
  21. Kaishev, Vladimir K. & Dimitrova, Dimitrina S. & Haberman, Steven, 2007. "Modelling the joint distribution of competing risks survival times using copula functions," Insurance: Mathematics and Economics, Elsevier, vol. 41(3), pages 339-361, November.
  22. Kate Phylaktis & Antonis Aristidou, 2007. "Security transaction taxes and financial volatility: Athens stock exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 17(18), pages 1455-1467.
  23. Batchelor, Roy & Kwan, Tai Yeong, 2007. "Judgemental bootstrapping of technical traders in the bond market," International Journal of Forecasting, Elsevier, vol. 23(3), pages 427-445.
  24. Batchelor, Roy, 2007. "Bias in macroeconomic forecasts," International Journal of Forecasting, Elsevier, vol. 23(2), pages 189-203.
  25. Batchelor, Roy & Alizadeh, Amir & Visvikis, Ilias, 2007. "Forecasting spot and forward prices in the international freight market," International Journal of Forecasting, Elsevier, vol. 23(1), pages 101-114.
  26. Gajewski, Jean-Francois & Ginglinger, Edith & Lasfer, Meziane, 2007. "Why do companies include warrants in seasoned equity offerings?," Journal of Corporate Finance, Elsevier, vol. 13(1), pages 25-42, March.
  27. Philip Booth & Linda Whetstone, 2007. "Half A Cheer For Fair Trade," Economic Affairs, Wiley Blackwell, vol. 27(2), pages 29-36, 06.
  28. David Blake & Andrew Cairns & Kevin Dowd, 2007. "The Impact of Occupation and Gender on Pensions from Defined Contribution Plans," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 32(4), pages 458-482, October.
  29. Alizadeh, Amir H. & Nomikos, Nikos K., 2007. "Investment timing and trading strategies in the sale and purchase market for ships," Transportation Research Part B: Methodological, Elsevier, vol. 41(1), pages 126-143, January.
  30. Amir H. Alizadeh & Roar Os Ådland & Steen Koekebakker, 2007. "Predictive power and unbiasedness of implied forward charter rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(6), pages 385-403.
  31. Grammenos, Costas Th. & Alizadeh, Amir H. & Papapostolou, Nikos C., 2007. "Factors affecting the dynamics of yield premia on shipping seasoned high yield bonds," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 43(5), pages 549-564, September.
  32. Gilad Livne, 2007. ""Discussion of" Divergence of Opinion and Post Acquisition Performance," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3-4), pages 461-466.
  33. Eli Amir & Yanling Guan & Gilad Livne, 2007. "The Association of R&D and Capital Expenditures with Subsequent Earnings Variability," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1-2), pages 222-246.

2006

  1. Tommaso M. Valletti & Stefan Szymanski, 2006. "PARALLEL TRADE, INTERNATIONAL EXHAUSTION AND INTELLECTUAL PROPERTY RIGHTS: A WELFARE ANALYSIS -super-* ," Journal of Industrial Economics, Wiley Blackwell, vol. 54(4), pages 499-526, December.
  2. Stefan Szymanski, 2006. "The Economic Evolution of Sport and Broadcasting," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 39(4), pages 428-434, December.
  3. Wagner, Wolf & Marsh, Ian W., 2006. "Credit risk transfer and financial sector stability," Journal of Financial Stability, Elsevier, vol. 2(2), pages 173-193, June.
  4. Hallwood, Paul & Marsh, Ian W. & Scheibe, Jorg, 2006. "An assessment of the case for monetary union or official dollarization in five Latin American countries," Emerging Markets Review, Elsevier, vol. 7(1), pages 52-66, March.
  5. Fuertes, Ana-Maria & Thomas, Dylan C., 2006. "Large market shocks and abnormal closed-end-fund price behaviour," Journal of Banking & Finance, Elsevier, vol. 30(9), pages 2517-2535, September.
  6. Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Valuation ratios and price deviations from fundamentals," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2325-2346, August.
  7. Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron, 2006. "Unobserved heterogeneity in panel time series models," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2361-2380, May.
  8. Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Testing for sign and amplitude asymmetries using threshold autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 30(4), pages 623-654, April.
  9. Fuertes, Ana-Maria & Kalotychou, Elena, 2006. "Early warning systems for sovereign debt crises: The role of heterogeneity," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1420-1441, November.
  10. Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2006. "Bank concentration, competition, and crises: First results," Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1581-1603, May.
  11. Beck, Thorsten & Demirguc-Kunt, Asli & Maksimovic, Vojislav, 2006. "The influence of financial and legal institutions on firm size," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 2995-3015, November.
  12. Beck, Thorsten & Demirguc-Kunt, Asli & Laeven, Luc & Maksimovic, Vojislav, 2006. "The determinants of financing obstacles," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 932-952, October.
  13. Beck, Thorsten & Demirguc-Kunt, Asli, 2006. "Small and medium-size enterprises: Access to finance as a growth constraint," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 2931-2943, November.
  14. Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2006. "Bank supervision and corruption in lending," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 2131-2163, November.
  15. Beck, Thorsten & Lundberg, Mattias & Majnoni, Giovanni, 2006. "Financial intermediary development and growth volatility: Do intermediaries dampen or magnify shocks?," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1146-1167, November.
  16. Georgios P. Kouretas & Nelson C. Mark & Athanasios P. Papadopoulos & Lucio Sarno, 2006. "Special issue on advances in international money, macro and finance," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 175-175.
  17. Sarno, Lucio & Valente, Giorgio, 2006. "Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3147-3169, November.
  18. Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1193-1224, May.
  19. Lucio Sarno & Giorgio Valente & Hyginus Leon, 2006. "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," Review of Finance, European Finance Association, vol. 10(3), pages 443-482, September.
  20. Christina Dargenidou & Stuart McLeay & Ivana Raonic, 2006. "Expected earnings growth and the cost of capital: an analysis of accounting regime change in the European financial market," Abacus, Accounting Foundation, University of Sydney, vol. 42(3-4), pages 388-414.
  21. Menkhoff, Lukas & Schmeling, Maik, 2006. "A prospect-theoretical interpretation of momentum returns," Economics Letters, Elsevier, vol. 93(3), pages 360-366, December.
  22. Barbara Casu & Claudia Girardone, 2006. "Bank Competition, Concentration And Efficiency In The Single European Market," Manchester School, University of Manchester, vol. 74(4), pages 441-468, 07.
  23. Elena Beccalli & Barbara Casu & Claudia Girardone, 2006. "Efficiency and Stock Performance in European Banking," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(1-2), pages 245-262.
  24. Casu, B. & Thanassoulis, E., 2006. "Evaluating cost efficiency in central administrative services in UK universities," Omega, Elsevier, vol. 34(5), pages 417-426, October.
  25. Driver, Ciaran & Temple, Paul & Urga, Giovanni, 2006. "Identifying externalities in UK manufacturing using direct estimation of an average cost function," Economics Letters, Elsevier, vol. 92(2), pages 228-233, August.
  26. Driver, Ciaran & Temple, Paul & Urga, Giovanni, 2006. "Contrasts Between Types of Assets in Fixed Investment Equations as a Way of Testing Real Options Theory," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 432-443, October.
  27. Andrew, Mark & Haurin, Donald & Munasib, Abdul, 2006. "Explaining the route to owner-occupation: A transatlantic comparison," Journal of Housing Economics, Elsevier, vol. 15(3), pages 189-216, September.
  28. Mark Andrew & Geoffrey Meen, 2006. "Population structure and location choice: A study of London and South East England," Papers in Regional Science, Wiley Blackwell, vol. 85(3), pages 401-419, 08.
  29. Ballotta, Laura & Haberman, Steven, 2006. "The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 195-214, February.
  30. Ballotta, Laura & Esposito, Giorgia & Haberman, Steven, 2006. "The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements," Insurance: Mathematics and Economics, Elsevier, vol. 39(3), pages 356-375, December.
  31. Laura Ballotta & Steven Haberman & Nan Wang, 2006. "Guarantees in With-Profit and Unitized With-Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(1), pages 97-121.
  32. Kaishev, Vladimir K. & Dimitrova, Dimitrina S., 2006. "Excess of loss reinsurance under joint survival optimality," Insurance: Mathematics and Economics, Elsevier, vol. 39(3), pages 376-389, December.
  33. Phylaktis, Kate, 2006. "Emerging markets finance: Overview of the special issue," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 349-357, April.
  34. Phylaktis, Kate & Xia, Lichuan, 2006. "Sources of firms' industry and country effects in emerging markets," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 459-475, April.
  35. Kate Phylaktis & Lichuan Xia, 2006. "The Changing Roles of Industry and Country Effects in the Global Equity Markets," The European Journal of Finance, Taylor & Francis Journals, vol. 12(8), pages 627-648.
  36. Roy Batchelor, 2006. "Book Review of Dow 36,000: The New Strategy for Profiting from the Coming Rise in the Stock Market, by James Glassman and Kevin Hassett (1999)," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 3, pages 48-50, February.
  37. Roy Batchelor & Katiuscia Manzoni, 2006. "The Dynamics Of Bond Yield Spreads Around Rating Revision Dates," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 29(3), pages 405-420.
  38. Meziane Lasfer, 2006. ""Discussion of" Separation of Ownership from Control and Acquiring Firm Performance: The Case of Family Ownership in Canada," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(3-4), pages 544-549.
  39. M. Ameziane Lasfer, 2006. "The Interrelationship Between Managerial Ownership and Board Structure," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7-8), pages 1006-1033.
  40. Terry Arthur & Philip Booth, 2006. "Financial Regulation, The State And The Market: Is The Financial Services Authority An Unnecessary Evil?," Economic Affairs, Wiley Blackwell, vol. 26(2), pages 22-30, 06.
  41. Philip Booth, 2006. "A List of the 364 Economists Who Objected to Thatcher’s Macro Policy," Econ Journal Watch, Econ Journal Watch, vol. 3(2), pages 380-392, May.
  42. Alistair Byrne & Debbie Harrison & Bill Rhodes & David Blake, 2006. "Pyrrhic Victory? The Unintended Consequence Of The Pensions Act 2004," Economic Affairs, Wiley Blackwell, vol. 26(2), pages 9-16, 06.
  43. Richard MacMinn & Patrick Brockett & David Blake, 2006. "Longevity Risk and Capital Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(4), pages 551-557.
  44. Kevin Dowd & David Blake, 2006. "After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(2), pages 193-229.
  45. David Blake & Andrew Cairns & Kevin Dowd & Richard MacMinn, 2006. "Longevity Bonds: Financial Engineering, Valuation, and Hedging," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(4), pages 647-672.
  46. Andrew J. G. Cairns & David Blake & Kevin Dowd, 2006. "A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(4), pages 687-718.
  47. Kevin Dowd & David Blake & Andrew J. G. Cairns & Paul Dawson, 2006. "Survivor Swaps," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(1), pages 1-17.
  48. David Blake & Les Mayhew, 2006. "On The Sustainability of the UK State Pension System in the Light of Population Ageing and Declining Fertility," Economic Journal, Royal Economic Society, vol. 116(512), pages F286-F305, 06.
  49. Cairns, Andrew J.G. & Blake, David & Dowd, Kevin, 2006. "Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans," Journal of Economic Dynamics and Control, Elsevier, vol. 30(5), pages 843-877, May.
  50. Dowd, Kevin & Cairns, Andrew J.G. & Blake, David, 2006. "Mortality-dependent financial risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 427-440, June.
  51. Amir H. Alizadeh & Nikos K. Nomikos, 2006. "Trading strategies in the market for tankers," Maritime Policy & Management, Taylor & Francis Journals, vol. 33(2), pages 119-140, May.
  52. Beber, Alessandro & Brandt, Michael W., 2006. "The effect of macroeconomic news on beliefs and preferences: Evidence from the options market," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1997-2039, November.

2005

  1. Szymanski, Stefan & Valletti, Tommaso M., 2005. "Incentive effects of second prizes," European Journal of Political Economy, Elsevier, vol. 21(2), pages 467-481, June.
  2. Stefan Szymanski & Tommaso Valletti, 2005. "Parallel trade, price discrimination, investment and price caps," Economic Policy, CEPR & CES & MSH, vol. 20(44), pages 705-749, October.
  3. Stefan Szymanski & Tommaso M. Valletti, 2005. "Promotion and Relegation in Sporting Contests," Rivista di Politica Economica, SIPI Spa, vol. 95(3), pages 3-39, May-June.
  4. Roberto Blanco & Simon Brennan & Ian W. Marsh, 2005. "An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps," Journal of Finance, American Finance Association, vol. 60(5), pages 2255-2281, October.
  5. Coakley, Jerry & Flood, Robert P. & Fuertes, Ana M. & Taylor, Mark P., 2005. "Purchasing power parity and the theory of general relativity: the first tests," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 293-316, March.
  6. Marwan Izzeldin & Ana-Maria Fuertes & Anthony Murphy, 2005. "A guided tour of TSMod 4.03," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 691-698.
  7. Beck, Thorsten & Crivelli, Juan Miguel & Summerhill, William, 2005. "State bank transformation in Brazil - choices and consequences," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 2223-2257, August.
  8. Beck, Thorsten & Cull, Robert & Jerome, Afeikhena, 2005. "Bank privatization and performance: Empirical evidence from Nigeria," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 2355-2379, August.
  9. Thorsten Beck & Asli Demirgüç-Kunt & Vojislav Maksimovic, 2005. "Financial and Legal Constraints to Growth: Does Firm Size Matter?," Journal of Finance, American Finance Association, vol. 60(1), pages 137-177, 02.
  10. Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2005. "SMEs, Growth, and Poverty: Cross-Country Evidence," Journal of Economic Growth, Springer, vol. 10(3), pages 199-229, 09.
  11. Thorsten Beck & Asli Demirguc-Kunt, 2005. "Law and Firms' Access to Finance," American Law and Economics Review, Oxford University Press, vol. 7(1), pages 211-252.
  12. Giorgio Valente & Lucio Sarno, 2005. "Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 345-376.
  13. Sarno, Lucio & Valente, Giorgio, 2005. "Empirical exchange rate models and currency risk: some evidence from density forecasts," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 363-385, March.
  14. Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2005. "Exchange rates and fundamentals: evidence on the economic value of predictability," Journal of International Economics, Elsevier, vol. 66(2), pages 325-348, July.
  15. Lucio Sarno, 2005. "Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?," Canadian Journal of Economics, Canadian Economics Association, vol. 38(3), pages 673-708, August.
  16. Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005. "Federal Funds Rate Prediction," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 449-71, June.
  17. Daniel Giamouridis, 2005. "Inferring option-implied investors' risk preferences," Applied Financial Economics, Taylor & Francis Journals, vol. 15(7), pages 479-488.
  18. Sotiris Staikouras, 2005. "Equity returns of financial institutions and the pricing of interest rate risk," Applied Financial Economics, Taylor & Francis Journals, vol. 15(7), pages 499-508.
  19. Barbara Casu & Claudia Girardone, 2005. "An analysis of the relevance of off-balance sheet items in explaining productivity change in European banking," Applied Financial Economics, Taylor & Francis Journals, vol. 15(15), pages 1053-1061.
  20. Banerjee, Anindya & Urga, Giovanni, 2005. "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 1-34.
  21. Ciaran Driver & Paul Temple & Giovanni Urga, 2005. "Profitability, capacity, and uncertainty: a model of UK manufacturing investment," Oxford Economic Papers, Oxford University Press, vol. 57(1), pages 120-141, January.
  22. Gagliardini, Patrick & Trojani, Fabio & Urga, Giovanni, 2005. "Robust GMM tests for structural breaks," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 139-182.
  23. Ballotta, Laura, 2005. "A Lévy process-based framework for the fair valuation of participating life insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 37(2), pages 173-196, October.
  24. Jaap Spreeuw, 2005. "The Probationary Period as a Screening Device: The Monopolistic Insurer," The Geneva Papers on Risk and Insurance Theory, Springer, vol. 30(1), pages 5-14, June.
  25. J. Spreeuw, 2005. "Upper and Lower Bounds of Present Value Distributions of Life Insurance Contracts with Disability Related Benefi ts," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(1), pages 115-160.
  26. Phylaktis, Kate & Ravazzolo, Fabiola, 2005. "Stock market linkages in emerging markets: implications for international portfolio diversification," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(2), pages 91-106, April.
  27. Kate Phylaktis & Gikas Manalis, 2005. "Price transmission dynamics between informationally linked securities," Applied Financial Economics, Taylor & Francis Journals, vol. 15(3), pages 187-201.
  28. Phylaktis, Kate & Ravazzolo, Fabiola, 2005. "Stock prices and exchange rate dynamics," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1031-1053, November.
  29. Roy Batchelor, 2005. "A Primer on Forecasting with Neural Networks," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 2, pages 37-43, October.
  30. Bozcuk, Aslihan & Lasfer, M. Ameziane, 2005. "The Information Content of Institutional Trades on the London Stock Exchange," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(03), pages 621-644, September.
  31. Philip Booth, 2005. "Editorial Note," Economic Affairs, Wiley Blackwell, vol. 25(4), pages 2-3, December.
  32. Philip Booth, 2005. "Christianity, The Market Economy And The Limits To Human Knowledge," Economic Affairs, Wiley Blackwell, vol. 25(2), pages 44-45, 06.
  33. Allan Timmermann & David Blake, 2005. "International Asset Allocation with Time-Varying Investment Opportunities," The Journal of Business, University of Chicago Press, vol. 78(1), pages 71-98, January.
  34. Eli Amir & Gilad Livne, 2005. "Accounting, Valuation and Duration of Football Player Contracts," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3-4), pages 549-586.

2004

  1. Stefan Szymanski & Stefan KÈsenne, 2004. "Competitive balance and gate revenue sharing in team sports," Journal of Industrial Economics, Wiley Blackwell, vol. 52(1), pages 165-177, 03.
  2. David Forrest & Rob Simmons & Stefan Szymanski, 2004. "Broadcasting, Attendance and the Inefficiency of Cartels," Review of Industrial Organization, Springer, vol. 24(3), pages 243-265, 05.
  3. MacDonald, Ronald & Marsh, Ian W., 2004. "Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 99-111, February.
  4. Hallwood, C. Paul & Marsh, Ian W., 2004. "Exchange market pressure on the pound-dollar exchange rate: 1925-1931," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 249-264, August.
  5. Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2004. "How do UK-based foreign exchange dealers think their market operates?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(4), pages 289-306.
  6. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004. "Is the Feldstein-Horioka Puzzle History?," Manchester School, University of Manchester, vol. 72(5), pages 569-590, 09.
  7. Jerry Coakley & Ana-Maria Fuertes & Andrew Wood, 2004. "A new interpretation of the exchange rate-yield differential nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 201-218.
  8. Thorsten Beck & Asli Demirgüç-Kunt & Vojislav Maksimovic, 2004. "Bank competition and access to finance: international evidence," Proceedings, Federal Reserve Bank of Cleveland, pages 627-654.
  9. Beck, Thorsten & Levine, Ross, 2004. "Stock markets, banks, and growth: Panel evidence," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 423-442, March.
  10. Lucio Sarno & Daniel L. Thornton, 2004. "The efficient market hypothesis and identification in structural VARs," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 49-60.
  11. Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," Economic Inquiry, Western Economic Association International, vol. 42(2), pages 179-193, April.
  12. Sarno, Lucio & Taylor, Mark P. & Chowdhury, Ibrahim, 2004. "Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 1-25, February.
  13. Giorgio Valente & Lucio Sarno, 2004. "Comparing the accuracy of density forecasts from competing models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 541-557.
  14. Mark P. Taylor & Lucio Sarno, 2004. "International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 15-23.
  15. Ibrahim Chowdhury & Lucio Sarno, 2004. "Time-Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(5-6), pages 759-793.
  16. Gaia Garino & Lucio Sarno, 2004. "Speculative Bubbles in U.K. House Prices: Some New Evidence," Southern Economic Journal, Southern Economic Association, vol. 70(4), pages 777-795, April.
  17. Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004. "Monetary Policy Rules, Asset Prices, and Exchange Rates," IMF Staff Papers, Palgrave Macmillan, vol. 51(3), pages 529-552, November.
  18. Ivana Raonic & Stuart McLeay & Ioannis Asimakopoulos, 2004. "The Timeliness of Income Recognition by European Companies: An Analysis of Institutional and Market Complexity," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(1-2), pages 115-148.
  19. Sotiris Staikouras, 2004. "A chronicle of the banking and currency crises," Applied Economics Letters, Taylor & Francis Journals, vol. 11(14), pages 873-878.
  20. Sotiris Staikouras, 2004. "The information content of interest rate futures and time-varying risk premia," Applied Financial Economics, Taylor & Francis Journals, vol. 14(11), pages 761-771.
  21. Barbara Casu & Claudia Girardone, 2004. "Financial conglomeration: efficiency, productivity and strategic drive," Applied Financial Economics, Taylor & Francis Journals, vol. 14(10), pages 687-696.
  22. Casu, Barbara & Girardone, Claudia & Molyneux, Philip, 2004. "Productivity change in European banking: A comparison of parametric and non-parametric approaches," Journal of Banking & Finance, Elsevier, vol. 28(10), pages 2521-2540, October.
  23. Barbara Casu & Claudia Girardone, 2004. "Large banks' efficiency in the single European market," The Service Industries Journal, Taylor & Francis Journals, vol. 24(6), pages 129-142, November.
  24. Ciaran Driver & Giovanni Urga, 2004. "Transforming Qualitative Survey Data: Performance Comparisons for the UK," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(1), pages 71-89, 02.
  25. Ciaran Driver & Katsushi Imai & Paul Temple & Giovanni Urga, 2004. "The effect of uncertainty on UK investment authorisation: Homogenous vs. heterogeneous estimators," Empirical Economics, Springer, vol. 29(1), pages 115-128, January.
  26. Giovanni Barone Adesi & Patrick Gagliardini & Giovanni Urga, 2004. "Testing Asset Pricing Models With Coskewness," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 474-485, October.
  27. Mark Andrew, 2004. "A Permanent Change in the Route to Owner Occupation?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(1), pages 24-48, 02.
  28. Meen, Geoffrey & Andrew, Mark, 2004. "On the use of policy to reduce housing market segmentation," Regional Science and Urban Economics, Elsevier, vol. 34(6), pages 727-751, November.
  29. Phylaktis, Kate & Ravazzolo, Fabiola, 2004. "Currency risk in emerging equity markets," Emerging Markets Review, Elsevier, vol. 5(3), pages 317-339, September.
  30. Philip Booth, 2004. "Editorial: morality, responsibility and the marketplace," Economic Affairs, Wiley Blackwell, vol. 24(2), pages 2-3, 06.
  31. David Blake, 2004. "The impact of wealth on consumption and retirement behaviour in the UK," Applied Financial Economics, Taylor & Francis Journals, vol. 14(8), pages 555-576.
  32. David Blake, 2004. "Modelling the composition of personal sector wealth in the UK," Applied Financial Economics, Taylor & Francis Journals, vol. 14(9), pages 611-630.
  33. Amir Alizadeh & Manolis Kavussanos & David Menachof, 2004. "Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios," Applied Economics, Taylor & Francis Journals, vol. 36(12), pages 1337-1353.
  34. Alizadeh, Amir H. & Nomikos, Nikos K., 2004. "Cost of carry, causality and arbitrage between oil futures and tanker freight markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 40(4), pages 297-316, July.

2003

  1. Stefan Szymanski, 2003. "The Assessment: The Economics of Sport," Oxford Review of Economic Policy, Oxford University Press, vol. 19(4), pages 467-477, Winter.
  2. Stefan Szymanski, 2003. "The Economic Design of Sporting Contests," Journal of Economic Literature, American Economic Association, vol. 41(4), pages 1137-1187, December.
  3. Luigi Buzzacchi & Stefan Szymanski & Tommaso Valletti, 2003. "Equality of Opportunity and Equality of Outcome: Open Leagues, Closed Leagues and Competitive Balance *#We thank the Editor and an anonymous referee for helpful comments," Journal of Industry, Competition and Trade, Springer, vol. 3(3), pages 167-186, September.
  4. Amin, Gaurav S. & Kat, Harry M., 2003. "Hedge Fund Performance 1990–2000: Do the “Money Machines” Really Add Value?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(02), pages 251-274, June.
  5. Coakley, Jerry & Fuertes, Ana-Maria & Perez, Maria-Teresa, 2003. "Numerical issues in threshold autoregressive modeling of time series," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 2219-2242, September.
  6. Thorsten Beck & Ian Webb, 2003. "Economic, Demographic, and Institutional Determinants of Life Insurance Consumption across Countries," World Bank Economic Review, World Bank Group, vol. 17(1), pages 51-88, June.
  7. Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2003. "Law, endowments, and finance," Journal of Financial Economics, Elsevier, vol. 70(2), pages 137-181, November.
  8. Thorsten Beck, 2003. "Financial Dependence and International Trade," Review of International Economics, Wiley Blackwell, vol. 11(2), pages 296-316, 05.
  9. Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2003. "Law and finance: why does legal origin matter?," Journal of Comparative Economics, Elsevier, vol. 31(4), pages 653-675, December.
  10. Lucio Sarno & Ibrahim Chowdhury, 2003. "The Behaviour of the Real Exchange Rate: Evidence from an Alternative Price Index," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 32(3), pages 295-333, November.
  11. Sarno, Lucio & Taylor, Mark P & Peel, David A, 2003. " Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(5), pages 787-99, October.
  12. Sarno, Lucio & Thornton, Daniel L., 2003. "The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1079-1110, June.
  13. Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003. "The out-of-sample success of term structure models as exchange rate predictors: a step beyond," Journal of International Economics, Elsevier, vol. 60(1), pages 61-83, May.
  14. L. Sarno & M. P. Taylor, 2003. "An empirical investigation of asset price bubbles in Latin American emerging financial markets," Applied Financial Economics, Taylor & Francis Journals, vol. 13(9), pages 635-643.
  15. Lucio Sarno, 2003. "Nonlinear Exchange Rate Models: A Selective Overview," Rivista di Politica Economica, SIPI Spa, vol. 93(4), pages 3-46, July-Augu.
  16. Payne, Richard, 2003. "Informed trade in spot foreign exchange markets: an empirical investigation," Journal of International Economics, Elsevier, vol. 61(2), pages 307-329, December.
  17. Payne, Richard & Vitale, Paolo, 2003. "A transaction level study of the effects of central bank intervention on exchange rates," Journal of International Economics, Elsevier, vol. 61(2), pages 331-352, December.
  18. Barbara Casu & Philip Molyneux, 2003. "A comparative study of efficiency in European banking," Applied Economics, Taylor & Francis Journals, vol. 35(17), pages 1865-1876.
  19. G. Urga & P. A. Geroski & S. Lazarova & C. F. Walters, 2003. "Are differences in firm size transitory or permanent?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 47-59.
  20. Urga, Giovanni & Walters, Chris, 2003. "Dynamic translog and linear logit models: a factor demand analysis of interfuel substitution in US industrial energy demand," Energy Economics, Elsevier, vol. 25(1), pages 1-21, January.
  21. Mark Andrew & Geoffrey Meen, 2003. "House Price Appreciation, Transactions and Structural Change in the British Housing Market: A Macroeconomic Perspective," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 31(1), pages 99-116, 03.
  22. Mark Andrew & Geoffrey Meen, 2003. "Housing Transactions and the Changing Decisions of Young Households in Britain: The Microeconomic Evidence," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 31(1), pages 117-138, 03.
  23. Ballotta, Laura & Haberman, Steven, 2003. "Valuation of guaranteed annuity conversion options," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 87-108, August.
  24. Roy Batchelor & Ismail Orakcioglu, 2003. "Event-related GARCH: the impact of stock dividends in Turkey," Applied Financial Economics, Taylor & Francis Journals, vol. 13(4), pages 295-307.
  25. Lasfer, M. Ameziane & Melnik, Arie & Thomas, Dylan C., 2003. "Short-term reaction of stock markets in stressful circumstances," Journal of Banking & Finance, Elsevier, vol. 27(10), pages 1959-1977, October.
  26. Philip Booth, 2003. "Who Should Regulate Financial Institutions?," Economic Affairs, Wiley Blackwell, vol. 23(3), pages 28-34, 09.
  27. David Blake, 2003. "Reply to "Survivor Bonds: A Comment on Blake and Burrows"," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(2), pages 349-351.
  28. Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2003. "Pensionmetrics 2: stochastic pension plan design during the distribution phase," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 29-47, August.
  29. Amir H. Alizadeh & Nikos K. Nomikos, 2003. "The price-volume relationship in the sale and purchase market for dry bulk vessels," Maritime Policy & Management, Taylor & Francis Journals, vol. 30(4), pages 321-337, October.

2002

  1. Stefan Szymanski, 2002. "The Economic Impact of the World Cup," World Economics, World Economics, Economic & Financial Publishing, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 3(1), pages 169-177, January.
  2. Stefan Szymanski, 2002. "The Promotion Test," World Economics, World Economics, Economic & Financial Publishing, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 3(2), pages 171-183, April.
  3. Stephen Hall & Stefan Szymanski & Andrew S. Zimbalist, 2002. "Testing the Causality between Team Performance and Payroll: The Cases of Major League Baseball and English Soccer," Journal of Sports Economics, , vol. 3(2), pages 149-168, May.
  4. Jomo K.S., 2002. "Capital Controls," World Economics, World Economics, Economic & Financial Publishing, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 3(1), pages 125-143, January.
  5. Harry M. Kat, 2002. "Some Facts about Hedge Funds," World Economics, World Economics, Economic & Financial Publishing, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 3(2), pages 93-123, April.
  6. Jerry Coakley & Ana-Maria Fuertes, 2002. "Asymmetric dynamics in UK real interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 12(6), pages 379-387.
  7. Beck, Thorsten, 2002. "Deposit insurance as private club: is Germany a model?," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(4), pages 701-719.
  8. Beck, Thorsten & Levine, Ross, 2002. "Industry growth and capital allocation:*1: does having a market- or bank-based system matter?," Journal of Financial Economics, Elsevier, vol. 64(2), pages 147-180, May.
  9. Beck, Thorsten, 2002. "Financial development and international trade: Is there a link?," Journal of International Economics, Elsevier, vol. 57(1), pages 107-131, June.
  10. Chadha, Jagjit S & Sarno, Lucio, 2002. " Short- and Long-Run Price Level Uncertainty under Different Monetary Policy Regimes: An International Comparison," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(3), pages 187-216, July.
  11. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 51-74.
  12. Lucio Sarno & Mark P. Taylor, 2002. "Purchasing Power Parity and the Real Exchange Rate," IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 5.
  13. Danielsson, J. & Payne, R., 2002. "Real trading patterns and prices in spot foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 21(2), pages 203-222, April.
  14. Charles Goodhart & Ryan Love & Richard Payne & Dagfinn Rime, 2002. "Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets," Economic Policy, CEPR & CES & MSH, vol. 17(35), pages 535-552, October.
  15. Phylaktis, Kate & Ravazzolo, Fabiola, 2002. "Measuring financial and economic integration with equity prices in emerging markets," Journal of International Money and Finance, Elsevier, vol. 21(6), pages 879-903, November.
  16. Armstrong, J. Scott, 2002. ""How useful are the forecasts of intergovernmental agencies? The IMF and OECD versus the consensus": Batchelor, Roy (2001), Applied Economics, 33, pp. 225-235. E-mail address: R.A.Batchelor@," International Journal of Forecasting, Elsevier, vol. 18(3), pages 482-483.
  17. Philip Booth & Deborah Cooper, 2002. "The tax treatment of UK defined contribution pension schemes," Fiscal Studies, Institute for Fiscal Studies, vol. 23(1), pages 77-104, March.
  18. Manolis G. Kavussanos & Amir H. Alizadeh-M, 2002. "The Expectations Hypothesis of the Term Structure and Risk Premiums in Dry Bulk Shipping Freight Markets," Journal of Transport Economics and Policy, London School of Economics and University of Bath, vol. 36(2), pages 267-304, May.
  19. Kavussanos, Manolis G. & Alizadeh-M, Amir H., 2002. "Seasonality patterns in tanker spot freight rate markets," Economic Modelling, Elsevier, vol. 19(5), pages 747-782, November.
  20. George Dikos & Nikolaos Papapostolou, 2002. "The assessment of market efficiency in the shipping sector: a new approach," Maritime Policy & Management, Taylor & Francis Journals, vol. 29(2), pages 179-181, April.

2001

  1. Szymanski, Stefan, 2001. "Economics of Sport: Introduction," Economic Journal, Royal Economic Society, vol. 111(469), pages F1-3, February.
  2. Szymanski, Stefan, 2001. "Income Inequality, Competitive Balance and the Attractiveness of Team Sports: Some Evidence and a Natural Experiment from English Soccer," Economic Journal, Royal Economic Society, vol. 111(469), pages F69-84, February.
  3. Stefan Szymanski & Stephen Ross, 2001. "Promotion and Relegation," World Economics, World Economics, Economic & Financial Publishing, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 2(2), pages 179-189, April.
  4. Stefan Szymanski, 2001. "Up for the Cup," World Economics, World Economics, Economic & Financial Publishing, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 2(4), pages 175-183, October.
  5. AndréS GóMez-Lobo & Stefan Szymanski, 2001. "A Law of Large Numbers: Bidding and Compulsory Competitive Tendering for Refuse Collection Contracts," Review of Industrial Organization, Springer, vol. 18(1), pages 105-113, February.
  6. Jerry Coakley & Ana-Maria Fuertes, 2001. "Nonparametric cointegration analysis of real exchange rates," Applied Financial Economics, Taylor & Francis Journals, vol. 11(1), pages 1-8.
  7. Coakley, Jerry & Fuertes, Ana-Maria, 2001. "A Non-linear Analysis of Excess Foreign Exchange Returns," Manchester School, University of Manchester, vol. 69(6), pages 623-42, December.
  8. Coakley, Jerry & Fuertes, Ana-Maria, 2001. "Border costs and real exchange rate dynamics in Europe," Journal of Policy Modeling, Elsevier, vol. 23(6), pages 669-676, August.
  9. Coakley Jerry & Fuertes Ana-María & Zoega Gylfi, 2001. "Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(3), pages 1-25, October.
  10. Thorsten Beck & Asli Demirgüç-Kunt & Ross Levine, 2001. "Legal Theories of Financial Development," Oxford Review of Economic Policy, Oxford University Press, vol. 17(4), pages 483-501.
  11. Mark P. Taylor & Lucio Sarno, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?," Journal of Economic Literature, American Economic Association, vol. 39(3), pages 839-868, September.
  12. Sarno, Lucio, 2001. "Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation," Economica, London School of Economics and Political Science, vol. 68(271), pages 401-26, August.
  13. Sarno, Lucio, 2001. "The behavior of US public debt: a nonlinear perspective," Economics Letters, Elsevier, vol. 74(1), pages 119-125, December.
  14. Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1015-42, November.
  15. Taylor Mark P. & Sarno Lucio, 2001. "Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(3), pages 1-26, October.
  16. Lucio Sarno, 2001. "Toward a new paradigm in open economy modeling: where do we stand?," Review, Federal Reserve Bank of St. Louis, issue May, pages 21-36.
  17. Bob Thompson & Sotiris Tsolacos, 2001. "Industrial Land Values — A Guide to Future Markets?," Journal of Real Estate Research, American Real Estate Society, vol. 21(1/2), pages 55-76.
  18. Temple, Paul & Urga, Giovanni & Driver, Ciaran, 2001. "The Influence of Uncertainty on Investment in the UK: A Macro or Micro Phenomenon?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(4), pages 361-82, September.
  19. Rockinger, Michael & Urga, Giovanni, 2001. "A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 73-84, January.
  20. Estrin, Saul & Lazarova, Stepana & Urga, Giovanni, 2001. " Convergence in Transition Countries--Focus on Investment: Central and Eastern Europe, 1970-1996," Economic Change and Restructuring, Springer, vol. 34(3), pages 215-30.
  21. Urga, Giovanni, 2001. " Theory and Practice of Econometric Modelling Using PCGIVE10," Journal of Economic Surveys, Wiley Blackwell, vol. 15(4), pages 571-88, September.
  22. Mertens, Alexander & Urga, Giovanni, 2001. "Efficiency, scale and scope economies in the Ukrainian banking sector in 1998," Emerging Markets Review, Elsevier, vol. 2(3), pages 292-308, September.
  23. Estrin, Saul & Urga, Giovanni & Lazarova, Stepana, 2001. "Testing for Ongoing Convergence in Transition Economies, 1970 to 1998," Journal of Comparative Economics, Elsevier, vol. 29(4), pages 677-691, December.
  24. Peresetsky, A. & Turmuhambetova, G. & Urga, G., 2001. "The development of the GKO futures market in Russia," Emerging Markets Review, Elsevier, vol. 2(1), pages 1-16, March.
  25. Laura Ballotta & Andreas Kyprianou, 2001. "A note on the α-quantile option," Applied Mathematical Finance, Taylor & Francis Journals, vol. 8(3), pages 137-144.
  26. Ignatov, Zvetan G. & Kaishev, Vladimir K. & Krachunov, Rossen S., 2001. "An improved finite-time ruin probability formula and its Mathematica implementation," Insurance: Mathematics and Economics, Elsevier, vol. 29(3), pages 375-386, December.
  27. Phylaktis, Kate & Girardin, Eric, 2001. "Foreign exchange markets in transition economies: China," Journal of Development Economics, Elsevier, vol. 64(1), pages 215-235, February.
  28. Roy Batchelor, 2001. "Confidence indexes and the probability of recession: a Markov switching model," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 36(1), pages 107-124, January.
  29. Booth, Philip & Walsh, Duncan, 2001. "An option pricing approach to valuing upward only rent review properties with multiple reviews," Insurance: Mathematics and Economics, Elsevier, vol. 28(2), pages 151-171, April.
  30. Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2001. "Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase," Insurance: Mathematics and Economics, Elsevier, vol. 29(2), pages 187-215, October.
  31. Kavussanos, Manolis G. & Alizadeh-M, Amir H., 2001. "Seasonality patterns in dry bulk shipping spot and time charter freight rates," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 37(6), pages 443-467, December.

2000

  1. Preston, Ian & Szymanski, Stefan, 2000. "Racial Discrimination in English Football," Scottish Journal of Political Economy, Scottish Economic Society, vol. 47(4), pages 342-63, September.
  2. Stefan Szymanski, 2000. "A Market Test for Discrimination in the English Professional Soccer Leagues," Journal of Political Economy, University of Chicago Press, vol. 108(3), pages 590-603, June.
  3. Bivand, Roger & Szymanski, Stefan, 2000. "Modelling the spatial impact of the introduction of Compulsory Competitive Tendering," Regional Science and Urban Economics, Elsevier, vol. 30(2), pages 203-219, March.
  4. Stefan Szymanski, 2000. "The Market for Olympic Gold Medals," World Economics, World Economics, Economic & Financial Publishing, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 1(4), pages 207-214, October.
  5. Stefan Szymanski, 2000. "The Political Economy of Sport," World Economics, World Economics, Economic & Financial Publishing, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 1(2), pages 101-109, April.
  6. Paul Hallwood, C. & MacDonald, Ronald & Marsh, Ian W., 2000. "Realignment expectations and the US dollar, 1890-1897: Was there a 'Peso problem'?," Journal of Monetary Economics, Elsevier, vol. 46(3), pages 605-620, December.
  7. Paul Hallwood & Ronald MacDonald & Ian W. Marsh, 2000. "An Assessment of the Causes of the Abandonment of the Gold Standard by the U.S. in 1933," Southern Economic Journal, Southern Economic Association, vol. 67(2), pages 448-459, July.
  8. Coakley, Jerry & Fuertes, Ana-Marie, 2000. "Is There a Base Currency Effect in Long-Run PPP?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(4), pages 253-63, October.
  9. Coakley, Jerry & Fuertes, Ana-Maria, 2000. "Short-Run Real Exchange Rate Dynamics," Manchester School, University of Manchester, vol. 68(4), pages 461-75, Special I.
  10. Beck, Thorsten & Levine, Ross & Loayza, Norman, 2000. "Finance and the sources of growth," Journal of Financial Economics, Elsevier, vol. 58(1-2), pages 261-300.
  11. Levine, Ross & Loayza, Norman & Beck, Thorsten, 2000. "Financial intermediation and growth: Causality and causes," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 31-77, August.
  12. Thorsten Beck & Asli Demirgüç-Kunt & Ross Levine, 2000. "A New Database on the Structure and Development of the Financial Sector," World Bank Economic Review, World Bank Group, vol. 14(3), pages 597-605, September.
  13. Eric Girardin & Lucio Sarno & Mark P. Taylor, 2000. "Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis," Empirical Economics, Springer, vol. 25(2), pages 351-368.
  14. Sarno, Lucio, 2000. "Real exchange rate behavior in the Middle East: a re-examination," Economics Letters, Elsevier, vol. 66(2), pages 127-136, February.
  15. Lucio Sarno, 2000. "Systematic sampling and real exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(1), pages 24-57, March.
  16. Lucio Sarno, 2000. "Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997," Applied Economics Letters, Taylor & Francis Journals, vol. 7(5), pages 285-291.
  17. Robert Thompson & Sotiris Tsolacos, 2000. "Projections in the Industrial Property Market using a Simultaneous Equation System," Journal of Real Estate Research, American Real Estate Society, vol. 19(2), pages 165-188.
  18. Rockinger, Michael & Urga, Giovanni, 2000. "The Evolution of Stock Markets in Transition Economies," Journal of Comparative Economics, Elsevier, vol. 28(3), pages 456-472, September.
  19. Spreeuw, Jaap & Wolthuis, Henk, 2000. "Actuarial Models for Disability Insurance: S. Haberman, E. Pitacco; Chapman & Hall, London, UK, 1999, xviii+280 pp., ISBN 0-8493-0389-3," Insurance: Mathematics and Economics, Elsevier, vol. 27(3), pages 397-398, December.
  20. Michael Moore & Kate Phylaktis, 2000. "Black and official exchange rates in the Pacific Basin: some tests of dynamic behaviour," Applied Financial Economics, Taylor & Francis Journals, vol. 10(4), pages 361-369.
  21. Faccio, Mara & Lasfer, M. Ameziane, 2000. "Do occupational pension funds monitor companies in which they hold large stakes?," Journal of Corporate Finance, Elsevier, vol. 6(1), pages 71-110, March.
  22. David Blake & John Board, 2000. "Measuring Value Added in the Pensions Industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 25(4), pages 539-567, October.
  23. Blake, David, 2000. "Does It Matter What Type of Pension Scheme You Have?," Economic Journal, Royal Economic Society, vol. 110(461), pages F46-81, February.

1999

  1. Thomas Hoehn & Stefan Szymanski, 1999. "The Americanization of European football," Economic Policy, CEPR & CES & MSH, vol. 14(28), pages 203-240, 04.
  2. Bayoumi, Tamim & Sarno, Lucio & Taylor, Mark P, 1999. "European Capital Flows and Regional Risk," Manchester School, University of Manchester, vol. 67(1), pages 21-38, January.
  3. Sarno, Lucio, 1999. "Adjustment Costs and Nonlinear Dynamics in the Demand for Money: Italy, 1861-1991," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(2), pages 155-77, April.
  4. Sarno, Lucio & Taylor, Mark P., 1999. "Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 637-657, August.
  5. Sarno, Lucio, 1999. "Stochastic growth: Empirical evidence from the G7 countries," Journal of Macroeconomics, Elsevier, vol. 21(4), pages 691-712.
  6. Sarno, Lucio & Taylor, Mark P., 1999. "Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation," Journal of Development Economics, Elsevier, vol. 59(2), pages 337-364, August.
  7. Mark P. Taylor & Lucio Sarno & Éric Girardin, 1999. "Composantes permanente et transitoire de l'épargne et de l'investissement : une étude empirique des flux internationaux de capitaux au Japon," Économie et Prévision, Programme National Persée, vol. 140(4), pages 117-131.
  8. Bob Thompson & Sotiris Tsolacos, 1999. "Rent Adjustments and Forecasts in the Industrial Market," Journal of Real Estate Research, American Real Estate Society, vol. 17(2), pages 151-168.
  9. Bob Thompson & Michael Hills, 1999. "Wired Up for Extra Value," Journal of Real Estate Research, American Real Estate Society, vol. 17(2), pages 245-255.
  10. Allen, Chris & Urga, Giovanni, 1999. "Interrelated Factor Demands from Dynamic Cost Functions: An Application to the Non-energy Business Sector of the UK Economy," Economica, London School of Economics and Political Science, vol. 66(263), pages 403-13, August.
  11. Hall, Stephen & Lazarova, Stepana & Urga, Giovanni, 1999. " A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 749-67, Special I.
  12. Urga, Giovanni, 1999. "An application of dynamic specifications of factor demand equations to interfuel substitution in US industrial energy demand," Economic Modelling, Elsevier, vol. 16(4), pages 503-513, December.
  13. Phylaktis, Kate, 1999. "Capital market integration in the Pacific Basin region: an impulse response analysis," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 267-287, February.
  14. Kate Phylaktis & Manolis Kavussanos & Gikas Manalis, 1999. "Price Limits and Stock Market Volatility in the Athens Stock Exchange," European Financial Management, European Financial Management Association, vol. 5(1), pages 69-84.
  15. David Blake, 1999. "Portfolio Choice Models of Pension Funds and Life Assurance Companies: Similarities and Differences," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 24(3), pages 327-357, July.
  16. David Blake, 1999. "Annuity Markets: Problems and Solutions," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 24(3), pages 358-375, July.
  17. Lunde, Asger & Timmermann, Allan & Blake, David, 1999. "The hazards of mutual fund underperformance: A Cox regression analysis," Journal of Empirical Finance, Elsevier, vol. 6(2), pages 121-152, April.
  18. Blake, David & Lehmann, Bruce N & Timmermann, Allan, 1999. "Asset Allocation Dynamics and Pension Fund Performance," The Journal of Business, University of Chicago Press, vol. 72(4), pages 429-61, October.
  19. David Blake & J. Michael Orszag, 1999. "Annual estimates of personal wealth holdings in the United Kingdom since 1948," Applied Financial Economics, Taylor & Francis Journals, vol. 9(4), pages 397-421.

1998

  1. Sarno, Lucio & Taylor, Mark P, 1998. "Savings-Investment Correlations: Transitory versus Permanent," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(0), pages 17-38, Supplemen.
  2. Sarno, Lucio & Taylor, Mark P., 1998. "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 221-242, April.
  3. Sarno, Lucio & Taylor, Mark P., 1998. "Real exchange rates under the recent float: unequivocal evidence of mean reversion," Economics Letters, Elsevier, vol. 60(2), pages 131-137, August.
  4. Taylor, Mark P. & Sarno, Lucio, 1998. "The behavior of real exchange rates during the post-Bretton Woods period," Journal of International Economics, Elsevier, vol. 46(2), pages 281-312, December.
  5. Lucio Sarno & Mark Taylor, 1998. "Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 134(1), pages 69-98, March.
  6. Almeida, Alvaro & Goodhart, Charles & Payne, Richard, 1998. "The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(03), pages 383-408, September.
  7. E. Dinenis & S. K. Staikouras, 1998. "Interest rate changes and common stock returns of financial institutions: evidence from the UK," The European Journal of Finance, Taylor & Francis Journals, vol. 4(2), pages 113-127.
  8. Meen, Geoffrey & Andrew, Mark, 1998. "On the Aggregate Housing Market Implications of Labour Market Change," Scottish Journal of Political Economy, Scottish Economic Society, vol. 45(4), pages 393-419, September.
  9. Spreeuw, Jaap & Goovaerts, Marc, 1998. "Prediction of claim numbers based on hazard rates," Insurance: Mathematics and Economics, Elsevier, vol. 23(1), pages 59-69, October.
  10. Batchelor, Roy & Peel, David A., 1998. "Rationality testing under asymmetric loss," Economics Letters, Elsevier, vol. 61(1), pages 49-54, October.
  11. Batchelor, Roy & Dua, Pami, 1998. "Improving macro-economic forecasts: The role of consumer confidence," International Journal of Forecasting, Elsevier, vol. 14(1), pages 71-81, March.
  12. M.Ameziane Lasfer & Mario Levis, 1998. "The Determinants of the Leasing Decision of Small and Large Companies," European Financial Management, European Financial Management Association, vol. 4(2), pages 159-184.
  13. Blake, David, 1998. "Pension schemes as options on pension fund assets: implications for pension fund management," Insurance: Mathematics and Economics, Elsevier, vol. 23(3), pages 263-286, December.

1997

  1. Powell, Kirsty & Szymanski, Stefan, 1997. "Regulation through comparative performance evaluation," Utilities Policy, Elsevier, vol. 6(4), pages 293-301, December.
  2. Bivand, Roger & Szymanski, Stefan, 1997. "Spatial dependence through local yardstick competition:: theory and testing," Economics Letters, Elsevier, vol. 55(2), pages 257-265, August.
  3. Stefan Szymanski & Ron Smith, 1997. "The English Football Industry: profit, performance and industrial structure," International Review of Applied Economics, Taylor & Francis Journals, vol. 11(1), pages 135-153.
  4. Stefan Szymanski, 1997. "Beaten in the race for the ball: Black footballers get paid less than they are worth, and football suffers," New Economy, Institute for Public Policy Research, vol. 4(4), pages 212-217, December.
  5. Ronald MacDonald & Ian W. Marsh, 1997. "On Fundamentals And Exchange Rates: A Casselian Perspective," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 655-664, November.
  6. Hallwood, C. Paul & MacDonald, Ronald & Marsh, Ian W., 1997. "Crash! Expectational Aspects of the Departures of the United Kingdom and the United States from the Inter-War Gold Standard," Explorations in Economic History, Elsevier, vol. 34(2), pages 174-194, April.
  7. Coakley, Jerry & Fuertes, Ana Maria, 1997. "New panel unit root tests of PPP," Economics Letters, Elsevier, vol. 57(1), pages 17-22, November.
  8. Gallagher, Liam A & Sarno, Lucio & Taylor, Mark P, 1997. "Estimating the Mean-Reverting Component in Stock Prices: A Cross-Country Comparison," Scottish Journal of Political Economy, Scottish Economic Society, vol. 44(5), pages 566-82, November.
  9. Taylor, Mark P & Sarno, Lucio, 1997. "Capital Flows to Developing Countries: Long- and Short-Term Determinants," World Bank Economic Review, World Bank Group, vol. 11(3), pages 451-70, September.
  10. Lucio Sarno, 1997. "Policy convergence, the exchange rate mechanism and the misalignment of exchange rates. Some tests of purchasing power parity and generalized purchasing power parity," Applied Economics, Taylor & Francis Journals, vol. 29(5), pages 591-605.
  11. Lucio Sarno, 1997. "Exchange rate and interest rate volatility in the European Monetary System: some further results," Applied Financial Economics, Taylor & Francis Journals, vol. 7(3), pages 255-263.
  12. Goodhart, Charles & Chang, Yuanchen & Payne, Richard, 1997. "Calibrating an algorithm for estimating transactions from FXFX exchange rate quotes," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 921-930, December.
  13. Bob Thompson, 1997. "Industrial Employment Densities," Journal of Real Estate Research, American Real Estate Society, vol. 14(3), pages 309-320.
  14. Temple, Paul & Urga, Giovanni, 1997. "The Competitiveness of UK Manufacturing: Evidence from Imports," Oxford Economic Papers, Oxford University Press, vol. 49(2), pages 207-27, April.
  15. L. Crisma & P. Gigante & P. Millossovich, 1997. "A notion of coherent revision for arbitrary random quantities," Statistical Methods and Applications, Springer, vol. 6(3), pages 233-243, December.
  16. Kate Phylaktis & Yiannis Kassimatis, 1997. "Black and official exchange rate volatility and foreign exchange controls," Applied Financial Economics, Taylor & Francis Journals, vol. 7(1), pages 15-24.
  17. Phylaktis, Kate, 1997. "Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages," Pacific-Basin Finance Journal, Elsevier, vol. 5(2), pages 195-213, June.
  18. M. Ameziane Lasfer, 1997. "On the Motivation for Paying Scrip Dividends," Financial Management, Financial Management Association, vol. 26(1), Spring.
  19. M. Ameziane Lasfer, 1997. "Scrip Dividends: the Management's View," European Financial Management, European Financial Management Association, vol. 3(2), pages 237-249.
  20. David Blake & Angelika Nied, 1997. "The demand for alcohol in the United Kingdom," Applied Economics, Taylor & Francis Journals, vol. 29(12), pages 1655-1672.

1996

  1. Szymanski, Stefan, 1996. "Making Hay While the Sun Shines," Journal of Industrial Economics, Wiley Blackwell, vol. 44(1), pages 1-16, March.
  2. Stefan Szymanski, 1996. "The impact of compulsory competitive tendering on refuse collection services," Fiscal Studies, Institute for Fiscal Studies, vol. 17(3), pages 1-19, August.
  3. Macdonald, Ronald & Marsh, Ian W., 1996. "Currency forecasters are heterogeneous: confirmation and consequences," Journal of International Money and Finance, Elsevier, vol. 15(5), pages 665-685, October.
  4. Marsh, Ian W. & Power, David M., 1996. "A note on the performance of foreign exchange forecasters in a portfolio framework," Journal of Banking & Finance, Elsevier, vol. 20(3), pages 605-613, April.
  5. Ian Marsh & Stephen Tokarick, 1996. "An assessment of three measures of competitiveness," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 132(4), pages 700-722, December.
  6. Goodhart, Charles A. E. & Payne, Richard G., 1996. "Microstructural dynamics in a foreign exchange electronic broking system," Journal of International Money and Finance, Elsevier, vol. 15(6), pages 829-852, December.
  7. Urga, Giovanni, 1996. "On the identification problem in testing the dynamic specification of factor-demand equations," Economics Letters, Elsevier, vol. 52(3), pages 205-210, September.
  8. Kate Phylaktis & Manolis G Kavussanos & Gikas Manalis, 1996. "Stock prices and the flow of information in the Athens Stock Exchange," European Financial Management, European Financial Management Association, vol. 2(1), pages 113-126.
  9. Lasfer, M. Ameziane, 1996. "Taxes and dividends: The UK evidence," Journal of Banking & Finance, Elsevier, vol. 20(3), pages 455-472, April.
  10. M. Ameziane Lasfer & Puliyur S. Sundarsanam & Richard J. Taffler, 1996. "Financial Distress, Asset Sales and Lender Monitoring," Financial Management, Financial Management Association, vol. 25(3), Fall.
  11. Blake, David, 1996. "Efficiency, Risk Aversion and Portfolio Insurance: An Analysis of Financial Asset Portfolios Held by Investors in the United Kingdom," Economic Journal, Royal Economic Society, vol. 106(438), pages 1175-92, September.
  12. Blake, David, 1996. "Financial Intermediation and Financial Innovation in a Characteristics Framework," Scottish Journal of Political Economy, Scottish Economic Society, vol. 43(1), pages 16-31, February.

1995

  1. Szymanski, Stefan, 1995. "Rational pricing strategies in the cross channel market," Transport Policy, Elsevier, vol. 2(3), pages 169-177, July.
  2. Ron Smith & Stefan Szymanski, 1995. "Executive Pay and Performance: The Empirical Importance of the Participation Constraint," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 2(3), pages 485-495.
  3. Batchelor, Roy & Gulley, David, 1995. "Jewellery demand and the price of gold," Resources Policy, Elsevier, vol. 21(1), pages 37-42, March.
  4. Lasfer, M Ameziane, 1995. " Ex-day Behavior: Tax or Short-Term Trading Effects," Journal of Finance, American Finance Association, vol. 50(3), pages 875-97, July.
  5. M. Ameziane Lasfer, 1995. "Agency costs, taxes and debt: The UK evidence," European Financial Management, European Financial Management Association, vol. 1(3), pages 265-285.

1994

  1. Szymanski, Stefan, 1994. "Strategic delegation with endogenous costs : A duopoly with wage bargaining," International Journal of Industrial Organization, Elsevier, vol. 12(1), pages 105-116, March.
  2. Stefan Szymanski, 1994. "CCT: a clean solution?: Compulsory tendering may save local government, not destroy it," New Economy, Institute for Public Policy Research, vol. 1(2), pages 89-94, 06.
  3. Phylaktis, Kate & Kassimatis, Yiannis, 1994. "Does the real exchange rate follow a random walk? The Pacific Basin perspective," Journal of International Money and Finance, Elsevier, vol. 13(4), pages 476-495, August.
  4. P Booth & T Stafford, 1994. "Revisions and modifications: the effect of change on French plans d'occupation des sols," Environment and Planning B: Planning and Design, Pion Ltd, London, vol. 21(3), pages 305-322, May.

1993

  1. Haskel, Jonathan & Szymanski, Stefan, 1993. "Privatization, Liberalization, Wages and Employment: Theory and Evidence for the UK," Economica, London School of Economics and Political Science, vol. 60(238), pages 161-81, May.
  2. Stefan Szymanski, 1993. "Cheap rubbish? Competitive tendering and contracting out in refuse collection, 1981-88," Fiscal Studies, Institute for Fiscal Studies, vol. 14(3), pages 109-30, August.
  3. Szymanski, Stefan, 1993. "Microeconomic contributions to strategic management: J. Thepot and R.-A. Thietart, eds.,North-Holland, Amsterdam, 1991," International Journal of Industrial Organization, Elsevier, vol. 11(2), pages 294-296, June.
  4. Kate Phylaktis & David Blake, 1993. "The fisher hypothesis: Evidence from three high inflation economies," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 129(3), pages 591-599, September.
  5. Phylaktis, Kate & Taylor, Mark P, 1993. "Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 32-37, February.
  6. Batchelor, Roy & Dua, Pami, 1993. "Survey vs ARCH Measures of Inflation Uncertainty," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(3), pages 341-53, August.
  7. P Booth & H Green, 1993. "Urban policy in England and Wales and in France: a comparative assessment of recent policy initiatives," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 11(4), pages 381-393, August.
  8. Z. Ouyang & J. Srivastava & H. Schreuder, 1993. "A general ratio estimator and its application in model based inference," Annals of the Institute of Statistical Mathematics, Springer, vol. 45(1), pages 113-127, March.

1992

  1. Phylaktis, Kate, 1992. "Purchasing power parity and cointegration: The Greek evidence from the 1920s," Journal of International Money and Finance, Elsevier, vol. 11(5), pages 502-513, October.
  2. Batchelor, Roy & Dua, Pami, 1992. "Survey Expectations in the Time Series Consumption Function," The Review of Economics and Statistics, MIT Press, vol. 74(4), pages 598-606, November.
  3. Blake, David & Boyle, Sean, 1992. "The Demand for Cider in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(1), pages 73-86, February.

1991

  1. Phylaktis, Kate, 1991. "The black market for dollars in Chile," Journal of Development Economics, Elsevier, vol. 37(1-2), pages 155-172, November.
  2. Batchelor, Roy & Orr, Adrian, 1991. "Inflation uncertainty, inflationary shocks and the credibility of counterinflation policy," European Economic Review, Elsevier, vol. 35(7), pages 1385-1397, October.
  3. Batchelor, Roy & Dua, Pami, 1991. "Blue Chip Rationality Tests," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(4), pages 692-705, November.
  4. David Blake, 1991. "The Estimation of Rational Expectations Models: A Survey," Journal of Economic Studies, Emerald Group Publishing, vol. 18(3), pages 31-70, September.
  5. Blake, David & Pradhan, Mahmood, 1991. "Debt-equity swaps as bond conversions: implications for pricing," Journal of Banking & Finance, Elsevier, vol. 15(1), pages 29-41, February.

1990

  1. Batchelor, R A, 1990. "All Forecasters Are Equal," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 143-44, January.
  2. Batchelor, Roy A. & Dua, Pami, 1990. "Product differentiation in the economic forecasting industry," International Journal of Forecasting, Elsevier, vol. 6(3), pages 311-316, October.
  3. Blake, David, 1990. "Portfolio Behaviour and Asset Pricing in a Characteristics Framework," Scottish Journal of Political Economy, Scottish Economic Society, vol. 37(4), pages 343-59, November.

1989

  1. Kaishev, V. K., 1989. "Optimal experimental designs for the B-spline regression," Computational Statistics & Data Analysis, Elsevier, vol. 8(1), pages 39-47, May.
  2. Batchelor, Roy A & Dua, Pami, 1989. "Household versus Economist Forecasts of Inflation: A Reassessment: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 21(2), pages 252-57, May.
  3. Blake, David, 1989. "Testing models generating time varying asset return expectations and risks : The case of UK private sector pension funds," Economic Modelling, Elsevier, vol. 6(2), pages 220-240, April.

1988

  1. Phylaktis, Kate, 1988. "Capital controls: The case of Argentina," Journal of International Money and Finance, Elsevier, vol. 7(3), pages 303-320, September.
  2. Batchelor, Roy A & Orr, Adrian B, 1988. "Inflation Expectations Revisited," Economica, London School of Economics and Political Science, vol. 55(219), pages 317-31, August.
  3. Blake, David & Beenstock, Michael, 1988. "The stochastic analysis of competitive unemployment insurance premiums," European Economic Review, Elsevier, vol. 32(1), pages 7-25, January.

1986

  1. Batchelor, R A, 1986. "Quantitative v. Qualitative Measures of Inflation Expectations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(2), pages 99-120, May.
  2. Batchelor, R. A., 1986. "The psychophysics of inflation," Journal of Economic Psychology, Elsevier, vol. 7(3), pages 269-290, September.
  3. Blake, David & Beenstock, Michael & Brasse, Valerie, 1986. "The Performance of UK Exchange Rate Forecasters," Economic Journal, Royal Economic Society, vol. 96(384), pages 986-99, December.

1984

  1. Blake, David, 1984. "Complete systems methods of estimating models with rational and adaptive expectations : A case study," European Economic Review, Elsevier, vol. 24(2), pages 137-150, March.

1983

  1. Batchelor, R. A., 1983. "British economic policy under margaret thatcher: A mid term examination A comment on darby and lothian," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 18(1), pages 209-219, January.

1982

  1. Batchelor, R. A., 1982. "Money and monetary policy in interdependent nations : R.C. Bryant, (Brookings Institution, 1980) pp. xxii + 584, $29.95 (cloth), $12.95 (paper)," Journal of International Economics, Elsevier, vol. 13(3-4), pages 395-396, November.
  2. Batchelor, R. A., 1982. "Expectations, output and inflation : The European experience," European Economic Review, Elsevier, vol. 17(1), pages 1-25.
  3. Keesing, Donald B., 1982. "Industrialization and the basis for trade : R.A. Batchelor, R.L. Major and A.D. Morgan, (National Bureau of Economic and Social Research, by the Cambridge University Press, Cambridge, 1980) pp. 347," Journal of International Economics, Elsevier, vol. 13(1-2), pages 194-195, August.
  4. Desai, Meghnad & Blake, David, 1982. "Monetarism and the US economy: A re-evaluation of Stein's model 1960-1973," Journal of Monetary Economics, Elsevier, vol. 10(1), pages 111-125, July.

1981

  1. Batchelor, R. A., 1981. "Aggregate expectations under the stable laws," Journal of Econometrics, Elsevier, vol. 16(2), pages 199-210, June.
  2. Desai, Meghnad & Blake, David, 1981. "Modelling the Ultimate Absurdity: A Comment on "A Quantitative Study of the Strategic Arms Race in the Missile Age."," The Review of Economics and Statistics, MIT Press, vol. 63(4), pages 629-32, November.

1980

  1. Batchelor, R A & Sheriff, T D, 1980. "Unemployment and Unanticipated Inflation in Postwar Britain," Economica, London School of Economics and Political Science, vol. 47(186), pages 179-92, May.

1977

  1. Batchelor, R A, 1977. "A Variable-Parameter Model of Exporting Behaviour," Review of Economic Studies, Wiley Blackwell, vol. 44(1), pages 43-57, February.

1975

  1. R. A. Batchelor, 1975. "Household Technology and the Domestic Demand for Water," Land Economics, University of Wisconsin Press, vol. 51(3), pages 208-223.

Undated

  1. Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 0. "What Does Equity Sector Orderflow Tell Us About the Economy?," Review of Financial Studies, Society for Financial Studies, vol. 24(11), pages 3688-3730.

Books

2013

  1. Thorsten Beck & Samuel Munzele Maimbo, 2013. "Financial Sector Development in Africa : Opportunities and Challenges," World Bank Publications, The World Bank, number 11881, January.

2012

  1. Stefano Pagliari & Clive Briault & Alistair Milne & Patricia Jackson & Vicky Pryce & David T. Llewellyn & David Lascelles & Thorsten Beck, 2012. "Future Risks and Fragilities for Financial Stability," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/3 edited by David T. Llewellyn & Richard Reid.

2011

  1. Thorsten Beck & Samuel Munzele Maimbo & Issa Faye & Thouraya Triki, 2011. "Financing Africa : Through the Crisis and Beyond," World Bank Publications, The World Bank, number 2355, January.

2009

  1. Jacob A. Bikker & Barbara Casu & Claudia Girardone & Mohamed E Chaffai & Michel Dietsch & Antonio Colangelo & Robert Inklaar & Marco Colagiovanni & Martin Czurda & Roger Hartmann & Charles-Henri Di Ma, 2009. "Productivity in the Financial Services Sector," SUERF Studies, SUERF - The European Money and Finance Forum, number 2009/4 edited by Morten Balling & Ernest Gnan & Frank Lierman & Jean-Pierre Schoder.

2007

  1. Patrick Honohan & Thorsten Beck, 2007. "Making Finance Work for Africa," World Bank Publications, The World Bank, number 6626, January.

2005

  1. Anjali Kumar & Thorsten Beck & Cristine Campos & Soumya Chattopadhyay, 2005. "Assessing Financial Access in Brazil," World Bank Publications, The World Bank, number 7452, January.

2003

  1. Blake, David, 2003. "Pension Schemes and Pension Funds in the United Kingdom," OUP Catalogue, Oxford University Press, edition 2, number 9780199243532.

Chapters

2012

  1. Thorsten Beck, 2012. "Concluding Observations," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.

2009

  1. Barbara Casu & Claudia Girardone, 2009. "Integration and Efficiency in EU Banking Markets," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.

2007

  1. Thorsten Beck, 2007. "Bank Concentration and Fragility. Impact and Mechanics," NBER Chapters, in: The Risks of Financial Institutions, pages 193-234 National Bureau of Economic Research, Inc.

2002

  1. Ian Marsh, 2002. "What central banks can learn about default risk from credit markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 329-339 Bank for International Settlements.
  2. Ross Levine & Norman Loayza & Thorsten Beck, 2002. "Financial Intermediation and Growth: Causality and Causes," Central Banking, Analysis, and Economic Policies Book Series, in: Leonardo Hernández & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (S (ed.), Banking, Financial Integration, and International Crises, edition 1, volume 3, chapter 2, pages 031-084 Central Bank of Chile.
  3. David Blake, 2002. "The United Kingdom: Examining the Switch from Low Public Pensions to High-Cost Private Pensions," NBER Chapters, in: Social Security Pension Reform in Europe, pages 317-348 National Bureau of Economic Research, Inc.

1996

  1. Charles Goodhart & Takatoshi Ito & Richard Payne, 1996. "One Day in June 1993: A Study of the Working of the Reuters 2000-2 Electronic Foreign Exchange Trading System," NBER Chapters, in: The Microstructure of Foreign Exchange Markets, pages 107-182 National Bureau of Economic Research, Inc.