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Publications

by members of

Department of Business and Management
School of Business, Management and Economics
University of Sussex
Brighton, 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 | Books | Chapters |

Working papers

Undated material is listed at the end

2014

  1. Carol Alexander & Johannes Rauch, 2014. "Discretisation-Invariant Swaps," Papers 1404.1351, arXiv.org.

2013

  1. Grammatikos, Theoharry & Papanikolaou, Nikolaos I., 2013. "What lies behind the “too-small-to-survive” banks?," MPRA Paper 51431, University Library of Munich, Germany, revised Nov 2013.
  2. Emmanuel Mamatzakis, 2013. "Are there any Animal Spirits behind the Scenes of the Euro area Sovereign Debt Crisis?," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 72, Hellenic Observatory, LSE.
  3. Anastasia Koutsomanoli-Filippaki & Emmanuel Mamatzakis, 2013. "How labour market regulation shapes bank performance in EU-15 countries?," Working Papers 162, Bank of Greece.
  4. Mamatzakis, E, 2013. "Does weather affect US bank loan efficiency?," MPRA Paper 51616, University Library of Munich, Germany.
  5. Mamatzakis, E & Babalos, Vassilios & filipas, n, 2013. "Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes," MPRA Paper 51640, University Library of Munich, Germany.
  6. mamatzakis, e & Christodoulakis, G, 2013. "Behavioural Asymmetries in the G7 Foreign Exchange Market," MPRA Paper 51615, University Library of Munich, Germany.
  7. Mamatzakis, E & kalyvas, a, 2013. "Regulations, Economic Freedom and Bank Performance: Evidence from the EU-10 Economies," MPRA Paper 51878, University Library of Munich, Germany.

2012

  1. Nicholas Apergis & Emmanuel Mamatzakis, 2012. "What Are the Driving Factors behind the Rise of Spreads and CDSs of Euro-area Sovereign Bonds? A FAVAR Model for Greece and Ireland," Economics Working Paper Archive wp_720, Levy Economics Institute.
  2. Mamatzakis, E & Koutsomanoli-Filippaki, Anastasia & Pasiouras, Fotios, 2012. "A quantile regression approach to bank efficiency measurement," MPRA Paper 51879, University Library of Munich, Germany.

2011

  1. Suma Athreye & Yong Yang, 2011. "Disembodied Knowledge Flows in the World Economy," WIPO Economic Research Working Papers 03, World Intellectual Property Organization - Economics and Statistics Division, revised Dec 2011.
  2. N. Apergis & E. Mamatzakis & C. Staikuras, 2011. "The Greek Sovereign Debt Crisis: Testing for Regime Changes," Working Paper Series 16_11, The Rimini Centre for Economic Analysis.

2010

  1. Martins, Pedro S. & Yang, Yong, 2010. "Globalised Labour Markets? International Rent Sharing across 47 Countries," IZA Discussion Papers 5283, Institute for the Study of Labor (IZA).
  2. Yong Yang & Pedro S. Martins, 2010. "Firm Performance and the Geography of FDI: Evidence from 46 Countries," Working Papers 30, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
  3. Mamatzakis, E & Remoundos, P, 2010. "Threshold Cointegration in BRENT crude futures market," MPRA Paper 19978, University Library of Munich, Germany.
  4. Mamatzakis, E & Christodoulakis, G, 2010. "A Bayesian Markov Chain Approach Using Proportions Labour Market Data for Greek Regions," MPRA Paper 24637, University Library of Munich, Germany.
  5. Mamatzakis, Emmanuel, 2010. "Banking Operational Cost in the Balkan Region under a Quadratic Loss Function," MPRA Paper 24630, University Library of Munich, Germany.
  6. Mamatzakis, Emmanuel & Koutsomanoli-Filippaki, Anastasia & Staikuras, Christos, 2010. "On the determinants of banking efficiency in four new European Union Member States: the impact of structural reforms," MPRA Paper 24634, University Library of Munich, Germany.
  7. emmanuel, mamatzakis & george, christodoulakis, 2010. "Return Attribution Analysis of the UK Insurance Portfolios," MPRA Paper 22516, University Library of Munich, Germany.

2009

  1. Carol Alexander & Walter Ledermann & Daniel Ledermann, 2009. "Exact Moment Simulation using Random Orthogonal Matrices," ICMA Centre Discussion Papers in Finance icma-dp2009-09, Henley Business School, Reading University.
  2. Delis, Manthos D & Papanikolaou, Nikolaos I, 2009. "Determinants of bank efficiency: Evidence from a semi-parametric methodology," MPRA Paper 13893, University Library of Munich, Germany.
  3. Mamatzakis, E & Koutsomanoli, A, 2009. "Risk in the EU banking industry and efficiency under quantile analysis," MPRA Paper 22492, University Library of Munich, Germany.
  4. Mamatzakis, E & Christodoulakis, G, 2009. "Transition of Social Welfare in the European Country Clubs," MPRA Paper 22490, University Library of Munich, Germany.
  5. Mamatzakis, E & Koutsomanoli, A, 2009. "European Banking Integration under a Quadratic Loss Function," MPRA Paper 19379, University Library of Munich, Germany.
  6. Mamatzakis, E, 2009. "The Contribution of the Publicly Funded R&D Capital to Productivity Growth and an application to the Greek food and beverages industry," MPRA Paper 19388, University Library of Munich, Germany.
  7. George A. Christodoulakis & Emmanuel C. Mamatzakis, 2009. "Labour Market Dynamics in EU: a Bayesian Markov Chain Approach," Discussion Paper Series 2009_07, Department of Economics, University of Macedonia, revised Apr 2009.
  8. Anastasia Koutsomanoli-Filippaki & Emmanuel Mamatzakis, 2009. "Performance and Merton-Type Default Risk of Listed Banks in EU: a panel VAR approach," Discussion Paper Series 2009_09, Department of Economics, University of Macedonia, revised Apr 2009.

2008

  1. Carol Alexander & Emese Lazar, 2008. "Markov Switching GARCH Diffusion," ICMA Centre Discussion Papers in Finance icma-dp2008-01, Henley Business School, Reading University.
  2. Carol Alexander & Aanand Venkatramanan, 2008. "Analytic Approximations for Multi-Asset Option Pricing," ICMA Centre Discussion Papers in Finance icma-dp2009-05, Henley Business School, Reading University, revised Jun 2009.
  3. Sophocles N. Brissimis & Manthos D. Delis & Nikolaos I. Papanikolaou, 2008. "Exploring the Nexus between Banking Sector Reform and Performance: Evidence from Newly Acceded EU Countries," Working Papers 73, Bank of Greece.
  4. Anastasia Koutsomanoli-Filippaki & Emmanuel Mamatzakis, 2008. "Banking Inefficiency in Central and Eastern European countries under a Quadratic Loss Function," Discussion Paper Series 2008_11, Department of Economics, University of Macedonia, revised Sep 2008.
  5. George Christodoulakis & Emmanuel Mamatzakis, 2008. "Asymmetries in the sport-forward G10 exchange rates: an answer to an old puzzle?," Discussion Paper Series 2008_12, Department of Economics, University of Macedonia, revised Sep 2008.

2007

  1. Carol Alexander & Elizabeth Sheedy, 2007. "Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk," ICMA Centre Discussion Papers in Finance icma-dp2007-02, Henley Business School, Reading University.
  2. Carol Alexander & Andreza Barbosa, 2007. "Hedging and Cross-hedging ETFs," ICMA Centre Discussion Papers in Finance icma-dp2007-01, Henley Business School, Reading University.
  3. Carol Alexander & Aanand Venkatramanan, 2007. "Analytic Approximations for Spread Options," ICMA Centre Discussion Papers in Finance icma-dp2009-06, Henley Business School, Reading University, revised Jun 2009.
  4. Pedro S. Martins & Yong Yang, 2007. "The Impact of Exporting on Firm Productivity: A Meta-Analysis," Working Papers 6, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
  5. Emmanuel C. Mamatzakis, 2007. "An Analysis of the Impact of Public Infrastructure on Productivity Performance of Mexican Industry," CESifo Working Paper Series 2099, CESifo Group Munich.

2006

  1. Carol Alexander & Andreza Barbosa, 2006. "Minimum Variance Hedging and Stock Index Market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2006-04, Henley Business School, Reading University, revised Sep 2006.
  2. Carol Alexander & Leonardo M. Nogueira, 2006. "Hedging Options with Scale-Invariant Models," ICMA Centre Discussion Papers in Finance icma-dp2006-03, Henley Business School, Reading University.
  3. Carol Alexander & Andreas Kaeck, 2006. "Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices," ICMA Centre Discussion Papers in Finance icma-dp2006-08, Henley Business School, Reading University.

2005

  1. Carol Alexander & Andreza Barbosa, 2005. "Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds," ICMA Centre Discussion Papers in Finance icma-dp2005-16, Henley Business School, Reading University.
  2. Carol Alexander & Andreza Barbosa, 2005. "The Spider in the Hedge," ICMA Centre Discussion Papers in Finance icma-dp2005-05, Henley Business School, Reading University.
  3. Carol Alexander & Anca Dimitriu, 2005. "Detecting Switching Strategies in Equity Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2005-07, Henley Business School, Reading University.
  4. George A. Christodoulakis & Emmanuel C. Mamatzakis, 2005. "The European Union GDP Forecast Rationality under Asymmetric Preferences," Working Papers 30, Bank of Greece.

2004

  1. Carol Alexander & Anca Dimitriu, 2004. "A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2004-03, Henley Business School, Reading University.
  2. Carol Alexander & Leonardo M. Nogueira, 2004. "Hedging with Stochastic and Local Volatility," ICMA Centre Discussion Papers in Finance icma-dp2004-10, Henley Business School, Reading University, revised Dec 2004.
  3. Carol Alexander & Anca Dimitriu, 2004. "The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations," ICMA Centre Discussion Papers in Finance icma-dp2004-01, Henley Business School, Reading University.
  4. Carol Alexander & Leonardo Nogueira, 2004. "Stochastic Local Volatility," ICMA Centre Discussion Papers in Finance icma-dp2008-02, Henley Business School, Reading University, revised Mar 2008.

2003

  1. Carol Alexander & Dimitri Lvov, 2003. "Statistical Properties of Forward Libor Rates," ICMA Centre Discussion Papers in Finance icma-dp2003-03, Henley Business School, Reading University.
  2. Carol Alexander & Anca Dimitriu, 2003. "Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding," ICMA Centre Discussion Papers in Finance icma-dp2003-08, Henley Business School, Reading University, revised Oct 2003.
  3. Carol Alexander & Anca Dimitriu, 2003. "Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2003-02, Henley Business School, Reading University.
  4. Carol Alexandra & Andrew Scourse, 2003. "Bivariate Normal Mixture Spread Option Valuation," ICMA Centre Discussion Papers in Finance icma-dp2003-15, Henley Business School, Reading University.

2002

  1. Carol Alexander, 2002. "Short and Long Term Smile Effects: The Binomial Normal Mixture Diffusion Model," ICMA Centre Discussion Papers in Finance icma-dp2003-06, Henley Business School, Reading University, revised Mar 2003.

2001

  1. Carol Alexander & Sujit Narayanan, 2001. "Option Pricing with Normal Mixture Returns: Modelling Excess Kurtosis and Uncertanity in Volatility," ICMA Centre Discussion Papers in Finance icma-dp2001-10, Henley Business School, Reading University, revised Dec 2001.
  2. Carol Alexander, 2001. "Understanding the Internal Measurement Approach to Assessing Operational Risk Capital," ICMA Centre Discussion Papers in Finance icma-dp2001-13, Henley Business School, Reading University.
  3. Carol Alexander & Ian Giblin & Wayne Weddington III, 2001. "Cointegration and Asset Allocation: A New Fund Strategy," ICMA Centre Discussion Papers in Finance icma-dp2001-03, Henley Business School, Reading University.
  4. Jose Miguel Albala-Bertrand & Emmanouel C. Mamatzakis, 2001. "The Impact of Public Infrastructure on the Productivity of the Chilean Economy," Working Papers 435, Queen Mary, University of London, School of Economics and Finance.

2000

  1. Carol Alexander, 2000. "Orthogonal Methods for Generating Large Positive Semi-Definite Covariance Matrices," ICMA Centre Discussion Papers in Finance icma-dp2000-06, Henley Business School, Reading University.
  2. Carol Alexander, 2000. "Bayesian Methods for Measuring Operational Risk," ICMA Centre Discussion Papers in Finance icma-dp2000-02, Henley Business School, Reading University.

1999

  1. Emmanouel C. Mamatzakis, 1999. "Public Infrastructure, Private Input Demand, and Economic Performance of the Greek Industry," Working Papers 406, Queen Mary, University of London, School of Economics and Finance.

1997

  1. Carol Alexander & Manuel Cantavella Jordá, 1997. "Seasonal unit roots in trade variables," Working Papers. Serie EC 1997-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

1995

  1. Alexander, Carol & John Wyeth, 1995. "Seasonal price movements and unit roots in Indonesian rice market integration," Discussion Papers in Economics 01/95, Department of Economics, University of Sussex.

1994

  1. Alexander, Carol, 1994. "Cofeatures in international bond and equity markets," Discussion Papers in Economics 1/94, Department of Economics, University of Sussex.
  2. Alexander, Carol & W Ledermann, 1994. "Are Nash bargaining wage agreements unique: an investigation into bargaining sets for firm-union negotiations," Discussion Papers in Economics 12/94, Department of Economics, University of Sussex.

1993

  1. Alexander, Carol, 1993. "Common volatility in the foreign exchange market," Discussion Papers in Economics 4/93, Department of Economics, University of Sussex.

Undated

  1. Carol Alexander, . "Principal Component Analysis of Volatility Smiles and Skews," ICMA Centre Discussion Papers in Finance icma-dp2000-10, Henley Business School, Reading University, revised Jun 2000.
  2. George Korres & Emmanuel Mamatzakis, . "Technical Change, Diffusion and Innovation in a Context of A Growth Model," Working Papers 9808, University of Crete, Department of Economics.
  3. George Korres & Emmanuel Mamatzakis, . "The Effect of Public Spending on private Investment: A Case Study for Greece," Working Papers 9810, University of Crete, Department of Economics.

Journal articles

2014

  1. Nicholas Apergis & Emmanuel Mamatzakis, 2014. "What are the driving factors behind the rise of spreads and CDS of euro-area sovereign bonds? A FAVAR model for Greece and Ireland," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 7(1), pages 104-120.
  2. Mamatzakis, E. & Koutsomanoli-Filippaki, A., 2014. "Testing the rationality of DOE's energy price forecasts under asymmetric loss preferences," Energy Policy, Elsevier, vol. 68(C), pages 567-575.

2013

  1. Alexander, Carol & Prokopczuk, Marcel & Sumawong, Anannit, 2013. "The (de)merits of minimum-variance hedging: Application to the crack spread," Energy Economics, Elsevier, vol. 36(C), pages 698-707.
  2. Kaeck, Andreas & Alexander, Carol, 2013. "Continuous-time VIX dynamics: On the role of stochastic volatility of volatility," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 46-56.
  3. Alexander, Carol & Lazar, Emese & Stanescu, Silvia, 2013. "Forecasting VaR using analytic higher moments for GARCH processes," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 36-45.
  4. Sushanta Mallick & Yong Yang, 2013. "Productivity Performance of Export Market Entry and Exit: Evidence from Indian Firms," Review of International Economics, Wiley Blackwell, vol. 21(4), pages 809-824, 09.
  5. Vassilios Babalos & Emmanuel Mamatzakis & Nikolaos Philippas, 2013. "Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model," Applied Financial Economics, Taylor & Francis Journals, vol. 23(8), pages 629-647, April.
  6. Emmanuel Mamatzakis & Antonios Nikolaos Kalyvas & Jenifer Piesse, 2013. "Does Regulation in Credit, Labour and Business Matter for Bank Performance in the EU-10 Economies?," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 20(3), pages 341-385, November.
  7. Christodoulakis, George & Mamatzakis, Emmanuel, 2013. "Behavioural asymmetries in the G7 foreign exchange market," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 261-270.

2012

  1. Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis, 2012. "Regime‐dependent smile‐adjusted delta hedging," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(3), pages 203-229, 03.
  2. Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012. "Generalized beta-generated distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1880-1897.
  3. Carol Alexander & Andreas Kaeck, 2012. "Does model fit matter for hedging? Evidence from FTSE 100 options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(7), pages 609-638, 07.
  4. Kaeck, Andreas & Alexander, Carol, 2012. "Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3110-3121.
  5. Ledermann, Daniel & Alexander, Carol, 2012. "Further properties of random orthogonal matrix simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 83(C), pages 56-79.

2011

  1. Aanand Venkatramanan & Carol Alexander, 2011. "Closed Form Approximations for Spread Options," Applied Mathematical Finance, Taylor & Francis Journals, vol. 18(5), pages 447-472, January.
  2. Mamatzakis, E. & Remoundos, P., 2011. "Testing for adjustment costs and regime shifts in BRENT crude futures market," Economic Modelling, Elsevier, vol. 28(3), pages 1000-1008, May.
  3. Koutsomanoli-Filippaki, Anastasia I. & Mamatzakis, Emmanuel C., 2011. "Efficiency under quantile regression: What is the relationship with risk in the EU banking industry?," Review of Financial Economics, Elsevier, vol. 20(2), pages 84-95, May.
  4. Nicholas Apergis & Emmanuel Mamatzakis & Christos Staikouras, 2011. "Testing for Regime Changes in Greek Sovereign Debt Crisis," International Advances in Economic Research, Springer, vol. 17(3), pages 258-273, August.

2010

  1. Osborne, Michael J., 2010. "A resolution to the NPV-IRR debate?," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(2), pages 234-239, May.
  2. Yong Yang & Sushanta Mallick, 2010. "Export Premium, Self-selection and Learning-by-Exporting: Evidence from Chinese Matched Firms," The World Economy, Wiley Blackwell, vol. 33(10), pages 1218-1240, October.
  3. G. Christodoulakis & E. Mamatzakis, 2010. "Return attribution analysis of the UK insurance portfolios," Annals of Finance, Springer, vol. 6(3), pages 405-420, July.
  4. E. C. Mamatzakis, 2010. "The contribution of the publicly-funded R&D capital to productivity growth and an application to the Greek food and beverages industry," International Review of Applied Economics, Taylor & Francis Journals, vol. 24(4), pages 483-494.
  5. George A. Christodoulakis & Emmanuel C. Mamatzakis, 2010. "Labour Market Dynamics in Greek Regions: a Bayesian Markov Chain Approach Using Proportions Data," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 2(1), pages 32-45, January.
  6. Koutsomanoli-Filippaki, Anastasia & Mamatzakis, Emmanuel C., 2010. "Estimating the speed of adjustment of European banking efficiency under a quadratic loss function," Economic Modelling, Elsevier, vol. 27(1), pages 1-11, January.
  7. Christodoulakis, George A. & Mamatzakis, Emmanuel C., 2010. "Transition of social welfare in the European country clubs," Economics Letters, Elsevier, vol. 108(2), pages 178-180, August.

2009

  1. Trevor Hopper & Mathew Tsamenyi & Shahzad Uddin & Danture Wickramasinghe, 2009. "Management accounting in less developed countries: what is known and needs knowing," Accounting, Auditing & Accountability Journal, Emerald Group Publishing, vol. 22(3), pages 469-514, April.
  2. Carol Alexander & Emese Lazar, 2009. "Modelling Regime-Specific Stock Price Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 761-797, December.
  3. Pedro Martins & Yong Yang, 2009. "The impact of exporting on firm productivity: a meta-analysis of the learning-by-exporting hypothesis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 145(3), pages 431-445, October.
  4. Manthos D. Delis & Nikolaos I. Papanikolaou, 2009. "Determinants of bank efficiency: evidence from a semi-parametric methodology," Managerial Finance, Emerald Group Publishing, vol. 35(3), pages 260-275.
  5. E Mamatzakis, 2009. "Banking Operational Cost in the Balkan Region under a Quadratic Loss Function," Economics Bulletin, AccessEcon, vol. 29(2), pages 883-890.
  6. G. A. Christodoulakis & E. C. Mamatzakis, 2009. "Assessing the prudence of economic forecasts in the EU," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 583-606.
  7. Koutsomanoli-Filippaki, Anastasia & Mamatzakis, Emmanuel & Staikouras, Christos, 2009. "Structural reforms and banking efficiency in the new EU States," Journal of Policy Modeling, Elsevier, vol. 31(1), pages 17-21.
  8. Koutsomanoli-Filippaki, Anastasia & Mamatzakis, Emmanuel, 2009. "Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2050-2061, November.
  9. Koutsomanoli-Filippaki, Anastasia & Mamatzakis, Emmanuel & Staikouras, Christos, 2009. "Banking inefficiency in Central and Eastern European countries under a quadratic loss function," Emerging Markets Review, Elsevier, vol. 10(3), pages 167-178, September.

2008

  1. Alexander, Carol & Kaeck, Andreas, 2008. "Regime dependent determinants of credit default swap spreads," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1008-1021, June.
  2. Alexander, C. & Barbosa, A., 2008. "Hedging index exchange traded funds," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 326-337, February.
  3. Alexander, Carol & Sheedy, Elizabeth, 2008. "Developing a stress testing framework based on market risk models," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2220-2236, October.
  4. Brissimis, Sophocles N. & Delis, Manthos D. & Papanikolaou, Nikolaos I., 2008. "Exploring the nexus between banking sector reform and performance: Evidence from newly acceded EU countries," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2674-2683, December.
  5. Emmanuel Constantine Mamatzakis, 2008. "Economic Performance And Public Infrastructure: An Application To Greek Manufacturing," Bulletin of Economic Research, Wiley Blackwell, vol. 60(3), pages 307-326, 07.
  6. George A. Christodoulakis & Emmanuel C. Mamatzakis, 2008. "An assessment of the EU growth forecasts under asymmetric preferences," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(6), pages 483-492.
  7. Staikouras, Christos & Mamatzakis, Emmanuel & Koutsomanoli-Filippaki, Anastasia, 2008. "An empirical investigation of operating performance in the new European banking landscape," Global Finance Journal, Elsevier, vol. 19(1), pages 32-45.
  8. Staikouras, Christos & Mamatzakis, Emmanuel & Koutsomanoli-Filippaki, Anastasia, 2008. "Cost efficiency of the banking industry in the South Eastern European region," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 483-497, December.
  9. Mamatzakis, Emmanuel & Staikouras, Christos & Koutsomanoli-Filippaki, Anastasia, 2008. "Bank efficiency in the new European Union member states: Is there convergence?," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 1156-1172, December.

2007

  1. Efferin, Sujoko & Hopper, Trevor, 2007. "Management control, culture and ethnicity in a Chinese Indonesian company," Accounting, Organizations and Society, Elsevier, vol. 32(3), pages 223-262, April.
  2. Trevor Hopper & Maria Major, 2007. "Extending Institutional Analysis through Theoretical Triangulation: Regulation and Activity-Based Costing in Portuguese Telecommunications," European Accounting Review, Taylor & Francis Journals, vol. 16(1), pages 59-97.
  3. Carol Alexander & Leonardo Nogueira, 2007. "Model-free price hedge ratios for homogeneous claims on tradable assets," Quantitative Finance, Taylor & Francis Journals, vol. 7(5), pages 473-479.
  4. Alexander, Carol & Nogueira, Leonardo M., 2007. "Model-free hedge ratios and scale-invariant models," Journal of Banking & Finance, Elsevier, vol. 31(6), pages 1839-1861, June.
  5. Mamatzakis, E.C., 2007. "EU infrastructure investment and productivity in Greek manufacturing," Journal of Policy Modeling, Elsevier, vol. 29(2), pages 335-344.
  6. J. M. Albala-Bertrand & E. C. Mamatzakis, 2007. "The Impact Of Disaggregated Infrastructure Capital On The Productivity Growth Of The Chilean Economy," Manchester School, University of Manchester, vol. 75(2), pages 258-273, 03.
  7. emmanuel mamatzakis & Panos Fousekis, 2007. "Towards a Common EU Policy on Income Distribution: the case of Social Benefit Expenditures," Economics Bulletin, AccessEcon, vol. 9(11), pages 1-5.

2006

  1. Emese Lazar & Carol Alexander, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336.
  2. Ali Bora Yiǧitbaşioǧlu & Carol Alexander, 2006. "Pricing And Hedging Convertible Bonds: Delayed Calls And Uncertain Volatility," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(03), pages 415-453.
  3. Emmanouel Mamatzakis & Christos Staikouras, 2006. "A micro-econometric model of the UK property-liability insurance industry," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(4), pages 257-260, July.

2005

  1. Quattrone, Paolo & Hopper, Trevor, 2005. "A 'time-space odyssey': management control systems in two multinational organisations," Accounting, Organizations and Society, Elsevier, vol. 30(7-8), pages 735-764.
  2. Trevor Hopper, 2005. "A commentary on 'The long road to publishing: a user-friendly expose'," Accounting Education, Taylor & Francis Journals, vol. 14(2), pages 177-180.
  3. Osborne, Michael J., 2005. "On the computation of a formula for the duration of a bond that yields precise results," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(1), pages 161-183, February.
  4. Carol Alexander & Anca Dimitriu, 2005. "Indexing, cointegration and equity market regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 213-231.
  5. Carol Alexander, 2005. "The Present and Future of Financial Risk Management," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 3(1), pages 3-25.
  6. E. C. Mamatzakis, 2005. "The dynamic responses of growth to tax structure for Greece," Applied Economics Letters, Taylor & Francis Journals, vol. 12(3), pages 177-180.
  7. Mamatzakis, E. & Staikouras, C. & Koutsomanoli-Fillipaki, N., 2005. "Competition and concentration in the banking sector of the South Eastern European region," Emerging Markets Review, Elsevier, vol. 6(2), pages 192-209, June.

2004

  1. John Burns & Trevor Hopper & Hassan Yazdifar, 2004. "Management accounting education and training: putting management in and taking accounting out," Qualitative Research in Accounting & Management, Emerald Group Publishing, vol. 1(1), pages 1-29, April.
  2. Alexander, Carol, 2004. "Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects," Journal of Banking & Finance, Elsevier, vol. 28(12), pages 2957-2980, December.
  3. Carol Alexander & Andrew Scourse, 2004. "Bivariate normal mixture spread option valuation," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 637-648.
  4. Carol Alexander & Anca Dimitriu, 2004. "Equity indexing: Optimize your passive investments," Quantitative Finance, Taylor & Francis Journals, vol. 4(3), pages 30-33.
  5. JosÈ M. Albala-Bertrand & Emmanuel C. Mamatzakis, 2004. "The Impact of Public Infrastructure on the Productivity of the Chilean Economy," Review of Development Economics, Wiley Blackwell, vol. 8(2), pages 266-278, 05.

2003

  1. Mamatzakis, E. C., 2003. "Public infrastructure and productivity growth in Greek agriculture," Agricultural Economics, Blackwell, vol. 29(2), pages 169-180, October.

2002

  1. E.C. Mamatzakis, 2002. "Public Infrastructure And Private Output: An Application To Greece," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 27(2), pages 143-160, December.

2001

  1. Michael J. Osborne, 2001. "Three Extensions to the Visualisation of Financial Concepts in the Complex Plane," Computers in Higher Education Economics Review, Economics Network, University of Bristol, vol. 14(2), pages 16-20.
  2. E. C. Mamatzakis, 2001. "Public Spending and Private Investment: Evidence From Greece," International Economic Journal, Taylor & Francis Journals, vol. 15(4), pages 33-46.
  3. J. M. Albala-Bertrand & E. C. Mamatzakis, 2001. "Is public infrastructure productive? Evidence from Chile," Applied Economics Letters, Taylor & Francis Journals, vol. 8(3), pages 195-198.

2000

  1. Michael J. Osborne, 2000. "Visualising financial concepts in the complex plane," Computers in Higher Education Economics Review, Economics Network, University of Bristol, vol. 14(1), pages 4-8.

1999

  1. E. C. Mamatzakis, 1999. "Testing for long run relationship between infrastructure and private capital productivity: a time series analysis for the Greek industry," Applied Economics Letters, Taylor & Francis Journals, vol. 6(4), pages 243-246.

1996

  1. Alexander, C O & Ledermann, W, 1996. "Are Nash Bargaining Wage Agreements Unique? An Investigation into Bargaining Sets for Firm-Union Negotiations," Oxford Economic Papers, Oxford University Press, vol. 48(2), pages 242-53, April.

1994

  1. Carol Alexander & Michael Barrow, 1994. "Seasonality and Cointegration of Regional House Prices in the UK," Urban Studies, Urban Studies Journal Limited, vol. 31(10), pages 1667-1689, December.

1993

  1. Alexander, Carol O, 1993. "The Changing Relationship between Productivity, Wages and Unemployment in the UK," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(1), pages 87-102, February.

1992

  1. Alexander, C. O. & Johnson, A., 1992. "Are foreign exchange markets really efficient?," Economics Letters, Elsevier, vol. 40(4), pages 449-453, December.

1991

  1. Hopper, Trevor & Armstrong, Peter, 1991. "Cost accounting, controlling labour and the rise of conglomerates," Accounting, Organizations and Society, Elsevier, vol. 16(5-6), pages 405-438.
  2. Miller, Peter & Hopper, Trevor & Laughlin, Richard, 1991. "The new accounting history: An introduction," Accounting, Organizations and Society, Elsevier, vol. 16(5-6), pages 395-403.

1987

  1. Cooper, David J. & Hopper, Trevor M., 1987. "Critical studies in accounting," Accounting, Organizations and Society, Elsevier, vol. 12(5), pages 407-414, August.
  2. Hopper, Trevor & Storey, John & Willmott, Hugh, 1987. "Accounting for accounting: Towards the development of a dialectical view," Accounting, Organizations and Society, Elsevier, vol. 12(5), pages 437-456, August.

1985

  1. Berry, A. J. & Capps, T. & Cooper, D. & Ferguson, P. & Hopper, T. & Lowe, E. A., 1985. "Management control in an area of the NCB: Rationales of accounting practices in a public enterprise," Accounting, Organizations and Society, Elsevier, vol. 10(1), pages 3-28, January.

1980

  1. Hopper, Trevor M., 1980. "Role conflicts of management accountants and their position within organisation structures," Accounting, Organizations and Society, Elsevier, vol. 5(4), pages 401-411, October.

Books

2010

  1. Cooper,David & Hopper,Trevor, 2010. "Debating Coal Closures," Cambridge Books, Cambridge University Press, number 9780521125970, April.

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.

Chapters

2009

  1. Nikolaos I Papanikolaou, 2009. "How Output Diversification Affects Bank Efficiency and Risk: an Intra-EU Comparison Study," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.