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Content
2024
2023
2022
- 33709 Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding
by Coakley, Jerry & Cumming, Douglas & Lazos, Aristogenis & Vismara, Silvio
- 33708 Private bank deposits and macro/fiscal risk in the euro-area
by Arghyrou, Michael G & Gadea, Maria-Dolores & Kontonikas, Alexandros
- 33707 Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
by Boswijk, H Peter & Cavaliere, Giuseppe & De Angelis, Luca & Taylor, AM Robert
- 33045 Choosing between persistent and stationary volatility
by Chronopoulos, Ilias & Giraitis, Liudas & Kapetanios, George
- 32447 Bonferroni Type Tests for Return Predictability and the Initial Condition
by Astill, Sam & Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert
- 32331 Stock returns predictability with unstable predictors
by Calonaci, Fabio & Kapetanios, George & Price, Simon
- 30620 Transformed Regression-based Long-Horizon Predictability Tests
by Demetrescu, Matei & Rodrigues, Paulo MM & Taylor, AM Robert
- 29779 Extensions to IVX Methods of Inference for Return Predictability
by Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo MM & Taylor, AM Robert
2021
- 31556 The Rise of Regional Financial Cycle and Domestic Credit Markets in Asia
by Banti, Chiara & Bose, Udichibarna
- 30947 ESG issues in emerging markets and the role of banks
by Arun, Thankom & Girardone, Claudia & Piserà, Stefano
- 30946 How does standardization affect OTC markets? Evidence from the Small Bang reform in the CDS market
by Manac, Radu-Dragomir & Banti, Chiara & Kellard, Neil
- 30945 Commodity price uncertainty comovement: Does it matter for global economic growth?
by Ferrara, Laurent & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios
- 30149 Trade Credit and Firm Investments: Empirical Evidence from Italian Cooperative Banks
by Filomeni, Stefano & Modina, Michele & Tabacco, Elena
- 29814 Simple Tests for Stock Return Predictability with Good Size and Power Properties
by Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert
- 29778 Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks
by Iacone, Fabrizio & Ørregaard Nielsen, Morten & Taylor, AM Robert
- 29777 Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume
by Balboa, Marina & Rodrigues, Paulo MM & Rubia, Antonio & Taylor, AM Robert
2020
- 29200 Stock market volatility and jumps in times of uncertainty
by Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios
- 29019 Corporate Credit Default Swap Systematic Factors
by Chan, Ka Kei & Lin, Ming-Tsung & Lu, Qinye
- 27775 Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium
by Harvey, David I & Leybourne, Stephen J & Sollis, Robert & Taylor, AM Robert
- 27543 Is there a trade-off between inventories and trade credit? The role of the sovereign debt crisis
by da Silva Fernandes, Filipa & Guariglia, Alessandra & Kontonikas, Alexandros & Tsoukas, Serafeim
- 27498 Measuring Oil Price Shocks
by Vlastakis, Nikolaos & Triantafyllou, Athanasios & Kellard, Neil
- 27364 Commodity Price Volatility and the Economic Uncertainty of Pandemics
by Bakas, Dimitrios & Triantafyllou, Athanasios
- 27362 Volatility Forecasting in European Government Bond Markets
by Özbekler, Ali Gencay & Kontonikas, Alexandros & Triantafyllou, Athanasios
- 27361 Commodity Price Uncertainty as a Leading Indicator of Economic Activity
by Bakas, Dimitrios & Ioakimidis, Marilou & Triantafyllou, Athanasios
- 26566 Oil price uncertainty as a predictor of stock market volatility
by Vlastakis, Nikolaos & Triantafyllou, Athanasios & Kellard, Neil
2019
- 27830 Does Easing Financing Matter for Firm Performance?
by Bose, Udichibarna & Mallick, Sushanta & Tsoukas, Serafeim
- 25125 Central Bank Announcements: Big News for Little People?
by Lamla, Michael J & Vinogradov, Dmitri V
- 24921 Assessing the vulnerability to price spikes in agricultural commodity markets
by Triantafyllou, Athanasios & Dotsis, George & Sarris, Alexandros
- 24771 Inflation and Deflationary Biases in Inflation Expectations
by Lamla, Michael & PJaifar, Damian & Rendell, Lea
- 24735 Oil Price Uncertainty and the Macroeconomy
by Triantafyllou, Athanasios & Vlastakis, Nikolaos & Kellard, Neil
- 24137 Testing for Episodic Predictability in Stock Returns
by Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo MM & Taylor, AM Robert
- 24136 A Generalised Fractional Differencing Bootstrap for Long Memory Processes
by Kapetanios, George & Papailias, Fotis & Taylor, AM Robert
- 24072 Deterministic Parameter Change Models in Continuous and Discrete Time
by Chambers, Marcus J & Taylor, AM Robert
- 23878 Temporal aggregation of seasonally near-integrated processes
by del Barrio Castro, Tomás & Rodrigues, Paulo MM & Taylor, AM Robert
- 20329 Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem
by Harris, David & Kew, Hsein & Taylor, AM Robert
2018
- 23707 State-level wage Phillips curves
by Kapetanios, George & Tasiou, Menelaos & Price, Simon & Ventouri, Alexia
- 23582 Does tax enforcement matter for the cost of bank loans? Evidence from the United States
by Bermpei, Theodora & Kalyvas, Antonios Nikolaos
- 23409 Risk, Financial Stability and FDI
by Kellard, Neil M & Kontonikas, Alexandros & Lamla, Michael J & Maiani, Stefano & Wood, Geoffrey
- 23347 The Implications of Central Bank Transparency for Uncertainty and Disagreement
by Jitmaneeroj, Boonlert & Lamla, Michael J & Wood, Andrew
- 23321 Credit Default Swap Spreads: Funding Liquidity Matters!
by Banti, Chiara & Kellard, Neil & Manac, Radu-Dragomir
- 23320 Time varying cointegration and the UK Great Ratios
by Kapetanios, George & Millard, Stephen & Price, Simon & Petrova, Katerina
- 23198 Detecting Regimes of Predictability in the U.S. Equity Premium
by Harvey, David I & Leybourne, Stephen J & Sollis, Robert & Taylor, AM Robert
- 22666 Machine Learning Macroeconometrics A Primer
by Korobilis, Dimitris
- 22665 Variational Bayes inference in high-dimensional time-varying parameter models
by Korobilis, Dimitris & Koop, Gary
- 21684 Time-Varying Parameters in Continuous and Discrete Time
by Chambers, Marcus J & Taylor, AM Robert
- 21470 Robust Tests for Deterministic Seasonality and Seasonal Mean Shifts
by Astill, Sam & Taylor, AM Robert
- 21329 Forecasting with High-Dimensional Panel VARs
by Koop, G & Korobilis, D
- 21268 Competition and Risk-Taking in Investment banking
by Degl’Innocenti, M & Fiordelisi, F & Girardone, C & Radić, N
- 21162 Testing for Parameter Instability in Predictive Regression Models
by Georgiev, I & Harvey, DI & Leybourne, SJ & Taylor, AM
- 21006 A Bootstrap Stationarity Test for Predictive Regression Invalidity
by Georgiev, I & Harvey, DI & Leybourne, SJ & Taylor, AMR
- 20937 Measuring Dynamic Connectedness with Large Bayesian VAR Models
by Korobilis, D & Yilmaz, K
2017
- 20781 Exchange rate predictability and dynamic Bayesian learning
by Beckmann, J & Koop, G & Korobilis, D & Schüssler, R
- 20605 Monetary policy and stock valuation: Structural VAR identification and size effects
by Kontonikas, A & Zekaite, Z
- 20571 Monetary Policy and Corporate Bond Returns
by Kontonikas, A & Maio, P & Zekaite, Z
- 20428 The Effect of News Shocks and Monetary Policy
by Gambetti, L & Korobilis, D & Tsoukalas, J & Zanetti, F
- 20417 "Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects
by Afonso, A & Arghyrou, MG & Gadea, MD & Kontonikas, A
- 20328 A UK financial conditions index using targeted data reduction: forecasting and structural identification
by Kapetanios, G & Price, SG & Young, G
- 19654 Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point
by Iacone, Fabrizio & Leybourne, Stephen J & Taylor, AM Robert
- 19565 Forecasting with many predictors using message passing algorithms
by Korobilis, D
- 19480 Bank capital and profitability:Evidence from a global sample
by Coccorese, P & Girardone, C
- 18832 Unit Root Tests and Heavy-Tailed Innovations
by Georgiev, I & Rodrigues, PMM & Taylor, AMR
- 18772 Wavelet-based option pricing: An empirical study
by Liu, Xiaoquan & Shen, Liya
2016
- 18626 Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions
by Korobilis, D & Pettenuzzo, D
- 18195 Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
by Byrne, JP & Cao, S & Korobilis, D
- 18194 Decomposing Global Yield Curve Co-Movement
by Byrne, JP & Cao, S & Korobilis, D
- 17454 Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order
by Cavaliere, G & De Angelis, L & Rahbek, A & Taylor, AMR
- 16588 Governance, efficiency and risk taking in Chinese banking
by Dong, Y & Girardone, C & Kuo, J
- 16511 "What's the Use of Having a Reputation If You Can't Ruin It Every Now and Then?" Regulatory Enforcement Actions on Banks and the Structure of Loan Syndicates
by Delis, Manthos D & Iosifidi, Maria & Kokas, Sotirios & Ongena, Steven & Xefteris, Dimitrios
- 16024 Public-Private Partnerships as Collaborative Projects: testing the theory on cases from EU and Russia
by Vinogradov, D & Shadrina, E
- 15847 Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point
by Harris, D & Leybourne, SJ & Taylor, AMR
- 15772 Learning or Leaning: Persistent and Transitory Spillovers from FDI
by Davies, RB & Lamla, MJ & Schiffbauer, M
2015
- 16807 Semi-Parametric Seasonal Unit Root Tests
by Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR
- 15627 Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies
by Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim
- 15626 Illiquidity in the stock and FX markets: an investigation of their cross-market dynamics
by Banti, C
- 15373 Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures
by Snaith, S & Kellard, NM & Ahmad, N
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