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Publications

by members of

Oxford University → Finance Research Centre

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

  1. Alan Morrison & Michalis Vasios & Mungo Wilson & Filip Zikes, 2017, "Identifying Contagion in a Banking Network," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-082, Aug, DOI: 10.17016/FEDS.2017.082.

2011

  1. Hamid Mehran & Alan Morrison & Joel Shapiro, 2011, "Corporate governance and banks: what have we learned from the financial crisis?," Staff Reports, Federal Reserve Bank of New York, number 502.

2008

  1. Clive G. Bowsher & Roland Meeks, 2008, "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers, Federal Reserve Bank of Dallas, number 0804.
  2. 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, Federal Reserve Bank of Dallas, number 0811.

2006

  1. Clive Bowsher & Roland Meeks, 2006, "High Dimensional Yield Curves: Models and Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W12, Oct.

2005

  1. Xavier Freixas & Gyöngyi Lóránth & Alan D. Morrison, 2005, "Regulating Financial Conglomerates," OFRC Working Papers Series, Oxford Financial Research Centre, number 2005fe03.
  2. Xavier Freixas & Sjaak Hurkens & Alan D. Morrison & Nir Vulkan, 2005, "Interbank Competition with Costly Screening," OFRC Working Papers Series, Oxford Financial Research Centre, number 2005fe02.

2004

  1. 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, Economics Group, Nuffield College, University of Oxford, number 2004-W21, Sep.
  2. Alan D. Morrison, 2004, "Life Insurance: Regulation as Contract Enforcement," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe09.
  3. Alan D. Morrison & Lucy White, 2004, "Financial Liberalisation and Capital Regulation in Open Economies," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe10.
  4. Alan D. Morrison & Lucy White, 2004, "Is Deposit Insurance a Good Thing, and If So, Who Should Pay for It?," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe08.
  5. Alan D. Morrison & William J. Wilhelm, 2004, "The Demise of Investment-Banking Partnerships: Theory and Evidence," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe14.

2003

  1. Alan Morrison & William J. Wilhelm, Jr., 2003, "Partnership Firms, Reputation and Human Capital," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003fe02.
  2. William J. Wilhelm & Alan Morrison & Tim Jenkinson, 2003, "Why are European IPOs so rarely priced outside the indicative price range?," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003fe05.
  3. Alan Morrison & Nir Vulkan, 2003, "Making Money out of Publicly Available Information," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003fe07.
  4. Gyongyi Loranth & Alan Morrison, 2003, "Multinational Bank Capital Regulation with Deposit Insurance and Diversification Effects," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003fe11.
  5. Morrison, Alan & Lóránth, Gyöngyi, 2003, "Multinational Bank Regulation with Deposit Insurance and Diversification Effects," CEPR Discussion Papers, Centre for Economic Policy Research, number 4148, Dec.

2002

  1. Clive Bowsher, 2002, "Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W22, Oct.
  2. Lucy White & Alan D. Morrison, 2002, "Crises and Capital Requirements in Banking," OFRC Working Papers Series, Oxford Financial Research Centre, number 2002fe05.
  3. Alan D. Morrison, 2002, "The Economics of Capital Regulation in Financial Conglomerates," OFRC Working Papers Series, Oxford Financial Research Centre, number 2002fe08.

2001

  1. Stephen Bond & Clive Bowsher & Frank Windmeijer, 2001, "Criterion-based inference for GMM in autoregressive panel-data models," IFS Working Papers, Institute for Fiscal Studies, number W01/02, Feb.
  2. Lucy White & Alan Morrison, 2001, "The Role of Capital Adequacy Requirements in Sound Banking Systems," OFRC Working Papers Series, Oxford Financial Research Centre, number 2001fe04.

2000

  1. Alan D. Morrison, 2000, "Regulator Reputation and Optimal Banking Competition Policy," OFRC Working Papers Series, Oxford Financial Research Centre, number 2000fe07.
  2. Alan D. Morrison, 2000, "Risk Averse Banks and Uncertain Correlation Values: A Theory of Rational Bank Panics," OFRC Working Papers Series, Oxford Financial Research Centre, number 2000fe08.
  3. Alan Morrison, 2000, "Credit Derivatives, Disintermediation and Investment Decisions," OFRC Working Papers Series, Oxford Financial Research Centre, number 2001fe01.

Journal articles

2016

  1. 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, volume 12, issue 6, pages 1-18, June, DOI: 10.1371/journal.pcbi.1004923.

2013

  1. 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, volume 9, issue 3, pages 1-9, March, DOI: 10.1371/journal.pcbi.1002965.
  2. Clive G. Bowsher & Roland Meeks, 2013, "Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization," Applied Mathematical Finance, Taylor & Francis Journals, volume 20, issue 2, pages 137-166, April, DOI: 10.1080/1350486X.2012.666120.

2008

  1. 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, volume 103, issue 484, pages 1419-1437.

2007

  1. Bowsher, Clive G., 2007, "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 876-912, December.

2004

  1. Alan D. Morrison, 2004, "Life Insurance: Regulation As Contract Enforcement," Economic Affairs, Wiley Blackwell, volume 24, issue 4, pages 47-52, December, DOI: 10.1111/j.1468-0270.2004.00515.x.
  2. Alan D. Morrison, 2004, "Banking Licences, Bailouts And Regulator Ability," Scottish Journal of Political Economy, Scottish Economic Society, volume 51, issue 4, pages 559-579, September, DOI: 10.1111/j.0036-9292.2004.00321.x.

2002

  1. Bowsher, Clive G., 2002, "On testing overidentifying restrictions in dynamic panel data models," Economics Letters, Elsevier, volume 77, issue 2, pages 211-220, October.

2001

  1. Bond, Stephen & Bowsher, Clive & Windmeijer, Frank, 2001, "Criterion-based inference for GMM in autoregressive panel data models," Economics Letters, Elsevier, volume 73, issue 3, pages 379-388, December.

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