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Publications

by members of

Centre for Risk and Insurance Studies
Business School
University of Nottingham
Nottingham, United Kingdom

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this 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 |

Working papers

2010

  1. Kevin Dowd & Margaret Woods & John Cotter & Chris Humphrey, 2010. "How Unlucky is 25-Sigma?," Working Papers 200838, Geary Institute, University College Dublin.

2007

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

2006

  1. Cotter, John & Dowd, Kevin, 2006. "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," MPRA Paper 3495, University Library of Munich, Germany.
  2. Cotter, John & Dowd, Kevin, 2006. "U.S. Core Inflation: A Wavelet Analysis," MPRA Paper 3520, University Library of Munich, Germany.
  3. Cotter, JOhn & Dowd, Kevin, 2006. "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," MPRA Paper 3505, University Library of Munich, Germany.
  4. Cotter, John & Blake, David & Dowd, Kevin, 2006. "Financial Risks and the Pension Protection Fund: Can it Survive Them?," MPRA Paper 3498, University Library of Munich, Germany.

2003

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

Journal articles

2017

  1. Mark Billings & Christopher O’Brien & Margaret Woods & Dev Vencappa, 2017. "Discretion in accounting for pensions under IAS 19: using the ‘magic telescope’?," Accounting and Business Research, Taylor & Francis Journals, vol. 47(2), pages 123-143, February.

2016

  1. O’Brien, C. D. & Gallagher, G. A. & Green, R. J. & Hughes, D. W. & Liang, F. & Robinson, S. A. & Simmons, P. & Tay, A. J. W. H., 2016. "The roles of actuaries in UK life offices: changes and challenges," British Actuarial Journal, Cambridge University Press, vol. 21(1), pages 134-164, March.

2013

  1. Margaret Woods, 2013. "I am the very model of a special purpose vehicle," Accounting, Auditing & Accountability Journal, Emerald Group Publishing Limited, vol. 26(2), pages 346-346, February.

2012

  1. O'Brien, C. D., 2012. "Equity between with-profits policyholders and shareholders," British Actuarial Journal, Cambridge University Press, vol. 17(2), pages 435-474, July.
  2. Foroughi, K. & Barnard, C. R. & Bennett, R.W. & Clay, D. K. & Conway, E. L. & Corfield, S. R. & Coughlan, A. J. & Harrison, J. S. & Hibbett, G. J. & Kendix, I. V. & Lanari-Boisclair, M. & O’ Brien, C., 2012. "Insurance accounting: a new era?," British Actuarial Journal, Cambridge University Press, vol. 17(3), pages 562-615, September.
  3. Christopher O'Brien & Paul Fenn, 2012. "Mutual life insurers: Origins and performance in pre-1900 Britain," Business History, Taylor & Francis Journals, vol. 54(3), pages 325-345, June.

2011

  1. Margaret Woods, 2011. "A Commentary on ‘Contextualizing the Intermediate Financial Accounting Courses in the Financial Global Crisis’," Accounting Education, Taylor & Francis Journals, vol. 20(5), pages 525-528, October.
  2. Christopher Humphrey & Asad Kausar & Anne Loft & Margaret Woods, 2011. "Regulating Audit beyond the Crisis: A Critical Discussion of the EU Green Paper," European Accounting Review, Taylor & Francis Journals, vol. 20(3), pages 431-457, June.
  3. Christopher O'Brien, 2011. "The origins and originators of early statistical societies: a comparison of Liverpool and Manchester," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 174(1), pages 51-62, January.

2010

  1. Christopher O'Brien, 2010. "Insurance Regulation and the Global Financial Crisis: A Problem of Low Probability Events," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 35(1), pages 35-52, January.

2009

  1. Humphrey, Christopher & Loft, Anne & Woods, Margaret, 2009. "The global audit profession and the international financial architecture: Understanding regulatory relationships at a time of financial crisis," Accounting, Organizations and Society, Elsevier, vol. 34(6-7), pages 810-825, August.
  2. O'Brien, C. D., 2009. "The U.K. With-Profits Life Insurance Industry: A Market Analysis," British Actuarial Journal, Cambridge University Press, vol. 15(3), pages 747-777, September.
  3. Paul J M Klumpes & Christopher D O'Brien & Andres Reibel, 2009. "International Diversity in Measuring the Fair Value of Life Insurance Contracts*," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 34(2), pages 197-227, April.

2008

  1. Margaret Woods & Kevin Dowd & Christopher Humphrey, 2008. "The value of risk reporting: a critical analysis of value-at-risk disclosures in the banking sector," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 3(1), pages 45-64.
  2. Fenn, Paul & Vencappa, Dev & Diacon, Stephen & Klumpes, Paul & O'Brien, Chris, 2008. "Market structure and the efficiency of European insurance companies: A stochastic frontier analysis," Journal of Banking & Finance, Elsevier, vol. 32(1), pages 86-100, January.
  3. Kevin Dowd & David L. Bartlett & Mark Chaplin & Patrick Kelliher & Chris O'Brien, 2008. "Risk management in the UK insurance industry: the changing state of practice," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 3(1), pages 5-23.

2007

  1. Dowd, Kevin, 2007. "Too good to be true? The (In)credibility of the UK inflation fan charts," Journal of Macroeconomics, Elsevier, vol. 29(1), pages 91-102, March.
  2. Chris O'Brien, 2007. "Accounting for risky liabilities: evidence from UK pension plans," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, vol. 4(3), pages 286-304.

2006

  1. Cairns, Andrew J.G. & Blake, David & Dowd, Kevin, 2006. "Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans," Journal of Economic Dynamics and Control, Elsevier, vol. 30(5), pages 843-877, May.
  2. Dowd, Kevin & Cairns, Andrew J.G. & Blake, David, 2006. "Mortality-dependent financial risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 427-440, June.
  3. Cotter, John & Dowd, Kevin, 2006. "Extreme spectral risk measures: An application to futures clearinghouse margin requirements," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3469-3485, December.
  4. Chris O'Brien, 2006. "The Downfall of Equitable Life in the United Kingdom: The Mismatch of Strategy and Risk Management," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 9(2), pages 189-204, September.

2004

  1. Margaret Woods & David Marginson, 2004. "Accounting for derivatives: An evaluation of reporting practice by UK banks," European Accounting Review, Taylor & Francis Journals, vol. 13(2), pages 373-390.

2003

  1. Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2003. "Pensionmetrics 2: stochastic pension plan design during the distribution phase," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 29-47, August.
  2. Chris O'Brien, 2003. "The Regulation Of Life Assurers In A Low Solvency Environment: The Uk Experience," Economic Affairs, Wiley Blackwell, vol. 23(3), pages 16-20, September.

2002

  1. O'Brien, C.D., 2002. "Guaranteed Annuity Options: Five Issues for Resolution," British Actuarial Journal, Cambridge University Press, vol. 8(3), pages 593-629, August.
  2. S R Diacon & K Starkey & C O'Brien, 2002. "Size and Efficiency in European Long–term Insurance Companies: An International Comparison," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 27(3), pages 444-466, July.

2001

  1. Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2001. "Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase," Insurance: Mathematics and Economics, Elsevier, vol. 29(2), pages 187-215, October.

2000

  1. Dowd, Kevin, 2000. "Using Futures Prices to Control Inflation: Reply to Garrison and White," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(1), pages 142-145, February.
  2. Dowd, Kevin, 2000. "Adjusting for risk:: An improved Sharpe ratio," International Review of Economics & Finance, Elsevier, vol. 9(3), pages 209-222, July.

1999

  1. O'Brien, C.D., 1999. "A Sense of Security: 150 Years of Prudential. By Laurie Dennett (Granta Editions, 1998)," British Actuarial Journal, Cambridge University Press, vol. 5(2), pages 465-466, June.

1997

  1. Chappell, David & Dowd, Kevin, 1997. "A Simple Model of the Gold Standard," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 94-105, February.
  2. Dowd, Kevin, 1997. "Anarchy, Warfare, and Social Order: Comment on Hirshleifer," Journal of Political Economy, University of Chicago Press, vol. 105(3), pages 648-651, June.

1996

  1. Dowd, Kevin, 1996. "Costly Verification and Banking," Oxford Economic Papers, Oxford University Press, vol. 48(4), pages 601-617, October.
  2. Dowd, Kevin, 1996. "The Analytics of Bimetallism," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(3), pages 281-297, September.
  3. Dowd, Kevin, 1996. "The Case for Financial Laissez-Faire," Economic Journal, Royal Economic Society, vol. 106(436), pages 679-687, May.
  4. Dowd, Kevin, 1996. "Some Unpleasant Budgetary Arithmetic of a Proposal to End Inflation: A Reply," Economic Journal, Royal Economic Society, vol. 106(436), pages 635-636, May.

1995

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

1994

  1. Dowd, Kevin, 1994. "Competitive Banking, Bankers' Clubs, and Bank Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(2), pages 289-308, May.
  2. Dowd, Kevin, 1994. "A Proposal to End Inflation," Economic Journal, Royal Economic Society, vol. 104(425), pages 828-840, July.

1993

  1. Kevin Dowd & Anthony A. Sampson, 1993. "A New Model of the Gold Standard," Canadian Journal of Economics, Canadian Economics Association, vol. 26(2), pages 380-391, May.
  2. Dowd, Kevin & Greenaway, David, 1993. "Currency Competition, Network Externalities and Switching Costs: Towards an Alternative View of Optimum Currency Areas," Economic Journal, Royal Economic Society, vol. 103(420), pages 1180-1189, September.

1992

  1. Dowd, Kevin, 1992. "The Monetary Economics of Henry Meulen," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(2), pages 173-183, May.
  2. Dowd, Kevin, 1992. "Optimal Financial Contracts," Oxford Economic Papers, Oxford University Press, vol. 44(4), pages 672-693, October.
  3. Dowd, Kevin, 1992. "Consumer Demand, 'Full Income' and Real Wages," Empirical Economics, Springer, vol. 17(3), pages 333-345.
  4. Dowd, Kevin, 1992. "Models of Banking Instability: A Partial Review of the Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 6(2), pages 107-132.

1991

  1. Dowd, Kevin, 1991. "A note on the demand for non-durable goods," Journal of Macroeconomics, Elsevier, vol. 13(3), pages 543-551.
  2. C D O'Brien, 1991. "Measuring the Output of Life Assurance Companies*," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 16(2), pages 207-235, April.

1990

  1. Dowd, Kevin, 1990. "The Value of Time and the Transactions Demand for Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(1), pages 51-64, February.
  2. Dowd, Kevin, 1990. "Did Central Banks Evolve Naturally? A Review Essay of Charles Goodhart's The Evolution of Central Banks," Scottish Journal of Political Economy, Scottish Economic Society, vol. 37(1), pages 97-104, February.

1989

  1. Chappell, David & Dowd, Kevin, 1989. "A simple model of macroeconomic policy," Economic Modelling, Elsevier, vol. 6(4), pages 447-451, October.

1987

  1. K Alec Chrystal & Kevin Dowd, 1987. "Would a higher fiscal deficit stimulate the economy?," Fiscal Studies, Institute for Fiscal Studies, vol. 8(1), pages 17-23, February.

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