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Publications

by members of

City St George's → Bayes Business School → Faculty of Finance

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. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2025

  1. Roman Kräussl & Joshua Rauh & Denitsa Stefanova, 2025, "Is ESG a Sideshow? ESG Perceptions, Investment, and Firms' Financing Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 33770, May.
  2. Sonia Falconieri & Marcelo Ortiz & Francisco Urzúa & Paolo F. Volpin, 2025, "Board Gender Quotas and Female CEOs in Private Firms," Working Papers, Barcelona School of Economics, number 1532, Nov.

2024

  1. Kräussl, Roman & Rauh, Joshua & Stefanova, Denitsa, 2024, "Is ESG a Sideshow? ESG Perceptions, Investment, and Firms’ Financing Decisions," CEPR Discussion Papers, Centre for Economic Policy Research, number 19282, Jul.
  2. Kräussl, Roman & Oladiran, Tobi & Stefanova, Denitsa, 2024, "ESG as Protection Against Downside Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 19292, Jul.
  3. Chini, Emanuele & Kräussl, Roman & Stefanova, Denitsa, 2024, "The Costs of Being Sustainable," CEPR Discussion Papers, Centre for Economic Policy Research, number 19703, Nov.
  4. Maitra, Pushkar & Mitra, Sandip & Mookherjee, Dilip & Visaria, Sujata, 2024, "Declining Clientelism of Welfare Benefits? Targeting and Political Competition based Evidence from an Indian State," CEPR Discussion Papers, Centre for Economic Policy Research, number 18849, Feb.

2023

  1. Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre, 2023, "The Negative Pricing of the May 2020 WTI Contract," Post-Print, HAL, number hal-03933797, Jan, DOI: 10.5547/01956574.44.1.afer.
  2. Chen, Yi-Hsuan & Kräussl, Roman & Verwijmeren, Patrick, 2023, "The pricing of digital art," CFS Working Paper Series, Center for Financial Studies (CFS), number 716.
  3. Gonçalves, Jorge & Kräussl, Roman & Levin, Vladimir, 2023, "Dark trading and financial markets stability," CFS Working Paper Series, Center for Financial Studies (CFS), number 691.
  4. Aubry, Mathieu & Kräussl, Roman & Manso, Gustavo & Spaenjers, Christophe, 2023, "Biased auctioneers," CFS Working Paper Series, Center for Financial Studies (CFS), number 692.
    • Mathieu Aubry & Roman Kräussl & Gustavo Manso & Christophe Spaenjers, 2023, "Biased Auctioneers," Journal of Finance, American Finance Association, volume 78, issue 2, pages 795-833, April, DOI: 10.1111/jofi.13203.
  5. Kräussl, Roman & Tugnetti, Alessandro, 2023, "Non-fungible tokens (NFTs): A review of pricing determinants, applications and opportunities," CFS Working Paper Series, Center for Financial Studies (CFS), number 693.
  6. Kräussl, Roman & Oladiran, Tobi & Stefanova, Denitsa, 2023, "A review on ESG investing: Investors' expectations, beliefs and perceptions," CFS Working Paper Series, Center for Financial Studies (CFS), number 694.
  7. Kräussl, Roman & Rinne, Kalle & Sunc, Huizhu, 2023, "Does family matter? Venture capital cross-fund cash flows," CFS Working Paper Series, Center for Financial Studies (CFS), number 695.
  8. Whitaker, Amy & Kräussl, Roman, 2023, "Art collectors as venture capitalists," CFS Working Paper Series, Center for Financial Studies (CFS), number 696, DOI: 10.2139/ssrn.4316020.
  9. Kräussl, Roman & Kräussl, Zsofia & Pollet, Joshua M. & Rinne, Kalle, 2023, "The performance of marketplace lenders," CFS Working Paper Series, Center for Financial Studies (CFS), number 706, DOI: 10.2139/ssrn.3240020.
  10. Kräussl, Roman & Pollet, Joshua M. & Stefanova, Denitsa, 2023, "Closed-end funds and discount control mechanisms," CFS Working Paper Series, Center for Financial Studies (CFS), number 707, DOI: 10.2139/ssrn.4345001.
  11. Fridgen, Gilbert & Kräussl, Roman & Papageorgiou, Orestis & Tugnetti, Alessandro, 2023, "The fundamental value of art NFTs," CFS Working Paper Series, Center for Financial Studies (CFS), number 709, DOI: 10.2139/ssrn.4337173.
  12. Pushkar Maitra & Sandip Mitra & Dilip Mookherjee & Sujata Visaria, 2023, "Economic Policies vs. Identity Politics: The Rise of a Right-wing Nationalist Party in India," HKUST CEP Working Papers Series, HKUST Center for Economic Policy, number 202301, Jun.
  13. Utpal Bhattacharya & Amit Kumar & Sujata Visaria & Jing Zhao, 2023, "Do Women Receive Worse Financial Advice? An Audit Study in Hong Kong, China," ADB Economics Working Paper Series, Asian Development Bank, number 684, Jun.

2022

  1. Fuertes, Ana-Maria & Zhao, Nan, 2022, "A Bayesian Perspective on Commodity Style Integration," MPRA Paper, University Library of Munich, Germany, number 117831, revised 2023.

2021

  1. Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre, 2021, "The Risk Premia of Energy Futures," Post-Print, HAL, number hal-03312959, Oct, DOI: 10.1016/j.eneco.2021.105460.
  2. Ana-Maria Fuertes & Maria-Dolores Robles, 2021, "Bank Credit Risk Events and Peers’ Equity Value," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2021-06, Mar.
  3. Andonov, Aleksandar & Kräussl, Roman & Rauh, Joshua, 2021, "Institutional Investors and Infrastructure Investing," CEPR Discussion Papers, Centre for Economic Policy Research, number 15946, Mar.
  4. Renée B Adams & Roman Kräussl & Marco Navone & Patrick Verwijmeren, 2021, "Gendered Prices," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2021-4, Jan.
  5. Borja Larrain & Gordon M. Phillips & Giorgo Sertsios & Francisco Urzúa, 2021, "The Effects of Going Public on Firm Performance and Commercialization Strategy: Evidence from International IPOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 29219, Sep.
  6. Pushkar Maitra & Sandip Mitra & Dilip Mookherjee & Sujata Visaria, 2021, "Evaluating the Distributive Effects of a Development Intervention," HKUST CEP Working Papers Series, HKUST Center for Economic Policy, number 202106, Apr.
  7. Singh, Tejendra Pratap & Visaria, Sujata, 2021, "Up in the Air: Air Pollution and Crime – Evidence from India," SocArXiv, Center for Open Science, number hs4xj, May, DOI: 10.31235/osf.io/hs4xj.

2020

  1. John Hua & Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre, 2020, "Speculative Pressure," Post-Print, HAL, number hal-02500777, Apr.
  2. Adrian Fernandez-Perez & Ana-Maria Fuertes & Marcos Gonzalez-Fernandez & Joelle Miffre, 2020, "Fear of Hazards in Commodity Futures Markets," Post-Print, HAL, number hal-02931680, Oct.
  3. Lorenzo Lucchini & Laura Alessandretti & Bruno Lepri & Angela Gallo & Andrea Baronchelli, 2020, "From code to market: Network of developers and correlated returns of cryptocurrencies," Papers, arXiv.org, number 2004.07290, Apr, revised Dec 2020.
  4. José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Arzu Uluc & Jagdish Tripathy & Francesc R Tous & José-Luis Peydró, 2020, "Macroprudential Policy, Mortgage Cycles and Distributional Effects: Evidence from the UK," Working Papers, Barcelona School of Economics, number 1183, Jun.
  5. Cecilia Dassatti & Francesc Rodriguez-Tous & Rodrigo Lluberas, 2020, "Zombie lending: how many wondering souls are there?," Documentos de trabajo, Banco Central del Uruguay, number 2020003.
  6. Felipe González & Felipe Aldunate & Mounu Prem & Francisco Urzúa, 2020, "Privatization and business groups: Evidence from the Chicago Boys in Chile," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 537.
  7. Mookherjee, Dilip & Maitra, Pushkar & Mitra, Sandip & Visaria, Sujata, 2020, "Decentralized Targeting of Agricultural Credit Programs: Private versus Political Intermediaries," CEPR Discussion Papers, Centre for Economic Policy Research, number 14382, Feb.

2019

  1. Aubry, Mathieu & Kräussl, Roman & Manso, Gustavo & Spaenjers, Christophe, 2019, "Machines and Masterpieces: Predicting Prices in the Art Auction Market," HEC Research Papers Series, HEC Paris, number 1332, Mar, DOI: 10.2139/ssrn.3347175.
  2. Aubry, Mathieu & Kräussl, Roman & Manso, Gustavo & Spaenjers, Christophe, 2019, "Machine learning, human experts, and the valuation of real assets," CFS Working Paper Series, Center for Financial Studies (CFS), number 635.
  3. Gonçalves, Jorge & Kräussl, Roman & Levin, Vladimir, 2019, "Do "speed bumps" prevent accidents in financial markets?," CFS Working Paper Series, Center for Financial Studies (CFS), number 636.
  4. Accominotti, Olivier & Cen, Jason & Chambers, David & Marsh, Ian W, 2019, "Currency Regimes and the Carry Trade," CEPR Discussion Papers, Centre for Economic Policy Research, number 13571, Mar.
  5. José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Cecilia Dassatti Camors & Sergio Vicente & Francesc R Tous & José-Luis Peydró, 2019, "Macroprudential and Monetary Policy: Loan-Level Evidence from Reserve Requirements," Working Papers, Barcelona School of Economics, number 1091, May.
  6. F Aldunate & F GonzÔøΩlez & M Prem & F UrzÔøΩa, 2019, "The Evolution of Ownership Structures: Privatization, Business Groups, and Pyramids," Documentos de Trabajo, Universidad del Rosario, number 17348, Jul.

2018

  1. James Culley & Mark Andrew, 2018, "Exploring issues in calculating robust estimates for discount rates of leasehold relativities within Central London," ERES, European Real Estate Society (ERES), number eres2018_206, Jan.
  2. David Blake & Nicole El Karoui & Stéphane Loisel & Richard Macminn, 2018, "Longevity risk and capital markets: The 2015–16 update," Post-Print, HAL, number hal-01995778, Jan.
  3. Adrian Fernandez-Perez & Bart Frijns & Ana-Maria Fuertes & Joelle Miffre, 2018, "The skewness of commodity futures returns," Post-Print, HAL, number hal-01678744, DOI: 10.1016/j.jbankfin.2017.06.015.
  4. Andonov, Aleksandar & Kraussl, Roman & Rauh, Joshua D., 2018, "The Subsidy to Infrastructure as an Asset Class," Research Papers, Stanford University, Graduate School of Business, number 3737, Sep.
  5. Ferreira, Petrus & Kräussl, Roman & Landsman, Wayne R. & Nykyforovych, Maria & Pope, Peter F., 2018, "Reliability and relevance of fair values: Private equity investments and investee fundamentals," CFS Working Paper Series, Center for Financial Studies (CFS), number 593.
  6. Whitaker, Amy & Kräussl, Roman, 2018, "Blockchain, fractional ownership, and the future of creative work," CFS Working Paper Series, Center for Financial Studies (CFS), number 594.
  7. Adams, Renée & Kräussl, Roman & Navone, Marco & Verwijmeren, Patrick, 2018, "Is gender in the eye of the beholder? Identifying cultural attitudes with art auction prices," CFS Working Paper Series, Center for Financial Studies (CFS), number 595.
  8. Félix, Luiz & Kräussl, Roman & Stork, Philip, 2018, "Predictable biases in macroeconomic forecasts and their impact across asset classes," CFS Working Paper Series, Center for Financial Studies (CFS), number 596.
  9. Kräussl, Roman & Pollet, Joshua & Stefanova, Denitsa, 2018, "Signaling or marketing? The role of discount control mechanisms in closed-end funds," CFS Working Paper Series, Center for Financial Studies (CFS), number 597.
  10. Kräussl, Roman & Kräussl, Zsofia & Pollet, Joshua & Rinne, Kalle, 2018, "The performance of marketplace lenders: Evidence from lending club payment data," CFS Working Paper Series, Center for Financial Studies (CFS), number 598.
  11. Jonathan Smith & Gerardo Ferrara & Francesc Rodriguez, 2018, "The impact of the leverage ratio on client clearing," Bank of England Staff Working Paper series, Bank of England, number 735, Jun.
  12. Felipe Gonz√°lez & Mounu Prem & Francisco UrzÔøΩa I, 2018, "The Privatization Origins of Political Corporations," Documentos de Trabajo, Universidad del Rosario, number 16357, Jun.

2017

  1. Mark Andrew & James Culley, 2017, "Legal characteristics and their impact on the prices of dwellings in the Prime Central London Market: A Hedonic Analysis," ERES, European Real Estate Society (ERES), number eres2017_123, Jul.
  2. Philip Stork & Luiz Felix & Roman Kraussl, 2017, "Implied Volatility Sentiment: A Tale of Two Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-002/IV, Jan, revised 26 Jan 2018.
  3. Felix, Luiz & Kräussl, Roman & Stork, Philip, 2017, "Single stock call options as lottery tickets," CFS Working Paper Series, Center for Financial Studies (CFS), number 566.
  4. Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa, 2017, "The European sovereign debt crisis: What have we learned?," CFS Working Paper Series, Center for Financial Studies (CFS), number 567.
  5. David Buchuk & Borja Larrain & Mounu Prem & Francisco UrzÔøΩa I, 2017, "Overlapping Networks of Credit and Control," Documentos de Trabajo, Universidad del Rosario, number 15891, Nov.
  6. Pushkar Maitra & Sandip Mitra & Dilip Mookherjee & Sujata Visaria, 2017, "The Equity Impacts of Targeted Smallholder Agricultural Credit," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2017-41, Mar, revised Mar 2017.

2016

  1. Andrew J.G. Cairns & Malene Kallestrup-Lamb & Carsten P.T. Rosenskjold & David Blake & Kevin Dowd, 2016, "Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-14, May.
  2. Raphael, Brun-Aguerre & Ana-Maria, Fuertes & Matthew, Greenwood-Nimmo, 2016, "Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices," MPRA Paper, University Library of Munich, Germany, number 71764, May.
  3. Mayank Gupta & Jan Novotny, 2016, "The Dynamics of Value Comovement across Global Equity Markets," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp560, Mar.
  4. Luiz Felix & Roman Kraussl & Philip Stork, 2016, "Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-022/IV, Apr, revised 26 Jan 2018.
  5. Kräussl, Roman & Mirgorodskaya, Elizaveta, 2016, "The winner's curse on art markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 564.
  6. Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Tous, Francesc R., 2016, "Securities trading by banks and credit supply: Micro-evidence from the crisis," ESRB Working Paper Series, European Systemic Risk Board, number 5, Mar.
  7. Mookherjee, Dilip & Torero, Maximo & Mitra, Sandip & Visaria, Sujata, 2016, "Asymmetric Information and Middleman Margins: An Experiment with Indian Potato Farmers," CEPR Discussion Papers, Centre for Economic Policy Research, number 11548, Sep.
  8. Mookherjee, Dilip & Maitra, Pushkar & Mitra, Sandip & Motta, Alberto & Visaria, Sujata, 2016, "Financing Smallholder Agriculture: An Experiment wth Agent-Intermediated Microloans in India," CEPR Discussion Papers, Centre for Economic Policy Research, number 11549, Sep.
  9. Sujata Visaria & Rajeev Dehejia & Melody M. Chao & Anirban Mukhopadhyay, 2016, "Unintended Consequences of Rewards for Student Attendance: Results from a Field Experiment in Indian Classrooms," NBER Working Papers, National Bureau of Economic Research, Inc, number 22528, Aug.

2015

  1. Fabrice Larceneux & Mark Andrew, 2015, "Determinants of satisfaction with house purchase: an empirical investigation," Post-Print, HAL, number hal-02059243, Jun.
  2. Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2015, "Network centrality and pension fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-16.
  3. Bosman, Ronald & Kräussl, Roman & Mirgorodskaya, Elizaveta, 2015, "The "tone effect" of news on investor beliefs: An experimental approach," CFS Working Paper Series, Center for Financial Studies (CFS), number 522.
  4. Schulze, William & Deeds, David & Wuebker, Robert & Kräussl, Roman, 2015, "Toward a pecking order theory of strategic resource deployment," CFS Working Paper Series, Center for Financial Studies (CFS), number 523.
  5. Kräussl, Roman & Lehnert, Thorsten & Senulyte, Sigita, 2015, "Euro crash risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 524.
  6. José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Rajkamal Iyer & Puriya Abbassi & Francesc R Tous & José-Luis Peydró, 2015, "Securities Trading by Banks and Credit Supply: Micro-Evidence," Working Papers, Barcelona School of Economics, number 848, Nov.
  7. Matías Tapía & Borja Larraín & Francisco Urzúa, 2015, "Investor Protection and Corporate Control," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 467.
  8. Melody M. Chao & Rajeev Dehejia & Anirban Mukhopadhyay & Sujata Visaria, 2015, "Unintended Negative Consequences of Rewards for Student Attendance: Results from a Field Experiment in Indian Classrooms," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2015-22, Apr, revised Apr 2015.

2014

  1. Barbara Casu & Alessandra Ferrari & Claudia Girardone & John O.S. Wilson, 2014, "Integration, Productivity and Technological Spillovers: Evidence for Eurozone Banking Industries," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2014-01, Feb.
  2. Fuertes, Ana-Maria & Kalotychou, Elena & Saka, Orkun, 2014, "ECB Policy and Eurozone Fragility: Was De Grauwe Right?," CEPS Papers, Centre for European Policy Studies, number 9414, Jun.
  3. Roman Kräussl & Luiz Félix & Philip Stork, 2014, "The 2011 European Short Sale Ban: An Option Market Perspective," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-02.
  4. Roman Kräussl & Elizaveta Mirgorodskaya, 2014, "News Media Sentiment and Investor Behavior," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-03.
  5. Roman Kräussl & Narasimhan Jegadeesh & Joshua M. Pollet, 2014, "Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-04.
  6. Roman Kräussl & Thorsten Lehnert & Nicolas Martelin, 2014, "Is there a Bubble in the Art Market?," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-07.
  7. Roman Kräussl, 2014, "Art as an Aternative Asset Class: Risk and Return Characteristics of the Middle Eastern & Northern African Art Markets," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-10.
  8. Roman Kräussl & Ronald Bosman & Thomas van Galen, 2014, "Emotions-at-Risk: An Experimental Investigation into Emotions, Option Prices and Risk Perception," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-11.
  9. Pushkar Maitra & Sandip Mitra & Dilip Mookherjee & Alberto Motta & Sujata Visaria, 2014, "Helping Microfinance Fulfill its Promise: Raising Borrower Incomes through Agent-Intermediated Lending," HKUST IEMS Thought Leadership Brief Series, HKUST Institute for Emerging Market Studies, number 2015-03, Oct, revised Oct 2014.

2013

  1. Sarkisyan, Anna & Casu, Barbara, 2013, "Retained interests in securitisations and implications for bank solvency," Working Paper Series, European Central Bank, number 1538, Apr.
  2. Roman Kraussl & Andre Lucas & David R. Rijsbergen & Pieter Jelle van der Sluis & Evert B. Vrugt, 2013, "Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-4.
  3. Roman Kraussl & Carmen Lee & Leo Paas, 2013, "The Effect of Anticipated and Experienced Regret and Pride on Investors Future Selling Decisions," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-5.
  4. Roman Kraussl & Arthur Korteweg & Patrick Verwijmeren, 2013, "Does it Pay to Invest in Art? A Selection-corrected Returns Perspective," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-7.
  5. Roman Kraussl & Andre Lucas & David R. Rijsbergen & Pieter Jelle van der Sluis & Evert B. Vrugt, 2013, "Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-4.
  6. Roman Kraussl & Carmen Lee & Leo Paas, 2013, "The Effect of Anticipated and Experienced Regret and Pride on Investors Future Selling Decisions," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-5.
  7. Roman Kraussl & Stefan Krause, 2013, "Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985-2009," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-6.
  8. Roman Kraussl & Arthur Korteweg & Patrick Verwijmeren, 2013, "Does it Pay to Invest in Art? A Selection-corrected Returns Perspective," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-7.
  9. Félix, Luiz & Kräussl, Roman & Stork, Philip, 2013, "The 2011 European short sale ban on financial stocks: A cure or a curse?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/17.
  10. Sandip Mitra & Dilip Mookherjee & Maximo Torero & Sujata Visaria, 2013, "Asymmetric Information and Middleman Margins: An Experiment with West Bengal Potato Farmers," Working Papers, eSocialSciences, number id:5545, Oct.
  11. Pushkar Maitra & Sandip Mitra & Dilip Mookherjee & Alberto Motta & Sujata Visaria, 2013, "Agent Intermediated Lending: A New Approach to Microfinance," Monash Economics Working Papers, Monash University, Department of Economics, number 16-13, May.
  12. Yim, Andrew, 2013, "Mixture and Continuous 'Discontinuity' Hypotheses: An Earnings Management Model with Auditor-Required Adjustment," MPRA Paper, University Library of Munich, Germany, number 44702, Mar.

2012

  1. Blake, David & Biffs, Enrico, 2012, "Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers," MPRA Paper, University Library of Munich, Germany, number 44680, Dec.
  2. John Cotter & David Blake & Kevin Dowd, 2012, "What Should Be Done About The Underfunding of Defined Benefit Pension Schemes?," Working Papers, Geary Institute, University College Dublin, number 201202, Jan.
  3. Wuebker, Robert & Schulze, William & Kräussl, Roman, 2012, "Is venture capital a local business? A test of the proximity and local network hypotheses," CFS Working Paper Series, Center for Financial Studies (CFS), number 2012/15.
  4. Ian W. Marsh & Wolf Wagner, 2012, "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-033/IV/DSF33, Apr.
  5. Yim, Andrew & Schröder, David, 2012, "Industry Effects on Firm and Segment Profitability Forecasting: Do Aggregation and Diversity Matter?," MPRA Paper, University Library of Munich, Germany, number 39190, Jun.

2011

  1. David Blake & John Cotter & Kevin Dowd, 2011, "Financial Risks and the Pension Protection Fund: Can it Survive Them?," Papers, arXiv.org, number 1103.5978, Mar.
  2. Blake, David & Brockett, Patrick & Cox, Samuel & MacMinn, Richard, 2011, "Longevity risk and capital markets: The 2009-2010 update," MPRA Paper, University Library of Munich, Germany, number 28868, Feb.
  3. Cairns, Andrew & Dowd, Kevin & Blake, David & Coughlan, Guy, 2011, "Longevity hedge effectiveness: a decomposition," MPRA Paper, University Library of Munich, Germany, number 34236, May.
  4. Blake, David & Wright, Douglas & Zhang, Yumeng, 2011, "Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners," MPRA Paper, University Library of Munich, Germany, number 34277, Sep.
  5. Blake, David & Wright, Douglas & Zhang, Yumeng, 2011, "Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion," MPRA Paper, University Library of Munich, Germany, number 34278, Sep.
  6. Blake, David & Courbage, Christophe & MacMinn, Richard & Sherris, Michael, 2011, "Longevity risks and capital markets: The 2010-2011 update," MPRA Paper, University Library of Munich, Germany, number 34279, Sep.
  7. Dowd, Kevin & Cairns, Andrew & Blake, David & Coughlan, Guy & Khalaf-Allah, Marwa, 2011, "A gravity model of mortality rates for two related populations," MPRA Paper, University Library of Munich, Germany, number 35738.
  8. Biffis, Enrico & Blake, David & Pitotti, Lorenzo & Sun, Ariel, 2011, "The cost of counterparty risk and collateralization in longevity swaps," MPRA Paper, University Library of Munich, Germany, number 35740, Jun.
  9. Coughlan, Guy & Khalaf-Allah, Marwa & Ye, Yijing & Kumar, Sumit & Cairns, Andrew & Blake, David & Dowd, Kevin, 2011, "Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness," MPRA Paper, University Library of Munich, Germany, number 35743.
  10. Casu, Barbara & Clare, Andrew & Saleh, Nashwa, 2011, "Towards a new model for early warning signals for systemic financial fragility and near crises: an application to OECD countries," MPRA Paper, University Library of Munich, Germany, number 37043, Dec.
  11. Kraeussl, R. & Krause, S., 2011, "Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985 - 2009," Working papers, Banque de France, number 327.
  12. Riccardo Calcagno & Roman Kraussl & Chiara Monticone, 2011, "An analysis of the effects of the severance payment reform on credit to Italian SMEs," Post-Print, HAL, number hal-02312612, Aug, DOI: 10.1108/17576381111152227.
  13. Kentaro Iwatsubo & Ian W. Marsh, 2011, "Order Flows, Fundamentals and Exchange Rates," Discussion Papers, Graduate School of Economics, Kobe University, number 1120, Sep.
  14. Fangfang Tan & Andrew Yim, 2011, "Can Strategic Uncertainty Help Deter Tax Evasion? – An Experiment on Auditing Rules," Working Papers, Max Planck Institute for Tax Law and Public Finance, number can_strategic_uncertainty, Dec.

2010

  1. Blake, David & Tonks, Ian & Timmermann, Allan & Wermers, Russ, 2010, "Decentralized Investment Management: Evidence from the Pension Fund Industry," CEPR Discussion Papers, Centre for Economic Policy Research, number 7679, Feb.
  2. Anthony Webb & Shenyi Jiang & Wei Sun, 2010, "Did the Housing Boom Increase Household Spending," Issues in Brief, Center for Retirement Research, number ib2010-10, Jul, revised Jul 2010.
  3. Blake, David & Boardman, Tom & Cairns, Andrew, 2010, "Sharing longevity risk: Why governments should issue longevity bonds," MPRA Paper, University Library of Munich, Germany, number 34184, Mar.
  4. Bessler, Wolfgang & Blake, David & Lückoff, Peter & Tonks, Ian, 2010, "Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes," MPRA Paper, University Library of Munich, Germany, number 34185, Mar.
  5. Blake, David & Boardman, Tom, 2010, "Spend more today: Using behavioural economics to improve retirement expenditure decisions," MPRA Paper, University Library of Munich, Germany, number 34234, Oct.
  6. Mahmoud Botshekan & Roman Kraeussl & Andre Lucas, 2010, "Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-116/2/DSF 3, Nov.
  7. Roman Kraeussl & Andre Lucas & Arjen Siegmann, 2010, "Risk Aversion under Preference Uncertainty," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-117/2/DSF 4, Nov.
  8. Lee, K.M.C. & Kraeussl, R.G.W. & Paas, L.J., 2010, "Personality and investment: Personality differences affect investors' adaptation to losses," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0007.
  9. Kraeussl, Roman & Krause, Stefan, 2010, "Are particular industries more likely to succeed? A comparative analysis of VC investment in the US and Europe," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/02.
  10. Kraeussl, Roman & Wiehenkamp, Christian, 2010, "A call on Art investments," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/03.
  11. Lee, Carmen & Kräussl, Roman & Lucas, André & Paas, Leo, 2010, "Why do investors sell losers? How adaptation to losses affects future capitulation decisions," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/23.
  12. Yim, Andrew, 2010, "Fraud Detection and Financial Reporting and Audit Delay," MPRA Paper, University Library of Munich, Germany, number 27857, Sep.
  13. Yim, Andrew, 2010, "Quality Cost and Failure Risk in the Choice of Single versus Multiple Sourcing," MPRA Paper, University Library of Munich, Germany, number 27858, Jun.
  14. Tan, Fangfang & Yim, Andrew, 2010, "Deterrence Effects of Auditing Rules: An Experimental Study," MPRA Paper, University Library of Munich, Germany, number 27859, Sep.

2009

  1. Mark Andrew & Alan W. Evans, 2009, "The Anatomy of Speculation: A National Analysis of the UK Housing Market," ERES, European Real Estate Society (ERES), number eres2009_221, Jan.
  2. Blake, David, 2009, "NDC v FDC: Pros, cons and replication," MPRA Paper, University Library of Munich, Germany, number 33752, Dec.
  3. Samy Ben Naceur & Hichem Ben-Khedhiri & Barbara Casu, 2009, "What Drives the Efficiency of Selected MENA Banks? A Meta-Frontier Analysis," Working Papers, Economic Research Forum, number 499, Aug, revised Aug 2009.
  4. Sander J.J. Konijn & Roman Kraeussl & Andre Lucas, 2009, "Blockholder Dispersion and Firm Value," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-113/2, Dec, revised 03 Jan 2011.
  5. Piotr Korczak & Kate Phylaktis, 2009, "Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/612, Oct.
  6. Ulf von Lilienfeld-Toal & Dilip Mookherjee & Sujata Visaria, 2009, "The Distributive impact of reforms in credit enforcement: Evidence from Indian debt recovery tribunals," Discussion Papers, Indian Statistical Institute, Delhi, number 09-03, Jan.
  7. Yim, Andrew, 2009, "Efficient Committed Budget for Implementing Target Audit Probability for Many Inspectees," MPRA Paper, University Library of Munich, Germany, number 27856, Dec.

2008

  1. Blake, David & Cairns, Andrew & Dowd, Kevin, 2008, "Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers," MPRA Paper, University Library of Munich, Germany, number 33749, Apr.
  2. Carmen Lee & Roman Kraeussl & André Lucas & Leonard J. Paas, 2008, "A Dynamic Model of Investor Decision-Making: How Adaptation to Losses affects Future Selling Decisions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-112/2, Nov, revised 02 Sep 2013.
  3. Kräussl, Roman & Elsland, Niels van, 2008, "Constructing the true art market index: A novel 2-step hedonic approach and its application to the German art market," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/11.
  4. Erica Field & Matthew Levinson & Rohini Pande & Sujata Visaria, 2008, "Segregation, Rent Control, and Riots: The Economics of Religious Conflict in an Indian City," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-174, Apr.
  5. Muhammad Asali & Sanjay Reddy & Sujata Visaria, 2008, "Inter-Country Comparisons of Poverty Based on a Capability Approach," Working Papers, International School of Economics at TSU, Tbilisi, Republic of Georgia, number 012-08, Sep.

2007

  1. Alan W. Evans & Mark Andrew, 2007, "The Anatomy of Speculation; a Regional Analysis," ERES, European Real Estate Society (ERES), number eres2007_307, Jan.
  2. Riccardo Calcagno & Roman Kraeussl & Chiara Monticone, 2007, "An Analysis of the Effects of the Severance Pay Reform on Credit to Italian SMEs," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 59, Apr.
  3. Canto, Bea & Kräussl, Roman, 2007, "Electronic trading systems and intraday non-linear dynamics: An examination of the FTSE 100 cash and futures returns," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/20.
  4. Muller, Alan & Kräussl, Roman, 2007, "Do markets love misery? Stock prices and corporate philanthropic disaster response," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/10.
  5. Paul Hallwood & Ronald MacDonald & Ian Marsh, 2007, "Did Impending War in Europe Help Destroy the Gold Bloc in 1936? An Internal Inconsistency Hypothesis," Working papers, University of Connecticut, Department of Economics, number 2007-23, Jun.

2006

  1. Mark Andrew & Alan Evans, 2006, "The Anatomy Of Speculation In A House Price Boom," ERES, European Real Estate Society (ERES), number eres2006_112, Jan.
  2. Tianshu Zhao & Barbara Casu & Alessandra Ferrari, 2006, "Deregulation and productivity growth: a study of Indian commercial banking," Economic Analysis Research Group Working Papers, Henley Business School, University of Reading, number earg-wp2006-07.
  3. Elena Kalotychou & Ana-Maria Fuertes, 2006, "On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics," Computing in Economics and Finance 2006, Society for Computational Economics, number 509, Jul.
  4. Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006, "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-023/2, Mar.
  5. Canto, Bea & Kräussl, Roman, 2006, "Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/25.
  6. Campbell, Rachel A. & Kräussl, Roman, 2006, "Revisiting the home bias puzzle: Downside equity risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/31.
  7. Campbell, Rachel A. & Kräussl, Roman, 2006, "Does patience pay? Empirical testing of the option to delay accepting a tender offer in the US banking sector," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/32.
  8. Goderis, B.V.G. & Marsh, I. & Vall Castello, J. & Wagner, W.B., 2006, "Bank Behavior with Access to Credit Risk Transfer Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-100.
  9. Sujata Visaria, 2006, "Legal Reform and Loan Repayment: The Microeconomic Impact of Debt Recovery Tribunals in India," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-157, Apr.
  10. Sanjay Reddy & Sujata Visaria & Muhammad Asali, 2006, "Inter-country Comparisons of Poverty Based on Capability Approach: An Empirical Exercise," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-038, Jul.

2005

  1. Mark Andrew & Donald Haurin & Abdul Munasib, 2005, "Explaining the Route To Owner Occupation: A Transatlantic Comparison," ERES, European Real Estate Society (ERES), number eres2005_106, Jan.
  2. Christian Hawkesby & Ian W Marsh & Ibrahim Stevens, 2005, "Comovements in the prices of securities issued by large complex financial institutions," Bank of England Staff Working Paper series, Bank of England, number 256, Mar.

2004

  1. Mark Andrew, 2004, "Peer Group Pressure and Its Impact on the Transition into Homeownership in Britain in the 1990s," ERES, European Real Estate Society (ERES), number eres2004_553, Jun.
  2. Inkmann, Joachim & Blake, David, 2004, "Liability valuation and optimal asset allocation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24754, Aug.
  3. Byrne, Alistair & Harrison, Debbie & Blake, David, 2004, "Barriers to pension scheme participation in small and medium sized enterprises," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24820, Oct.
  4. Cairns, Andrew J. G. & Blake, David & Dowd, Kevin, 2004, "Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24831, Sep.
  5. Barbara Casu & Claudia Girardone, 2004, "An Analysis of the Relevance of Off-Balance Sheet Items in Explaining Productivity Change in European Banking," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 37, Sep.
  6. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004, "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0403, May.
  7. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004, "The Feldstein-Horioka puzzle is not as bad as you think," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 17, Sep.
  8. Ana-Maria Fuertes & Jerry Coakley & Andrew Wood, 2004, "A new interpretation of the real exchange rate - yield differential nexus," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 32, Sep.
  9. Ana-Maria Fuertes & Dylan Thomas, 2004, "Market-wide shocks and anomalous price behaviour: evidence from closed-end funds," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 56, Sep.
  10. Ana-Maria Fuertes & Elena Kalotychou, 2004, "Forecasting sovereign default using panel models: A comparative analysis," Computing in Economics and Finance 2004, Society for Computational Economics, number 228, Aug.
  11. Ana-Maria Fuertes & Elena Kalotychou, 2004, "Elements in the Design of an Early Warning System for Sovereign Default," Computing in Economics and Finance 2004, Society for Computational Economics, number 231, Aug.
  12. Marsh, Ian W & Wagner, Wolf, 2004, "Credit Risk Transfer and Financial Sector Performance," CEPR Discussion Papers, Centre for Economic Policy Research, number 4265, Feb.
  13. Roberto Blanco & Simon Brennan & Ian W Marsh, 2004, "An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps," Bank of England Staff Working Paper series, Bank of England, number 211, Feb.
  14. Paul Hallwood & Ian W. Marsh & Joerg Scheibe, 2004, "An Assessment of the Case for Monetary Union or Official Dollarization in Argentina, Brazil, Chile, Uruguay and Venezuela," Working papers, University of Connecticut, Department of Economics, number 2004-13, Jul.
  15. Kate Phylaktis & Lichuan Xia, 2004, "Sources of Industry and Country Effects in Firm Level Returns," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 10, Sep.

2003

  1. Mark Andrew & Steven Devaney & Stephen Lee, 2003, "Another Look at the Relative Importance of Sectors and Regions in Determining Property Returns," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2003-14.
  2. Andrew, Mark & Evans, Alan & Koundouri, Phoebe & Meen, Geoffrey, 2003, "Residential stamp duty:Time for a change," MPRA Paper, University Library of Munich, Germany, number 38264, Apr.
  3. Mark Andrew, 2003, "Borrowing Constraints and its Impact on The First-Time Buyer Market in Britain," ERES, European Real Estate Society (ERES), number eres2003_103, Jun.
  4. Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2003, "Pensionmetrics 2: stochastic pension plan design during the distribution phase," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24830, Mar.
  5. Blake, David, 2003, "UK pension fund management after Myners: the hunt for correlation begins," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24833, Mar.
  6. Blake, David, 2003, "Take (smoothed) risks when you are young, not when you are old: how to get the best from your stakeholder pension plan," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24834, Apr.
  7. Blake, David, 2003, "The United Kingdom pension system: key issues," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24851, Jun.
  8. Blake, David, 2003, "What is a promise from the government worth?: measuring and assessing the implications of political risk in state and personal pension schemes in the United Kingdom," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24856, Jul.
  9. Blake, David, 2003, "Financial system requirements for successful pension reform," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24862, Aug.
  10. Blake, David, 2003, "Is immigration the answer to the UK’s pension crisis?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24864, Sep.
  11. Blake, David, 2003, "Modelling the composition of personal sector wealth in the United Kingdom," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24866, Sep.
  12. Dowd, Kevin & Blake, David & Cairns, Andrew, 2003, "Long-term value at risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24867, Sep.
  13. Andrew Wood & Jerry Coakley & Ana-Maria Fuertes, 2003, "A New Interpretation of the Exchange Rate - Yield Differential Nexus," Computing in Economics and Finance 2003, Society for Computational Economics, number 160, Aug.
  14. Ana-maria Fuertes, 2003, "Robust Bootstrap Inference On Long Run Dependence Using Panels," Computing in Economics and Finance 2003, Society for Computational Economics, number 307, Aug.
  15. Roman Kraeussl, 2003, "Sovereign Credit Ratings and Their Impact on Recent Financial Crises," Working Papers, University of Crete, Department of Economics, number 0313, Jun.
  16. C. Paul Hallwood & Ian W. Marsh, 2003, "Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931," Working papers, University of Connecticut, Department of Economics, number 2003-23, Aug.

2002

  1. Blake, David & Timmermann, Allan, 2002, "International Asset Allocation with Time-Varying Investment Opportunities," CEPR Discussion Papers, Centre for Economic Policy Research, number 3464, Jul.
  2. Blake, David & Lehmann, Bruce N. & Timmermann, Allan, 2002, "Performance clustering and incentives in the UK pension fund industry," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24945, Jul.
  3. Blake, David & Timmermann, Allan, 2002, "Returns from active management in international equity markets: evidence from a panel of UK pension funds," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24946, Aug.
  4. Blake, David, 2002, "The impact of wealth on consumption and retirement behaviour in the UK," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24949, Oct.
  5. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2002, "A Principal Components Approach to Cross-Section Dependence in Panels," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B5-3, Mar.
  6. Ana-Maria Fuertes & Miguel A. Martin & M. Teresa Perez, 2002, "Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 113, Jul.
  7. Jerry Coakley & Ana-Maria Fuertes, 2002, "Exchange Rate Overshooting and the Forward Premium Puzzle," Computing in Economics and Finance 2002, Society for Computational Economics, number 145, Jul.
  8. Jerry Coakley & Ana-Maria Fuertes, 2002, "An MTAR Test for Stock Market Bubbles," Computing in Economics and Finance 2002, Society for Computational Economics, number 298, Jul.

2001

  1. Mark Andrew, 2001, "Housing Tenure in Britain: Modelling the Change in the Route to Owner Occupation," ERES, European Real Estate Society (ERES), number eres2001_104, Jun.
  2. Jerry Coakley, Ana-Maria Fuertes, Ron Smith, 2001, "Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach," Computing in Economics and Finance 2001, Society for Computational Economics, number 140, Apr.
  3. Jerry Coakley, Ana-Maria Fuertes, Ron Smith, 2001, "Small sample properties of panel time-series estimators with I(1) errors," Computing in Economics and Finance 2001, Society for Computational Economics, number 191, Apr.
  4. Jerry Coakley; Ana-Maria Fuertes, 2001, "Bootstrap LR Tests for Sign and Amplitude Asymmetries," Computing in Economics and Finance 2001, Society for Computational Economics, number 262, Apr.
  5. Paul Hallwood & Ian W. Marsh & Jorg Scheibe, 2001, "Official Dollarization in Latin America: Could it Work?," Working papers, University of Connecticut, Department of Economics, number 2001-06, Aug.

2000

  1. Barbara Casu & Philip Molyneux, 2000, "A Comparative Study of Efficiency in European Banking," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-17, Feb.
  2. Zoega, Gylfi & Coakley, Jerry & Fuertes, Ana-Maria, 2000, "Evaluating The Persistence And Structuralist Theories Of Unemployment," CEPR Discussion Papers, Centre for Economic Policy Research, number 2438, Apr.
  3. Ana-Maria Fuertes & Maria-Teresa Perez & Jerry Coakley, 2000, "A Numerical Algorithm For The Efficient Estimation Of Band-Tar Models," Computing in Economics and Finance 2000, Society for Computational Economics, number 140, Jul.
  4. Roman Kraeussl, 2000, "Sovereign Ratings and Their Impact on Recent Financial Crises," Working Papers, University of Crete, Department of Economics, number 0002, Feb.
  5. Yim, Andrew, 2000, "Renegotiation and Relative Performance Evaluation: Why an Informative Signal may be Useless," MPRA Paper, University Library of Munich, Germany, number 27855, Oct.

1999

  1. Mark Andrew, 1999, "Household Responses to Spatial Disequilibrium: The Impact of a Secondary Earner," ERES, European Real Estate Society (ERES), number eres1999_102, Jun.
  2. MacDonald, Ronald & Marsh, Ian W, 1999, "Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen," CEPR Discussion Papers, Centre for Economic Policy Research, number 2210, Aug.
  3. Marsh, Ian W & Chinn, Menzie David & Cheung, Yin-Wong, 1999, "How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?," CEPR Discussion Papers, Centre for Economic Policy Research, number 2230, Sep.

1998

  1. Lunde, Asger & Timmermann, Allan & Blake, David, 1998, "The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt1pd3z1hm, Apr.

1997

  1. Blake, David & Timmermann, Allan & Lehmann, Bruce N, 1997, "Performance Measurement using Multiple Asset Class Portfolio Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 1618, Jun.

1995

  1. Ms. Kate Phylaktis, 1995, "Capital Market Integration in the Pacific Basin Region: An Analysis of Real Interest Rate Linkages," IMF Working Papers, International Monetary Fund, number 1995/133, Dec.

1994

  1. Ian W. Marsh & Mr. Stephen Tokarick, 1994, "Competitiveness Indicators: A Theoretical and Empirical Assessment," IMF Working Papers, International Monetary Fund, number 1994/029, Mar.

1991

  1. Mr. Mark P. Taylor & Ms. Kate Phylaktis, 1991, "The Demand for Money During High Inflation Episodes: Some Latin American Evidenceon the Cagan Model," IMF Working Papers, International Monetary Fund, number 1991/048, May.

Undated

  1. Roman Kraeussl, undated, "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises," Working Papers, University of Crete, Department of Economics, number 0304.
  2. Roman Kraeussl, undated, "Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?," Working Papers, University of Crete, Department of Economics, number 0314.
  3. Roman Kraeussl, undated, "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," Working Papers, University of Crete, Department of Economics, number 0315.

Journal articles

2026

  1. Cairns, Andrew J.G. & Blake, David, 2026, "ADM's APPLE: The Accelerated Deaths Model with an Application to the Covid-19 Pandemic," Insurance: Mathematics and Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.insmatheco.2026.103231.

2025

  1. Amy Whitaker & Roman Kräussl, 2025, "Art collectors as venture-stage investors," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 49, issue 4, pages 659-687, December, DOI: 10.1007/s10824-024-09528-8.
  2. Borja Larrain & Giorgo Sertsios & Francisco Urzúa, 2025, "Funding Contagion through Common Owners," The Review of Corporate Finance Studies, Society for Financial Studies, volume 14, issue 2, pages 608-648.
  3. Borja Larrain & Gordon M Phillips & Giorgo Sertsios & Francisco Urzúa, 2025, "The Effects of Going Public on Firm Profitability and Strategy," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 8, pages 2467-2514.

2024

  1. David Blake & John Pickles, 2024, "Mental time travel and the valuation of financial investments: analysing five biases that cause pricing anomalies," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 17, issue 1, pages 1-18, August, DOI: 10.1108/RBF-11-2023-0303.
  2. David Blake & Johnny Li, 2024, "Longevity risk and capital markets: the 2022–2023 update," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 49, issue 2, pages 229-233, April, DOI: 10.1057/s41288-024-00314-3.
  3. Roman Kräussl & Tobi Oladiran & Denitsa Stefanova, 2024, "A review on ESG investing: Investors’ expectations, beliefs and perceptions," Journal of Economic Surveys, Wiley Blackwell, volume 38, issue 2, pages 476-502, April, DOI: 10.1111/joes.12599.
  4. Roman Kräussl & Alessandro Tugnetti, 2024, "Non‐Fungible Tokens (NFTs): A Review of Pricing Determinants, Applications and Opportunities," Journal of Economic Surveys, Wiley Blackwell, volume 38, issue 2, pages 555-574, April, DOI: 10.1111/joes.12597.
  5. Kräussl, Roman & Kräussl, Zsofia & Pollet, Joshua & Rinne, Kalle, 2024, "The performance of marketplace lenders," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107124.
  6. Bailey, Warren & Muradoglu, Gulnur & Onay, Ceylan & Phylaktis, Kate, 2024, "Foreign investors, firm level productivity, and European economic integration," Journal of Corporate Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jcorpfin.2024.102564.
  7. José-Luis Peydró & Francesc Rodriguez-Tous & Jagdish Tripathy & Arzu Uluc, 2024, "Macroprudential Policy, Mortgage Cycles, and Distributional Effects: Evidence from the United Kingdom," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 3, pages 727-760.
  8. Borja Larrain & Peter Roosenboom & Giorgo Sertsios & Francisco Urzúa, 2024, "Ownership Concentration and Firm Value: New Evidence from Owner Stakes in IPOs," Management Science, INFORMS, volume 70, issue 7, pages 4441-4464, July, DOI: 10.1287/mnsc.2021.01039.
  9. Pushkar Maitra & Sandip Mitra & Dilip Mookherjee & Sujata Visaria, 2024, "Decentralized Targeting of Agricultural Credit Programs: Private Versus Political Intermediaries," Journal of the European Economic Association, European Economic Association, volume 22, issue 6, pages 2648-2699.

2023

  1. David BLAKE & Andrew, J. G. GAIRNS & Malene KALLESTRUP-LAMB & Jesper RANGVID, 2023, "Longevity risk and capital markets: the 2021–22 update," JODE - Journal of Demographic Economics, Cambridge University Press, volume 89, issue 3, pages 299-312, September, DOI: 10.1017/dem.2023.2.
  2. David Blake, 2023, "Target2: The Silent Bailout System That Keeps the Euro Afloat," JRFM, MDPI, volume 16, issue 12, pages 1-126, December.
  3. Fuertes, Ana-Maria & Zhao, Nan, 2023, "A Bayesian perspective on commodity style integration," Journal of Commodity Markets, Elsevier, volume 30, issue C, DOI: 10.1016/j.jcomm.2023.100328.
  4. Adrian Fernandez-Perez & Ana-Maria Fuertes & Joëlle Miffre, 2023, "The Negative Pricing of the May 2020 WTI Contract," The Energy Journal, , volume 44, issue 1, pages 119-142, January, DOI: 10.5547/01956574.44.1.afer.
  5. B. Casu & A. Gallo & E. Kalotychou & A. Sarkisyan, 2023, "Bank Misconduct, Board Diversity and CEO Turnover," Review of Corporate Finance, now publishers, volume 3, issue 1-2, pages 149-174, May, DOI: 10.1561/114.00000038.
  6. Angela Gallo & Min Park, 2023, "CLO (Collateralized Loan Obligation) Market and Corporate Lending," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 5, pages 1077-1118, August, DOI: 10.1111/jmcb.12941.
  7. Mathieu Aubry & Roman Kräussl & Gustavo Manso & Christophe Spaenjers, 2023, "Biased Auctioneers," Journal of Finance, American Finance Association, volume 78, issue 2, pages 795-833, April, DOI: 10.1111/jofi.13203.
  8. Marcelo Ortiz & Caspar David Peter & Francisco Urzúa & Paolo F, 2023, "Mandatory Financial Disclosure and M&A Activity," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 12, pages 4788-4823.

2022

  1. Blake, David & Duffield, Mel & Tonks, Ian & Haig, Alistair & Blower, Dean & MacPhee, Laura, 2022, "Smart defaults: Determining the number of default funds in a pension scheme," The British Accounting Review, Elsevier, volume 54, issue 4, DOI: 10.1016/j.bar.2021.101042.
  2. Kevin Dowd & David Blake, 2022, "Projecting Mortality Rates to Extreme Old Age with the CBDX Model," Forecasting, MDPI, volume 4, issue 1, pages 1-11, February.
  3. Kevin Dowd & David Blake, 2022, "Good Practice Principles in Modelling Defined Contribution Pension Plans," JRFM, MDPI, volume 15, issue 3, pages 1-21, February.
  4. David Blake, 2022, "Nudges and Networks: How to Use Behavioural Economics to Improve the Life Cycle Savings-Consumption Balance," JRFM, MDPI, volume 15, issue 5, pages 1-17, May.
  5. David Blake, 2022, "The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated," JRFM, MDPI, volume 15, issue 6, pages 1-61, May.
  6. Ana‐Maria Fuertes & Zhenya Liu & Weiqing Tang, 2022, "Risk‐neutral skewness and commodity futures pricing," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 42, issue 4, pages 751-785, April, DOI: 10.1002/fut.22308.
  7. Aftab, Muhammad & Phylaktis, Kate, 2022, "Economic integration and exchange market pressure in a policy uncertain world," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102701.
  8. Tugba Bas & Yaz Gulnur Muradoglu & Kate Phylaktis, 2022, "Capital Structures of Small Family Firms in Developing Countries," Review of Corporate Finance, now publishers, volume 2, issue 4, pages 745-790, December, DOI: 10.1561/114.00000029.
  9. Maitra, Pushkar & Mitra, Sandip & Mookherjee, Dilip & Visaria, Sujata, 2022, "Evaluating the distributive effects of a micro-credit intervention," Journal of Development Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.jdeveco.2022.102896.

2021

  1. Blake, David & Cairns, Andrew J.G., 2021, "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, volume 99, issue C, pages 395-439, DOI: 10.1016/j.insmatheco.2021.04.001.
  2. David Blake & John Pickles, 2021, "Mental time travel and the valuation of financial investments," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 3, pages 327-344, February, DOI: 10.1108/RBF-06-2020-0133.
  3. David Blake & John Pickles, 2021, "Mental Time Travel and Retirement Savings," JRFM, MDPI, volume 14, issue 12, pages 1-13, December.
  4. David Blake & Edmund Cannon & Douglas Wright, 2021, "Quantifying loss aversion: Evidence from a UK population survey," Journal of Risk and Uncertainty, Springer, volume 63, issue 1, pages 27-57, August, DOI: 10.1007/s11166-021-09356-7.
  5. Kevin Dowd & Andrew J. G. Cairns & David Blake, 2021, "Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model," North American Actuarial Journal, Taylor & Francis Journals, volume 25, issue S1, pages 170-181, February, DOI: 10.1080/10920277.2019.1652102.
  6. Andrew Hunt & David Blake, 2021, "On the Structure and Classification of Mortality Models," North American Actuarial Journal, Taylor & Francis Journals, volume 25, issue S1, pages 215-234, February, DOI: 10.1080/10920277.2019.1649156.
  7. Andrew Hunt & David Blake, 2021, "A Bayesian Approach to Modeling and Projecting Cohort Effects," North American Actuarial Journal, Taylor & Francis Journals, volume 25, issue S1, pages 235-254, February, DOI: 10.1080/10920277.2019.1649157.
  8. Andrew Hunt & David Blake, 2021, "Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing," North American Actuarial Journal, Taylor & Francis Journals, volume 25, issue S1, pages 482-507, February, DOI: 10.1080/10920277.2019.1649159.
  9. Andrew Hunt & David Blake, 2021, "Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies," North American Actuarial Journal, Taylor & Francis Journals, volume 25, issue S1, pages 508-533, February, DOI: 10.1080/10920277.2019.1649160.
  10. Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joelle, 2021, "The risk premia of energy futures," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105460.
  11. Fuertes, Ana-Maria & Robles, Maria-Dolores, 2021, "Bank credit risk events and peers' equity value," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101668.
  12. Matteo Cotugno & Antonio D'Amato & Angela Gallo & Valeria Stefanelli, 2021, "Do supervisory enforcement actions affect board composition?," Corporate Governance: An International Review, Wiley Blackwell, volume 29, issue 1, pages 22-44, January, DOI: 10.1111/corg.12336.
  13. Arnaboldi, F. & Casu, B. & Gallo, A. & Kalotychou, E. & Sarkisyan, A., 2021, "Gender diversity and bank misconduct," Journal of Corporate Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.jcorpfin.2020.101834.
  14. Renée B Adams & Roman Kräussl & Marco Navone & Patrick Verwijmeren & Stijn Van Nieuwerburgh, 2021, "Gendered Prices
    [Can culture affect prices? A cross-cultural study of shopping and retail prices]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3789-3839.
    • Renée B Adams & Roman Kräussl & Marco Navone & Patrick Verwijmeren, 2021, "Gendered Prices," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2021-4, Jan.
  15. Aleksandar Andonov & Roman Kräussl & Joshua Rauh & Stijn Van Nieuwerburgh, 2021, "Institutional Investors and Infrastructure Investing
    [Pension fund asset allocation and liability discount rates]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3880-3934.
  16. Luiz Félix & Roman Kräussl & Philip Stork, 2021, "Strategic bias and popularity effect in the prediction of economic surprises," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 6, pages 1095-1117, September, DOI: 10.1002/for.2764.
  17. Muhammad Aftab & Rubi Ahmad & Izlin Ismail & Kate Phylaktis, 2021, "Economic integration and the currency and equity markets nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 4, pages 5278-5301, October, DOI: 10.1002/ijfe.2065.
  18. Larrain, Borja & Sertsios, Giorgo & Francisco Urzúa I.,, 2021, "The going public decision of business group firms," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101819.
  19. Hui Tian & Andrew Yim & David P. Newton, 2021, "Tail-Heaviness, Asymmetry, and Profitability Forecasting by Quantile Regression," Management Science, INFORMS, volume 67, issue 8, pages 5209-5233, August, DOI: 10.1287/mnsc.2020.3694.

2020

  1. Dowd, Kevin & Cairns, Andrew J. G. & Blake, David, 2020, "CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family," Annals of Actuarial Science, Cambridge University Press, volume 14, issue 2, pages 445-460, September.
  2. Hunt, Andrew & Blake, David, 2020, "Identifiability in age/period mortality models," Annals of Actuarial Science, Cambridge University Press, volume 14, issue 2, pages 461-499, September.
  3. Hunt, Andrew & Blake, David, 2020, "Identifiability in age/period/cohort mortality models," Annals of Actuarial Science, Cambridge University Press, volume 14, issue 2, pages 500-536, September.
  4. David Blake & Richard MacMinn, 2020, "Longevity Risk and Capital Markets: The 2016–2017 Update," North American Actuarial Journal, Taylor & Francis Journals, volume 25, issue S1, pages 1-6, December, DOI: 10.1080/10920277.2019.1652101.
  5. David Blake & Richard MacMinn & Jason Chenghsien Tsai & Jennifer Wang, 2020, "Longevity Risk and Capital Markets: The 2017–2018 Update," North American Actuarial Journal, Taylor & Francis Journals, volume 25, issue S1, pages 280-308, December, DOI: 10.1080/10920277.2019.1644469.
  6. Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Gonzalez-Fernandez, Marcos & Miffre, Joelle, 2020, "Fear of hazards in commodity futures markets," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105902.
  7. John Hua Fan & Adrian Fernandez‐Perez & Ana‐Maria Fuertes & Joëlle Miffre, 2020, "Speculative pressure," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 40, issue 4, pages 575-597, April, DOI: 10.1002/fut.22085.
  8. Amy Whitaker & Roman Kräussl, 2020, "Fractional Equity, Blockchain, and the Future of Creative Work," Management Science, INFORMS, volume 66, issue 10, pages 4594-4611, October, DOI: 10.1287/mnsc.2020.3633.
  9. Luiz Félix & Roman Kräussl & Philip Stork, 2020, "Implied volatility sentiment: a tale of two tails," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 5, pages 823-849, May, DOI: 10.1080/14697688.2019.1696018.
  10. Panos K. Pouliasis & Ilias D. Visvikis & Nikos C. Papapostolou & Alexander A. Kryukov, 2020, "A novel risk management framework for natural gas markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 40, issue 3, pages 430-459, March, DOI: 10.1002/fut.22067.
  11. González, Felipe & Prem, Mounu & Urzúa I, Francisco, 2020, "The Privatization Origins of Political Corporations: Evidence from the Pinochet Regime," The Journal of Economic History, Cambridge University Press, volume 80, issue 2, pages 417-456, June.
  12. Aldunate, Felipe & González, Felipe & Prem, Mounu & Urzúa, Francisco, 2020, "Privatization and business groups: Evidence from the Chicago Boys in Chile," Explorations in Economic History, Elsevier, volume 78, issue C, DOI: 10.1016/j.eeh.2020.101355.
  13. David Buchuk & Borja Larrain & Mounu Prem & Francisco Urzúa Infante, 2020, "How Do Internal Capital Markets Work? Evidence from the Great Recession
    [Synthetic control methods for comparative case studies: estimating the effect of California’s tobacco control program]    ," Review of Finance, European Finance Association, volume 24, issue 4, pages 847-889.
  14. Wooyoung Lim & Sujata Visaria, 2020, "The Borrowing Puzzle: Why Do Filipino Domestic Workers in Hong Kong, China Borrow Rather than Dissave?," Asian Development Review, MIT Press, volume 37, issue 2, pages 77-99, September.

2019

  1. Mark Andrew & Fabrice Larceneux, 2019, "The role of emotion in a housing purchase: An empirical analysis of the anatomy of satisfaction from off-plan apartment purchases in France," Environment and Planning A, , volume 51, issue 6, pages 1370-1388, September, DOI: 10.1177/0308518X18817539.
  2. Cairns, Andrew J.G. & Kallestrup-Lamb, Malene & Rosenskjold, Carsten & Blake, David & Dowd, Kevin, 2019, "Modelling Socio-Economic Differences In Mortality Using A New Affluence Index," ASTIN Bulletin, Cambridge University Press, volume 49, issue 3, pages 555-590, September.
  3. Dowd, Kevin & Buckner, Dean & Blake, David & Fry, John, 2019, "The valuation of no-negative equity guarantees and equity release mortgages," Economics Letters, Elsevier, volume 184, issue C, DOI: 10.1016/j.econlet.2019.108669.
  4. Jonathan Crook & Tony Bellotti & Christophe Mues & Ana‐Maria Fuertes, 2019, "Preface to the papers on ‘Credit risk modelling’," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 182, issue 4, pages 1139-1142, October, DOI: 10.1111/rssa.12525.
  5. Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle, 2019, "A comprehensive appraisal of style-integration methods," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 134-150, DOI: 10.1016/j.jbankfin.2019.05.016.
  6. Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng, 2019, "Uncovered equity “disparity” in emerging markets," Journal of International Money and Finance, Elsevier, volume 98, issue C, pages 1-1, DOI: 10.1016/j.jimonfin.2019.102066.
  7. Petrus H. Ferreira & Roman Kräussl & Wayne R. Landsman & Maria Nykyforovych Borysoff & Peter F. Pope, 2019, "Reliability and relevance of fair values: private equity investments and investee fundamentals," Review of Accounting Studies, Springer, volume 24, issue 4, pages 1427-1449, December, DOI: 10.1007/s11142-019-09509-9.
  8. Luiz Félix & Roman Kräussl & Philip Stork, 2019, "Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 20, issue 4, pages 385-407, October, DOI: 10.1080/15427560.2018.1511792.
  9. Accominotti, Olivier & Cen, Jason & Chambers, David & Marsh, Ian W., 2019, "Currency Regimes and the Carry Trade," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 5, pages 2233-2260, October.
  10. Banti, Chiara & Phylaktis, Kate, 2019, "Global liquidity, house prices and policy responses," Journal of Financial Stability, Elsevier, volume 43, issue C, pages 79-96, DOI: 10.1016/j.jfs.2019.05.015.
  11. Borja Larrain & Giorgo Sertsios & Francisco Urzúa I, 2019, "The Effects of Losing a Business Group Affiliation," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 8, pages 3036-3074.

2018

  1. Blake, David & El Karoui, Nicole & Loisel, Stéphane & MacMinn, Richard, 2018, "Longevity risk and capital markets: The 2015–16 update," Insurance: Mathematics and Economics, Elsevier, volume 78, issue C, pages 157-173, DOI: 10.1016/j.insmatheco.2017.10.002.
  2. Hunt, Andrew & Blake, David, 2018, "Identifiability, cointegration and the gravity model," Insurance: Mathematics and Economics, Elsevier, volume 78, issue C, pages 360-368, DOI: 10.1016/j.insmatheco.2017.09.014.
  3. Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2018, "Network centrality and delegated investment performance," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 183-206, DOI: 10.1016/j.jfineco.2018.02.003.
  4. Wolfgang Bessler & David Blake & Peter Lückoff & Ian Tonks, 2018, "Fund Flows, Manager Changes, and Performance Persistence
    [Does motivation matter when assessing trade performance? An analysis of mutual funds]    ," Review of Finance, European Finance Association, volume 22, issue 5, pages 1911-1947.
  5. David Blake, 2018, "Longevity: a new asset class," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 5, pages 278-300, September, DOI: 10.1057/s41260-018-0084-9.
  6. Fernandez-Perez, Adrian & Frijns, Bart & Fuertes, Ana-Maria & Miffre, Joelle, 2018, "The skewness of commodity futures returns," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 143-158, DOI: 10.1016/j.jbankfin.2017.06.015.
  7. Audzeyeva, Alena & Fuertes, Ana-Maria, 2018, "On the predictability of emerging market sovereign credit spreads," Journal of International Money and Finance, Elsevier, volume 88, issue C, pages 140-157, DOI: 10.1016/j.jimonfin.2018.07.005.
  8. Ioannis Kyriakou & Panos K. Pouliasis & Nikos C. Papapostolou & Nikos K. Nomikos, 2018, "Income uncertainty and the decision to invest in bulk shipping," European Financial Management, European Financial Management Association, volume 24, issue 3, pages 387-417, June, DOI: 10.1111/eufm.12132.
  9. Pouliasis, Panos K. & Papapostolou, Nikos C. & Kyriakou, Ioannis & Visvikis, Ilias D., 2018, "Shipping equity risk behavior and portfolio management," Transportation Research Part A: Policy and Practice, Elsevier, volume 116, issue C, pages 178-200, DOI: 10.1016/j.tra.2018.06.016.
  10. Panos K. Pouliasis & Nikos C. Papapostolou, 2018, "Volatility and correlation timing: The role of commodities," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 11, pages 1407-1439, November, DOI: 10.1002/fut.21939.
  11. Sandip Mitra & Dilip Mookherjee & Maximo Torero & Sujata Visaria, 2018, "Asymmetric Information and Middleman Margins: An Experiment with Indian Potato Farmers," The Review of Economics and Statistics, MIT Press, volume 100, issue 1, pages 1-13, March.
  12. David Schröder & Andrew Yim, 2018, "Industry Effects in Firm and Segment Profitability Forecasting," Contemporary Accounting Research, John Wiley & Sons, volume 35, issue 4, pages 2106-2130, December, DOI: 10.1111/1911-3846.12361.

2017

  1. Joachim Inkmann & David Blake & Zhen Shi, 2017, "Managing Financially Distressed Pension Plans In The Interest Of Beneficiaries," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 84, issue 2, pages 539-565, June.
  2. David Blake & Marco Morales, 2017, "Longevity Risk and Capital Markets: The 2014–15 Update," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 84, issue S1, pages 279-297, April, DOI: 10.1111/jori.12213.
  3. Richard MacMinn & Patrick Brockett, 2017, "On the Failure (Success) of the Markets for Longevity Risk Transfer," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 84, issue S1, pages 299-317, April, DOI: 10.1111/jori.12205.
  4. Yijia Lin & Richard D. MacMinn & Ruilin Tian & Jifeng Yu, 2017, "Pension Risk Management in the Enterprise Risk Management Framework," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 84, issue S1, pages 345-365, April, DOI: 10.1111/jori.12196.
  5. Yijia Lin & Tianxiang Shi & Ayşe Arik, 2017, "Pricing Buy‐Ins and Buy‐Outs," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 84, issue S1, pages 367-392, April, DOI: 10.1111/jori.12159.
  6. Hua Chen & Richard D. MacMinn & Tao Sun, 2017, "Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 84, issue S1, pages 393-415, April, DOI: 10.1111/jori.12214.
  7. Richard D. MacMinn & Nan Zhu, 2017, "Hedging Longevity Risk in Life Settlements Using Biomedical Research‐Backed Obligations," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 84, issue S1, pages 439-458, April, DOI: 10.1111/jori.12200.
  8. Hong Li & Anja De Waegenaere & Bertrand Melenberg, 2017, "Robust Mean–Variance Hedging of Longevity Risk," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 84, issue S1, pages 459-475, April, DOI: 10.1111/jori.12201.
  9. Wenjun Zhu & Ken Seng Tan & Chou‐Wen Wang, 2017, "Modeling Multicountry Longevity Risk With Mortality Dependence: A Lévy Subordinated Hierarchical Archimedean Copulas Approach," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 84, issue S1, pages 477-493, April, DOI: 10.1111/jori.12198.
  10. Andreas Milidonis & Maria Efthymiou, 2017, "Mortality Leads and Lags," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 84, issue S1, pages 495-514, April, DOI: 10.1111/jori.12187.
  11. Enrico Biffis & Yijia Lin & Andreas Milidonis, 2017, "The Cross‐Section of Asia‐Pacific Mortality Dynamics: Implications for Longevity Risk Sharing," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 84, issue S1, pages 515-532, April, DOI: 10.1111/jori.12194.
  12. Hunt, Andrew & Blake, David, 2017, "Modelling Mortality For Pension Schemes," ASTIN Bulletin, Cambridge University Press, volume 47, issue 2, pages 601-629, May.
  13. Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2017, "New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 3, pages 1279-1299, June.
  14. Blake, David & Sarno, Lucio & Zinna, Gabriele, 2017, "The market for lemmings: The herding behavior of pension funds," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 17-39, DOI: 10.1016/j.finmar.2017.03.001.
  15. Barbara Casu & Bimei Deng & Alessandra Ferrari, 2017, "Post-crisis regulatory reforms and bank performance: lessons from Asia," The European Journal of Finance, Taylor & Francis Journals, volume 23, issue 15, pages 1544-1571, December, DOI: 10.1080/1351847X.2016.1177566.
  16. Raphael Brun-Aguerre & Ana-Maria Fuertes & Matthew Greenwood-Nimmo, 2017, "Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 180, issue 2, pages 587-612, February.
  17. Osborne, Matthew & Fuertes, Ana-Maria & Milne, Alistair, 2017, "In good times and in bad: Bank capital ratios and lending rates," International Review of Financial Analysis, Elsevier, volume 51, issue C, pages 102-112, DOI: 10.1016/j.irfa.2016.02.005.
  18. Fei, Fei & Fuertes, Ana-Maria & Kalotychou, Elena, 2017, "Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching," International Journal of Forecasting, Elsevier, volume 33, issue 3, pages 662-678, DOI: 10.1016/j.ijforecast.2017.01.006.
  19. Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre, 2017, "Commodity Markets, Long-Run Predictability, and Intertemporal Pricing," Review of Finance, European Finance Association, volume 21, issue 3, pages 1159-1188.
  20. Curcio, Domenico & De Simone, Antonio & Gallo, Angela, 2017, "Financial crisis and international supervision: New evidence on the discretionary use of loan loss provisions at Euro Area commercial banks," The British Accounting Review, Elsevier, volume 49, issue 2, pages 181-193, DOI: 10.1016/j.bar.2016.09.001.
  21. Battaglia, Francesca & Gallo, Angela, 2017, "Strong boards, ownership concentration and EU banks’ systemic risk-taking: Evidence from the financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 46, issue C, pages 128-146, DOI: 10.1016/j.intfin.2016.08.002.
  22. Enrica Bolognesi & Angela Gallo & Roberto Tasca, 2017, "Aumenti di capitale iperdiluitivi: analisi degli effetti sul mercato IDEM," Analisi Giuridica dell'Economia, Società editrice il Mulino, issue 1, pages 207-222.
  23. Bosman, Ronald & Kräussl, Roman & Mirgorodskaya, Elizaveta, 2017, "Modifier words in the financial press and investor expectations," Journal of Economic Behavior & Organization, Elsevier, volume 138, issue C, pages 85-98, DOI: 10.1016/j.jebo.2017.04.002.
  24. Roman Kräussl & Elizaveta Mirgorodskaya, 2017, "Media, sentiment and market performance in the long run," The European Journal of Finance, Taylor & Francis Journals, volume 23, issue 11, pages 1059-1082, September, DOI: 10.1080/1351847X.2016.1226188.
  25. Hearn, Bruce & Phylaktis, Kate & Piesse, Jenifer, 2017, "Expropriation risk by block holders, institutional quality and expected stock returns," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 122-149, DOI: 10.1016/j.jcorpfin.2017.04.016.
  26. Panos Pouliasis & Ioannis Kyriakou & Nikos Papapostolou, 2017, "On equity risk prediction and tail spillovers," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 4, pages 379-393, October, DOI: 10.1002/ijfe.1594.
  27. Papapostolou, Nikos C. & Pouliasis, Panos K. & Kyriakou, Ioannis, 2017, "Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 104, issue C, pages 36-51, DOI: 10.1016/j.tre.2017.05.007.
  28. Larrain, Borja & Tapia, Matías & Urzúa I., Francisco, 2017, "Investor protection and corporate control," Journal of Corporate Finance, Elsevier, volume 47, issue C, pages 174-190, DOI: 10.1016/j.jcorpfin.2017.09.002.
  29. Maitra, Pushkar & Mitra, Sandip & Mookherjee, Dilip & Motta, Alberto & Visaria, Sujata, 2017, "Financing smallholder agriculture: An experiment with agent-intermediated microloans in India," Journal of Development Economics, Elsevier, volume 127, issue C, pages 306-337, DOI: 10.1016/j.jdeveco.2017.03.001.

2016

  1. Naaguesh Appadu & Anna Faelten & Scott Moeller & Valeriya Vitkova, 2016, "Assessing market attractiveness for mergers and acquisitions: the M&A Attractiveness Index Score," The European Journal of Finance, Taylor & Francis Journals, volume 22, issue 8-9, pages 732-755, July, DOI: 10.1080/1351847X.2014.888362.
  2. Andrew J. G. Cairns & David Blake & Kevin Dowd & Amy R. Kessler, 2016, "Phantoms never die: living with unreliable population data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 179, issue 4, pages 975-1005, October.
  3. Enrico Biffis & David Blake & Lorenzo Pitotti & Ariel Sun, 2016, "The Cost of Counterparty Risk and Collateralization in Longevity Swaps," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 83, issue 2, pages 387-419, June.
  4. David Blake & Andrew Cairns & Guy Coughlan & Kevin Dowd & Richard Macminn, 2016, "Le nouveau marché du risque de longévité," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 129-164.
  5. Kevin Dowd & David Blake & Andrew J. G. Cairns, 2016, "The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts," Risks, MDPI, volume 4, issue 3, pages 1-7, July.
  6. Ballester, Laura & Casu, Barbara & González-Urteaga, Ana, 2016, "Bank fragility and contagion: Evidence from the bank CDS market," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 394-416, DOI: 10.1016/j.jempfin.2016.01.011.
  7. Ayadi, Rym & Naceur, Sami Ben & Casu, Barbara & Quinn, Barry, 2016, "Does Basel compliance matter for bank performance?," Journal of Financial Stability, Elsevier, volume 23, issue C, pages 15-32, DOI: 10.1016/j.jfs.2015.12.007.
  8. Barbara Casu & Andrew Clare & Nashwa Saleh, 2016, "FLEWS: A Novel Forward Looking Early Warning System," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 5-22, June.
  9. Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle, 2016, "Is idiosyncratic volatility priced in commodity futures markets?," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 219-226, DOI: 10.1016/j.irfa.2016.06.002.
  10. Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Fuertes, Ana-Maria, 2016, "Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 695-715, DOI: 10.1016/j.ijforecast.2015.10.004.
  11. Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng, 2016, "Hot money in bank credit flows to emerging markets during the banking globalization era," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 29-52, DOI: 10.1016/j.jimonfin.2014.10.002.
  12. Yan, Cheng & Phylaktis, Kate & Fuertes, Ana-Maria, 2016, "On cross-border bank credit and the U.S. financial crisis transmission to equity markets," Journal of International Money and Finance, Elsevier, volume 69, issue C, pages 108-134, DOI: 10.1016/j.jimonfin.2016.06.014.
  13. Ana-Maria Fuertes & Jose Olmo, 2016, "On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?," JRFM, MDPI, volume 9, issue 3, pages 1-20, September.
  14. Katja Ahoniemi & Ana-Maria Fuertes & Jose Olmo, 2016, "Overnight News and Daily Equity Trading Risk Limits," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 3, pages 525-551.
  15. Keith Cuthbertson & Simon Hayley & Nick Motson & Dirk Nitzsche, 2016, "What Does Rebalancing Really Achieve?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 3, pages 224-240, July.
  16. Keith Cuthbertson & Simon Hayley & Dirk Nitzsche, 2016, "Market and Style Timing: German Equity and Bond Funds," European Financial Management, European Financial Management Association, volume 22, issue 4, pages 667-696, September, DOI: 10.1111/eufm.12080.
  17. Hayley, Simon & Marsh, Ian W., 2016, "What do retail FX traders learn?," Journal of International Money and Finance, Elsevier, volume 64, issue C, pages 16-38, DOI: 10.1016/j.jimonfin.2016.02.001.
  18. Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas, 2016, "Is there a bubble in the art market?," Journal of Empirical Finance, Elsevier, volume 35, issue C, pages 99-109, DOI: 10.1016/j.jempfin.2015.10.010.
  19. Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa, 2016, "The European sovereign debt crisis: What have we learned?," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 363-373, DOI: 10.1016/j.jempfin.2016.04.005.
  20. Kräussl, Roman & Lehnert, Thorsten & Senulytė, Sigita, 2016, "Euro crash risk," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 417-428, DOI: 10.1016/j.jempfin.2016.01.007.
  21. Félix, Luiz & Kräussl, Roman & Stork, Philip, 2016, "The 2011 European short sale ban: A cure or a curse?," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 115-131, DOI: 10.1016/j.jfs.2015.10.002.
  22. Arthur Korteweg & Roman Kräussl & Patrick Verwijmeren, 2016, "Does it Pay to Invest in Art? A Selection-Corrected Returns Perspective," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 4, pages 1007-1038.
  23. Ian W. Marsh & Wolf Wagner, 2016, "News-Specific Price Discovery in Credit Default Swap Markets," Financial Management, Financial Management Association International, volume 45, issue 2, pages 315-340, May.
  24. Guangfeng Zhang & Ian Marsh & Ronald MacDonald, 2016, "A hybrid approach to exchange rates," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 50-68, March, DOI: 10.1108/SEF-10-2014-0185.
  25. Bussière, Mattieu & Phylaktis, Kate, 2016, "Emerging markets finance: Issues of international capital flows, Overview of the special issue," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 1-7, DOI: 10.1016/j.jimonfin.2015.09.007.
  26. Ioannis Kyriakou & Panos K. Pouliasis & Nikos C. Papapostolou, 2016, "Jumps and stochastic volatility in crude oil prices and advances in average option pricing," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 12, pages 1859-1873, December, DOI: 10.1080/14697688.2016.1211798.
  27. Ioannis Kyriakou & Nikos K. Nomikos & Nikos C. Papapostolou & Panos K. Pouliasis, 2016, "Affine†Structure Models and the Pricing of Energy Commodity Derivatives," European Financial Management, European Financial Management Association, volume 22, issue 5, pages 853-881, November, DOI: 10.1111/eufm.12071.
  28. Papapostolou, Nikos C. & Pouliasis, Panos K. & Nomikos, Nikos K. & Kyriakou, Ioannis, 2016, "Shipping investor sentiment and international stock return predictability," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 96, issue C, pages 81-94, DOI: 10.1016/j.tre.2016.10.006.
  29. Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Tous, Francesc R., 2016, "Securities trading by banks and credit supply: Micro-evidence from the crisis," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 569-594, DOI: 10.1016/j.jfineco.2016.05.005.
  30. Borja Larrain & Francisco Urzúa I., 2016, "Do Business Groups Change With Market Development?," Journal of Economics & Management Strategy, Wiley Blackwell, volume 25, issue 3, pages 750-784, September, DOI: 10.1111/jems.12165.
  31. Visaria, Sujata & Dehejia, Rajeev & Chao, Melody M. & Mukhopadhyay, Anirban, 2016, "Unintended consequences of rewards for student attendance: Results from a field experiment in Indian classrooms," Economics of Education Review, Elsevier, volume 54, issue C, pages 173-184, DOI: 10.1016/j.econedurev.2016.08.001.

2015

  1. Hunt, Andrew & Blake, David, 2015, "Modelling longevity bonds: Analysing the Swiss Re Kortis bond," Insurance: Mathematics and Economics, Elsevier, volume 63, issue C, pages 12-29, DOI: 10.1016/j.insmatheco.2015.03.017.
  2. Saka, Orkun & Fuertes, Ana-Maria & Kalotychou, Elena, 2015, "ECB policy and Eurozone fragility: Was De Grauwe right?," Journal of International Money and Finance, Elsevier, volume 54, issue C, pages 168-185, DOI: 10.1016/j.jimonfin.2015.03.002.
  3. Ana-Maria Fuertes & Elena Kalotychou & Natasa Todorovic, 2015, "Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 2, pages 251-278, August, DOI: 10.1007/s11156-014-0436-6.
  4. Ana‐Maria Fuertes & Joëlle Miffre & Adrian Fernandez‐Perez, 2015, "Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 3, pages 274-297, March.
  5. Battaglia, Francesca & Gallo, Angela, 2015, "Risk governance and Asian bank performance: An empirical investigation over the financial crisis," Emerging Markets Review, Elsevier, volume 25, issue C, pages 53-68, DOI: 10.1016/j.ememar.2015.04.004.
  6. Mayank GUPTA, 2015, "Revisiting Neoclassical Economic Growth: A Survey in the Literature," Journal of Economics and Political Economy, KSP Journals, volume 2, issue 1, pages 118-136, March.
  7. Narasimhan Jegadeesh & Roman Kräussl & Joshua M. Pollet, 2015, "Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 12, pages 3269-3302.
  8. Banti, Chiara & Phylaktis, Kate, 2015, "FX market liquidity, funding constraints and capital flows," Journal of International Money and Finance, Elsevier, volume 56, issue C, pages 114-134, DOI: 10.1016/j.jimonfin.2014.11.002.
  9. Nikos K. Nomikos & Panos K. Pouliasis, 2015, "Petroleum Term Structure Dynamics and the Role of Regimes," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 2, pages 163-185, February.

2014

  1. David Blake & Tom Boardman, 2014, "Spend More Today Safely: Using Behavioral Economics to Improve Retirement Expenditure Decisions With SPEEDOMETER Plans," Risk Management and Insurance Review, American Risk and Insurance Association, volume 17, issue 1, pages 83-112, March, DOI: 10.1111/rmir.12007.
  2. Blake, David & Wright, Douglas & Zhang, Yumeng, 2014, "Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 105-124, DOI: 10.1016/j.jedc.2013.11.001.
  3. Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014, "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 202-210, DOI: 10.1016/j.jeconom.2014.05.010.
  4. Andrew J.G. Cairns & Kevin Dowd & David Blake & Guy D. Coughlan, 2014, "Longevity hedge effectiveness: a decomposition," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 2, pages 217-235, February, DOI: 10.1080/14697688.2012.748986.
  5. Andrew Hunt & David Blake, 2014, "A General Procedure for Constructing Mortality Models," North American Actuarial Journal, Taylor & Francis Journals, volume 18, issue 1, pages 116-138, DOI: 10.1080/10920277.2013.852963.
  6. Enrico Biffis & David Blake, 2014, "Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers," North American Actuarial Journal, Taylor & Francis Journals, volume 18, issue 1, pages 14-21, DOI: 10.1080/10920277.2013.872552.
  7. David Blake & Tom Boardman & Andrew Cairns, 2014, "Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds," North American Actuarial Journal, Taylor & Francis Journals, volume 18, issue 1, pages 258-277, DOI: 10.1080/10920277.2014.883229.
  8. Barbara Casu & Daniela Fabbri & John O.S. Wilson, 2014, "Emerging issues in financial institutions and markets," The European Journal of Finance, Taylor & Francis Journals, volume 20, issue 10, pages 847-849, October, DOI: 10.1080/1351847X.2013.833531.
  9. Ana-Maria Fuertes & Gulnur Muradoglu & Belma Ozturkkal, 2014, "A behavioral analysis of investor diversification," The European Journal of Finance, Taylor & Francis Journals, volume 20, issue 6, pages 499-523, June, DOI: 10.1080/1351847X.2012.719829.
  10. Battaglia, Francesca & Gallo, Angela & Mazzuca, Maria, 2014, "Securitized banking and the Euro financial crisis: Evidence from the Italian banks risk-taking," Journal of Economics and Business, Elsevier, volume 76, issue C, pages 85-100, DOI: 10.1016/j.jeconbus.2014.02.003.
  11. Hayley, Simon, 2014, "Hindsight Effects in Dollar-Weighted Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 1, pages 249-269, February.
  12. Roman Kräussl & Stefan Krause, 2014, "Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985–2009," European Financial Management, European Financial Management Association, volume 20, issue 1, pages 179-205, January, DOI: 10.1111/j.1468-036X.2013.12012.x.
  13. Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B., 2014, "Washington meets Wall Street: A closer examination of the presidential cycle puzzle," Journal of International Money and Finance, Elsevier, volume 43, issue C, pages 50-69, DOI: 10.1016/j.jimonfin.2013.11.003.
  14. Kentaro Iwatsubo & Ian W. Marsh, 2014, "Order Flows, Fundamentals And Exchange Rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 19, issue 4, pages 251-266, October.
  15. Muradoğlu, Yaz Gülnur & Onay, Ceylan & Phylaktis, Kate, 2014, "European integration and corporate financing," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 138-157, DOI: 10.1016/j.irfa.2014.02.002.
  16. Nikos C. Papapostolou & Nikos K. Nomikos & Panos K. Pouliasis & Ioannis Kyriakou, 2014, "Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market," Review of Finance, European Finance Association, volume 18, issue 4, pages 1507-1539.
  17. Buchuk, David & Larrain, Borja & Muñoz, Francisco & Urzúa I., Francisco, 2014, "The internal capital markets of business groups: Evidence from intra-group loans," Journal of Financial Economics, Elsevier, volume 112, issue 2, pages 190-212, DOI: 10.1016/j.jfineco.2014.01.003.
  18. Tan, Fangfang & Yim, Andrew, 2014, "Can strategic uncertainty help deter tax evasion? An experiment on auditing rules," Journal of Economic Psychology, Elsevier, volume 40, issue C, pages 161-174, DOI: 10.1016/j.joep.2012.11.005.

2013

  1. David Blake & Alberto G. Rossi & Allan Timmermann & Ian Tonks & Russ Wermers, 2013, "Decentralized Investment Management: Evidence from the Pension Fund Industry," Journal of Finance, American Finance Association, volume 68, issue 3, pages 1133-1178, June.
  2. David Blake & Richard MacMinn & Raimond Maurer, 2013, "Longevity Risk and Capital Markets: The 2011–2012 Update," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 80, issue 3, pages 495-500, September.
  3. David Blake & Andrew Cairns & Guy Coughlan & Kevin Dowd & Richard MacMinn, 2013, "The New Life Market," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 80, issue 3, pages 501-558, September.
  4. Enrico Biffis & David Blake, 2013, "Informed Intermediation of Longevity Exposures," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 80, issue 3, pages 559-584, September.
  5. Blake, David & Wright, Douglas & Zhang, Yumeng, 2013, "Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 195-209, DOI: 10.1016/j.jedc.2012.08.001.
  6. Barbara Casu & Andrew Clare & Anna Sarkisyan & Stephen Thomas, 2013, "Securitization and Bank Performance," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 8, pages 1617-1658, December.
  7. Laura Chiaramonte & Barbara Casu, 2013, "The determinants of bank CDS spreads: evidence from the financial crisis," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 9, pages 861-887, October, DOI: 10.1080/1351847X.2011.636832.
  8. Barbara Casu & Alessandra Ferrari & Tianshu Zhao, 2013, "Regulatory Reform and Productivity Change in Indian Banking," The Review of Economics and Statistics, MIT Press, volume 95, issue 3, pages 1066-1077, July.
  9. Fuertes, Ana-Maria & Olmo, Jose, 2013, "Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 28-42, DOI: 10.1016/j.ijforecast.2012.05.005.
  10. Georgios Rallis & Joëlle Miffre & Ana‐Maria Fuertes, 2013, "Strategic and Tactical Roles of Enhanced Commodity Indices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 10, pages 965-992, October.
  11. Battaglia, Francesca & Gallo, Angela, 2013, "Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 274-286, DOI: 10.1016/j.irfa.2013.03.002.
  12. Enrica Bolognesi & Angela Gallo, 2013, "The ex-date effect of rights issues: evidence from the Italian stock market," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 2, pages 149-164, January, DOI: 10.1080/09603107.2012.711936.
  13. Kate Phylaktis & Antonis Aristidou, 2013, "Margin Changes and Futures Trading Activity: a New Approach," European Financial Management, European Financial Management Association, volume 19, issue 1, pages 45-71, January, DOI: 10.1111/j.1468-036X.2010.00565.x.
  14. Kate Phylaktis & Gikas Manalis, 2013, "Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 4, pages 79-92, December.
  15. Andriosopoulos, Kostas & Doumpos, Michael & Papapostolou, Nikos C. & Pouliasis, Panos K., 2013, "Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 52, issue C, pages 16-34, DOI: 10.1016/j.tre.2012.11.006.
  16. Nomikos, Nikos K. & Kyriakou, Ioannis & Papapostolou, Nikos C. & Pouliasis, Panos K., 2013, "Freight options: Price modelling and empirical analysis," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 51, issue C, pages 82-94, DOI: 10.1016/j.tre.2012.12.001.
  17. Donelli, Marcelo & Larrain, Borja & Francisco Urzúa, I., 2013, "Ownership Dynamics with Large Shareholders: An Empirical Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 48, issue 2, pages 579-609, April.
  18. Larrain, Borja & Urzúa I., Francisco, 2013, "Controlling shareholders and market timing in share issuance," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 661-681, DOI: 10.1016/j.jfineco.2013.03.013.

2012

  1. Mark Andrew, 2012, "The Changing Route to Owner-occupation: The Impact of Borrowing Constraints on Young Adult Homeownership Transitions in Britain in the 1990s," Urban Studies, Urban Studies Journal Limited, volume 49, issue 8, pages 1659-1678, June, DOI: 10.1177/0042098011417905.
  2. Mark Andrew, 2012, "Regional market size and the housing market: insights from a new economic geography model," Journal of Property Research, Taylor & Francis Journals, volume 29, issue 4, pages 298-323, July, DOI: 10.1080/09599916.2012.717101.
  3. Fei Fei & Ana-Maria Fuertes & Elena Kalotychou, 2012, "Credit Rating Migration Risk and Business Cycles," Journal of Business Finance & Accounting, Wiley Blackwell, volume 39, issue 1-2, pages 229-263, January, DOI: j.1468-5957.2011.02272.x.
  4. Brun-Aguerre, Raphael & Fuertes, Ana-Maria & Phylaktis, Kate, 2012, "Exchange rate pass-through into import prices revisited: What drives it?," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 818-844, DOI: 10.1016/j.jimonfin.2012.01.009.
  5. Botshekan, Mahmoud & Kraeussl, Roman & Lucas, Andre, 2012, "Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 6, pages 1279-1301, December.
  6. Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2012, "Risk aversion under preference uncertainty," Finance Research Letters, Elsevier, volume 9, issue 1, pages 1-7, DOI: 10.1016/j.frl.2011.08.001.
  7. Roman Kraeussl & Christian Wiehenkamp, 2012, "A call on art investments," Review of Derivatives Research, Springer, volume 15, issue 1, pages 1-23, April, DOI: 10.1007/s11147-011-9061-x.
  8. Marsh, Ian W. & Payne, Richard, 2012, "Banning short sales and market quality: The UK’s experience," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 1975-1986, DOI: 10.1016/j.jbankfin.2012.03.005.
  9. Ian W. Marsh & Teng Miao, 2012, "High-frequency information content in end-user foreign exchange order flows," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 9, pages 865-884, October, DOI: 10.1080/1351847X.2011.601652.
  10. Kwabena Duffuor & Ian W. Marsh & Kate Phylaktis, 2012, "Order Flow And Exchange Rate Dynamics: An Application To Emerging Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 17, issue 3, pages 290-304, July.
  11. Banti, Chiara & Phylaktis, Kate & Sarno, Lucio, 2012, "Global liquidity risk in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 267-291, DOI: 10.1016/j.jimonfin.2011.11.010.
  12. Ulf von Lilienfeld‐Toal & Dilip Mookherjee & Sujata Visaria, 2012, "The Distributive Impact of Reforms in Credit Enforcement: Evidence From Indian Debt Recovery Tribunals," Econometrica, Econometric Society, volume 80, issue 2, pages 497-558, March, DOI: ECTA9038.

2011

  1. Alizadeh, Amir H. & Talley, Wayne K., 2011, "Vessel and voyage determinants of tanker freight rates and contract times," Transport Policy, Elsevier, volume 18, issue 5, pages 665-675, September.
  2. Amir Alizadeh & Wayne Talley, 2011, "Microeconomic determinants of dry bulk shipping freight rates and contract times," Transportation, Springer, volume 38, issue 3, pages 561-579, May, DOI: 10.1007/s11116-010-9308-7.
  3. Amir H. Alizadeh & Nikos K. Nomikos, 2011, "Dynamics of the Term Structure and Volatility of Shipping Freight Rates," Journal of Transport Economics and Policy, University of Bath, volume 45, issue 1, pages 105-128, January.
  4. Cairns, Andrew J.G. & Blake, David & Dowd, Kevin & Coughlan, Guy D. & Khalaf-Allah, Marwa, 2011, "Bayesian Stochastic Mortality Modelling for Two Populations," ASTIN Bulletin, Cambridge University Press, volume 41, issue 1, pages 29-59, May.
  5. Cairns, Andrew J.G. & Blake, David & Dowd, Kevin & Coughlan, Guy D. & Epstein, David & Khalaf-Allah, Marwa, 2011, "Mortality density forecasts: An analysis of six stochastic mortality models," Insurance: Mathematics and Economics, Elsevier, volume 48, issue 3, pages 355-367, May.
  6. David Blake & Christophe Courbage & Richard MacMinn & Michael Sherris, 2011, "Longevity Risk and Capital Markets: The 2010–2011 Update," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 36, issue 4, pages 489-500, October.
  7. Guy Coughlan & Marwa Khalaf-Allah & Yijing Ye & Sumit Kumar & Andrew Cairns & David Blake & Kevin Dowd, 2011, "Longevity Hedging 101," North American Actuarial Journal, Taylor & Francis Journals, volume 15, issue 2, pages 150-176, DOI: 10.1080/10920277.2011.10597615.
  8. Kevin Dowd & David Blake & Andrew Cairns, 2011, "A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks," North American Actuarial Journal, Taylor & Francis Journals, volume 15, issue 2, pages 237-247, DOI: 10.1080/10920277.2011.10597619.
  9. Kevin Dowd & Andrew Cairns & David Blake & Guy Coughlan & Marwa Khalaf-Allah, 2011, "A Gravity Model of Mortality Rates for Two Related Populations," North American Actuarial Journal, Taylor & Francis Journals, volume 15, issue 2, pages 334-356, DOI: 10.1080/10920277.2011.10597624.
  10. Barbara Casu & Laura Chiaramonte, 2011, "Are Cds spreads a good proxy of bank risk? Evidence from the recent financial crisis," BANCARIA, Bancaria Editrice, volume 11, pages 82-98, November.
  11. John O.S. Wilson & David G. McMillan & Barbara Casu, 2011, "Contemporary issues in financial institutions and markets," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 9-10, pages 765-768, November, DOI: 10.1080/1351847X.2010.546684.
  12. Barbara Casu & Andrew Clare & Anna Sarkisyan & Stephen Thomas, 2011, "Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 9-10, pages 769-788, November, DOI: 10.1080/1351847X.2010.538526.
  13. Angela Gallo, 2011, "Indexation as Primary Target for Pension Funds: Implication for Portfolio Management," Journal of Financial Transformation, Capco Institute, volume 31, pages 173-183.
  14. Konijn, Sander J.J. & Kräussl, Roman & Lucas, Andre, 2011, "Blockholder dispersion and firm value," Journal of Corporate Finance, Elsevier, volume 17, issue 5, pages 1330-1339, DOI: 10.1016/j.jcorpfin.2011.06.005.
  15. Hayat, Raphie & Kraeussl, Roman, 2011, "Risk and return characteristics of Islamic equity funds," Emerging Markets Review, Elsevier, volume 12, issue 2, pages 189-203, June.
  16. Riccardo Calcagno & Roman Kraeussl & Chiara Monticone, 2011, "An analysis of the effects of the severance payment reform on credit to Italian SMEs," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 3, issue 3, pages 243-261, August, DOI: 10.1108/17576381111152227.
  17. Alan Muller & Roman Kräussl, 2011, "The Value of Corporate Philanthropy During Times of Crisis: The Sensegiving Effect of Employee Involvement," Journal of Business Ethics, Springer, volume 103, issue 2, pages 203-220, October, DOI: 10.1007/s10551-011-0861-6.
  18. Paul Hallwood & Ronald MacDonald & Ian Marsh, 2011, "Remilitarization and the End of the Gold Bloc in 1936," De Economist, Springer, volume 159, issue 3, pages 305-321, September, DOI: 10.1007/s10645-011-9160-y.
  19. Marsh, Ian W., 2011, "Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 30, issue 2, pages 377-392, March.
  20. Nomikos, Nikos K. & Pouliasis, Panos K., 2011, "Forecasting petroleum futures markets volatility: The role of regimes and market conditions," Energy Economics, Elsevier, volume 33, issue 2, pages 321-337, March.

2010

  1. Paul Dawson & Kevin Dowd & Andrew J. G. Cairns & David Blake, 2010, "Survivor Derivatives: A Consistent Pricing Framework," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 77, issue 3, pages 579-596, September, DOI: 10.1111/j.1539-6975.2010.01356.x.
  2. Blake, David & De Waegenaere, Anja & MacMinn, Richard & Nijman, Theo, 2010, "Longevity risk and capital markets: The 2008-2009 update," Insurance: Mathematics and Economics, Elsevier, volume 46, issue 1, pages 135-138, February.
  3. Biffis, Enrico & Blake, David, 2010, "Securitizing and tranching longevity exposures," Insurance: Mathematics and Economics, Elsevier, volume 46, issue 1, pages 186-197, February.
  4. Dowd, Kevin & Cairns, Andrew J.G. & Blake, David & Coughlan, Guy D. & Epstein, David & Khalaf-Allah, Marwa, 2010, "Evaluating the goodness of fit of stochastic mortality models," Insurance: Mathematics and Economics, Elsevier, volume 47, issue 3, pages 255-265, December.
  5. Alistair Byrne & David Blake & Graham Mannion, 2010, "Pension Plan Decisions," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 2, issue 1, pages 19-36, April, DOI: 10.1108/19405979201000002.
  6. Kevin Dowd & David Blake & Andrew Cairns, 2010, "Facing up to uncertain life expectancy: The longevity fan charts," Demography, Springer;Population Association of America (PAA), volume 47, issue 1, pages 67-78, February, DOI: 10.1353/dem.0.0083.
  7. Kevin Dowd & Andrew Cairns & David Blake & Guy Coughlan & David Epstein & Marwa Khalaf-Allah, 2010, "Backtesting Stochastic Mortality Models," North American Actuarial Journal, Taylor & Francis Journals, volume 14, issue 3, pages 281-298, DOI: 10.1080/10920277.2010.10597592.
  8. Zhao, Tianshu & Casu, Barbara & Ferrari, Alessandra, 2010, "The impact of regulatory reforms on cost structure, ownership and competition in Indian banking," Journal of Banking & Finance, Elsevier, volume 34, issue 1, pages 246-254, January.
  9. Casu, Barbara & Girardone, Claudia, 2010, "Integration and efficiency convergence in EU banking markets," Omega, Elsevier, volume 38, issue 5, pages 260-267, October.
  10. Fuertes, Ana-Maria & Miffre, Joëlle & Rallis, Georgios, 2010, "Tactical allocation in commodity futures markets: Combining momentum and term structure signals," Journal of Banking & Finance, Elsevier, volume 34, issue 10, pages 2530-2548, October.
  11. Ana-Maria Fuertes & Shelagh Heffernan & Elena Kalotychou, 2010, "How do UK Banks React to Changing Central Bank Rates?," Journal of Financial Services Research, Springer;Western Finance Association, volume 37, issue 2, pages 99-130, June, DOI: 10.1007/s10693-009-0056-9.
  12. Kraeussl, Roman & Logher, Robin, 2010, "Emerging art markets," Emerging Markets Review, Elsevier, volume 11, issue 4, pages 301-318, December.
  13. Korczak, Piotr & Phylaktis, Kate, 2010, "Related securities and price discovery: Evidence from NYSE-listed Non-U.S. stocks," Journal of Empirical Finance, Elsevier, volume 17, issue 4, pages 566-584, September.
  14. Kate Phylaktis & Long Chen, 2010, "Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 3, pages 228-246, DOI: 10.1002/ijfe.391.

2009

  1. Andrew Cairns & David Blake & Kevin Dowd & Guy Coughlan & David Epstein & Alen Ong & Igor Balevich, 2009, "A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States," North American Actuarial Journal, Taylor & Francis Journals, volume 13, issue 1, pages 1-35, DOI: 10.1080/10920277.2009.10597538.
  2. David Blake & Andrew Cairns & Kevin Dowd, 2009, "Designing a Defined-Contribution Plan: What to Learn from Aircraft Designers," Financial Analysts Journal, Taylor & Francis Journals, volume 65, issue 1, pages 37-42, January, DOI: 10.2469/faj.v65.n1.7.
  3. Paul Dawson & Kevin Dowd & Andrew J. G. Cairns & David Blake, 2009, "Options on normal underlyings with an application to the pricing of survivor swaptions," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 29, issue 8, pages 757-774, August.
  4. Casu, Barbara & Girardone, Claudia, 2009, "Testing the relationship between competition and efficiency in banking: A panel data analysis," Economics Letters, Elsevier, volume 105, issue 1, pages 134-137, October.
  5. Barbara Casu & Claudia Girardone, 2009, "Competition issues in European banking," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 17, issue 2, pages 119-133, May, DOI: 10.1108/13581980910952568.
  6. Fuertes, Ana-Maria & Izzeldin, Marwan & Kalotychou, Elena, 2009, "On forecasting daily stock volatility: The role of intraday information and market conditions," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 259-281.
  7. Ana-Maria Fuertes & Shelagh A. Heffernan, 2009, "Interest rate transmission in the UK: a comparative analysis across financial firms and products," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 1, pages 45-63, DOI: 10.1002/ijfe.366.
  8. Ana-Maria Fuertes & Joëlle Miffre & Wooi-Hou Tan, 2009, "Momentum profits, nonnormality risks and the business cycle," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 12, pages 935-953, DOI: 10.1080/09603100802167304.
  9. Koopman, Siem Jan & Kräussl, Roman & Lucas, André & Monteiro, André B., 2009, "Credit cycles and macro fundamentals," Journal of Empirical Finance, Elsevier, volume 16, issue 1, pages 42-54, January.
  10. Kate Phylaktis & Lichuan Xia, 2009, "Equity Market Comovement and Contagion: A Sectoral Perspective," Financial Management, Financial Management Association International, volume 38, issue 2, pages 381-409, June, DOI: 10.1111/j.1755-053X.2009.01040.x.
  11. Phylaktis, Kate & Chen, Long, 2009, "Price discovery in foreign exchange markets: A comparison of indicative and actual transaction prices," Journal of Empirical Finance, Elsevier, volume 16, issue 4, pages 640-654, September.
  12. Urzúa I., Francisco, 2009, "Too few dividends? Groups' tunneling through chair and board compensation," Journal of Corporate Finance, Elsevier, volume 15, issue 2, pages 245-256, April.
  13. Sujata Visaria, 2009, "Legal Reform and Loan Repayment: The Microeconomic Impact of Debt Recovery Tribunals in India," American Economic Journal: Applied Economics, American Economic Association, volume 1, issue 3, pages 59-81, July.
  14. Andrew Yim, 2009, "Efficient Committed Budget for Implementing Target Audit Probability for Many Inspectees," Management Science, INFORMS, volume 55, issue 12, pages 2000-2018, December, DOI: 10.1287/mnsc.1090.1083.

2008

  1. Alizadeh, Amir H. & Nomikos, Nikos K. & Pouliasis, Panos K., 2008, "A Markov regime switching approach for hedging energy commodities," Journal of Banking & Finance, Elsevier, volume 32, issue 9, pages 1970-1983, September.
  2. Geoffrey Meen & Mark Andrew, 2008, "Planning for housing in the post-Barker era: affordability, household formation, and tenure choice," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 24, issue 1, pages 79-98, spring.
  3. David Blake, 2008, "What is a Promise from the Government Worth? Quantifying Political Risk in State and Personal Pension Schemes in the United Kingdom," Economica, London School of Economics and Political Science, volume 75, issue 298, pages 342-361, May, DOI: 10.1111/j.1468-0335.2007.00612.x.
  4. MacMinn Richard & Wang Jennifer & Blake David, 2008, "Longevity Risk and Capital Markets: The 2007-2008 Update," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 3, issue 1, pages 1-6, September, DOI: 10.2202/2153-3792.1026.
  5. Blake David & Cairns Andrew & Dowd Kevin, 2008, "The Birth of the Life Market," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 3, issue 1, pages 1-32, September, DOI: 10.2202/2153-3792.1027.
  6. Blake, David & Dowd, Kevin & Cairns, Andrew J.G., 2008, "Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts," Insurance: Mathematics and Economics, Elsevier, volume 42, issue 3, pages 1062-1066, June.
  7. Alistair Byrne & Debbie Harrison & David Blake, 2008, "Defined contribution pensions: dealing with the reluctant investor," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 16, issue 3, pages 206-219, July, DOI: 10.1108/13581980810888822.
  8. Andrew Cairns & David Blake & Kevin Dowd, 2008, "Modelling and management of mortality risk: a review," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2008, issue 2-3, pages 79-113, DOI: 10.1080/03461230802173608.
  9. Tianshu Zhao & Barbara Casu & Alessandra Ferrari, 2008, "Deregulation and productivity growth: a study of the Indian commercial banking industry," International Journal of Business Performance Management, Inderscience Enterprises Ltd, volume 10, issue 4, pages 318-343.
  10. Fuertes, Ana-Maria, 2008, "Sieve bootstrap t-tests on long-run average parameters," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 7, pages 3354-3370, March.
  11. Lefort, Fernando & Urzúa, Francisco, 2008, "Board independence, firm performance and ownership concentration: Evidence from Chile," Journal of Business Research, Elsevier, volume 61, issue 6, pages 615-622, June.
  12. Erica Field & Matthew Levinson & Rohini Pande & Sujata Visaria, 2008, "Segregation, Rent Control, and Riots: The Economics of Religious Conflict in an Indian City," American Economic Review, American Economic Association, volume 98, issue 2, pages 505-510, May, DOI: 10.1257/aer.98.2.505.

2007

  1. Alizadeh, Amir H. & Nomikos, Nikos K., 2007, "Investment timing and trading strategies in the sale and purchase market for ships," Transportation Research Part B: Methodological, Elsevier, volume 41, issue 1, pages 126-143, January.
  2. Amir H. Alizadeh & Roar Os Ådland & Steen Koekebakker, 2007, "Predictive power and unbiasedness of implied forward charter rates," Journal of Forecasting, John Wiley & Sons, Ltd., volume 26, issue 6, pages 385-403, DOI: 10.1002/for.1029.
  3. Batchelor, Roy & Alizadeh, Amir & Visvikis, Ilias, 2007, "Forecasting spot and forward prices in the international freight market," International Journal of Forecasting, Elsevier, volume 23, issue 1, pages 101-114.
  4. Grammenos, Costas Th. & Alizadeh, Amir H. & Papapostolou, Nikos C., 2007, "Factors affecting the dynamics of yield premia on shipping seasoned high yield bonds," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 43, issue 5, pages 549-564, September.
  5. David Blake & Andrew Cairns & Kevin Dowd, 2007, "The Impact of Occupation and Gender on Pensions from Defined Contribution Plans," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 32, issue 4, pages 458-482, October.
  6. Alistair Byrne & David Blake & Andrew Cairns & Kevin Dowd, 2007, "Default Funds in U.K. Defined-Contribution Plans (corrected)," Financial Analysts Journal, Taylor & Francis Journals, volume 63, issue 4, pages 40-51, July, DOI: 10.2469/faj.v63.n4.4748.
  7. Fuertes, Ana-Maria & Kalotychou, Elena, 2007, "On sovereign credit migration: A study of alternative estimators and rating dynamics," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3448-3469, April.
  8. Fuertes, Ana-Maria & Kalotychou, Elena, 2007, "Optimal design of early warning systems for sovereign debt crises," International Journal of Forecasting, Elsevier, volume 23, issue 1, pages 85-100.
  9. Campbell, Rachel A. & Kraussl, Roman, 2007, "Revisiting the home bias puzzle: Downside equity risk," Journal of International Money and Finance, Elsevier, volume 26, issue 7, pages 1239-1260, November.
  10. Hawkesby, Christian & Marsh, Ian W. & Stevens, Ibrahim, 2007, "Comovements in the equity prices of large complex financial institutions," Journal of Financial Stability, Elsevier, volume 2, issue 4, pages 391-411, March.
  11. Kate Phylaktis & Antonis Aristidou, 2007, "Security transaction taxes and financial volatility: Athens stock exchange," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 18, pages 1455-1467, DOI: 10.1080/09603100600972426.

2006

  1. Amir H. Alizadeh & Nikos K. Nomikos, 2006, "Trading strategies in the market for tankers," Maritime Policy & Management, Taylor & Francis Journals, volume 33, issue 2, pages 119-140, May, DOI: 10.1080/03088830600612799.
  2. Andrew, Mark & Haurin, Donald & Munasib, Abdul, 2006, "Explaining the route to owner-occupation: A transatlantic comparison," Journal of Housing Economics, Elsevier, volume 15, issue 3, pages 189-216, September.
  3. Mark Andrew & Geoffrey Meen, 2006, "Population structure and location choice: A study of London and South East England," Papers in Regional Science, Wiley Blackwell, volume 85, issue 3, pages 401-419, August, DOI: 10.1111/j.1435-5957.2006.00092.x.
  4. Alistair Byrne & Debbie Harrison & Bill Rhodes & David Blake, 2006, "Pyrrhic Victory? The Unintended Consequence Of The Pensions Act 2004," Economic Affairs, Wiley Blackwell, volume 26, issue 2, pages 9-16, June, DOI: 10.1111/j.1468-0270.2006.00625.x.
  5. Kevin Dowd & David Blake & Andrew J. G. Cairns & Paul Dawson, 2006, "Survivor Swaps," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 73, issue 1, pages 1-17, March, DOI: 10.1111/j.1539-6975.2006.00163.x.
  6. Kevin Dowd & David Blake, 2006, "After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 73, issue 2, pages 193-229, June, DOI: 10.1111/j.1539-6975.2006.00171.x.
  7. Richard MacMinn & Patrick Brockett & David Blake, 2006, "Longevity Risk and Capital Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 73, issue 4, pages 551-557, December, DOI: 10.1111/j.1539-6975.2006.00188.x.
  8. David Blake & Andrew Cairns & Kevin Dowd & Richard MacMinn, 2006, "Longevity Bonds: Financial Engineering, Valuation, and Hedging," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 73, issue 4, pages 647-672, December, DOI: 10.1111/j.1539-6975.2006.00193.x.
  9. Andrew J. G. Cairns & David Blake & Kevin Dowd, 2006, "A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 73, issue 4, pages 687-718, December, DOI: 10.1111/j.1539-6975.2006.00195.x.
  10. Cairns, Andrew J.G. & Blake, David & Dowd, Kevin, 2006, "Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk," ASTIN Bulletin, Cambridge University Press, volume 36, issue 1, pages 79-120, May.
  11. Blake, D. & Cairns, A. J. G. & Dowd, K., 2006, "Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities," British Actuarial Journal, Cambridge University Press, volume 12, issue 1, pages 153-197, March.
  12. David Blake & Les Mayhew, 2006, "On The Sustainability of the UK State Pension System in the Light of Population Ageing and Declining Fertility," Economic Journal, Royal Economic Society, volume 116, issue 512, pages 286-305, June.
  13. 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, volume 30, issue 5, pages 843-877, May.
  14. Dowd, Kevin & Cairns, Andrew J.G. & Blake, David, 2006, "Mortality-dependent financial risk measures," Insurance: Mathematics and Economics, Elsevier, volume 38, issue 3, pages 427-440, June.
  15. Barbara Casu & Claudia Girardone, 2006, "Bank Competition, Concentration And Efficiency In The Single European Market," Manchester School, University of Manchester, volume 74, issue 4, pages 441-468, July, DOI: 10.1111/j.1467-9957.2006.00503.x.
  16. Casu, B. & Thanassoulis, E., 2006, "Evaluating cost efficiency in central administrative services in UK universities," Omega, Elsevier, volume 34, issue 5, pages 417-426, October.
  17. Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron, 2006, "Unobserved heterogeneity in panel time series models," Computational Statistics & Data Analysis, Elsevier, volume 50, issue 9, pages 2361-2380, May.
  18. Fuertes, Ana-Maria & Kalotychou, Elena, 2006, "Early warning systems for sovereign debt crises: The role of heterogeneity," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 2, pages 1420-1441, November.
  19. Coakley, Jerry & Fuertes, Ana-Maria, 2006, "Testing for sign and amplitude asymmetries using threshold autoregressions," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 4, pages 623-654, April.
  20. Coakley, Jerry & Fuertes, Ana-Maria, 2006, "Valuation ratios and price deviations from fundamentals," Journal of Banking & Finance, Elsevier, volume 30, issue 8, pages 2325-2346, August.
  21. Fuertes, Ana-Maria & Thomas, Dylan C., 2006, "Large market shocks and abnormal closed-end-fund price behaviour," Journal of Banking & Finance, Elsevier, volume 30, issue 9, pages 2517-2535, September.
  22. Wagner, Wolf & Marsh, Ian W., 2006, "Credit risk transfer and financial sector stability," Journal of Financial Stability, Elsevier, volume 2, issue 2, pages 173-193, June.
  23. Hallwood, Paul & Marsh, Ian W. & Scheibe, Jorg, 2006, "An assessment of the case for monetary union or official dollarization in five Latin American countries," Emerging Markets Review, Elsevier, volume 7, issue 1, pages 52-66, March.
  24. Phylaktis, Kate, 2006, "Emerging markets finance: Overview of the special issue," Journal of International Money and Finance, Elsevier, volume 25, issue 3, pages 349-357, April.
  25. Phylaktis, Kate & Xia, Lichuan, 2006, "Sources of firms' industry and country effects in emerging markets," Journal of International Money and Finance, Elsevier, volume 25, issue 3, pages 459-475, April.
  26. Kate Phylaktis & Lichuan Xia, 2006, "The Changing Roles of Industry and Country Effects in the Global Equity Markets," The European Journal of Finance, Taylor & Francis Journals, volume 12, issue 8, pages 627-648, DOI: 10.1080/13518470500460202.

2005

  1. David Blake & Allan Timmermann, 2005, "Returns from active management in international equity markets: Evidence from a panel of UK pension funds," Journal of Asset Management, Palgrave Macmillan, volume 6, issue 1, pages 5-20, June, DOI: 10.1057/palgrave.jam.2240162.
  2. David Blake & M. Zaki Khorasanee, 2005, "“Pensions and Capital Structure: Why Hold Equities in the Pension Fund?”, John Ralfe, Cliff Speed, and Jon Palin, July 2004," North American Actuarial Journal, Taylor & Francis Journals, volume 9, issue 4, pages 125-130, DOI: 10.1080/10920277.2005.10596231.
  3. Allan Timmermann & David Blake, 2005, "International Asset Allocation with Time-Varying Investment Opportunities," The Journal of Business, University of Chicago Press, volume 78, issue 1, pages 71-98, January, DOI: 10.1086/426520.
  4. B Casu & D Shaw & E Thanassoulis, 2005, "Using a group support system to aid input–output identification in DEA," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 56, issue 12, pages 1363-1372, December, DOI: 10.1057/palgrave.jors.2601965.
  5. Barbara Casu & Claudia Girardone, 2005, "An analysis of the relevance of off-balance sheet items in explaining productivity change in European banking," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 15, pages 1053-1061, DOI: 10.1080/09603100500120688.
  6. Coakley, Jerry & Flood, Robert P. & Fuertes, Ana M. & Taylor, Mark P., 2005, "Purchasing power parity and the theory of general relativity: the first tests," Journal of International Money and Finance, Elsevier, volume 24, issue 2, pages 293-316, March.
  7. Marwan Izzeldin & Ana-Maria Fuertes & Anthony Murphy, 2005, "A guided tour of TSMod 4.03," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 5, pages 691-698, DOI: 10.1002/jae.825.
  8. Kraussl, Roman, 2005, "Do credit rating agencies add to the dynamics of emerging market crises?," Journal of Financial Stability, Elsevier, volume 1, issue 3, pages 355-385, April.
  9. Roberto Blanco & Simon Brennan & Ian W. Marsh, 2005, "An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps," Journal of Finance, American Finance Association, volume 60, issue 5, pages 2255-2281, October, DOI: 10.1111/j.1540-6261.2005.00798.x.
  10. Phylaktis, Kate & Ravazzolo, Fabiola, 2005, "Stock market linkages in emerging markets: implications for international portfolio diversification," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 15, issue 2, pages 91-106, April.
  11. Phylaktis, Kate & Ravazzolo, Fabiola, 2005, "Stock prices and exchange rate dynamics," Journal of International Money and Finance, Elsevier, volume 24, issue 7, pages 1031-1053, November.
  12. Kate Phylaktis & Gikas Manalis, 2005, "Price transmission dynamics between informationally linked securities," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 3, pages 187-201, DOI: 10.1080/0960310042000306970.

2004

  1. Amir Alizadeh & Manolis Kavussanos & David Menachof, 2004, "Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios," Applied Economics, Taylor & Francis Journals, volume 36, issue 12, pages 1337-1353, DOI: 10.1080/0003684042000176801.
  2. Alizadeh, Amir H. & Nomikos, Nikos K., 2004, "Cost of carry, causality and arbitrage between oil futures and tanker freight markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 40, issue 4, pages 297-316, July.
  3. Mark Andrew, 2004, "A Permanent Change in the Route to Owner Occupation?," Scottish Journal of Political Economy, Scottish Economic Society, volume 51, issue 1, pages 24-48, February, DOI: 10.1111/j.0036-9292.2004.05101002.x.
  4. Meen, Geoffrey & Andrew, Mark, 2004, "On the use of policy to reduce housing market segmentation," Regional Science and Urban Economics, Elsevier, volume 34, issue 6, pages 727-751, November.
  5. Kevin Dowd & David Blake & Andrew Cairns, 2004, "Long‐Term Value at Risk," Journal of Risk Finance, Emerald Group Publishing Limited, volume 5, issue 2, pages 52-57, February, DOI: 10.1108/eb022986.
  6. David Blake, 2004, "The impact of wealth on consumption and retirement behaviour in the UK," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 8, pages 555-576, DOI: 10.1080/0960310042000233863.
  7. David Blake, 2004, "Modelling the composition of personal sector wealth in the UK," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 9, pages 611-630, DOI: 10.1080/0960310042000233395.
  8. Casu, Barbara & Girardone, Claudia & Molyneux, Philip, 2004, "Productivity change in European banking: A comparison of parametric and non-parametric approaches," Journal of Banking & Finance, Elsevier, volume 28, issue 10, pages 2521-2540, October.
  9. Barbara Casu & Claudia Girardone, 2004, "Financial conglomeration: efficiency, productivity and strategic drive," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 10, pages 687-696, DOI: 10.1080/0960310042000243529.
  10. Barbara Casu & Claudia Girardone, 2004, "Large banks' efficiency in the single European market," The Service Industries Journal, Taylor & Francis Journals, volume 24, issue 6, pages 129-142, November, DOI: 10.1080/0264206042000299211.
  11. Jerry Coakley & Ana‐Maria Fuertes & Fabio Spagnolo, 2004, "Is the Feldstein–Horioka Puzzle History?," Manchester School, University of Manchester, volume 72, issue 5, pages 569-590, September, DOI: 10.1111/j.1467-9957.2004.00409.x.
  12. Jerry Coakley & Ana-Maria Fuertes & Andrew Wood, 2004, "A new interpretation of the exchange rate-yield differential nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 3, pages 201-218, DOI: 10.1002/ijfe.230.
  13. MacDonald, Ronald & Marsh, Ian W., 2004, "Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen," Journal of International Money and Finance, Elsevier, volume 23, issue 1, pages 99-111, February.
  14. Hallwood, C. Paul & Marsh, Ian W., 2004, "Exchange market pressure on the pound-dollar exchange rate: 1925-1931," The North American Journal of Economics and Finance, Elsevier, volume 15, issue 2, pages 249-264, August.
  15. Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2004, "How do UK-based foreign exchange dealers think their market operates?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 4, pages 289-306, DOI: 10.1002/ijfe.252.
  16. Phylaktis, Kate & Ravazzolo, Fabiola, 2004, "Currency risk in emerging equity markets," Emerging Markets Review, Elsevier, volume 5, issue 3, pages 317-339, September.

2003

  1. Amir H. Alizadeh & Nikos K. Nomikos, 2003, "The price-volume relationship in the sale and purchase market for dry bulk vessels," Maritime Policy & Management, Taylor & Francis Journals, volume 30, issue 4, pages 321-337, October, DOI: 10.1080/0308883032000145627.
  2. David Blake, 2003, "Reply to “Survivor Bonds: A Comment on Blake and Burrows”," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 70, issue 2, pages 349-351, June, DOI: 10.1111/1539-6975.00064.
  3. Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2003, "Pensionmetrics 2: stochastic pension plan design during the distribution phase," Insurance: Mathematics and Economics, Elsevier, volume 33, issue 1, pages 29-47, August.
  4. David Blake, 2003, "UK pension fund management after Myners: The hunt for correlation begins," Journal of Asset Management, Palgrave Macmillan, volume 4, issue 1, pages 32-72, June, DOI: 10.1057/palgrave.jam.2240094.
  5. Barbara Casu & Philip Molyneux, 2003, "A comparative study of efficiency in European banking," Applied Economics, Taylor & Francis Journals, volume 35, issue 17, pages 1865-1876, DOI: 10.1080/0003684032000158109.
  6. Coakley, Jerry & Fuertes, Ana-Maria & Perez, Maria-Teresa, 2003, "Numerical issues in threshold autoregressive modeling of time series," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11-12, pages 2219-2242, September.

2002

  1. Manolis G. Kavussanos & Amir H. Alizadeh-M, 2002, "The Expectations Hypothesis of the Term Structure and Risk Premiums in Dry Bulk Shipping Freight Markets," Journal of Transport Economics and Policy, University of Bath, volume 36, issue 2, pages 267-304, May.
  2. Kavussanos, Manolis G. & Alizadeh-M, Amir H., 2002, "Seasonality patterns in tanker spot freight rate markets," Economic Modelling, Elsevier, volume 19, issue 5, pages 747-782, November.
  3. D Blake & B N Lehmann & A Timmermann, 2002, "Performance clustering and incentives in the UK pension fund industry," Journal of Asset Management, Palgrave Macmillan, volume 3, issue 2, pages 173-194, September, DOI: 10.1057/palgrave.jam.2240073.
  4. Jerry Coakley & Ana-Maria Fuertes, 2002, "Asymmetric dynamics in UK real interest rates," Applied Financial Economics, Taylor & Francis Journals, volume 12, issue 6, pages 379-387, DOI: 10.1080/09603100010003304.
  5. Phylaktis, Kate & Ravazzolo, Fabiola, 2002, "Measuring financial and economic integration with equity prices in emerging markets," Journal of International Money and Finance, Elsevier, volume 21, issue 6, pages 879-903, November.

2001

  1. Kavussanos, Manolis G. & Alizadeh-M, Amir H., 2001, "Seasonality patterns in dry bulk shipping spot and time charter freight rates," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 37, issue 6, pages 443-467, December.
  2. 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, volume 29, issue 2, pages 187-215, October.
  3. Jerry Coakley & Ana‐Maria Fuertes, 2001, "A Non‐Linear Analysis of Excess Foreign Exchange Returns," Manchester School, University of Manchester, volume 69, issue 6, pages 623-642, December, DOI: 10.1111/1467-9957.00274.
  4. Coakley Jerry & Fuertes Ana-María & Zoega Gylfi, 2001, "Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 5, issue 3, pages 1-25, October, DOI: 10.2202/1558-3708.1078.
  5. Coakley, Jerry & Fuertes, Ana-Maria, 2001, "Border costs and real exchange rate dynamics in Europe," Journal of Policy Modeling, Elsevier, volume 23, issue 6, pages 669-676, August.
  6. Jerry Coakley & Ana-Maria Fuertes, 2001, "Nonparametric cointegration analysis of real exchange rates," Applied Financial Economics, Taylor & Francis Journals, volume 11, issue 1, pages 1-8, DOI: 10.1080/09603100150210200.
  7. Roman Kräussl, 2001, "Sovereign ratings and their impact on recent financial crises," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 7, issue 2, pages 268-269, May, DOI: 10.1007/BF02296020.
  8. Phylaktis, Kate & Girardin, Eric, 2001, "Foreign exchange markets in transition economies: China," Journal of Development Economics, Elsevier, volume 64, issue 1, pages 215-235, February.

2000

  1. Blake, David, 2000, "Does It Matter What Type of Pension Scheme You Have?," Economic Journal, Royal Economic Society, volume 110, issue 461, pages 46-81, February.
  2. David Blake & John Board, 2000, "Measuring Value Added in the Pensions Industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 25, issue 4, pages 539-567, October.
  3. Jerry Coakley & Ana M. Fuertes, 2000, "Short‐run Real Exchange Rate Dynamics," Manchester School, University of Manchester, volume 68, issue 4, pages 461-475, June, DOI: 10.1111/1467-9957.00205.
  4. Coakley, Jerry & Fuertes, Ana-Marie, 2000, "Is There a Base Currency Effect in Long-Run PPP?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 5, issue 4, pages 253-263, October.
  5. Paul Hallwood, C. & MacDonald, Ronald & Marsh, Ian W., 2000, "Realignment expectations and the US dollar, 1890-1897: Was there a 'Peso problem'?," Journal of Monetary Economics, Elsevier, volume 46, issue 3, pages 605-620, December.
  6. 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.

1999

  1. Lunde, Asger & Timmermann, Allan & Blake, David, 1999, "The hazards of mutual fund underperformance: A Cox regression analysis," Journal of Empirical Finance, Elsevier, volume 6, issue 2, pages 121-152, April.
  2. David Blake, 1999, "Portfolio Choice Models of Pension Funds and Life Assurance Companies: Similarities and Differences," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 24, issue 3, pages 327-357, July.
  3. David Blake, 1999, "Annuity Markets: Problems and Solutions," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 24, issue 3, pages 358-375, July.
  4. David Blake & J. Michael Orszag, 1999, "Annual estimates of personal wealth holdings in the United Kingdom since 1948," Applied Financial Economics, Taylor & Francis Journals, volume 9, issue 4, pages 397-421, DOI: 10.1080/096031099332285.
  5. Blake, David & Lehmann, Bruce N & Timmermann, Allan, 1999, "Asset Allocation Dynamics and Pension Fund Performance," The Journal of Business, University of Chicago Press, volume 72, issue 4, pages 429-461, October, DOI: 10.1086/209623.
  6. Kate Phylaktis & Manolis Kavussanos & Gikas Manalis, 1999, "Price Limits and Stock Market Volatility in the Athens Stock Exchange," European Financial Management, European Financial Management Association, volume 5, issue 1, pages 69-84, March, DOI: 10.1111/1468-036X.00080.
  7. Phylaktis, Kate, 1999, "Capital market integration in the Pacific Basin region: an impulse response analysis," Journal of International Money and Finance, Elsevier, volume 18, issue 2, pages 267-287, February.

1998

  1. Geoffrey Meen & Mark Andrew, 1998, "On the Aggregate Housing Market Implications of Labour Market Change," Scottish Journal of Political Economy, Scottish Economic Society, volume 45, issue 4, pages 393-419, September, DOI: 10.1111/1467-9485.00105.
  2. Blake, David, 1998, "Pension schemes as options on pension fund assets: implications for pension fund management," Insurance: Mathematics and Economics, Elsevier, volume 23, issue 3, pages 263-286, December.
  3. David Blake & Allan Timmermann, 1998, "Mutual Fund Performance: Evidence from the UK," Review of Finance, European Finance Association, volume 2, issue 1, pages 57-77.

1997

  1. David Blake & Angelika Nied, 1997, "The demand for alcohol in the United Kingdom," Applied Economics, Taylor & Francis Journals, volume 29, issue 12, pages 1655-1672, DOI: 10.1080/00036849700000041.
  2. Coakley, Jerry & Fuertes, Ana Maria, 1997, "New panel unit root tests of PPP," Economics Letters, Elsevier, volume 57, issue 1, pages 17-22, November.
  3. Ronald MacDonald & Ian W. Marsh, 1997, "On Fundamentals And Exchange Rates: A Casselian Perspective," The Review of Economics and Statistics, MIT Press, volume 79, issue 4, pages 655-664, November.
  4. Hallwood, C. Paul & MacDonald, Ronald & Marsh, Ian W., 1997, "Crash! Expectational Aspects of the Departures of the United Kingdom and the United States from the Inter-War Gold Standard," Explorations in Economic History, Elsevier, volume 34, issue 2, pages 174-194, April.
  5. Phylaktis, Kate, 1997, "Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages," Pacific-Basin Finance Journal, Elsevier, volume 5, issue 2, pages 195-213, June.
  6. Kate Phylaktis & Yiannis Kassimatis, 1997, "Black and official exchange rate volatility and foreign exchange controls," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 1, pages 15-24, DOI: 10.1080/096031097333817.

1996

  1. Blake, David, 1996, "Financial Intermediation and Financial Innovation in a Characteristics Framework," Scottish Journal of Political Economy, Scottish Economic Society, volume 43, issue 1, pages 16-31, February.
  2. Blake, David, 1996, "Efficiency, Risk Aversion and Portfolio Insurance: An Analysis of Financial Asset Portfolios Held by Investors in the United Kingdom," Economic Journal, Royal Economic Society, volume 106, issue 438, pages 1175-1192, September.
  3. Macdonald, Ronald & Marsh, Ian W., 1996, "Currency forecasters are heterogeneous: confirmation and consequences," Journal of International Money and Finance, Elsevier, volume 15, issue 5, pages 665-685, October.
  4. Marsh, Ian W. & Power, David M., 1996, "A note on the performance of foreign exchange forecasters in a portfolio framework," Journal of Banking & Finance, Elsevier, volume 20, issue 3, pages 605-613, April.
  5. Ian Marsh & Stephen Tokarick, 1996, "An assessment of three measures of competitiveness," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 132, issue 4, pages 700-722, December, DOI: 10.1007/BF02707590.
  6. Ronald MacDonald & Ian W. Marsh, 1996, "Hétérogénéité des prévisionnistes : une exploration des anticipations sur le marché des changes," Économie et Prévision, Programme National Persée, volume 125, issue 4, pages 109-115, DOI: 10.3406/ecop.1996.5813.
  7. Kate Phylaktis & Manolis G Kavussanos & Gikas Manalis, 1996, "Stock prices and the flow of information in the Athens Stock Exchange," European Financial Management, European Financial Management Association, volume 2, issue 1, pages 113-126, March, DOI: 10.1111/j.1468-036X.1996.tb00031.x.

1994

  1. Phylaktis, Kate & Kassimatis, Yiannis, 1994, "Does the real exchange rate follow a random walk? The Pacific Basin perspective," Journal of International Money and Finance, Elsevier, volume 13, issue 4, pages 476-495, August.

1993

  1. Kate Phylaktis & David Blake, 1993, "The fisher hypothesis: Evidence from three high inflation economies," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 129, issue 3, pages 591-599, September, DOI: 10.1007/BF02708004.
  2. Phylaktis, Kate & Taylor, Mark P, 1993, "Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence," The Review of Economics and Statistics, MIT Press, volume 75, issue 1, pages 32-37, February.

1992

  1. Blake, David & Boyle, Sean, 1992, "The Demand for Cider in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 54, issue 1, pages 73-86, February.
  2. Phylaktis, Kate, 1992, "Purchasing power parity and cointegration: The Greek evidence from the 1920s," Journal of International Money and Finance, Elsevier, volume 11, issue 5, pages 502-513, October.

1991

  1. Blake, David & Pradhan, Mahmood, 1991, "Debt-equity swaps as bond conversions: implications for pricing," Journal of Banking & Finance, Elsevier, volume 15, issue 1, pages 29-41, February.
  2. David Blake, 1991, "The Estimation of Rational Expectations Models: A Survey," Journal of Economic Studies, Emerald Group Publishing Limited, volume 18, issue 3, pages 1-1, March, DOI: 10.1108/EUM0000000000152.
  3. Phylaktis, Kate, 1991, "The black market for dollars in Chile," Journal of Development Economics, Elsevier, volume 37, issue 1-2, pages 155-172, November.

1990

  1. Blake, David, 1990, "Portfolio Behaviour and Asset Pricing in a Characteristics Framework," Scottish Journal of Political Economy, Scottish Economic Society, volume 37, issue 4, pages 343-359, November.

1989

  1. Blake, David, 1989, "Testing models generating time varying asset return expectations and risks : The case of UK private sector pension funds," Economic Modelling, Elsevier, volume 6, issue 2, pages 220-240, April.

1988

  1. Blake, David & Beenstock, Michael, 1988, "The stochastic analysis of competitive unemployment insurance premiums," European Economic Review, Elsevier, volume 32, issue 1, pages 7-25, January.
  2. Phylaktis, Kate, 1988, "Capital controls: The case of Argentina," Journal of International Money and Finance, Elsevier, volume 7, issue 3, pages 303-320, September.

1986

  1. Blake, David & Beenstock, Michael & Brasse, Valerie, 1986, "The Performance of UK Exchange Rate Forecasters," Economic Journal, Royal Economic Society, volume 96, issue 384, pages 986-999, December.

1984

  1. Blake, David, 1984, "Complete systems methods of estimating models with rational and adaptive expectations : A case study," European Economic Review, Elsevier, volume 24, issue 2, pages 137-150, March.

1982

  1. Desai, Meghnad & Blake, David, 1982, "Monetarism and the US economy: A re-evaluation of Stein's model 1960-1973," Journal of Monetary Economics, Elsevier, volume 10, issue 1, pages 111-125, July.

1981

  1. Desai, Meghnad & Blake, David, 1981, "Modelling the Ultimate Absurdity: A Comment on "A Quantitative Study of the Strategic Arms Race in the Missile Age."," The Review of Economics and Statistics, MIT Press, volume 63, issue 4, pages 629-632, November.

Books

2009

  1. Morten Balling & Ernest Gnan & Frank Lierman & Jean-Pierre Schoder (ed.), 2009, "Productivity in the Financial Services Sector," SUERF Studies, SUERF - The European Money and Finance Forum, number 2009/4, ISBN: ARRAY(0x9a4b6c40), October.

2006

  1. Gregoriou, Greg N. & Kooli, Maher & Kraeussl, Roman, 2006, "Venture Capital in Europe," Elsevier Monographs, Elsevier, number 9780750682596, edition 1, ISBN: ARRAY(0x7a3c61b0).

2003

  1. Blake, David, 2003, "Pension Schemes and Pension Funds in the United Kingdom," OUP Catalogue, Oxford University Press, number 9780199243532, edition 2, ISBN: ARRAY(0x8187f088).

1995

  1. Kate Phylaktis, 1995, "The Banking System of Cyprus," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-349-12868-6, ISBN: ARRAY(0xa3f40c08), April, DOI: 10.1007/978-1-349-12868-6.

1990

  1. Kate Phylaktis & Mahmood Pradhan (ed.), 1990, "International Finance and the Less Developed Countries," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-349-10379-9, ISBN: ARRAY(0xa4ad1390), April, DOI: 10.1007/978-1-349-10379-9.

Chapters

2024

  1. Kate Phylaktis & Muhammad Aftab, 2024, "Financial integration and exchange market pressure," Chapters, Edward Elgar Publishing, chapter 14, in: Guglielmo M. Caporale, "Handbook of Financial Integration".

2014

  1. Francesca Battaglia & Angela Gallo, 2014, "Did Strong Boards Affect Bank Tail Risk During the Financial Crisis? Evidence from European Countries," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 3, in: Ted Lindblom & Stefan Sjögren & Magnus Willesson, "Governance, Regulation and Bank Stability", DOI: 10.1057/9781137413543_3.
  2. Francesca Battaglia & Angela Gallo & Anna Elvira Graziano, 2014, "Strong Boards, Risk Committee and Bank Performance: Evidence from India and China," CSR, Sustainability, Ethics & Governance, Springer, in: Sabri Boubaker & Duc Khuong Nguyen, "Corporate Governance in Emerging Markets", DOI: 10.1007/978-3-642-44955-0_4.

2013

  1. Naaguesh Appadu & Anna Faelten & Mario Levis, 2013, "Acquisitions, SEOs, divestitures and IPO performance," Chapters, Edward Elgar Publishing, chapter 17, in: Mario Levis & Silvio Vismara, "Handbook of Research on IPOs".

2012

  1. Barbara Casu & Claudia Girardone & Philip Molyneux, 2012, "Is There a Conflict between Competition and Financial Stability?," Chapters, Edward Elgar Publishing, chapter 3, in: James R. Barth & Chen Lin & Clas Wihlborg, "Research Handbook on International Banking and Governance".
  2. Francesca Arnaboldi & Barbara Casu, 2012, "Corporate Governance in European Banking," Chapters, Edward Elgar Publishing, chapter 31, in: James R. Barth & Chen Lin & Clas Wihlborg, "Research Handbook on International Banking and Governance".

2011

  1. David Blake & Andrew Cairns & Kevin Dowd, 2011, "Optimal Investment Strategies in Defined Contribution Pension Plans," Palgrave Macmillan Books, Palgrave Macmillan, chapter 10, in: Gautam Mitra & Katharina Schwaiger, "Asset and Liability Management Handbook", DOI: 10.1057/9780230307230_10.

2008

  1. David Blake, 2008, "It is all Back to Front: Critical Issues in the Design of Defined Contribution Pension Plans," Chapters, Edward Elgar Publishing, chapter 6, in: Dirk Broeders & Sylvester Eiffinger & Aerdt Houben, "Frontiers in Pension Finance".

2004

  1. David Blake, 2004, "Contracting Out of the State Pension System: The British Experience of Carrots and Sticks," Chapters, Edward Elgar Publishing, chapter 1, in: Martin Rein & Winfried Schmähl, "Rethinking the Welfare State".

2003

  1. Ian W. Marsh & Kate Phylaktis, 2003, "The International Monetary Fund: Past, Present and Future," Chapters, Edward Elgar Publishing, chapter 24, in: Andrew W. Mullineux & Victor Murinde, "Handbook of International Banking".

2002

  1. David Blake, 2002, "The United Kingdom: Examining the Switch from Low Public Pensions to High-Cost Private Pensions," NBER Chapters, National Bureau of Economic Research, Inc, "Social Security Pension Reform in Europe".
  2. Ian Marsh, 2002, "What central banks can learn about default risk from credit markets," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Market functioning and central bank policy".

1995

  1. Kate Phylaktis, 1995, "The Origins of Modern Banking in Cyprus," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, "The Banking System of Cyprus", DOI: 10.1007/978-1-349-12868-6_1.
  2. Kate Phylaktis, 1995, "The Financing of Agriculture," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, "The Banking System of Cyprus", DOI: 10.1007/978-1-349-12868-6_2.
  3. Kate Phylaktis, 1995, "Banking without a Central Bank," Palgrave Macmillan Books, Palgrave Macmillan, chapter 3, "The Banking System of Cyprus", DOI: 10.1007/978-1-349-12868-6_3.
  4. Kate Phylaktis, 1995, "The Central Bank of Cyprus," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, "The Banking System of Cyprus", DOI: 10.1007/978-1-349-12868-6_4.
  5. Kate Phylaktis, 1995, "The Banking System during Independence," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, "The Banking System of Cyprus", DOI: 10.1007/978-1-349-12868-6_5.
  6. Kate Phylaktis, 1995, "Co-operative Societies: Growth and Crisis," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, "The Banking System of Cyprus", DOI: 10.1007/978-1-349-12868-6_6.
  7. Kate Phylaktis, 1995, "Cyprus: An Emerging Offshore Banking and Financial Centre," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, "The Banking System of Cyprus", DOI: 10.1007/978-1-349-12868-6_7.
  8. Kate Phylaktis, 1995, "The Existing Regulatory Framework of the Banking System and Prospective Changes," Palgrave Macmillan Books, Palgrave Macmillan, chapter 8, "The Banking System of Cyprus", DOI: 10.1007/978-1-349-12868-6_8.
  9. Kate Phylaktis, 1995, "Banking in Cyprus in the 1990s," Palgrave Macmillan Books, Palgrave Macmillan, chapter 9, "The Banking System of Cyprus", DOI: 10.1007/978-1-349-12868-6_9.

1992

  1. David Blake, 1992, "A Non-linear Model of Portfolio Behaviour With Time-varying Expectations and Risks," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, in: T. E. Cooke & J. Matatko & D. C. Stafford, "Risk, Portfolio Management and Capital Markets", DOI: 10.1007/978-1-349-11666-9_5.

1990

  1. Kate Phylaktis & Mahmood Pradhan, 1990, "Introduction," Palgrave Macmillan Books, Palgrave Macmillan, in: Kate Phylaktis & Mahmood Pradhan, "International Finance and the Less Developed Countries", DOI: 10.1007/978-1-349-10379-9_1.
  2. Kate Phylaktis, 1990, "Capital Controls in Argentina, Chile and Uruguay," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, in: Kate Phylaktis & Mahmood Pradhan, "International Finance and the Less Developed Countries", DOI: 10.1007/978-1-349-10379-9_6.

1984

  1. Kate Phylaktis, 1984, "Comments on Robert Z. Aliber’s Paper ‘Structural Change, Monetary Policy and the Foreign Exchange Value of the Pound’," Palgrave Macmillan Books, Palgrave Macmillan, in: Brian Griffiths & Geoffrey E. Wood, "Monetarism in the United Kingdom", DOI: 10.1007/978-1-349-06284-3_17.

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