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Publications

by members of

University of Warwick → Warwick Business School → Finance Group

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2026

  1. Alexander Dickerson & Christian Julliard & Philippe Mueller, 2026, "The Co-Pricing Factor Zoo," Papers, arXiv.org, number 2604.04430, Apr.
  2. Alexander Dickerson & Philippe Mueller & Cesare Robotti, 2026, "Priced risk in corporate bonds," Papers, arXiv.org, number 2604.05699, Apr.
  3. Milne, Alistair & Niepelt, Dirk & Skeie, David, 2026, "Money Uniformity and Retail CBDC," CEPR Discussion Papers, Centre for Economic Policy Research, number 21448, May.

2025

  1. Bartram, Söhnke & Grinblatt, Mark & Xu, Yan, 2025, "Monetary Policy Predicts Currency Movements," CEPR Discussion Papers, Centre for Economic Policy Research, number 19881, Jan.
  2. Brodeur, Abel & Valenta, David & Marcoci, Alexandru & Aparicio, Juan P. & Mikola, Derek & Barbarioli, Bruno & Alexander, Rohan & Deer, Lachlan & Stafford, Tom & Vilhuber, Lars & Bensch, Gunther & Gold, 2025, "Comparing Human-Only, AI-Assisted, and AI-Led Teams on Assessing Research Reproducibility in Quantitative Social Science," I4R Discussion Paper Series, The Institute for Replication (I4R), number 195.
  3. Thanassoulis, John, 2025, "The Problem of Business Evil: Corporate Fraud, Rogue Trading and Pharmaceutical Misconduct," CEPR Discussion Papers, Centre for Economic Policy Research, number 20823, Nov.

2024

  1. Bartram, Söhnke & Chhaochharia, Vidhi & Kumar, Alok & Mo, Hongwei, 2024, "Learning from Local Analysts," CEPR Discussion Papers, Centre for Economic Policy Research, number 19670, Nov.
  2. Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2024, "Creative Destruction, Stock Return Volatility, and the Number of Listed Firms," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-09, Jun.
  3. Markus Leippold & Felix Matthys & Philippe Mueller & Michal Svaton, 2024, "Political uncertainty and currency markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-13, Jan.
  4. Carlos Cañón Salazar & Misa Tanaka & John Thanassoulis, 2024, "Regulatory stringency as a competitive tool for financial centres," Bank of England Staff Working Paper series, Bank of England, number 1098, Dec.
  5. Guillaume Carlier & Xavier Dupuis & Jean-Charles Rochet & John Thanassoulis, 2024, "A General Solution to the Quasi Linear Screening Problem," Post-Print, HAL, number hal-04598698, Oct, DOI: 10.1016/j.jmateco.2024.103025.

2023

  1. Bartram, Söhnke & Djuranovik, Leslie & Garratt, Anthony & Xu, Yan, 2023, "Mispricing and Risk Premia in Currency Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 18563, Oct.
  2. Andrea Gamba & Alessio Saretto, 2023, "Debt Maturity and Commitment on Firm Policies," Working Papers, Federal Reserve Bank of Dallas, number 2303, Apr, revised 04 Mar 2026, DOI: 10.24149/wp2303r2.
  3. Irem Erten & Ioana Neamtu & John Thanassoulis, 2023, "The ring-fencing bonus," Bank of England Staff Working Paper series, Bank of England, number 999, Jan.
  4. Thanassoulis, John & Vadasz, Tamas, 2023, "The Cost of Banking with Naivety and Adverse Selection," CEPR Discussion Papers, Centre for Economic Policy Research, number 18171, May.

2022

  1. Bartram, Söhnke & Grinblatt, Mark & Nozawa, Yoshio, 2022, "Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 17592, Oct.
  2. Andrea Gamba & Alessio Saretto, 2022, "Endogenous Option Pricing," Working Papers, Federal Reserve Bank of Dallas, number 2202, Mar, DOI: 10.24149/wp2202.
  3. Gerardo Ferrara & Philippe Mueller & Ganesh Viswanath-Natraj & Junxuan Wang, 2022, "Central bank swap lines: micro-level evidence," Bank of England Staff Working Paper series, Bank of England, number 977, May.

2021

  1. Bartram, Söhnke & Djuranovik, Leslie & Garratt, Anthony, 2021, "Currency Anomalies," CEPR Discussion Papers, Centre for Economic Policy Research, number 15653, Jan.
  2. Bartram, Söhnke & Conrad, Jennifer & Lee, Jongsub & Subrahmanyam, Marti, 2021, "Credit default swaps around the world," CEPR Discussion Papers, Centre for Economic Policy Research, number 15668, Jan.
  3. Bartram, Söhnke & Hou, Kewei & Kim, Sehoon, 2021, "Real Effects of Climate Policy: Financial Constraints and Spillovers," CEPR Discussion Papers, Centre for Economic Policy Research, number 15986, Mar.
  4. Matthias Buechner & Bryan T. Kelly, 2021, "A Factor Model For Option Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 29369, Oct.
  5. Ingomar Krohn & Philippe Mueller & Paul Whelan, 2021, "Foreign Exchange Fixings and Returns Around the Clock," Staff Working Papers, Bank of Canada, number 21-48, Oct, DOI: 10.34989/swp-2021-48.
  6. Thanassoulis, John, 2021, "Competition and Misconduct," CEPR Discussion Papers, Centre for Economic Policy Research, number 16678, Oct.

2020

  1. Bartram, Söhnke & Branke, Jürgen & Motahari, Mehrshad, 2020, "Artificial Intelligence in Asset Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 14525, Mar.
  2. Antoine Martin & James J. McAndrews & Ali Palida & David R. Skeie, 2020, "Explaining the Puzzling Behavior of Short-Term Money Market Rates," Liberty Street Economics, Federal Reserve Bank of New York, number 20200824, Aug.

2019

  1. Bartram, Söhnke & Grinblatt, Mark, 2019, "Global Market Inefficiencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 14232, Dec.
  2. Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2019, "Why is There a Secular Decline in Idiosyncratic Risk in the 2000s?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-19, Sep.
  3. Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019, "Market-based monetary policy uncertainty," CESifo Working Paper Series, CESifo, number 7621.
  4. Nina Boyarchenko & Leonardo Elias & Philippe Mueller, 2019, "Corporate Credit Provision," Staff Reports, Federal Reserve Bank of New York, number 895, Aug.

2018

  1. Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2018, "Why Has Idiosyncratic Risk Been Historically Low in Recent Years?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-02, Jan.
  2. Douglas Gale & Andrea Gamba & Marcella Lucchetta, 2018, "Dynamic Bank Capital Regulation in Equilibrium," 2018 Meeting Papers, Society for Economic Dynamics, number 680.
  3. Paul Schneider, 2018, "Does it Pay to Be an Optimist?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-02, Jan, revised Feb 2018.
  4. Thanassoulis, John, 2018, "The I.O. of ethics and cheating when consumers do not have rational expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 13172, Sep.

2017

  1. Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2017, "Why Does Idiosyncratic Risk Increase with Market Risk?," CESifo Working Paper Series, CESifo, number 6560.
  2. Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2017, "International Illiquidity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1201, Mar, DOI: 10.17016/IFDP.2017.1201.
  3. Petar Sabtchevsky & Paul Whelan & Andrea Vedolin & Philippe Mueller, 2017, "Variance Risk Premia on Stocks and Bonds," 2017 Meeting Papers, Society for Economic Dynamics, number 1161.
  4. Thanassoulis, John & Rochet, Jean Charles, 2017, "Intertemporal Price Discrimination with Two Products," CEPR Discussion Papers, Centre for Economic Policy Research, number 12034, May.
  5. Thanassoulis, John & Morrison, Alan, 2017, "Ethical standards and cultural assimilation in financial services," CEPR Discussion Papers, Centre for Economic Policy Research, number 12060, May.

2016

  1. David Canning & Declan French & Michael Moore, 2016, "The Economics of Fertility Timing: An Euler Equation Approach," PGDA Working Papers, Program on the Global Demography of Aging, number 11714, Oct.
  2. Shehadeh, Ali & Erdős, Péter & Li, Youwei & Moore, Michael, 2016, "US Dollar Carry Trades in the Era of “Cheap Money”," MPRA Paper, University Library of Munich, Germany, number 70770, Apr.
  3. Shehadeh, Ali & Li, Youwei & Moore, Michael, 2016, "The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity," MPRA Paper, University Library of Munich, Germany, number 71709, Jun.
  4. Mueller, Philippe & Tahbaz-Salehi, Alireza & Vedolin, Andrea, 2016, "Exchange rates and monetary policy uncertainty," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118998, Jan.
  5. Schneider, Paul & Wagner, Christian & Zechner, Josef, 2016, "Low risk anomalies?," CFS Working Paper Series, Center for Financial Studies (CFS), number 550.

2015

  1. Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2015, "Mortgage risk and the yield curve," BIS Working Papers, Bank for International Settlements, number 532, Dec.
  2. Paul Schneider, 2015, "An Anatomy of the Equity Premium," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-61, Dec.
  3. Paul Schneider & Fabio Trojani, 2015, "Divergence and the Price of Uncertainty," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-60, Nov.
  4. Antoine Martin & David Skeie & Xavier Freixas, 2015, "Bank Liquidity, Interbank Markets and Monetary Policy," Working Papers, Barcelona School of Economics, number 429, Sep.
  5. John Thanassoulis & Misa Tanaka, 2015, "Bankers' pay and excessive risk," Bank of England Staff Working Paper series, Bank of England, number 558, Oct.

2014

  1. Foucault, Thierry & Tham, Wing Wah & Kozhan, Roman, 2014, "Toxic Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 9925, Apr.
  2. Koufopoulos, Kostos & Kozhan, Roman & Trigilia, Giulio, 2014, "Optimal Security Design under Asymmetric Information and Profit Manipulation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1050.
  3. Philippe Mueller & Gyuri Venter & Andrea Vedolin & Aytek Malkhozov, 2014, "International Liquidity CAPM," 2014 Meeting Papers, Society for Economic Dynamics, number 1165.
  4. Paul SCHNEIDER, 2014, "Generalized Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-29, Jul.
  5. Donald P. Morgan & James Narron & David R. Skeie, 2014, "Crisis Chronicles: The Hamburg Crisis of 1799 and How Extreme Winter Weather Still Disrupts the Economy," Liberty Street Economics, Federal Reserve Bank of New York, number 20140808, Aug.
  6. Donald P. Morgan & James Narron & David R. Skeie, 2014, "Crisis Chronicles: The British Export Bubble of 1810 and Pegged versus Floating Exchange Rates," Liberty Street Economics, Federal Reserve Bank of New York, number 20140905, Sep.
  7. Donald P. Morgan & James Narron & David R. Skeie, 2014, "Crisis Chronicles: The Panic of 1819—America’s First Great Economic Crisis," Liberty Street Economics, Federal Reserve Bank of New York, number 20141205c, Dec.
  8. David Hou & David R. Skeie, 2014, "LIBOR: origins, economics, crisis, scandal, and reform," Staff Reports, Federal Reserve Bank of New York, number 667, Mar.
  9. Alex Edmans & Lucius Li & Chendi Zhang, 2014, "Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around The World," NBER Working Papers, National Bureau of Economic Research, Inc, number 20300, Jul.

2013

  1. Malkhozov, Aytek & Mueller, Philippe & Vedolin, Andrea & Venter, Gyuri, 2013, "Mortgage hedging in fixed income markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119032, Jun.
  2. Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2013, "International correlation risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43087, Jan.
  3. Shapiro, Joel & Skeie, David, 2013, "Information Management in Banking Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 9612, Aug.
  4. Darrell Duffie & David R. Skeie & James Vickery, 2013, "A sampling-window approach to transactions-based Libor fixing," Staff Reports, Federal Reserve Bank of New York, number 596.
  5. Dennis Kuo & David R. Skeie & James Vickery & Thomas Youle, 2013, "Identifying term interbank loans from Fedwire payments data," Staff Reports, Federal Reserve Bank of New York, number 603.
  6. Anna Kovner & David R. Skeie, 2013, "Evaluating the quality of fed funds lending estimates produced from Fedwire payments data," Staff Reports, Federal Reserve Bank of New York, number 629, Sep.
  7. Antoine Martin & David R. Skeie & Ernst-Ludwig von Thadden, 2013, "The fragility of short-term secured funding markets," Staff Reports, Federal Reserve Bank of New York, number 630.
  8. Antoine Martin & James J. McAndrews & Ali Palida & David R. Skeie, 2013, "Federal Reserve tools for managing rates and reserves," Staff Reports, Federal Reserve Bank of New York, number 642, Sep.
  9. David Gill & John Thanassoulis, 2013, "Competition in Posted Prices With Bargaining," Economics Series Working Papers, University of Oxford, Department of Economics, number 639, Jan.
  10. John Thanassoulis, 2013, "Short-Term Shareholders, Bubbles, And CEO Myopia," Economics Series Working Papers, University of Oxford, Department of Economics, number 663, Jul.
  11. David Gill & John Thanassoulis, 2013, "Competition in Posted Prices With Stochastic Discounts," Economics Series Working Papers, University of Oxford, Department of Economics, number 682, Oct.

2012

  1. Mr. Gianni De Nicolo & Mr. Andrea Gamba & Marcella Lucchetta, 2012, "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," IMF Working Papers, International Monetary Fund, number 2012/072, Mar.
  2. Peter G. Dunne & Harald Hau & Michael Moore, 2012, "Dealer Intermediation between Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-29, Aug.
  3. Mueller, Philippe & Vedolin, Andrea & Yen, Yu-Min, 2012, "Bond variance risk premia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119053, Jan.
  4. John Thanassoulis, 2012, "Bank Pay Caps, Bank Risk, and Macroprudential Regulation," Economics Series Working Papers, University of Oxford, Department of Economics, number 636, Dec.

2011

  1. Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M., 2011, "Why Are U.S. Stocks More Volatile?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2011-6, Feb.
  2. Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011, "Asymmetric Loss Functions and the Rationality of Expected Stock Returns," MPRA Paper, University Library of Munich, Germany, number 47343.
  3. Mueller, Philippe & Vedolin, Andrea & Zhou, Hao, 2011, "Short run bond risk premia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119065, Jun.
  4. Damir Filipovi'c & Eberhard Mayerhofer & Paul Schneider, 2011, "Density Approximations for Multivariate Affine Jump-Diffusion Processes," Papers, arXiv.org, number 1104.5326, Apr, revised Oct 2011.
  5. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011, "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers, Centre for Economic Policy Research, number 8503, Aug.
  6. Acharya, Viral & Skeie, David, 2011, "A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 8705, Dec.
  7. Martin, Antoine & Skeie, David & Thadden, Ernst-Ludwig, 2011, "Repo runs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119064, Jul.
  8. Linda S. Goldberg & David R. Skeie, 2011, "Why Did U.S. Branches of Foreign Banks Borrow at the Discount Window during the Crisis?," Liberty Street Economics, Federal Reserve Bank of New York, number 20110413, Apr.
  9. Antoine Martin & James J. McAndrews & David R. Skeie, 2011, "A note on bank lending in times of large bank reserves," Staff Reports, Federal Reserve Bank of New York, number 497.
  10. John Thanassoulis, 2011, "The Case For Intervening In Bankers' Pay," Economics Series Working Papers, University of Oxford, Department of Economics, number 532, Feb.
  11. John Thanassoulis, 2011, "Bankers' Pay Structure And Risk," Economics Series Working Papers, University of Oxford, Department of Economics, number 545, Apr.
  12. John Thanassoulis, 2011, "Industrial Structure, Executives' Pay And Myopic Risk Taking," Economics Series Working Papers, University of Oxford, Department of Economics, number 571, Oct.

2010

  1. Bartram, Sohnke M. & Griffin, John & Ng, David, 2010, "How Important Are Foreign Ownership Linkages for International Stock Returns?," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 10-21, Jun.
  2. Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010, "Macroeconomic Risks and Characteristic-Based Factor Models," MPRA Paper, University Library of Munich, Germany, number 47344.
  3. Maurice J. Roche & Michael J. Moore, 2010, "For Rich or for Poor: When does Uncovered Interest Parity Hold?," Working Papers, Toronto Metropolitan University, Department of Economics, number 015, May.
  4. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010, "Properties of Foreign Exchange Risk Premia," MPRA Paper, University Library of Munich, Germany, number 21302, Jan.
  5. Skeie, David R., 2010, "Comment," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123269, Dec.
  6. Nocke, Volker & Thanassoulis, John, 2010, "Vertical Relations under Credit Constraints," CEPR Discussion Papers, Centre for Economic Policy Research, number 7636, Jan.
  7. John Thanassoulis & David Gill, 2010, "The Optimal Marketing Mix of Posted Prices, Discounts and Bargaining," Economics Series Working Papers, University of Oxford, Department of Economics, number 479, Feb.

2009

  1. Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M., 2009, "Why Do Foreign Firms Have Less Idiosyncratic Risk Than U.S. Firms?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-5, Apr.
  2. Bartram, Söhnke M. & Brown, Gregory W. & Minton, Bernadette, 2009, "Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure," MPRA Paper, University Library of Munich, Germany, number 14041, Jan.
  3. Aretz, Kevin & Bartram, Söhnke M., 2009, "Corporate Hedging and Shareholder Value," MPRA Paper, University Library of Munich, Germany, number 14088, Feb.
  4. Bartram, Söhnke M. & Bodnar, Gordon M., 2009, "No Place To Hide: The Global Crisis in Equity Markets in 2008/09," MPRA Paper, University Library of Munich, Germany, number 15955, Mar.
  5. Kim Christensen & Roel Oomen & Mark Podolskij, 2009, "Realised Quantile-Based Estimation of the Integrated Variance," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-27, May.
  6. Hautsch, Nikolaus & Kyj, Lada M. & Oomen, Roel C.A., 2009, "A blocking and regularization approach to high dimensional realized covariance estimation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-049.
  7. Alessandro Palandri, 2009, "The Effects of Interest Rate Movements on Assets’ Conditional Second Moments," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-32, Jul.
  8. Aleksandar Mijatovic & Paul Schneider, 2009, "Empirical asset pricing with nonlinear risk premia," Papers, arXiv.org, number 0911.0928, Nov.
  9. Adam B. Ashcraft & James J. McAndrews & David R. Skeie, 2009, "Precautionary reserves and the interbank market," Staff Reports, Federal Reserve Bank of New York, number 370.

2008

  1. Andrea GAMBA & Nicola FUSARI, 2008, "Valuing modularity as a real option," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-20, Jan.
  2. Dunne, Peter G & Hau, Harald & Moore, Michael, 2008, "A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 6969, Sep.
  3. Menzie D. Chinn & Michael J. Moore, 2008, "Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set," NBER Working Papers, National Bureau of Economic Research, Inc, number 14175, Jul.
  4. Chernov, Mikhail & Mueller, Philippe, 2008, "The Term Structure of Inflation Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 6809, Apr.
  5. David R. Skeie, 2008, "Banking with nominal deposits and inside money," Staff Reports, Federal Reserve Bank of New York, number 242.
  6. Howard Smith & John Thanassoulis, 2008, "Bargaining Between Retailers and their Suppliers," Economics Series Working Papers, University of Oxford, Department of Economics, number 388, Feb.

2007

  1. Bartram, Söhnke M. & Burns, Natasha & Helwege, Jean, 2007, "Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions," MPRA Paper, University Library of Munich, Germany, number 10122, Apr, revised 21 Aug 2008.
  2. Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2007, "Are Short-sellers Different?," MPRA Paper, University Library of Munich, Germany, number 13585, Aug, revised 16 Nov 2008.
  3. Bartram, Söhnke M. & Brown, Philip & How, Janice C.Y. & Verhoeven, Peter, 2007, "Agency Conflicts and Corporate Payout Policies: A Global Study," MPRA Paper, University Library of Munich, Germany, number 23244, Jul.
  4. Bartram, Söhnke M., 2007, "What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows," MPRA Paper, University Library of Munich, Germany, number 6661, Jul.
  5. Bartram, Söhnke M., 2007, "Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk," MPRA Paper, University Library of Munich, Germany, number 6662, May.
  6. 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, Federal Reserve Bank of St. Louis, number 2006-061, DOI: 10.20955/wp.2006.061.
  7. Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2007, "An Economic Evaluation of Empirical Exchange Rate Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 6598, Dec.
  8. David E. Bloom & David Canning & Michael Moore, 2007, "A Theory of Retirement," PGDA Working Papers, Program on the Global Demography of Aging, number 2607, Oct.
  9. Peter G. Dunne & michaël J. Moore & Richard Portes, 2007, "Benchmark status in fixed-income asset markets," Post-Print, HAL, number halshs-00754214, Jul, DOI: 10.1111/j.1468-5957.2007.02039.x.
  10. Maurice J. Roche & Michael J. Moore, 2007, "Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1750507.
  11. David R. Skeie, 2007, "Vesting and control in venture capital contracts," Staff Reports, Federal Reserve Bank of New York, number 297.
  12. David Gill & John Thanassoulis, 2007, "Too Many Bargainers Spoil The Broth: The Impact of Bargaining on Markets with Price Takers," Economics Series Working Papers, University of Oxford, Department of Economics, number 329, May.
  13. Sorge, Marco & Zhang, Chendi, 2007, "Credit information quality and corporate debt maturity : theory and evidence," Policy Research Working Paper Series, The World Bank, number 4239, Jun.

2006

  1. Bartram, Sohnke M. & Bodnar, Gordon M., 2006, "Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets," MPRA Paper, University Library of Munich, Germany, number 13064, Jun, revised 02 Nov 2008.
  2. Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2006, "The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis," MPRA Paper, University Library of Munich, Germany, number 13155, Sep, revised 26 Oct 2008.
  3. Bartram, Söhnke M. & Brown, Gregory W. & Conrad, Jennifer, 2006, "The Effects of Derivatives on Firm Risk and Value," MPRA Paper, University Library of Munich, Germany, number 9831, Oct, revised 24 Jul 2008.
  4. Kozhan, Roman, 2006, "Multiple Priors And No-Transaction Region," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2006,4.
  5. Dunne, Peter & Moore, Michael J. & Portes, Richard, 2006, "An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets," Research Technical Papers, Central Bank of Ireland, number 9/RT/06, Aug.
  6. David E. Bloom & David Canning & Michael Moore & Younghwan Song, 2006, "The Effect of Subjective Survival Probabilities on Retirement and Wealth in the United States," PGDA Working Papers, Program on the Global Demography of Aging, number 1706, Nov.
  7. David Bloom & David Canning & Rick Mansfield & Michael Moore, 2006, "Demographic Change, Social Security Systems, and Savings," PGDA Working Papers, Program on the Global Demography of Aging, number 1906, Oct.
  8. Antoine Martin & Michael J. Orlando & David R. Skeie, 2006, "Payment networks in a search model of money," Staff Reports, Federal Reserve Bank of New York, number 263, Oct.
  9. Smith, Howard & Thanassoulis, John, 2006, "Upstream Competition and Downstream Buyer Power," CEPR Discussion Papers, Centre for Economic Policy Research, number 5803, Aug.
  10. John Thanassoulis, 2006, "Bargaining Microfoundations for Productivity Dispersion," Economics Series Working Papers, University of Oxford, Department of Economics, number 262, Apr.
  11. John Thanassoulis, 2006, "Competitive Mixed Bundling and Consumer Surplus," Economics Series Working Papers, University of Oxford, Department of Economics, number 263, May.

2005

  1. Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2005, "Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE," MPRA Paper, University Library of Munich, Germany, number 13586, Jul, revised 10 Oct 2008.
  2. Bartram, Söhnke M. & Bodnar, Gordon, 2005, "The Exchange Rate Exposure Puzzle," MPRA Paper, University Library of Munich, Germany, number 6482, Oct.
  3. Bartram, Söhnke M. & Brown, Gregory W. & Hund, John E., 2005, "Estimating Systemic Risk in the International Financial System," MPRA Paper, University Library of Munich, Germany, number 6658, Jul.
  4. David E. Bloom & David Canning & Michael Moore, 2005, "The Effect of Improvements in Health and Longevity on Optimal Retirement and Saving," PGDA Working Papers, Program on the Global Demography of Aging, number 0205.
  5. Richard K. Lyons & Michael J. Moore, 2005, "An Information Approach to International Currencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 11220, Mar.
  6. Georg Mosburger & Paul Schneider, 2005, "Modelling International Bond Markets with Affine Term Structure Models," Finance, University Library of Munich, Germany, number 0509003, Sep.

2004

  1. Bartram, Sohnke M. & Karolyi, G. Andrew, 2004, "The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-3, Sep.
  2. Söehnke Bartram & Stephen Taylor & Yaw-Huei Wang, 2004, "The Euro and European Financial Market Integration," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 49, Sep, revised 13 Oct 2004.
  3. Bartram, Söhnke M., 2004, "The Use of Options in Corporate Risk Management," MPRA Paper, University Library of Munich, Germany, number 6663, Jan.
  4. Dunne, Peter G & Hau, Harald & Moore, Michael, 2004, "Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 4806, Dec.
  5. Roel C.A. Oomen, 2004, "Statistical Models for High Frequency Security Prices," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 77, Aug.
  6. David R. Skeie, 2004, "Money and Modern Bank Runs," 2004 Meeting Papers, Society for Economic Dynamics, number 785.
  7. Charles Bellemare & Michaela Krause & Sabine Kröger & Chendi Zhang, 2004, "Myopic Loss Aversion, Information Dissemination, and the Equity Premium Puzzle," Cahiers de recherche, CIRPEE, number 0428.

2003

  1. Sohnke M. Bartram & Gregory W. Brown & Frank R. Fehle, 2003, "International Evidence on Financial Derivatives Usage," Finance, University Library of Munich, Germany, number 0307003, Jul, revised 24 Jul 2003.
  2. Sohnke M. Bartram & Frank R. Fehle, 2003, "Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax," Finance, University Library of Munich, Germany, number 0307005, Jul, revised 06 Nov 2003.
  3. Sohnke M. Bartram & Frank R. Fehle, 2003, "Alternative Market Structures for Derivatives," Finance, University Library of Munich, Germany, number 0311007, Nov, revised 12 Dec 2003.
  4. Andrea Gamba, 2003, "Valutazione di attività reali in condizioni di incertezza e flessibilità," Working Papers, University of Verona, Department of Economics, number 02/2003, Feb.

2002

  1. Sohnke M. Bartram, 2002, "Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations," Finance, University Library of Munich, Germany, number 0207001, Jul.
  2. Andrea Gamba & Alberto Micalizzi, 2002, "Product Development and Market Expansion: a Valuation Approach Based on Real Options," Working Papers, University of Verona, Department of Economics, number 01/2002, Dec.
  3. Moore, Michael & Dunne, Peter G & Portes, Richard, 2002, "Defining Benchmark Status: An Application using Euro-Area Bonds," CEPR Discussion Papers, Centre for Economic Policy Research, number 3490, Aug.
  4. Roche, M.J. & Moore. M.J., 2002, "Volatile and persistent real exchange rates without the contrivance of sticky prices," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1160402, Apr.

2001

  1. Sohnke M. Bartram & Gunter Dufey, 2001, "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Finance, University Library of Munich, Germany, number 0107001, Jul.
  2. Sohnke M. Bartram, 2001, "The Interest Rate Exposure of Nonfinancial Corporations," Finance, University Library of Munich, Germany, number 0112002, Dec, revised 13 May 2002.
  3. William P. Killeen & Richard K. Lyons & Michael J. Moore, 2001, "Fixed versus Flexible: Lessons from EMS Order Flow," NBER Working Papers, National Bureau of Economic Research, Inc, number 8491, Sep.
  4. Roel C.A. OOMEN, 2001, "Using high frequency stock market index data to calculate, model and forecast realized return variance," Economics Working Papers, European University Institute, number ECO2001/06.
  5. Roel Oomen, 2001, "Using High Frequency Data to Calculate, Model and Forecast Realized Volatility," Computing in Economics and Finance 2001, Society for Computational Economics, number 75, Apr.

2000

  1. Bartram, S.M., 2000, "Corporate Risk Management as a Lever for Shareholder Value Creation," Papers, Southern California - School of Business Administration, number 00-58.
  2. Moore, Michael & Hau, Harald & Killeen, William, 2000, "The Euro as an International Currency: Explaining Puzzling First Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 2510, Jul.

1999

  1. A. Gamba & P. Pellizzari, 1999, "Utility based pricing of contingent claims," Finance, University Library of Munich, Germany, number 9902003, Feb, revised 14 Oct 2002.
  2. Cook, Philip J. & Moore, Michael J., 1999, "Alcohol," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 156.

1995

  1. Michael J Moore; & Maurice Roche, 1995, "Liquidity in the Forward Exchange Market," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n580795.
  2. Michael J Moore; & Maurice Roche, 1995, "Liquidity in the Forward Exchange Market: Technical Appendix Abstract : This appendix provides two fully worked out examples of solving nonlinear stochastic first order efficiency conditions using methods of Chrisiano (1990, 1991)," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n590795.

1992

  1. O'Connell, Thomas & Moore, Michael, 1992, "Monetary Policy in Stage Two of EMU," CEPR Discussion Papers, Centre for Economic Policy Research, number 616, Jan.
  2. Moore, Michael, 1992, "Covered Purchasing Power Parity, Ex-Ante PPP and Risk Aversion," CEPR Discussion Papers, Centre for Economic Policy Research, number 635, Apr.

1991

  1. Moore, Michael, 1991, "Financial Innovation and the Neutrality of Money," CEPR Discussion Papers, Centre for Economic Policy Research, number 569, Aug.

1984

  1. Michael J. Moore & J. Peter Neary, 1984, "Intertemporal disequilibrium in an open economy," Working Papers, School of Economics, University College Dublin, number 198423, May.

1983

  1. Michael J. Moore, 1983, "Demand management with rationing," Working Papers, School of Economics, University College Dublin, number 198310, Jun.
  2. Michael J. Moore, 1983, "Money wages and employment - revisited," Working Papers, School of Economics, University College Dublin, number 198316, Nov.

Undated

  1. Maurice J. Roche & Michael J. Moore, undated, "Less of a puzzle: a new look at the forward forex market," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n.

Journal articles

2026

  1. Abel Brodeur & David Valenta & Alexandru Marcoci & Juan P. Aparicio & Derek Mikola & Bruno Barbarioli & Rohan Alexander & Lachlan Deer & Tom Stafford & Lars Vilhuber & Gunther Bensch & Fabio Motoki & , 2026, "AI-assisted teams outperform AI-led teams but not human-only teams in assessing research reproducibility in quantitative social science," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, volume 123, issue 22, pages 2524747123-, June, DOI: 10.1073/pnas.2524747123.
  2. Dickerson, Alexander & Julliard, Christian & Mueller, Philippe, 2026, "The co-pricing factor zoo," Journal of Financial Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.jfineco.2026.104295.

2025

  1. Bartram, Söhnke M. & Djuranovik, Leslie & Garratt, Anthony & Xu, Yan, 2025, "Mispricing and Risk Premia in Currency Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 2, pages 695-733, March.
  2. Bartram, Söhnke M. & Grinblatt, Mark & Nozawa, Yoshio, 2025, "Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 3, pages 1185-1233, May.
  3. Andrea Gamba & Joe Yanxiong Gong & Kebin Ma, 2025, "Nondilutive CoCo Bonds: A Necessary Evil?," The Review of Corporate Finance Studies, Society for Financial Studies, volume 14, issue 3, pages 915-947.

2024

  1. András Danis & Andrea Gamba, 2024, "Dark Knights: The Rise in Firm Intervention by Credit Default Swap Investors," Management Science, INFORMS, volume 70, issue 2, pages 952-970, February, DOI: 10.1287/mnsc.2023.4717.
  2. Ingomar Krohn & Philippe Mueller & Paul Whelan, 2024, "Foreign Exchange Fixings and Returns around the Clock," Journal of Finance, American Finance Association, volume 79, issue 1, pages 541-578, February, DOI: 10.1111/jofi.13306.
  3. Natalia Koshel & John Thanassoulis, 2024, "The Green Central Bank Index," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 13, issue 2, pages 5-39.
  4. Carlier, Guillaume & Dupuis, Xavier & Rochet, Jean-Charles & Thanassoulis, John, 2024, "A general solution to the quasi linear screening problem," Journal of Mathematical Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.jmateco.2024.103025.

2023

  1. Dickerson, Alexander & Mueller, Philippe & Robotti, Cesare, 2023, "Priced risk in corporate bonds," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103707.
  2. John Thanassoulis, 2023, "Competition and Misconduct," Journal of Finance, American Finance Association, volume 78, issue 4, pages 2277-2327, August, DOI: 10.1111/jofi.13227.

2022

  1. Bartram, Söhnke M. & Hou, Kewei & Kim, Sehoon, 2022, "Real effects of climate policy: Financial constraints and spillovers," Journal of Financial Economics, Elsevier, volume 143, issue 2, pages 668-696, DOI: 10.1016/j.jfineco.2021.06.015.
  2. Söhnke M Bartram & Jennifer Conrad & Jongsub Lee & Marti G Subrahmanyam, 2022, "Credit Default Swaps around the World," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2464-2524.
  3. Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022, "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, volume 132, issue 644, pages 1290-1308.

2021

  1. Bartram, Söhnke M. & Grinblatt, Mark, 2021, "Global market inefficiencies," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 234-259, DOI: 10.1016/j.jfineco.2020.07.011.
  2. Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021, "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, volume 91, issue 5, pages 655-703, July, DOI: 10.1007/s11573-021-01035-y.

2020

  1. Andrea Gamba & Alessio Saretto, 2020, "Growth Options and Credit Risk," Management Science, INFORMS, volume 66, issue 9, pages 4269-4291, September, DOI: 10.287/mnsc.2019.3387.
  2. Ordóñez-Calafí, Guillem & Thanassoulis, John, 2020, "Stock selling during takeovers," Journal of Corporate Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.jcorpfin.2019.101550.

2019

  1. Bartram, Söhnke M., 2019, "Corporate hedging and speculation with derivatives," Journal of Corporate Finance, Elsevier, volume 57, issue C, pages 9-34, DOI: 10.1016/j.jcorpfin.2017.09.023.
  2. Marco Bianco & Andrea Gamba, 2019, "Inventory and Corporate Risk Management," The Review of Corporate Finance Studies, Society for Financial Studies, volume 8, issue 1, pages 97-145.
  3. Krohn, Ingomar & Moore, Michael J., 2019, "Dealer activity and macro fundamentals – New evidence from hybrid exchange rate models," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 363-378, DOI: 10.1016/j.jimonfin.2018.03.007.
  4. Ferreira, Alex & Moore, Michael & Mukherjee, Satrajit, 2019, "Expectation errors in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 44-51, DOI: 10.1016/j.jimonfin.2019.03.005.
  5. Philippe Mueller & Andrea Vedolin & Hao Zhou, 2019, "Short-Run Bond Risk Premia," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 03, pages 1-34, September, DOI: 10.1142/S2010139219500113.
  6. Kwaku Ohene-Asare & Jones Kofi Anyimadu Asare & Charles Turkson, 2019, "Dynamic cost productivity and economies of scale of Ghanaian insurers," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 44, issue 1, pages 148-177, January, DOI: 10.1057/s41288-018-0111-6.
  7. Paul Schneider & Fabio Trojani, 2019, "(Almost) Model‐Free Recovery," Journal of Finance, American Finance Association, volume 74, issue 1, pages 323-370, February, DOI: 10.1111/jofi.12737.
  8. Schneider, Paul, 2019, "An anatomy of the market return," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 325-350, DOI: 10.1016/j.jfineco.2018.10.015.
  9. Jean‐Charles Rochet & John Thanassoulis, 2019, "Intertemporal price discrimination with two products," RAND Journal of Economics, RAND Corporation, volume 50, issue 4, pages 951-973, December, DOI: 10.1111/1756-2171.12301.

2018

  1. Bartram, Söhnke M., 2018, "In good times and in bad: Defined-benefit pensions and corporate financial policy," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 331-351, DOI: 10.1016/j.jcorpfin.2017.10.015.
  2. Bartram, Söhnke M. & Grinblatt, Mark, 2018, "Agnostic fundamental analysis works," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 125-147, DOI: 10.1016/j.jfineco.2016.11.008.
  3. Danis, András & Gamba, Andrea, 2018, "The real effects of credit default swaps," Journal of Financial Economics, Elsevier, volume 127, issue 1, pages 51-76, DOI: 10.1016/j.jfineco.2017.10.005.
  4. Benjamin Amoah & Anthony Q.Q. Aboagye & Godfred A. Bokpin & Kwaku Ohene‐Asare, 2018, "Firm Specific, Financial Development and Macroeconomic Determinants of Credit Union Lending," Journal of International Development, John Wiley & Sons, Ltd., volume 30, issue 7, pages 1203-1222, October, DOI: 10.1002/jid.3372.
  5. Thanassoulis, John & Tanaka, Misa, 2018, "Optimal pay regulation for too-big-to-fail banks," Journal of Financial Intermediation, Elsevier, volume 33, issue C, pages 83-97, DOI: 10.1016/j.jfi.2017.03.001.

2017

  1. Söhnke M. Bartram, 2017, "Corporate Postretirement Benefit Plans and Real Investment," Management Science, INFORMS, volume 63, issue 2, pages 355-383, February, DOI: 10.1287/mnsc.2015.2307.
  2. Philippe Mueller & Alireza Tahbaz-Salehi & Andrea Vedolin, 2017, "Exchange Rates and Monetary Policy Uncertainty," Journal of Finance, American Finance Association, volume 72, issue 3, pages 1213-1252, June.
  3. Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2017, "International correlation risk," Journal of Financial Economics, Elsevier, volume 126, issue 2, pages 270-299, DOI: 10.1016/j.jfineco.2016.09.012.
  4. Hoyong Choi & Philippe Mueller & Andrea Vedolin, 2017, "Bond Variance Risk Premiums," Review of Finance, European Finance Association, volume 21, issue 3, pages 987-1022.
  5. Ohene-Asare, Kwaku & Turkson, Charles & Afful-Dadzie, Anthony, 2017, "Multinational operation, ownership and efficiency differences in the international oil industry," Energy Economics, Elsevier, volume 68, issue C, pages 303-312, DOI: 10.1016/j.eneco.2017.10.006.

2016

  1. Söhnke M. Bartram, 2016, "Corporate Post-Retirement Benefit Plans and Leverage," Review of Finance, European Finance Association, volume 20, issue 2, pages 575-629.
  2. Michael Moore & Andreas Schrimpf & Vladyslav Sushko, 2016, "Downsized FX markets: causes and implications," BIS Quarterly Review, Bank for International Settlements, December.
  3. Ali Shehadeh & Peter Erdos & Youwei Li & Michael Moore, 2016, "US Dollar Carry Trades in the Era of "Cheap Money"," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 5, pages 374-404, October.
  4. Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2016, "Mortgage Risk and the Yield Curve," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 5, pages 1220-1253.
  5. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2016, "The economic value of predicting bond risk premia," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 247-267, DOI: 10.1016/j.jempfin.2016.02.001.
  6. Antoine Martin & James McAndrews & David Skeie, 2016, "Bank Lending in Times of Large Bank Reserves," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 4, pages 193-222, December.
  7. John Thanassoulis & Babak Somekh, 2016, "Real economy effects of short-term equity ownership," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 47, issue 2, pages 233-254, February.
  8. David Gill & John Thanassoulis, 2016, "Competition in Posted Prices with Stochastic Discounts," Economic Journal, Royal Economic Society, volume 126, issue 594, pages 1528-1570, August.

2015

  1. Bartram, Söhnke M. & Brown, Gregory W. & Waller, William, 2015, "How Important Is Financial Risk?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 50, issue 4, pages 801-824, August.
  2. Bartram, Söhnke M. & Wang, Yaw-Huei, 2015, "European financial market dependence: An industry analysis," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 146-163, DOI: 10.1016/j.jbankfin.2015.06.002.
  3. Söhnke M. Bartram & John M. Griffin & Tae-Hoon Lim & David T. Ng, 2015, "How Important Are Foreign Ownership Linkages for International Stock Returns?," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 11, pages 3036-3072.
  4. Peter G. Dunne & Harald Hau & Michael J. Moore, 2015, "Dealer Intermediation Between Markets," Journal of the European Economic Association, European Economic Association, volume 13, issue 5, pages 770-804, October.
  5. Ferreira, Alex Luiz & Moore, Michael John, 2015, "Carry Trade e Risco Cambial: um Conto de Dois Fatores," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 69, issue 4, December.
  6. Palandri, Alessandro, 2015, "Do negative and positive equity returns share the same volatility dynamics?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 486-505, DOI: 10.1016/j.jbankfin.2015.05.017.
  7. Schneider, Paul, 2015, "Generalized risk premia," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 487-504, DOI: 10.1016/j.jfineco.2015.03.003.
  8. Joel Shapiro & David Skeie, 2015, "Information Management in Banking Crises," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 8, pages 2322-2363.
  9. Howard Smith & John Thanassoulis, 2015, "Prices, profits, and pass-through of costs along a supermarket supply chain: bargaining and competition," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 31, issue 1, pages 64-89.

2014

  1. Andrea Gamba & Alexander J. Triantis, 2014, "Corporate Risk Management: Integrating Liquidity, Hedging, and Operating Policies," Management Science, INFORMS, volume 60, issue 1, pages 246-264, January, DOI: 10.1287/mnsc.2013.1752.
  2. Gianni De Nicolò & Andrea Gamba & Marcella Lucchetta, 2014, "Microprudential Regulation in a Dynamic Model of Banking," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 7, pages 2097-2138.
  3. David E. Bloom & David Canning & Michael Moore, 2014, "Optimal Retirement with Increasing Longevity," Scandinavian Journal of Economics, Wiley Blackwell, volume 116, issue 3, pages 838-858, July.
  4. Palandri, Alessandro, 2014, "Risk-free rate effects on conditional variances and conditional correlations of stock returns," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 95-111, DOI: 10.1016/j.jempfin.2013.12.002.
  5. Aleksandar Mijatović & Paul Schneider, 2014, "Empirical Asset Pricing with Nonlinear Risk Premia," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 3, pages 479-506.
  6. Martin, Antoine & Skeie, David & von Thadden, Ernst-Ludwig, 2014, "The fragility of short-term secured funding markets," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 15-42, DOI: 10.1016/j.jet.2013.10.006.
  7. Antoine Martin & David Skeie & Ernst-Ludwig von Thadden, 2014, "Repo Runs," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 4, pages 957-989.
  8. Volker Nocke & John Thanassoulis, 2014, "Vertical Relations Under Credit Constraints," Journal of the European Economic Association, European Economic Association, volume 12, issue 2, pages 337-367, April.
  9. Thanassoulis, John, 2014, "Bank pay caps, bank risk, and macroprudential regulation," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 139-151, DOI: 10.1016/j.jbankfin.2014.04.004.

2013

  1. Söhnke M. Bartram & Natasha Burns & Jean Helwege, 2013, "Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 02, pages 1-20, DOI: 10.1142/S2010139213500109.
  2. Fanone, Enzo & Gamba, Andrea & Prokopczuk, Marcel, 2013, "The case of negative day-ahead electricity prices," Energy Economics, Elsevier, volume 35, issue C, pages 22-34, DOI: 10.1016/j.eneco.2011.12.006.
  3. Roman Kozhan & Anthony Neuberger & Paul Schneider, 2013, "The Skew Risk Premium in the Equity Index Market," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 9, pages 2174-2203.
  4. David Canning & Declan French & Michael Moore, 2013, "Non-parametric estimation of data dimensionality prior to data compression: the case of the human development index," Journal of Applied Statistics, Taylor & Francis Journals, volume 40, issue 9, pages 1853-1863, September, DOI: 10.1080/02664763.2013.798629.
  5. Declan French & Michael Moore & David Canning, 2013, "Is Human Development Multidimensional?," Journal of International Development, John Wiley & Sons, Ltd., volume 25, issue 4, pages 445-455, May.
  6. Jana P. Fidrmuc & Alessandro Palandri & Peter Roosenboom & Dick van Dijk, 2013, "When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?," Review of Finance, European Finance Association, volume 17, issue 3, pages 1099-1139.
  7. Filipović, Damir & Mayerhofer, Eberhard & Schneider, Paul, 2013, "Density approximations for multivariate affine jump-diffusion processes," Journal of Econometrics, Elsevier, volume 176, issue 2, pages 93-111, DOI: 10.1016/j.jeconom.2012.12.003.
  8. John Thanassoulis, 2013, "Industry Structure, Executive Pay, and Short-Termism," Management Science, INFORMS, volume 59, issue 2, pages 402-419, June, DOI: 10.1287/mnsc.1120.1601.
  9. Ariel Ezrachi & John Thanassoulis, 2013, "Upstream Horizontal Mergers And (The Absence Of) Retail Price Effects," Journal of Competition Law and Economics, Oxford University Press, volume 9, issue 2, pages 395-418.
  10. Jin, Xing & Zhang, Kun, 2013, "Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1733-1746, DOI: 10.1016/j.jbankfin.2013.01.017.

2012

  1. Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2012, "Why Are U.S. Stocks More Volatile?," Journal of Finance, American Finance Association, volume 67, issue 4, pages 1329-1370, August, DOI: j.1540-6261.2012.01749.x.
  2. Bartram, Söhnke M. & Bodnar, Gordon M., 2012, "Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 766-792, DOI: 10.1016/j.jimonfin.2012.01.011.
  3. Kozhan, Roman & Salmon, Mark, 2012, "The information content of a limit order book: The case of an FX market," Journal of Financial Markets, Elsevier, volume 15, issue 1, pages 1-28, DOI: 10.1016/j.finmar.2011.07.002.
  4. Roman Kozhan & Wing Wah Tham, 2012, "Execution Risk in High-Frequency Arbitrage," Management Science, INFORMS, volume 58, issue 11, pages 2131-2149, November, DOI: 10.1287/mnsc.1120.1541.
  5. Moore, Michael J. & Roche, Maurice J., 2012, "When does uncovered interest parity hold?," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 865-879, DOI: 10.1016/j.jimonfin.2012.01.005.
  6. Chernov, Mikhail & Mueller, Philippe, 2012, "The term structure of inflation expectations," Journal of Financial Economics, Elsevier, volume 106, issue 2, pages 367-394, DOI: 10.1016/j.jfineco.2012.06.004.
  7. Kwaku Ohene-Asare & Mette Asmild, 2012, "Banking efficiency analysis under corporate social responsibilities," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 4, issue 2, pages 146-171.
  8. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012, "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, volume 105, issue 2, pages 279-310, DOI: 10.1016/j.jfineco.2012.01.005.
  9. John Thanassoulis, 2012, "The Case for Intervening in Bankers’ Pay," Journal of Finance, American Finance Association, volume 67, issue 3, pages 849-895, June, DOI: 10.1111/j.1540-6261.2012.01736.x.
  10. Smith, Howard & Thanassoulis, John, 2012, "Upstream uncertainty and countervailing power," International Journal of Industrial Organization, Elsevier, volume 30, issue 6, pages 483-495, DOI: 10.1016/j.ijindorg.2012.07.002.

2011

  1. Bartram, Söhnke M. & Brown, Gregory W. & Conrad, Jennifer, 2011, "The Effects of Derivatives on Firm Risk and Value," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 4, pages 967-999, August.
  2. Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011, "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 413-437, April.
  3. Roman Kozhan, 2011, "Non-additive anonymous games," International Journal of Game Theory, Springer;Game Theory Society, volume 40, issue 2, pages 215-230, May, DOI: 10.1007/s00182-010-0235-9.
  4. Moore, Michael J. & Payne, Richard, 2011, "On the sources of private information in FX markets," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1250-1262, May.
  5. Menzie D. Chinn & Michael J. Moore, 2011, "Order Flow and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 8, pages 1599-1624, December, DOI: j.1538-4616.2011.00460.x.
  6. Peter Dunne & Michael Moore & Vasileios Papavassiliou, 2011, "Commonality in returns, order flows, and liquidity in the Greek stock market," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 7, pages 577-587, DOI: 10.1080/1351847X.2010.505725.
  7. Gregor Dorfleitner & Paul Schneider & Tanja Veža, 2011, "Flexing the default barrier," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 12, pages 1729-1743, DOI: 10.1080/14697688.2010.481633.
  8. Acharya, Viral V. & Skeie, David, 2011, "A model of liquidity hoarding and term premia in inter-bank markets," Journal of Monetary Economics, Elsevier, volume 58, issue 5, pages 436-447, DOI: 10.1016/j.jmoneco.2011.05.006.
  9. Adam Ashcraft & James Mcandrews & David Skeie, 2011, "Precautionary Reserves and the Interbank Market," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue , pages 311-348, October, DOI: j.1538-4616.2011.00438.x.
  10. Xavier Freixas & Antoine Martin & David Skeie, 2011, "Bank Liquidity, Interbank Markets, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 8, pages 2656-2692.
  11. John Thanassoulis, 2011, "Is Multimedia Convergence To Be Welcomed?," Journal of Industrial Economics, Wiley Blackwell, volume 59, issue 2, pages 225-253, June.

2010

  1. Kevin Aretz & Söhnke M. Bartram, 2010, "Corporate Hedging And Shareholder Value," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 33, issue 4, pages 317-371, December.
  2. Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010, "Macroeconomic risks and characteristic-based factor models," Journal of Banking & Finance, Elsevier, volume 34, issue 6, pages 1383-1399, June.
  3. Bartram, Söhnke M. & Brown, Gregory W. & Minton, Bernadette A., 2010, "Resolving the exposure puzzle: The many facets of exchange rate exposure," Journal of Financial Economics, Elsevier, volume 95, issue 2, pages 148-173, February.
  4. Gordon Sick & Andrea Gamba, 2010, "Some Important Issues Involving Real Options: An Overview," Multinational Finance Journal, Multinational Finance Journal, volume 14, issue 1-2, pages 73-123, March-Jun.
  5. Chu Ba & Kozhan Roman, 2010, "Spurious Regressions of Stationary AR(p) Processes with Structural Breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 1, pages 1-25, December, DOI: 10.2202/1558-3708.1781.
  6. David Kelsey & Roman Kozhan & Wei Pang, 2010, "Asymmetric Momentum Effects Under Uncertainty," Review of Finance, European Finance Association, volume 15, issue 3, pages 603-631.
  7. Dunne, Peter & Hau, Harald & Moore, Michael, 2010, "International order flows: Explaining equity and exchange rate returns," Journal of International Money and Finance, Elsevier, volume 29, issue 2, pages 358-386, March.
  8. Moore, Michael J. & Roche, Maurice J., 2010, "Solving exchange rate puzzles with neither sticky prices nor trade costs," Journal of International Money and Finance, Elsevier, volume 29, issue 6, pages 1151-1170, October.
  9. Jim Gatheral & Roel Oomen, 2010, "Zero-intelligence realized variance estimation," Finance and Stochastics, Springer, volume 14, issue 2, pages 249-283, April, DOI: 10.1007/s00780-009-0120-1.
  10. Osnat Stramer & Matthew Bognar & Paul Schneider, 2010, "Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 4, pages 450-480, Fall.
  11. Schneider, Paul & Sögner, Leopold & Veža, Tanja, 2010, "The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 6, pages 1517-1547, December.
  12. Manfred Frühwirth & Paul Schneider & Leopold Sögner, 2010, "The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market," European Financial Management, European Financial Management Association, volume 16, issue 4, pages 658-685, September, DOI: 10.1111/j.1468-036X.2009.00503.x.
  13. Thanassoulis, John, 2010, "Optimal stalling when bargaining," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 2, pages 101-120, February.

2009

  1. Söhnke M. Bartram & Gregory W. Brown & Frank R. Fehle, 2009, "International Evidence on Financial Derivatives Usage," Financial Management, Financial Management Association International, volume 38, issue 1, pages 185-206, March, DOI: 10.1111/j.1755-053X.2009.01033.x.
  2. Bartram, Söhnke M. & Bodnar, Gordon M., 2009, "No place to hide: The global crisis in equity markets in 2008/2009," Journal of International Money and Finance, Elsevier, volume 28, issue 8, pages 1246-1292, December.
  3. Gamba, Andrea & Tesser, Matteo, 2009, "Structural estimation of real options models," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 4, pages 798-816, April.
  4. Andrea Gamba & Nicola Fusari, 2009, "Valuing Modularity as a Real Option," Management Science, INFORMS, volume 55, issue 11, pages 1877-1896, November, DOI: 10.1287/mnsc.1090.1070.
  5. Kozhan, Roman & Schmid, Wolfgang, 2009, "Asset allocation with distorted beliefs and transaction costs," European Journal of Operational Research, Elsevier, volume 194, issue 1, pages 236-249, April.
  6. Kozhan, Roman & Salmon, Mark, 2009, "Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 5, pages 1106-1122, May.
  7. Rozalia Pal & Roman Kozhan, 2009, "Firms' investment under financial constraints: a euro area investigation," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 20, pages 1611-1624, DOI: 10.1080/09603100802599605.
  8. Lyons, Richard K. & Moore, Michael J., 2009, "An information approach to international currencies," Journal of International Economics, Elsevier, volume 79, issue 2, pages 211-221, November.
  9. Palandri, Alessandro, 2009, "Sequential conditional correlations: Inference and evaluation," Journal of Econometrics, Elsevier, volume 153, issue 2, pages 122-132, December.
  10. Thanassoulis John, 2009, "Now Is the Right Time to Regulate Bankers' Pay," The Economists' Voice, De Gruyter, volume 6, issue 5, pages 1-4, April, DOI: 10.2202/1553-3832.1440.
  11. Gill, David & Thanassoulis, John, 2009, "The impact of bargaining on markets with price takers: Too many bargainers spoil the broth," European Economic Review, Elsevier, volume 53, issue 6, pages 658-674, August.
  12. Palomino, Frederic & Renneboog, Luc & Zhang, Chendi, 2009, "Information salience, investor sentiment, and stock returns: The case of British soccer betting," Journal of Corporate Finance, Elsevier, volume 15, issue 3, pages 368-387, June.

2008

  1. Bartram, Söhnke M., 2008, "What lies beneath: Foreign exchange rate exposure, hedging and cash flows," Journal of Banking & Finance, Elsevier, volume 32, issue 8, pages 1508-1521, August.
  2. Söhnke M. Bartram & Frank Fehle & David G. Shrider, 2008, "Does adverse selection affect bid–ask spreads for options?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 28, issue 5, pages 417-437, May.
  3. 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, volume 89, issue 1, pages 158-174, July.
  4. Andrea Gamba & Gordon A. Sick & Carmen Aranda León, 2008, "Investment under Uncertainty, Debt and Taxes," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 37, issue 1, pages 31-58, February, DOI: 10.1111/j.1468-0300.2008.00193.x.
  5. Andrea Gamba & Alexander Triantis, 2008, "The Value of Financial Flexibility," Journal of Finance, American Finance Association, volume 63, issue 5, pages 2263-2296, October, DOI: 10.1111/j.1540-6261.2008.01397.x.
  6. Gamba, Andrea & Rigon, Riccardo, 2008, "The value of embedded real options: Evidence from consumer automobile lease contracts--A note," Finance Research Letters, Elsevier, volume 5, issue 4, pages 213-220, December.
  7. Roman Kozhan & Michael Zarichnyi, 2008, "Nash equilibria for games in capacities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 35, issue 2, pages 321-331, May, DOI: 10.1007/s00199-007-0241-8.
  8. Moore, Michael J. & Roche, Maurice J., 2008, "Volatile and persistent real exchange rates with or without sticky prices," Journal of Monetary Economics, Elsevier, volume 55, issue 2, pages 423-433, March.
  9. Jiang, George J. & Oomen, Roel C.A., 2008, "Testing for jumps when asset prices are observed with noise-a "swap variance" approach," Journal of Econometrics, Elsevier, volume 144, issue 2, pages 352-370, June.
  10. Jim Griffin & Roel Oomen, 2008, "Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 1-3, pages 230-253, DOI: 10.1080/07474930701873341.
  11. Gregor Dorfleitner & Paul Schneider & Kurt Hawlitschek & Arne Buch, 2008, "Pricing options with Green's functions when volatility, interest rate and barriers depend on time," Quantitative Finance, Taylor & Francis Journals, volume 8, issue 2, pages 119-133, DOI: 10.1080/14697680601161480.
  12. Skeie, David R., 2008, "Banking with nominal deposits and inside money," Journal of Financial Intermediation, Elsevier, volume 17, issue 4, pages 562-584, October.
  13. Antoine Martin & Michael Orlando & David Skeie, 2008, "Payment networks in a search model of money," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 11, issue 1, pages 104-132, January, DOI: 10.1016/j.red.2007.04.001.
  14. Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2008, "Socially responsible investments: Institutional aspects, performance, and investor behavior," Journal of Banking & Finance, Elsevier, volume 32, issue 9, pages 1723-1742, September.
  15. Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2008, "The price of ethics and stakeholder governance: The performance of socially responsible mutual funds," Journal of Corporate Finance, Elsevier, volume 14, issue 3, pages 302-322, June.

2007

  1. Bartram, Sohnke M., 2007, "Corporate cash flow and stock price exposures to foreign exchange rate risk," Journal of Corporate Finance, Elsevier, volume 13, issue 5, pages 981-994, December.
  2. Bartram, Sohnke M. & Fehle, Frank, 2007, "Competition without fungibility: Evidence from alternative market structures for derivatives," Journal of Banking & Finance, Elsevier, volume 31, issue 3, pages 659-677, March.
  3. Bartram, Sohnke M. & Taylor, Stephen J. & Wang, Yaw-Huei, 2007, "The Euro and European financial market dependence," Journal of Banking & Finance, Elsevier, volume 31, issue 5, pages 1461-1481, May.
  4. Bartram, Sohnke M. & Brown, Gregory W. & Hund, John E., 2007, "Estimating systemic risk in the international financial system," Journal of Financial Economics, Elsevier, volume 86, issue 3, pages 835-869, December.
  5. Kevin Aretz & Söhnke M. Bartram & Gunter Dufey, 2007, "Why hedge? Rationales for corporate hedging and value implications," Journal of Risk Finance, Emerald Group Publishing Limited, volume 8, issue 5, pages 434-449, November, DOI: 10.1108/15265940710834735.
  6. Andrea Gamba & Alberto Micalizzi, 2007, "Product Development and Market Expansion: A Real Options Model," Financial Management, Financial Management Association International, volume 36, issue 1, pages 91-112, March, DOI: 10.1111/j.1755-053X.2007.tb00166.x.
  7. Andrea Gamba & Lenos Trigeorgis, 2007, "An Improved Binomial Lattice Method for Multi-Dimensional Options," Applied Mathematical Finance, Taylor & Francis Journals, volume 14, issue 5, pages 453-475, DOI: 10.1080/13504860701532237.
  8. Peter G. Dunne & Michael J. Moore & Richard Portes, 2007, "Benchmark Status in Fixed‐Income Asset Markets," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 9‐10, pages 1615-1634, November, DOI: 10.1111/j.1468-5957.2007.02039.x.
  9. Bloom, David E. & Canning, David & Mansfield, Richard K. & Moore, Michael, 2007, "Demographic change, social security systems, and savings," Journal of Monetary Economics, Elsevier, volume 54, issue 1, pages 92-114, January.
  10. George J. Jiang & Roel C. A. Oomen, 2007, "Estimating Latent Variables and Jump Diffusion Models Using High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 1, pages 1-30.
  11. Manfred Fruhwirth & Paul Schneider & Markus S. Schwaiger, 2007, "Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 3-4, pages 157-178, September.
  12. John Thanassoulis, 2007, "Competitive Mixed Bundling and Consumer Surplus," Journal of Economics & Management Strategy, Wiley Blackwell, volume 16, issue 2, pages 437-467, June, DOI: 10.1111/j.1530-9134.2007.00145.x.

2006

  1. Bartram, Sohnke M. & Karolyi, G. Andrew, 2006, "The impact of the introduction of the Euro on foreign exchange rate risk exposures," Journal of Empirical Finance, Elsevier, volume 13, issue 4-5, pages 519-549, October.
  2. Killeen, William P. & Lyons, Richard K. & Moore, Michael J., 2006, "Fixed versus flexible: Lessons from EMS order flow," Journal of International Money and Finance, Elsevier, volume 25, issue 4, pages 551-579, June.
  3. Oomen, Roel C.A., 2006, "Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 195-202, April.
  4. Oomen, Roel C.A., 2006, "Properties of Realized Variance Under Alternative Sampling Schemes," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 219-237, April.

2005

  1. Bartram, Sohnke M. & Wang, Yaw-Huei, 2005, "Another look at the relationship between cross-market correlation and volatility," Finance Research Letters, Elsevier, volume 2, issue 2, pages 75-88, June.
  2. Bartram, Sohnke M. & Dufey, Gunter & Frenkel, Michael R., 2005, "A primer on the exposure of non-financial corporations to foreign exchange rate risk," Journal of Multinational Financial Management, Elsevier, volume 15, issue 4-5, pages 394-413, October.
  3. Sohnke M. Bartram, 2005, "The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures," Multinational Finance Journal, Multinational Finance Journal, volume 9, issue 3-4, pages 161-187, September.
  4. Roel C. A. Oomen, 2005, "Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 4, pages 555-577.
  5. Bellemare, Charles & Krause, Michaela & Kroger, Sabine & Zhang, Chendi, 2005, "Myopic loss aversion: Information feedback vs. investment flexibility," Economics Letters, Elsevier, volume 87, issue 3, pages 319-324, June.

2004

  1. Bartram, Sohnke M., 2004, "Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations," Journal of International Money and Finance, Elsevier, volume 23, issue 4, pages 673-699, June.
  2. Thanassoulis, John, 2004, "Haggling over substitutes," Journal of Economic Theory, Elsevier, volume 117, issue 2, pages 217-245, August.

2002

  1. Söhnke Bartram, 2002, "The Interest Rate Exposure of Nonfinancial Corporations," Review of Finance, European Finance Association, volume 6, issue 1, pages 101-125.
  2. Moore, Michael J. & Roche, Maurice J., 2002, "Less of a puzzle: a new look at the forward forex market," Journal of International Economics, Elsevier, volume 58, issue 2, pages 387-411, December.
  3. Hau, Harald & Killeen, William & Moore, Michael, 2002, "The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets," Journal of International Money and Finance, Elsevier, volume 21, issue 3, pages 351-383, June.
  4. Harald Hau & William Killeen & Michael Moore, 2002, "How has the euro changed the foreign exchange market?
    [‘The distribution of realized exchange rate volatility’]    ," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 17, issue 34, pages 149-192.

2001

  1. Söhnke M. Bartram & Gunter Dufey, 2001, "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 10, issue 3, pages 85-155, August, DOI: 10.1111/1468-0416.00043.
  2. Moore, Michael J. & Roche, Maurice J., 2001, "Liquidity in the forward exchange market," Journal of Empirical Finance, Elsevier, volume 8, issue 2, pages 157-170, May.
  3. MacDonald, Ronald & Moore, Michael J., 2001, "The spot-forward relationship revisited: an ERM perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 11, issue 1, pages 29-52, March.

2000

  1. Söhnke M. Bartram, 2000, "Corporate Risk Management as a Lever for Shareholder Value Creation," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 9, issue 5, pages 279-324, December, DOI: 10.1111/1468-0416.00038.
  2. 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, volume 10, issue 4, pages 361-369, DOI: 10.1080/09603100050031480.

1998

  1. Andrea Gamba & Francesco Rossi, 1998, "A three-moment based portfolio selection model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 21, issue 1, pages 25-48, June, DOI: 10.1007/BF02735315.

1997

  1. Michael J. Moore, 1997, "Covered Purchasing Power Parity, Ex‐ante PPP and Risk Aversion," Journal of Business Finance & Accounting, Wiley Blackwell, volume 24, issue 3, pages 397-412, April, DOI: 10.1111/1468-5957.00111.

1995

  1. Andrea Gamba, 1995, "Un approccio unificato alla dominanza temporale," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 18, issue 2, pages 229-243, September, DOI: 10.1007/BF02096429.
  2. Moore, Michael J & Cullen, Ursula, 1995, "Speculative Efficiency on the London Metal Exchange," The Manchester School of Economic & Social Studies, University of Manchester, volume 63, issue 3, pages 235-256, September.
  3. Moore, Michael J. & Copeland, Laurence S., 1995, "A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited," Economics Letters, Elsevier, volume 47, issue 2, pages 131-135, February.

1994

  1. Moore, Michael J, 1994, "Testing for Unbiasedness in Forward Markets," The Manchester School of Economic & Social Studies, University of Manchester, volume 62, issue 0, pages 67-78, Suppl..

1989

  1. Moore, Michael J., 1989, "Dual exchange rates, capital controls, and sticky prices," Journal of International Money and Finance, Elsevier, volume 8, issue 4, pages 547-558, December.
  2. Michael J. Moore, 1989, "Inventories in the Open Economy Macro Model: A Disequilibrium Analysis," The Review of Economic Studies, Review of Economic Studies Ltd, volume 56, issue 1, pages 157-162.

1985

  1. Moore, Michael J, 1985, "Demand Management with Rationing," Economic Journal, Royal Economic Society, volume 95, issue 377, pages 73-86, March.

Chapters

2021

  1. Bartram, Söhnke & Hou, Kewei & Kim, Sehoon, 2021, "Tackling climate change requires global policies," CEPR Press Book Chapters, Centre for Economic Policy Research, chapter 19, in: Weder di Mauro, Beatrice, "Combating Climate Change: A CEPR Collection".

2013

  1. David Hou Author-Name: David Skeie, 2013, "LIBOR: origins, economics, crisis, scandal and reform," The New Palgrave Dictionary of Economics, Palgrave Macmillan, chapter 1, in: Steven N. Durlauf & Lawrence E. Blume.

2007

  1. David E. Bloom & David Canning & Michael Moore & Younghwan Song, 2007, "The Effect of Subjective Survival Probabilities on Retirement and Wealth in the United States," Chapters, Edward Elgar Publishing, chapter 4, in: Robert L. Clark & Naohiro Ogawa & Andrew Mason, "Population Aging, Intergenerational Transfers and the Macroeconomy".

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