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Publications

by members of

Centre for Risk and Insurance Studies
Business School
University of Nottingham
Nottingham, 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.
| Working papers | Journal articles |

Working papers

    2007

  1. Cotter, John & Dowd, Kevin, 2007. "The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders," MPRA Paper 3493, University Library of Munich, Germany. [Downloadable!]
  2. Cotter, John & Dowd, Kevin, 2007. "Intra-Day Seasonality in Foreign Exchange Market Transactions," MPRA Paper 3502, University Library of Munich, Germany. [Downloadable!]
  3. Cotter, John & Dowd, Kevin, 2007. "Exponential Spectral Risk Measures," MPRA Paper 3499, University Library of Munich, Germany. [Downloadable!]
  4. Cotter, John & Dowd, Kevin, 2007. "Estimating financial risk measures for futures positions: a non-parametric approach," MPRA Paper 3503, University Library of Munich, Germany. [Downloadable!]
  5. Cotter, John & Dowd, Kevin, 2007. "Evaluating the Precision of Estimators of Quantile-Based Risk Measures," MPRA Paper 3504, University Library of Munich, Germany. [Downloadable!]

    2006

  1. Cotter, John & Dowd, Kevin, 2006. "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," MPRA Paper 3495, University Library of Munich, Germany. [Downloadable!]
  2. Cotter, John & Dowd, Kevin, 2006. "U.S. Core Inflation: A Wavelet Analysis," MPRA Paper 3520, University Library of Munich, Germany. [Downloadable!]
  3. Cotter, JOhn & Dowd, Kevin, 2006. "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," MPRA Paper 3505, University Library of Munich, Germany. [Downloadable!]
  4. 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. [Downloadable!]

    2003

  1. Andrew Cairns & Kevin Dowd, 2003. "(UBS Pensions series 17) Long-Term Value at Risk," FMG Discussion Papers dp468, Financial Markets Group. [Downloadable!] (restricted)

Journal articles

    2008

  1. Fenn, Paul & Vencappa, Dev & Diacon, Stephen & Klumpes, Paul & O'Brien, Chris, 2008. "Market structure and the efficiency of European insurance companies: A stochastic frontier analysis," Journal of Banking & Finance, Elsevier, vol. 32(1), pages 86-100, January. [Downloadable!] (restricted)

    2007

  1. Dowd, Kevin, 2007. "Too good to be true? The (In)credibility of the UK inflation fan charts," Journal of Macroeconomics, Elsevier, vol. 29(1), pages 91-102, March. [Downloadable!] (restricted)
  2. Chris Milner & Dev Vencappa & Peter Wright, 2007. "Trade Policy and Productivity Growth in Indian Manufacturing," The World Economy, Blackwell Publishing, vol. 30(2), pages 249-266, 02. [Downloadable!] (restricted)

    2006

  1. 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. [Downloadable!] (restricted)
  2. 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. [Downloadable!] (restricted)
  3. Cotter, John & Dowd, Kevin, 2006. "Extreme spectral risk measures: An application to futures clearinghouse margin requirements," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3469-3485, December. [Downloadable!] (restricted)

    2003

  1. 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. [Downloadable!] (restricted)

    2001

  1. 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. [Downloadable!] (restricted)

    2000

  1. Dowd, Kevin, 2000. "Using Futures Prices to Control Inflation: Reply to Garrison and White," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(1), pages 142-45, February.
  2. Dowd, Kevin & Harrison, Barry, 2000. "The Gibson Paradox and the Gold Standard: Evidence from the United Kingdom, 1821-1913," Applied Economics Letters, Taylor and Francis Journals, vol. 7(11), pages 711-13, November. [Downloadable!] (restricted)
  3. Dowd, Kevin, 2000. "Adjusting for risk:: An improved Sharpe ratio," International Review of Economics & Finance, Elsevier, vol. 9(3), pages 209-222, July. [Downloadable!] (restricted)

    1997

  1. Chappell, David & Dowd, Kevin, 1997. "A Simple Model of the Gold Standard," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 94-105, February.
  2. Dowd, Kevin, 1997. "Anarchy, Warfare, and Social Order: Comment on Hirshleifer," Journal of Political Economy, University of Chicago Press, vol. 105(3), pages 648-51, June.

    1996

  1. Dowd, Kevin, 1996. "Costly Verification and Banking," Oxford Economic Papers, Oxford University Press, vol. 48(4), pages 601-17, October. [Downloadable!] (restricted)
  2. Dowd, Kevin, 1996. "The Analytics of Bimetallism," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 64(3), pages 281-97, September.
  3. Dowd, Kevin, 1996. "The Case for Financial Laissez-Faire," Economic Journal, Royal Economic Society, vol. 106(436), pages 679-87, May. [Downloadable!] (restricted)
  4. Dowd, Kevin, 1996. "Some Unpleasant Budgetary Arithmetic of a Proposal to End Inflation: A Reply," Economic Journal, Royal Economic Society, vol. 106(436), pages 635-36, May. [Downloadable!] (restricted)

    1995

  1. Dowd, Kevin, 1995. "The Mechanics of Indirect Convertibility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(1), pages 67-88, February. [Downloadable!] (restricted)
  2. Dowd, Kevin, 1995. "Deflating the productivity norm," Journal of Macroeconomics, Elsevier, vol. 17(4), pages 717-732. [Downloadable!] (restricted)

    1994

  1. Dowd, Kevin, 1994. "Competitive Banking, Bankers' Clubs, and Bank Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(2), pages 289-308, May. [Downloadable!] (restricted)
  2. Dowd, Kevin, 1994. "A Proposal to End Inflation," Economic Journal, Royal Economic Society, vol. 104(425), pages 828-40, July. [Downloadable!] (restricted)

    1993

  1. Kevin Dowd & Anthony A. Sampson, 1993. "A New Model of the Gold Standard," Canadian Journal of Economics, Canadian Economics Association, vol. 26(2), pages 380-91, May. [Downloadable!] (restricted)
  2. Dowd, Kevin & Greenaway, David, 1993. "Currency Competition, Network Externalities and Switching Costs: Towards an Alternative View of Optimum Currency Areas," Economic Journal, Royal Economic Society, vol. 103(420), pages 1180-89, September. [Downloadable!] (restricted)

    1992

  1. Dowd, Kevin, 1992. "The Monetary Economics of Henry Meulen," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(2), pages 173-83, May. [Downloadable!] (restricted)
  2. Dowd, Kevin, 1992. "Optimal Financial Contracts," Oxford Economic Papers, Oxford University Press, vol. 44(4), pages 672-93, October. [Downloadable!] (restricted)
  3. Dowd, Kevin, 1992. "Consumer Demand, 'Full Income' and Real Wages," Empirical Economics, Springer, vol. 17(3), pages 333-45.
  4. Dowd, Kevin, 1992. " Models of Banking Instability: A Partial Review of the Literature," Journal of Economic Surveys, Blackwell Publishing, vol. 6(2), pages 107-32.
  5. Dowd, Kevin, 1992. "Is Banking a Natural Monopoly?," Kyklos, Blackwell Publishing, vol. 45(3), pages 379-92.
  6. Dowd, Kevin, 1992. "The Demand for Non-durable Goods and Endogenous Labor Supply," Applied Economics, Taylor and Francis Journals, vol. 24(11), pages 1199-202, November.

    1991

  1. Dowd, Kevin, 1991. "A note on the demand for non-durable goods," Journal of Macroeconomics, Elsevier, vol. 13(3), pages 543-551. [Downloadable!] (restricted)

    1990

  1. Dowd, Kevin, 1990. "The Value of Time and the Transactions Demand for Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(1), pages 51-64, February. [Downloadable!] (restricted)
  2. Dowd, Kevin, 1990. "Did Central Banks Evolve Naturally? A Review Essay of Charles Goodhart's The Evolution of Central Banks," Scottish Journal of Political Economy, Scottish Economic Society, vol. 37(1), pages 97-104, February.
  3. Dowd, Kevin, 1990. "The Value of Time Hypothesis and the Demand for Money: Some New Evidence for the UK," Applied Economics, Taylor and Francis Journals, vol. 22(5), pages 599-603, May.

    1989

  1. Chrystal, K Alec & Dowd, Kevin, 1989. "Disaggregate Supply: Evidence for the UK," Applied Economics, Taylor and Francis Journals, vol. 21(10), pages 1397-1409, October.
  2. Chappell, David & Dowd, Kevin, 1989. "A simple model of macroeconomic policy," Economic Modelling, Elsevier, vol. 6(4), pages 447-451, October. [Downloadable!] (restricted)

    1987

  1. K Alec Chrystal & Kevin Dowd, 1987. "Would a higher fiscal deficit stimulate the economy?," Fiscal Studies, Institute for Fiscal Studies, vol. 8(1), pages 17-23, February.
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This page was last updated on 2009-12-2.

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