Publications
by members of
Finance Research Centre
Oxford University
Oxford, United Kingdom
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles |
Working papers
2017
- Alan Morrison & Michalis Vasios & Mungo Wilson & Filip Zikes, 2017.
"Identifying Contagion in a Banking Network,"
Finance and Economics Discussion Series
2017-082, Board of Governors of the Federal Reserve System (U.S.).
- Morrison, Alan & Vasios, Michalis & Wilson, Mungo & Zikes, Filip, 2017. "Identifying contagion in a banking network," Bank of England working papers 642, Bank of England.
2011
- Hamid Mehran & Alan Morrison & Joel Shapiro, 2011. "Corporate governance and banks: what have we learned from the financial crisis?," Staff Reports 502, Federal Reserve Bank of New York.
2008
- Clive G. Bowsher & Roland Meeks, 2008.
"The dynamics of economics functions: modelling and forecasting the yield curve,"
Working Papers
0804, Federal Reserve Bank of Dallas.
- Bowsher, Clive G. & Meeks, Roland, 2008. "The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1419-1437.
- Clive G. Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," Economics Papers 2008-W05, Economics Group, Nuffield College, University of Oxford.
- Clive Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," OFRC Working Papers Series 2008fe24, Oxford Financial Research Centre.
- Clive G. Bowsher & Roland Meeks, 2008. "Stationarity and the term structure of interest rates: a characterisation of stationary and unit root yield curves," Working Papers 0811, Federal Reserve Bank of Dallas.
2006
- Clive Bowsher & Roland Meeks, 2006.
"High Dimensional Yield Curves: Models and Forecasting,"
Economics Papers
2006-W12, Economics Group, Nuffield College, University of Oxford.
- Clive G. Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," OFRC Working Papers Series 2006fe11, Oxford Financial Research Centre.
- Clive Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," Economics Series Working Papers 2006-FE-11, University of Oxford, Department of Economics.
2005
- Xavier Freixas & Gyöngyi Lóránth & Alan D. Morrison, 2005.
"Regulating Financial Conglomerates,"
OFRC Working Papers Series
2005fe03, Oxford Financial Research Centre.
- Freixas, Xavier & Loranth, Gyongyi & Morrison, Alan D., 2007. "Regulating financial conglomerates," Journal of Financial Intermediation, Elsevier, vol. 16(4), pages 479-514, October.
- Freixas, Xavier & Morrison, Alan & Lóránth, Gyöngyi, 2005. "Regulating Financial Conglomerates," CEPR Discussion Papers 5036, C.E.P.R. Discussion Papers.
- Xavier Freixas & Gyongyi Loranth & Alan D. Morrison & Hyun Song Shin, 2004. "Regulating Financial Conglomerates," Working Paper Research 54, National Bank of Belgium.
- Xavier Freixas & Gyöngyi Lóránth & Alan D. Morrison, 2005. "Regulating financial conglomerates," Economics Working Papers 820, Department of Economics and Business, Universitat Pompeu Fabra.
- Xavier Freixas & Sjaak Hurkens & Alan D. Morrison & Nir Vulkan, 2005.
"Interbank Competition with Costly Screening,"
OFRC Working Papers Series
2005fe02, Oxford Financial Research Centre.
- Freixas Xavier & Hurkens Sjaak & Morrison Alan D & Vulkan Nir, 2007. "Interbank Competition with Costly Screening," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 7(1), pages 1-27, May.
- Xavier Freixas & Sjaak Hurkens & Alan D. Morrison & Nir Vulkan, 2004. "Interbank comptetition with costly screening," Economics Working Papers 802, Department of Economics and Business, Universitat Pompeu Fabra.
2004
- Alan D. Morrison, 2004.
"Life Insurance: Regulation as Contract Enforcement,"
OFRC Working Papers Series
2004fe09, Oxford Financial Research Centre.
- Alan D. Morrison, 2004. "Life Insurance: Regulation As Contract Enforcement," Economic Affairs, Wiley Blackwell, vol. 24(4), pages 47-52, December.
- Alan D. Morrison & Lucy White, 2004. "Financial Liberalisation and Capital Regulation in Open Economies," OFRC Working Papers Series 2004fe10, Oxford Financial Research Centre.
- Alan D. Morrison & Lucy White, 2004.
"Is Deposit Insurance a Good Thing, and If So, Who Should Pay for It?,"
OFRC Working Papers Series
2004fe08, Oxford Financial Research Centre.
- Morrison, Alan & White, Lucy, 2004. "Is Deposit Insurance A Good Thing, And If So, Who Should Pay for It?," CEPR Discussion Papers 4424, C.E.P.R. Discussion Papers.
- Alan D. Morrison & William J. Wilhelm, 2004. "The Demise of Investment-Banking Partnerships: Theory and Evidence," OFRC Working Papers Series 2004fe14, Oxford Financial Research Centre.
- Clive G. Bowsher, 2004.
"Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange,"
Economics Papers
2004-W21, Economics Group, Nuffield College, University of Oxford.
- Clive G. Bowsher, 2004. "Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange," OFRC Working Papers Series 2004fe19, Oxford Financial Research Centre.
2003
- Alan Morrison & William J. Wilhelm, Jr., 2003. "Partnership Firms, Reputation and Human Capital," OFRC Working Papers Series 2003fe02, Oxford Financial Research Centre.
- William J. Wilhelm & Alan Morrison & Tim Jenkinson, 2003.
"Why are European IPOs so rarely priced outside the indicative price range?,"
OFRC Working Papers Series
2003fe05, Oxford Financial Research Centre.
- Jenkinson, Tim & Morrison, Alan D. & Wilhelm, William Jr., 2006. "Why are European IPOs so rarely priced outside the indicative price range?," Journal of Financial Economics, Elsevier, vol. 80(1), pages 185-209, April.
- Tim Jenkinson & Alan Morrison & William Wilhelm, 2003. "Why are European IPOs so rarely priced outside the indicative price range?," Economics Series Working Papers 2003-FE-05, University of Oxford, Department of Economics.
- Alan Morrison & Nir Vulkan, 2003.
"Making Money out of Publicly Available Information,"
OFRC Working Papers Series
2003fe07, Oxford Financial Research Centre.
- Alan D. Morrison & Nir Vulcan, 2003. "Making Money out of Publicly Available Information," The Centre for Market and Public Organisation 03/065, The Centre for Market and Public Organisation, University of Bristol, UK.
- Gyongyi Loranth & Alan Morrison, 2003. "Multinational Bank Capital Regulation with Deposit Insurance and Diversification Effects," OFRC Working Papers Series 2003fe11, Oxford Financial Research Centre.
- Morrison, Alan & Lóránth, Gyöngyi, 2003. "Multinational Bank Regulation with Deposit Insurance and Diversification Effects," CEPR Discussion Papers 4148, C.E.P.R. Discussion Papers.
2002
- Lucy White & Alan D. Morrison, 2002.
"Crises and Capital Requirements in Banking,"
OFRC Working Papers Series
2002fe05, Oxford Financial Research Centre.
- Morrison, Alan & White, Lucy, 2004. "Crises and Capital Requirements in Banking," CEPR Discussion Papers 4364, C.E.P.R. Discussion Papers.
- Alan D. Morrison, 2002. "The Economics of Capital Regulation in Financial Conglomerates," OFRC Working Papers Series 2002fe08, Oxford Financial Research Centre.
- Clive Bowsher, 2002.
"Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models,"
Economics Papers
2002-W22, Economics Group, Nuffield College, University of Oxford.
- Bowsher, Clive G., 2007. "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, vol. 141(2), pages 876-912, December.
- Clive G. Bowsher, 2005. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2005-W26, Economics Group, Nuffield College, University of Oxford.
- Clive G. Bowsher, 2003. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2003-W03, Economics Group, Nuffield College, University of Oxford.
2001
- Lucy White & Alan Morrison, 2001. "The Role of Capital Adequacy Requirements in Sound Banking Systems," OFRC Working Papers Series 2001fe04, Oxford Financial Research Centre.
- Stephen Bond & Clive Bowsher & Frank Windmeijer, 2001.
"Criterion-based inference for GMM in autoregressive panel-data models,"
IFS Working Papers
W01/02, Institute for Fiscal Studies.
- Bond, Stephen & Bowsher, Clive & Windmeijer, Frank, 2001. "Criterion-based inference for GMM in autoregressive panel data models," Economics Letters, Elsevier, vol. 73(3), pages 379-388, December.
2000
- Alan D. Morrison, 2000. "Regulator Reputation and Optimal Banking Competition Policy," OFRC Working Papers Series 2000fe07, Oxford Financial Research Centre.
- Alan D. Morrison, 2000. "Risk Averse Banks and Uncertain Correlation Values: A Theory of Rational Bank Panics," OFRC Working Papers Series 2000fe08, Oxford Financial Research Centre.
- Alan Morrison, 2000. "Credit Derivatives, Disintermediation and Investment Decisions," OFRC Working Papers Series 2001fe01, Oxford Financial Research Centre.
Journal articles
2016
- Margaritis Voliotis & Philipp Thomas & Ramon Grima & Clive G Bowsher, 2016. "Stochastic Simulation of Biomolecular Networks in Dynamic Environments," PLOS Computational Biology, Public Library of Science, vol. 12(6), pages 1-18, June.
2013
- Clive G Bowsher & Margaritis Voliotis & Peter S Swain, 2013. "The Fidelity of Dynamic Signaling by Noisy Biomolecular Networks," PLOS Computational Biology, Public Library of Science, vol. 9(3), pages 1-9, March.
- Clive G. Bowsher & Roland Meeks, 2013. "Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization," Applied Mathematical Finance, Taylor & Francis Journals, vol. 20(2), pages 137-166, April.
2008
- Bowsher, Clive G. & Meeks, Roland, 2008.
"The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve,"
Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1419-1437.
- Clive G. Bowsher & Roland Meeks, 2008. "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers 0804, Federal Reserve Bank of Dallas.
- Clive G. Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," Economics Papers 2008-W05, Economics Group, Nuffield College, University of Oxford.
- Clive Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," OFRC Working Papers Series 2008fe24, Oxford Financial Research Centre.
2007
- Bowsher, Clive G., 2007.
"Modelling security market events in continuous time: Intensity based, multivariate point process models,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 876-912, December.
- Clive Bowsher, 2002. "Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models," Economics Papers 2002-W22, Economics Group, Nuffield College, University of Oxford.
- Clive G. Bowsher, 2005. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2005-W26, Economics Group, Nuffield College, University of Oxford.
- Clive G. Bowsher, 2003. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2003-W03, Economics Group, Nuffield College, University of Oxford.
2004
- Alan D. Morrison, 2004.
"Life Insurance: Regulation As Contract Enforcement,"
Economic Affairs, Wiley Blackwell, vol. 24(4), pages 47-52, December.
- Alan D. Morrison, 2004. "Life Insurance: Regulation as Contract Enforcement," OFRC Working Papers Series 2004fe09, Oxford Financial Research Centre.
- Alan D. Morrison, 2004. "Banking Licences, Bailouts And Regulator Ability," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(4), pages 559-579, September.
2002
- Bowsher, Clive G., 2002. "On testing overidentifying restrictions in dynamic panel data models," Economics Letters, Elsevier, vol. 77(2), pages 211-220, October.
2001
- Bond, Stephen & Bowsher, Clive & Windmeijer, Frank, 2001.
"Criterion-based inference for GMM in autoregressive panel data models,"
Economics Letters, Elsevier, vol. 73(3), pages 379-388, December.
- Stephen Bond & Clive Bowsher & Frank Windmeijer, 2001. "Criterion-based inference for GMM in autoregressive panel-data models," IFS Working Papers W01/02, Institute for Fiscal Studies.