IDEAS home Printed from https://ideas.repec.org/d/isrdguk.html

Publications

by members of

University of Reading → Henley Business School → ICMA Centre for Financial Markets

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

2026

  1. Ilia Zaznov & Atta Badii & Julian Kunkel & Alfonso Dufour, 2026, "TT-DAC-PS: Twin-Target Deterministic Actor-Critic with Policy Smoothing for Optimal Trade Execution," Papers, arXiv.org, number 2606.08379, Jun.

2025

  1. Mirco Balatti & M. Ayhan Kose & Kate McKinnon & Edoardo Palombo & Naotaka Sugawara & Guillermo Verduzco-Bustos & Dana Vorisek, 2025, "From Tailwinds to Headwinds: Emerging and Developing Economies in the Twenty-First Century," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-44, Aug.
  2. Lajos Horváth & Emese Lazar & Zhenya Liu & Shixuan Wang & Xiaohan Xue, 2025, "Sequential Monitoring for Changes in Dynamic Semiparametric Risk Models," Post-Print, HAL, number hal-05290588, Nov, DOI: 10.1080/07350015.2025.2540071.

2024

  1. Carl Singleton & Adrian r. Bell & Andy Chung & J. James Reade & Andrew Urquhart, 2024, "Scoring goals: The impact of English Premier League football teams on local university admissions," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2024-02, Mar.
  2. Michael Clements & Robert W. Rich & Joseph Tracy, 2024, "An Investigation into the Uncertainty Revision Process of Professional Forecasters," Working Papers, Federal Reserve Bank of Cleveland, number 24-19, Sep, DOI: 10.26509/frbc-wp-202419.

2023

  1. Michael P. Clements & Shixuan Wang, 2023, "Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others?," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2023-05, Feb.

2022

  1. Michael Clements & Robert W. Rich & Joseph Tracy, 2022, "Surveys of Professionals," Working Papers, Federal Reserve Bank of Cleveland, number 22-13, May, DOI: 10.26509/frbc-wp-202213.

2021

  1. Lodge, David & Pérez, Javier J. & Albrizio, Silvia & Everett, Mary & De Bandt, Olivier & Georgiadis, Georgios & Ca' Zorzi, Michele & Lastauskas, Povilas & Carluccio, Juan & Parraga Rodriguez, Susana &, 2021, "The implications of globalisation for the ECB monetary policy strategy," Occasional Paper Series, European Central Bank, number 263, Sep.
  2. Balatti, Mirco & López-Quiles, Carolina, 2021, "Limited liability, strategic default and bargaining power," Working Paper Series, European Central Bank, number 2519, Jan.
  3. Cepni, Oguzhan & Clements, Michael P., 2021, "How Local is the Local Inflation Factor? Evidence from Emerging European Countries," Working Papers, Copenhagen Business School, Department of Economics, number 8-2021, Mar.

2020

  1. Balatti, Mirco, 2020, "Inflation volatility in small and large advanced open economies," Working Paper Series, European Central Bank, number 2448, Jul.
  2. Budnik, Katarzyna & Balatti, Mirco & Dimitrov, Ivan & Groß, Johannes & Kleemann, Michael & Reichenbachas, Tomas & Sanna, Francesco & Sarychev, Andrei & Siņenko, Nadežda & Volk, Matjaz, 2020, "Banking euro area stress test model," Working Paper Series, European Central Bank, number 2469, Sep.
  3. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
    • Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
  4. Michael P. Clements, 2020, "Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2020-01, Jan.
  5. Michael P. Clements, 2020, "Individual Forecaster Perceptions of the Persistence of Shocks to GDP," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2020-02, Jan.
  6. Emese Lazar & Shuyuan Qi & Radu Tunaru, 2020, "Measures of Model Risk in Continuous-time Finance Models," Papers, arXiv.org, number 2010.08113, Oct, revised Oct 2020.
  7. Rui Fan & Oleksandr Talavera & Vu Tran, 2020, "Social media and price discovery: the case of cross-listed firms," Discussion Papers, Department of Economics, University of Birmingham, number 20-05, Mar.

2019

  1. Budnik, Katarzyna & Balatti, Mirco & Dimitrov, Ivan & Groß, Johannes & Hansen, Ib & Kleemann, Michael & Sanna, Francesco & Sarychev, Andrei & Siņenko, Nadežda & Volk, Matjaz & Covi, Giovanni & di Iasi, 2019, "Macroprudential stress test of the euro area banking system," Occasional Paper Series, European Central Bank, number 226, Jul.

2018

  1. Michael P. Clements, 2018, "Assessing Macro-Forecaster Herding: Modelling versus Testing," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2018-01, Jul.
  2. Carol Alexander & Emese Lazar & Silvia Stanescu, 2018, "Analytic Moments for GARCH Processes," Papers, arXiv.org, number 1808.09666, Aug, revised Sep 2018.
  3. Rui Fan & Oleksandr Talavera & Vu Tran, 2018, "Does connection with @realDonaldTrump affect stock prices?," Working Papers, Swansea University, School of Management, number 2018-07, Feb.
  4. Vu Tran & Rasha Alsakka & Owain ap Gwilym, 2018, "Multiple credit ratings and market heterogeneity," Working Papers, Swansea University, School of Management, number 2018-26, Mar.
  5. Rui Fan & Oleksandr Talavera & Vu Tran, 2018, "Social media bots and stock markets," Working Papers, Swansea University, School of Management, number 2018-30, Mar.

2017

  1. Michael P Clements & Ana Beatriz Galvao, 2017, "Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-01, Jan.
  2. Michael Clements, 2017, "Do forecasters target first or later releases of national accounts data?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-03, Jun.
  3. Emese Lazar & Ning Zhang, 2017, "Model Risk of Expected Shortfall," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-10, Nov.
  4. Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe, 2017, "Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-07, Sep.
  5. Emmanouil Platanakis & Charles Sutcliffe, 2017, "Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-08, Sep.
  6. Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe, 2017, "Harmful Diversification: Evidence from Alternative Investments," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-09, Sep.

2016

  1. Chouliaras, Andreas, 2016, "The Effect of Infomation on Financial Markets: A Survey," MPRA Paper, University Library of Munich, Germany, number 71396, May.
  2. Jennifer Castle & David Hendry & Michael P. Clements, 2016, "An Overview of Forecasting Facing Breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 779, Feb.
  3. Michael Clements, 2016, "Are Macroeconomic Density Forecasts Informative?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-02, Apr.
  4. Michael Clements, 2016, "Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-08, Oct.
  5. Michael Clements, 2016, "Sir Clive W.J. Granger's Contributions to Forecasting," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2016-09, Oct.

2015

  1. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2015, "The ‘Buying and Selling of Money for Time’: Foreign Exchange and Interest Rates in Medieval Europe," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-01, Jan.
  2. Chris Godfrey & Chris Brooks, 2015, "The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-07, Sep.
  3. Chouliaras, Andreas, 2015, "High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 62524, Mar.
  4. Chouliaras, Andreas, 2015, "Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms," MPRA Paper, University Library of Munich, Germany, number 65875, Jul.
  5. Chouliaras, Andreas, 2015, "The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns," MPRA Paper, University Library of Munich, Germany, number 65585, Jul.
  6. Michael P. Clements, 2015, "Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-02, Jan.
  7. Michael Clements, 2015, "Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-09, Nov.
  8. Emmanouil Platanakis & Charles Sutcliffe, 2015, "Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-05, Apr.

2014

  1. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2014, "Did Purchasing Power Parity Hold in Medieval Europe?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-01, Jan.
  2. Chris Brooks & Adrian Fernandez-Perez & Joëlle Miffre & Ogonna Nneji, 2014, "Commodity Risk Factors and the Cross-Section of Equity Returns," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-09, Sep.
  3. Chouliaras, Andreas & Grammatikos, Theoharry, 2014, "Extreme Returns in the European Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 58978, Sep.
  4. Jennifer Castle & David Hendry & Michael P. Clements, 2014, "Robust Approaches to Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 697, Jan.
  5. Michael P. Clements, 2014, "Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-02, Feb.
  6. Michael P. Clements & Ana Beatriz Galvão, 2014, "Measuring Macroeconomic Uncertainty: US Inflation and Output Growth," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-04, Jun.
  7. Michael P. Clements, 2014, "Real-Time Factor Model Forecasting and the Effects of Instability," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-05, May.
  8. Michael P. Clements, 2014, "Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-06, Aug.
  9. Michael P. Clements, 2014, "Do US Macroeconomic Forecasters Exaggerate Their Differences?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-10, Sep.
  10. Michael P Clements, 2014, "Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-12, Oct.
  11. Alfonso Dufour & Andrei Stancu & Simone Varotto, 2014, "The Equity-like Behaviour of Sovereign Bonds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-16, Dec.
  12. Yan Liu & Carol Padgett & Simone Varotto, 2014, "Corporate Governance, Bank Mergers and Executive Compensation," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-18, Dec.
  13. Simone Varotto & Lei Zhao, 2014, "Systemic Risk and Bank Size," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-17, Dec.

2013

  1. Sotiris Tsolacos & Chris Brooks, 2013, "Forecasting Turning Points in Real Estate Yields," ERES, European Real Estate Society (ERES), number eres2013_219, Jan.
  2. Sotiris Tsolacos & Chris Brooks & Ogonna Nneji, 2013, "On the Predictive Content of Leading Indicators: The Case of US Real Estate Markets," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-02, Mar, revised Jun 2013.
  3. Joëlle Miffre & Chris Brooks, 2013, "Did Long-Short Investors Destabilize Commodity Markets?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-03, Apr, revised Sep 2013.
  4. Zilu Shang & Chris Brooks & Rachel McCloy, 2013, "Are Investors Guided by the News Disclosed by Companies or by Journalists?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-04, Jun.
  5. Zilu Shang & Chris Brooks & Rachel McCloy, 2013, "Does More Detailed Information Mean Better Performance? An Experiment in Information Explicitness," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-05, Jun.
  6. Chouliaras, Andreas & Grammatikos, Theoharry, 2013, "News Flow, Web Attention and Extreme Returns in the European Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 51335, Oct.
  7. Charles Sutcliffe, 2013, "Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-06, Jul.

2012

  1. Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese, 2012, "Futures basis, inventory and commodity price volatility: An empirical analysis," MPRA Paper, University Library of Munich, Germany, number 39903, Jul.
  2. Ioannis Oikonomou & Chris Brooks & Stephen Pavelin, 2012, "The interactive financial effects between corporate social responsibility and irresponsibility," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-02, Jan.
  3. Chris Brooks & Keith Anderson, 2012, "Speculative Bubbles and the Cross-Sectional Variation in Stock Returns," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-01, Nov, revised Nov 2013.
  4. Carol Alexander & Xi Chen, 2012, "A General Approach to Real Option Valuation with Applications to Real Estate Investments," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-04, Jan.
  5. Jennifer Castle & David Hendry, 2012, "Forecasting by factors, by variables, or both?," Economics Series Working Papers, University of Oxford, Department of Economics, number 600, Apr.
  6. Filippo Coro & Alfonso Dufour & Simone Varotto, 2012, "The Time Varying Properties of Credit and Liquidity Components of CDS Spreads," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-06, Feb.
  7. Avino, Davide & Lazar, Emese & Varotto, Simone, 2012, "Price Discovery of Credit Spreads in Tranquil and Crisis Periods," MPRA Paper, University Library of Munich, Germany, number 42847, Jun.
  8. Avino, Davide & Lazar, Emese, 2012, "Rethinking Capital Structure Arbitrage," MPRA Paper, University Library of Munich, Germany, number 42850, Nov.
  9. Avino, Davide & Lazar, Emese & Varotto, Simone, 2012, "Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options," MPRA Paper, University Library of Munich, Germany, number 56781, Apr.
  10. Carol Alexander & Daniel Ledermann, 2012, "ROM Simulation: Applications to Stress Testing and VaR," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-09, May.

2011

  1. Adrian Bell & Chris Brooks & David Matthews & Charles Sutcliffe, 2011, "Over the Moon or Sick as a Parrot? The Effects of Football Results on a Club's Share Price," Post-Print, HAL, number hal-00709557, Jun, DOI: 10.1080/00036846.2011.577017.
  2. Ogonna Nneji & Chris Brooks & Charles Ward, 2011, "Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-01, Jan.
  3. Chris Brooks & Marcel Prokopczuk, 2011, "The Dynamics of Commodity Prices," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-09, May.
  4. Ogonna Nneji & Chris Brooks & Charles Ward, 2011, "Housing and equity bubbles: Are they contagious to REITs?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-11, Jun.
  5. Michael P. Clements & Ana Beatriz Galvão, 2011, "Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 678, Jun.
  6. Carol Alexander & Emese Lazar & Silvia Stanescu, 2011, "Analytic Approximations to GARCH Aggregated Returns Distributions with Applications to VaR and ETL," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-08, May.
  7. Daniel Ledermann, 2011, "ROM Simulation with Rotation Matrices," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-06, Jun.
  8. Simone Varotto, 2011, "Liquidity Risk, Credit Risk, Market Risk and Bank Capital," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-02, Jan.

2010

  1. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010, "A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market," MPRA Paper, University Library of Munich, Germany, number 23380, Jun.
  2. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010, "The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market," MPRA Paper, University Library of Munich, Germany, number 23381, Jun.
  3. Ioannis Oikonomou & Chris Brooks & Stephen Pavelin, 2010, "The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-12, Oct.
  4. David Hendry & Michael P. Clements, 2010, "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers, University of Oxford, Department of Economics, number 484, May.
  5. khnifer, mohammed, 2010, "The Rise and Fall of Gulf Finance House," MPRA Paper, University Library of Munich, Germany, number 27403.
  6. Simone Varotto, 2010, "Stress Testing Credit Risk: The Great Depression Scenario," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-03, Mar.

2009

  1. Chris Brooks & Xiafei Li & Joelle Miffre, 2009, "Time Varying Volatility and the Cross-Section of Equity Returns Â," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-01, Mar.
  2. Xiafei Li & Chris Brooks & Joelle Miffre, 2009, "Transaction Costs, Trading Volume and Momentum Strategies," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-04, May.
  3. Keith Anderson & Chris Brooks & Sotiris Tsolacos, 2009, "Testing for periodically collapsing rational speculative bubbles in US REITs," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-11, Sep.
  4. Carol Alexander & Walter Ledermann & Daniel Ledermann, 2009, "Exact Moment Simulation using Random Orthogonal Matrices," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-09, Sep.
  5. Charles Sutcliffe, 2009, "Back to the Future: A Long Term Solution to the Occupational Pensions Crisis," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-13, Dec.

2008

  1. Adrian R. Bell & Chris Brooks & Tony Moore, 2008, "Interest in medieval accounts: Examples from England, 1272-1340," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2008-07, Dec.
  2. Carol Alexander & Emese Lazar, 2008, "Markov Switching GARCH Diffusion," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2008-01, Mar.
  3. Simone Varotto, 2008, "An Assessment of the Internal Rating Based Approach in Basel II," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2008-04, Aug.

2007

  1. Adrian Bell & Charles Sutcliffe, 2007, "Valuing Medieval Annuities: Were Corrodies Underpriced?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-15, Nov, revised Jul 2009.
  2. Sotiris Tsolacos & Chris Brooks, 2007, "The Integration of European and US Real Estate Markets," ERES, European Real Estate Society (ERES), number eres2007_186, Jan.
  3. Chris Brooks & Xiafei Li & Joelle Miffre, 2007, "The Value Premium and Time-Varying Unsystematic Risk," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-03, Apr.
  4. Chris Brooks & Konstantina Kappou & Charles Ward, 2007, "The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-05, May.
  5. Xiafei Li & Chris Brooks & Jöelle Miffre, 2007, "Low-Cost Momentum Strategies," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-12, Aug.
  6. Michael P. Clements & Ana Beatriz Galvão, 2007, "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers, Queen Mary University of London, School of Economics and Finance, number 616, Oct.
  7. Fei Chen & Charles Sutcliffe, 2007, "Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-04, May.
  8. Charles Sutcliffe, 2007, "Should Defined Benefit Pension Schemes be Career Average or Final Salary?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-06, Jun.
  9. Simone Varotto, 2007, "Tests on the Accuracy of Basel II," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-09, Aug.
  10. Samantha Heslop & Simone Varotto, 2007, "Admissions of International Graduate Students: Art or Science? A Business School Experience," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-08, Jul.

2006

  1. Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006, "Corporate Reputation and Stock Returns; are good firm good for investors?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-05, Jul.
  2. Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006, "The Stock Performance of America's 100 Best Corporate Citizens," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-06, Jul.
  3. Chris Brooks & Apostolos Katsaris, 2006, "Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-07, Jul.
  4. Xiafei Li & Chris Brooks & Joelle Miffre, 2006, "Momentum Profits and Time-Varying Unsystematic Risk," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-09, Aug, revised Sep 2006.
  5. Chris Brooks & A.Cerny & J. Miffre, 2006, "Optimal Hedging with Higher Moments," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-12, Nov.

2005

  1. Adrian Bell & Chris Brooks & Paul Dryburgh, 2005, "Advance Contracts for the Sale of Wool in Medieval England; An Undeveloped and Inefficient Market?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-01, Feb, revised Nov 2005.
  2. Adrian Bell & Chris Brooks & Paul Dryburgh, 2005, "Leger est aprendre mes fort est arendre;: Wool, Debt and the Dispersal of Pipewell Abbey (1280 - 1330)," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-08, Apr.
  3. Chris Brooks & Ryan J. Davies & Sang Soo Kim, 2005, "Cross Hedging with Single Stock Futures," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-15, Jul.
  4. Keith Anderson & Chris Brooks, 2005, "The Long-Term P/E Radio," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-02, Mar.
  5. Keith Anderson & Chris Brooks, 2005, "Decomposing the P/E Ratio," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-03, Mar.
  6. Keith Anderson & Chris Brooks, 2005, "The Extremes of the P/E Effect," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-04, Mar.
  7. John Board & Alfonso Dufour & Charles Sutcliffe & Stephen Wells, 2005, "A False Perception? The relative riskiness of AIM and listed Stocks," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-01, Oct.
  8. Carol Alexandra & Emese Lazar, 2005, "The Continuous Limit of GARCH Processess," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-09, Feb, revised Jul 2004.
  9. Carol Alexandra & Emese Lazar, 2005, "On The Continuous Limit of GARCH," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-13, Nov.
  10. Carol Alexandra & Emese Lazar, 2005, "Asymmetries and Volatility Regimes in the European Equity Markets," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-14, Nov.
  11. Charles Sutcliffe, 2005, "Merging Schemes: An Ecomomic Analysis of Defined Benefit Pension Scheme Merger Criteria," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-09, May.
  12. John Board & Charles Sutcliffe, 2005, "Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-11, Sep.
  13. Arup Daripa & Simone Varotto, 2005, "Ex Ante Versus Ex Post Regulation of Bank Capital," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0518, Nov.
  14. Jianming Kou & Dr Simone Varotto, 2005, "Predicting Agency Rating Migrations with Spread Implied Ratings," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-06, Jun.

2004

  1. Chris Brooks & Konstantina Kappou & Charles Ward, 2004, "Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-04, Mar.
  2. Alfonso Dufour & Frank Skinner, 2004, "MTS Time Series: Market and Data Description for the European Bond and Repo Database," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-06, May.
  3. Carol Alexandra & Emese Lazar, 2004, "Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-05, Mar.
  4. Carol Alexandra & Emese Lazar, 2004, "The Equity Index Skew, Market Crashes and Asymmetric Normal Mixture GARCH," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-13, Oct.

2003

  1. Geetajali Bali & Frank Skinner, 2003, "The At Issue Maturity of Corporate Bonds: The Influence of Credit Rating, Security Level, Duration and Macreoconomic Conditions," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-01, Jan.
  2. Kalvinder Shields & Nilss Olekalns & Ólan T. Henry & Chris Brooks, 2003, "Measuring the Response of Macroeconomic Uncertainty to Shocks," Department of Economics - Working Papers Series, The University of Melbourne, number 870.
  3. Chris Brooks & Simon Burke & Gita Persand, 2003, "Multivariate GARCH Models: Software Choice and Estimation Issues," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-07, Apr.
  4. Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson, 2003, "Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-14, Oct.
  5. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003, "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers, Rutgers University, Department of Economics, number 200309, Oct.
  6. Carol Alexandra & Emese Lazar, 2003, "Symmetric Normal Mixture GARCH," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-09, May.
  7. Simone Varotto, 2003, "Credit risk diversification: evidence from the eurobond market," Bank of England Staff Working Paper series, Bank of England, number 199, Sep.

2002

  1. Chris Brooks & Apostolos Katsaris, 2002, "Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-04, Mar.
  2. Chris Brooks & Simon P. Burke & Gita Persand, 2002, "Augoregressive Conditional Kurtosis," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-05, Feb.
  3. Chris Brooks & Apostolos Katsaris, 2002, "A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-14, Apr.
  4. Stephen Wells & Charles Sutcliffe & John Board, 2002, "Market Regulation in a Dynamic Environment," FMG Special Papers, Financial Markets Group, number sp144, Jul.

2001

  1. Chris Brooks & Melvin J. Hinich, 2001, "A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2001-04, Jul.
  2. Chris Brooks & Sotiris Tsolacos, 2001, "International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2001-08, Oct.
  3. Chris Brooks & Harry. M Kat, 2001, "The Statistical Properties of Hedge Fund Index Returns," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2001-09, Nov.
  4. Clements, Michael P. & Hendry, David F., 2001, "Economic forecasting: some lessons from recent research," Working Paper Series, European Central Bank, number 82, Nov.
  5. David Hendry & Michael P. Clements, 2001, "Pooling of Forecasts," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W9, Oct.
  6. Hans-Martin Krolzig & Michael P. Clements & Department of Economics & University of Warwick, 2001, "Modelling Business Cycle Features Using Switching Regime Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 58, Jan.
  7. Sun, P. & Sutcliffe, C., 2001, "Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options," Papers, University of Southampton - Department of Accounting and Management Science, number 01-177.
  8. Simonne Varotto, 2001, "Credit Risk Diversification," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2001-07, Aug.
  9. Pamela Nickell & William Perraudin & Simone Varotto, 2001, "Ratings versus equity-based credit risk modelling: an empirical analysis," Bank of England Staff Working Paper series, Bank of England, number 132, May.
  10. Pamela Nickell & William Perraudin & Simone Varotto, 2001, "Stability of ratings transitions," Bank of England Staff Working Paper series, Bank of England, number 133, May.

2000

  1. Brooks, C. & Henry, O.T., 2000, "The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market," Department of Economics - Working Papers Series, The University of Melbourne, number 733.
  2. Chris Brooks & Gita Persand, 2000, "Value at Risk and Market Crashes," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2000-01.
  3. Chris Brooks & Gita Persand & Andrew D. Clare, 2000, "An EVT Approach to calculating Risk Capital Requirements," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2000-07, Jul.
  4. Alfonso Dufour & Robert F Engle, 2000, "The ACD Model: Predictability of the Time Between Concecutive Trades," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2000-05, May.
  5. Bennell, J. & Sutcliffe, C., 2000, "Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options," Papers, University of Southampton - Department of Accounting and Management Science, number 00-156.

1999

  1. Brooks, C. & Henry, O.T., 1999, "Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia," Department of Economics - Working Papers Series, The University of Melbourne, number 676.
  2. Brooks, C. & Henry, O.T. & Persand, G., 1999, "Optimal Hedging and the Value of News," Department of Economics - Working Papers Series, The University of Melbourne, number 717.
  3. Brooks, C. & Henry, O.T., 1999, "Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models," Department of Economics - Working Papers Series, The University of Melbourne, number 723.
  4. Clements, M.P. & Franses, Ph.H.B.F. & Smith, J., 1999, "On SETAR non- linearity and forecasting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9914-/A, Mar.
  5. Dufour, Alfonso & Engle, Robert F, 1999, "Time and the Price Impact of a Trade," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt62c0h04j, Jun.
  6. Board, J. & Sutcliffe, C. & Ziemba, W., 1999, "The Application of Operations Research Techniques to Financial Markets," Papers, University of Southampton - Department of Accounting and Management Science, number 99-147.
  7. Zacharatos, N. & Sutcliffe, C., 1999, "Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data," Papers, University of Southampton - Department of Accounting and Management Science, number 99-151.

1998

  1. Sotiris Tsolacos & Chris Brooks, 1998, "Macroeconomic Influences on Property Returns," ERES, European Real Estate Society (ERES), number eres1998_157, Jun.

1997

  1. Clements, M.P. & Krolzig, H.-M., 1997, "A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 489.
  2. Arupratan Daripa & Simone Varotto, 1997, "Agency Incentives and Reputational Distortions: a Comparison of the Effectiveness of Value-at-Risk and Pre-commitment in Regulating Market Risk," Bank of England Staff Working Paper series, Bank of England, number 69, Oct.

1996

  1. Clements, Michael P & Smith, Jeremy, 1996, "A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 464.
  2. Board, J. & Sutcliffe, C., 1996, "The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options," Papers, University of Southampton - Department of Accounting and Management Science, number 96-126.

1995

  1. Board, J. & Sutcliffe, C., 1995, "The Performance of Covered Calls and Protective Puts," Papers, University of Southampton - Department of Accounting and Management Science, number 105.

1994

  1. Beattie, V. & Casson, P. & Dale, R. & McKenzie, G. & Sutcliffe, C. & Turner, M., 1994, "Loan Loss Provision by International Banks: Estimation, Determinants and Evidence," Papers, University of Southampton - Department of Accounting and Management Science, number 94-90.

1993

  1. Board, J. & Sutcliffe, C., 1993, "The Dual Listing of Stock Index Futures: Arbitrage, Spread Arbitrage and Currency Risk," Papers, University of Southampton - Department of Accounting and Management Science, number 93-76.

1992

  1. Clements, M.P. & Hendry, D., 1992, "On the Limitations of Comparing Mean Square Forecast Errors," Economics Series Working Papers, University of Oxford, Department of Economics, number 99138.
  2. Clements, M.P. & Hendry, D.F., 1992, "Forecasting in Cointegrated Systems," Economics Series Working Papers, University of Oxford, Department of Economics, number 99139.

1991

  1. Clements, M.P., 1991, "Testing Structural Hypotheses by Encompassing : Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead?," Economics Series Working Papers, University of Oxford, Department of Economics, number 99114.

1990

  1. Clements, M.P., 1990, "The Mathematical Structure Of Models That Exhibit Cointegration: A Survey Of Recent Approaches," Economics Series Working Papers, University of Oxford, Department of Economics, number 9985.

1989

  1. Clements, M.P., 1989, "The Estimation And Testing Of Cointegrating Vectors: A Survey Of Recent Approaches And An Application To The U.K. Non-Durable Consumption Function," Economics Series Working Papers, University of Oxford, Department of Economics, number 9979.

Undated

  1. Clements, Michael P. & Hendry, David F., undated, "Multi-Step Estimation For Forecasting," Economic Research Papers, University of Warwick - Department of Economics, number 268696, DOI: 10.22004/ag.econ.268696.
  2. Clements, Michael P., undated, "Evaluating the rationality of fixed-event forecasts," Economic Research Papers, University of Warwick - Department of Economics, number 268705, DOI: 10.22004/ag.econ.268705.
  3. Clements, Michael P. & Smith, Jeremy, undated, "The Performance of Alternative Forecasting Methods for SETAR Models," Economic Research Papers, University of Warwick - Department of Economics, number 268737, DOI: 10.22004/ag.econ.268737.
  4. Clements, Michael & Smith, Jeremy, undated, "Forecasting Seasonal Uk Consumption Components," Economic Research Papers, University of Warwick - Department of Economics, number 268761, DOI: 10.22004/ag.econ.268761.
  5. Clements, Michael P. & Madlener, Reinhard, undated, "Seasonality, Cointegration, And The Forecasting Of Energy Demand," Economic Research Papers, University of Warwick - Department of Economics, number 268766, DOI: 10.22004/ag.econ.268766.
  6. Clements, Michael P. & Krolzig, Hans-Martin, undated, "A Comparison Of The Forecast Performance Of Markov-Switching And Threshold Autoregressive Models Of Us Gnp," Economic Research Papers, University of Warwick - Department of Economics, number 268771, DOI: 10.22004/ag.econ.268771.
  7. Clements, Michael P. & Smith, Jeremy, undated, "Non-Linearities In Exchange Rates," Economic Research Papers, University of Warwick - Department of Economics, number 268786, DOI: 10.22004/ag.econ.268786.
  8. Clements, Michael P. & Smith, Jeremy, undated, "Evaluating The Forecast Densities Of Linear And Non-Linear Models: Applications To Output Growth And Unemployment," Economic Research Papers, University of Warwick - Department of Economics, number 268791, DOI: 10.22004/ag.econ.268791.
  9. Clements, Michael P. & Hendry, David F., undated, "Forecasting With Difference-Stationary And Trend-Stationary Models," Economic Research Papers, University of Warwick - Department of Economics, number 268798, DOI: 10.22004/ag.econ.268798.
  10. Clements, Michael & Krolzig, Hans-Martin, undated, "Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions," Economic Research Papers, University of Warwick - Department of Economics, number 269248, DOI: 10.22004/ag.econ.269248.
  11. Clements, Michael P., undated, "Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters," Economic Research Papers, University of Warwick - Department of Economics, number 269742, DOI: 10.22004/ag.econ.269742.
  12. Clements, Michael P. & Galvao, Ana Beatriz, undated, "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation," Economic Research Papers, University of Warwick - Department of Economics, number 269743, DOI: 10.22004/ag.econ.269743.
  13. Clements, Michael P. & Harvey, David I., undated, "Forecast Encompassing Tests and Probability Forecasts," Economic Research Papers, University of Warwick - Department of Economics, number 269744, DOI: 10.22004/ag.econ.269744.
  14. Clements, Michael P. & Galvao, Ana Beatriz & Kim, Jae H., undated, "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," Economic Research Papers, University of Warwick - Department of Economics, number 269747, DOI: 10.22004/ag.econ.269747.
  15. Clements, Michael P., undated, "Rounding of probability forecasts: The SPF forecast probabilities of negative output growth," Economic Research Papers, University of Warwick - Department of Economics, number 269880, DOI: 10.22004/ag.econ.269880.
  16. Clements, Michael P., undated, "Explanations of the inconsistencies in survey respondents' forecasts," Economic Research Papers, University of Warwick - Department of Economics, number 269881, DOI: 10.22004/ag.econ.269881.
  17. Clements, Michael P., undated, "Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth," Economic Research Papers, University of Warwick - Department of Economics, number 270629, DOI: 10.22004/ag.econ.270629.
  18. Clements, Michael P., undated, "US inflation expectations and heterogeneous loss functions, 1968–2010," Economic Research Papers, University of Warwick - Department of Economics, number 270653, DOI: 10.22004/ag.econ.270653.
  19. Clements, Michael P., undated, "Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation," Economic Research Papers, University of Warwick - Department of Economics, number 270748, DOI: 10.22004/ag.econ.270748.
  20. Clements, Michael P., undated, "Do Professional Forecasters Pay Attention to Data Releases?," Economic Research Papers, University of Warwick - Department of Economics, number 270768, DOI: 10.22004/ag.econ.270768.
  21. Clements, Michael P., undated, "Why are survey forecasts superior to model forecasts?," Economic Research Papers, University of Warwick - Department of Economics, number 270770, DOI: 10.22004/ag.econ.270770.
  22. Clements, Michael P. & Beatriz Galvao, Ana, undated, "Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions," Economic Research Papers, University of Warwick - Department of Economics, number 270771, DOI: 10.22004/ag.econ.270771.
  23. Clements, Michael P. & Beatriz Galvao, Ana, undated, "First Announcements and Real Economic Activity," Economic Research Papers, University of Warwick - Department of Economics, number 271314, DOI: 10.22004/ag.econ.271314.

Journal articles

2026

  1. Lara Cathcart & Zhenghong Ding & Alfonso Dufour & Ludovico Rossi & Simone Varotto, 2026, "Rain or shine, default risks align: exploring the climate-default nexus in small and micro firms," The European Journal of Finance, Taylor & Francis Journals, volume 32, issue 7, pages 856-889, May, DOI: 10.1080/1351847X.2026.2634814.
  2. Lajos Horváth & Emese Lazar & Zhenya Liu & Shixuan Wang & Xiaohan Xue, 2026, "Sequential Monitoring for Changes in Dynamic Semiparametric Risk Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 2, pages 482-496, April, DOI: 10.1080/07350015.2025.2540071.
  3. Haitong Jiang & Emese Lazar & Miriam Marra, 2026, "Improving Implied Volatility Forecasts for American Options Using Neural Networks," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 46, issue 6, pages 1137-1153, June, DOI: 10.1002/fut.70101.

2025

  1. Clements, Michael P. & Rich, Robert W. & Tracy, Joseph, 2025, "An Investigation into the Uncertainty Revision Process of Professional Forecasters," Journal of Economic Dynamics and Control, Elsevier, volume 173, issue C, DOI: 10.1016/j.jedc.2025.105060.
  2. Clements, Michael P., 2025, "Inconsistent survey histograms and point forecasts revisited," Journal of Economic Behavior & Organization, Elsevier, volume 236, issue C, DOI: 10.1016/j.jebo.2025.107097.
  3. Dragotto, Massimo & Dufour, Alfonso & Varotto, Simone, 2025, "Greenium fluctuations and climate awareness in the corporate bond market," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104281.
  4. Sina, A. & Billio, M. & Dufour, A. & Rocciolo, F. & Varotto, S., 2025, "The systemic risk of leveraged and covenant-lite loan syndications," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103738.
  5. Billio, M. & Busetto, F. & Dufour, A. & Varotto, S., 2025, "Bond supply expectations and the term structure of interest rates," Journal of International Money and Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jimonfin.2024.103217.
  6. Lazar, Emese & Zhang, Ning, 2025, "Model Risk of Volatility Models," Econometrics and Statistics, Elsevier, volume 35, issue C, pages 1-22, DOI: 10.1016/j.ecosta.2022.06.002.
  7. Huang, Xinyu & Newton, David P. & Platanakis, Emmanouil & Sutcliffe, Charles, 2025, "Single-stage portfolio optimization with automated machine learning for M6," International Journal of Forecasting, Elsevier, volume 41, issue 4, pages 1450-1460, DOI: 10.1016/j.ijforecast.2024.08.004.

2024

  1. Singleton, Carl & Bell, Adrian R. & Chung, Andy & Reade, J. James & Urquhart, Andrew, 2024, "Scoring goals: The impact of English Premier League football teams on local university admissions," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111957.
  2. Adrian R. Bell & Chris Brooks & Rohan Brooks, 2024, "Are English football players overvalued?," Applied Economics, Taylor & Francis Journals, volume 56, issue 21, pages 2568-2584, May, DOI: 10.1080/00036846.2023.2192032.
  3. Francesco Rocciolo & Andrea Gheno & Chris Brooks, 2024, "CEO overcaution and capital structure choices," The Financial Review, Eastern Finance Association, volume 59, issue 3, pages 719-743, August, DOI: 10.1111/fire.12383.
  4. Chris Brooks & Louis Williams, 2024, "People are people: A comparative analysis of risk attitudes across Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 3, pages 3545-3566, July, DOI: 10.1002/ijfe.2837.
  5. Cepni, Oguzhan & Clements, Michael P., 2024, "How local is the local inflation factor? Evidence from emerging European countries," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 160-183, DOI: 10.1016/j.ijforecast.2023.01.008.
  6. Clements, Michael P., 2024, "Do professional forecasters believe in the Phillips curve?," International Journal of Forecasting, Elsevier, volume 40, issue 3, pages 1238-1254, DOI: 10.1016/j.ijforecast.2023.11.004.
  7. Clements, Michael P., 2024, "Survey expectations and adjustments for multiple testing," Journal of Economic Behavior & Organization, Elsevier, volume 224, issue C, pages 338-354, DOI: 10.1016/j.jebo.2024.06.009.
  8. Jian Chen & Michael P Clements & Andrew Urquhart, 2024, "Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 743-772.
  9. Cathcart, Lara & Dufour, Alfonso & Rossi, Ludovico & Varotto, Simone, 2024, "Corporate bankruptcy and banking deregulation: The effect of financial leverage," Journal of Banking & Finance, Elsevier, volume 166, issue C, DOI: 10.1016/j.jbankfin.2024.107219.
  10. Zhang, Hanyu & Dufour, Alfonso, 2024, "Managing portfolio risk during crisis times: A dynamic conditional correlation perspective," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 241-251, DOI: 10.1016/j.qref.2024.02.002.
  11. Qiu, Zhiguo & Lazar, Emese & Nakata, Keiichi, 2024, "VaR and ES forecasting via recurrent neural network-based stateful models," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103102.
  12. Hu, Haoshen & Lazar, Emese & Pan, Jingqi & Wang, Shixuan, 2024, "Environmental performance and credit ratings: A transatlantic study," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103635.
  13. Lazar, Emese & Pan, Jingqi & Wang, Shixuan, 2024, "On the estimation of Value-at-Risk and Expected Shortfall at extreme levels," Journal of Commodity Markets, Elsevier, volume 34, issue C, DOI: 10.1016/j.jcomm.2024.100391.
  14. Emese Lazar & Shuyuan Qi & Radu Tunaru, 2024, "Measures of Model Risk for Continuous-Time Finance Models," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1456-1481.
  15. Zhao, Zucheng & Sutcliffe, Charles, 2024, "Why are pension schemes frozen, and how does a freeze affect the Employer's risk?," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103393.

2023

  1. Niculaescu, Corina E. & Sangiorgi, Ivan & Bell, Adrian R., 2023, "Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102703.
  2. Niculaescu, Corina-Elena & Sangiorgi, Ivan & Bell, Adrian R., 2023, "Venture capital financing in the eSports industry," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101951.
  3. Brooks, Chris & Schopohl, Lisa & Walker, James T., 2023, "Comparing perceptions of the impact of journal rankings between fields," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, volume 90, issue C, DOI: 10.1016/j.cpa.2021.102381.
  4. Cantarella, Simona & Hillenbrand, Carola & Brooks, Chris, 2023, "Do you follow your head or your heart? The simultaneous impact of framing effects and incidental emotions on investment decisions," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 107, issue C, DOI: 10.1016/j.socec.2023.102124.
  5. Chris Brooks & Ivan Sangiorgi & Anastasiya Saraeva & Carola Hillenbrand & Kevin Money, 2023, "The importance of staying positive: The impact of emotions on attitude to risk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 3232-3261, July, DOI: 10.1002/ijfe.2591.
  6. Bantis, Evripidis & Clements, Michael P. & Urquhart, Andrew, 2023, "Forecasting GDP growth rates in the United States and Brazil using Google Trends," International Journal of Forecasting, Elsevier, volume 39, issue 4, pages 1909-1924, DOI: 10.1016/j.ijforecast.2022.10.003.
  7. Affan Hameed & Carol Padgett & Michael P. Clements & Subhan Ullah, 2023, "The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 4246-4270, October, DOI: 10.1002/ijfe.2649.
  8. Michael P. Clements & Ana Beatriz Galvão, 2023, "Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 2, pages 164-185, March, DOI: 10.1002/jae.2944.
  9. Billio, Monica & Dufour, Alfonso & Segato, Samuele & Varotto, Simone, 2023, "Complexity and the default risk of mortgage-backed securities," Journal of Banking & Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jbankfin.2023.106993.
  10. Lazar, Emese & Wang, Shixuan & Xue, Xiaohan, 2023, "Loss function-based change point detection in risk measures," European Journal of Operational Research, Elsevier, volume 310, issue 1, pages 415-431, DOI: 10.1016/j.ejor.2023.03.033.
  11. Xinyu Huang & Weihao Han & David Newton & Emmanouil Platanakis & Dimitrios Stafylas & Charles Sutcliffe, 2023, "The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 7, pages 800-825, May, DOI: 10.1080/1351847X.2022.2033806.

2022

  1. Attinasi, Maria Grazia & Balatti, Mirco & Mancini, Michele & Metelli, Luca, 2022, "Supply chain disruptions and the effects on the global economy," Economic Bulletin Boxes, European Central Bank, volume 8.
  2. Bell, Adrian R. & Brooks, Chris & Urquhart, Andrew, 2022, "Why have UK universities become more indebted over time?," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 771-783, DOI: 10.1016/j.iref.2022.08.008.
  3. Bell, Adrian R. & Brooks, Chris & Killick, Helen, 2022, "The first real estate bubble? Land prices and rents in medieval England c. 1300–1500," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101700.
  4. Brooks, Chris & Williams, Louis, 2022, "When it comes to the crunch: Retail investor decision-making during periods of market volatility," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102038.
  5. Rocciolo, Francesco & Gheno, Andrea & Brooks, Chris, 2022, "Explaining abnormal returns in stock markets: An alpha-neutral version of the CAPM," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102143.
  6. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
  7. Michael P. Clements, 2022, "Individual forecaster perceptions of the persistence of shocks to GDP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 3, pages 640-656, April, DOI: 10.1002/jae.2884.
  8. Michael P. Clements, 2022, "Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 2-3, pages 537-568, March, DOI: 10.1111/jmcb.12867.
  9. Ilia Zaznov & Julian Kunkel & Alfonso Dufour & Atta Badii, 2022, "Predicting Stock Price Changes Based on the Limit Order Book: A Survey," Mathematics, MDPI, volume 10, issue 8, pages 1-33, April.
  10. Lazar, Emese & Qi, Shuyuan, 2022, "Model risk in the over-the-counter market," European Journal of Operational Research, Elsevier, volume 298, issue 2, pages 769-784, DOI: 10.1016/j.ejor.2021.07.021.
  11. Yushuang Jiang & Emese Lazar, 2022, "Forecasting VIX Using Filtered Historical Simulation
    [A GARCH Option Pricing Model with Filtered Historical Simulation]    ," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 655-680.

2021

  1. Attinasi, Maria Grazia & Balatti, Mirco, 2021, "Globalisation and its implications for inflation in advanced economies," Economic Bulletin Articles, European Central Bank, volume 4.
  2. Ran Tao & Chris Brooks & Adrian Bell, 2021, "Tomorrow's fish and chip paper? Slowly incorporated news and the cross-section of stock returns," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 8, pages 774-795, May, DOI: 10.1080/1351847X.2020.1846575.
  3. Rendall, Stella & Brooks, Chris & Hillenbrand, Carola, 2021, "The impacts of emotions and personality on borrowers’ abilities to manage their debts," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101703.
  4. Brooks, Chris & Williams, Louis, 2021, "The impact of personality traits on attitude to financial risk," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101501.
  5. Clements, Michael P. & Galvão, Ana Beatriz, 2021, "Measuring the effects of expectations shocks," Journal of Economic Dynamics and Control, Elsevier, volume 124, issue C, DOI: 10.1016/j.jedc.2021.104075.
  6. Clements, Michael P., 2021, "Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts," International Journal of Forecasting, Elsevier, volume 37, issue 2, pages 634-646, DOI: 10.1016/j.ijforecast.2020.08.003.
  7. Clements, Michael P., 2021, "Rounding behaviour of professional macro-forecasters," International Journal of Forecasting, Elsevier, volume 37, issue 4, pages 1614-1631, DOI: 10.1016/j.ijforecast.2021.03.003.
  8. Alexander, Carol & Lazar, Emese & Stanescu, Silvia, 2021, "Analytic moments for GJR-GARCH (1, 1) processes," International Journal of Forecasting, Elsevier, volume 37, issue 1, pages 105-124, DOI: 10.1016/j.ijforecast.2020.03.005.
  9. Carol Alexander & Emese Lazar, 2021, "The continuous limit of weak GARCH," Econometric Reviews, Taylor & Francis Journals, volume 40, issue 2, pages 197-216, February, DOI: 10.1080/07474938.2020.1799592.
  10. Newton, David & Platanakis, Emmanouil & Stafylas, Dimitrios & Sutcliffe, Charles & Ye, Xiaoxia, 2021, "Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach," The British Accounting Review, Elsevier, volume 53, issue 5, DOI: 10.1016/j.bar.2021.101000.
  11. Platanakis, Emmanouil & Sutcliffe, Charles & Ye, Xiaoxia, 2021, "Horses for courses: Mean-variance for asset allocation and 1/N for stock selection," European Journal of Operational Research, Elsevier, volume 288, issue 1, pages 302-317, DOI: 10.1016/j.ejor.2020.05.043.
  12. Zucheng Zhao & Charles Sutcliffe, 2021, "What determines the asset allocation of defined benefit pension funds?," Applied Economics, Taylor & Francis Journals, volume 53, issue 36, pages 4178-4191, August, DOI: 10.1080/00036846.2021.1897512.
  13. Zucheng Zhao & Charles Sutcliffe, 2021, "Asset–liability models and the Chinese basic pension fund," Economic and Political Studies, Taylor & Francis Journals, volume 9, issue 2, pages 186-216, April, DOI: 10.1080/20954816.2020.1793497.

2020

  1. Balatti, Mirco & Hanheide, Philipp, 2020, "A revised weighting scheme for the international environment projections," Economic Bulletin Boxes, European Central Bank, volume 7.
  2. Tao, Ran & Brooks, Chris & Bell, Adrian R., 2020, "When is a MAX not the MAX? How news resolves information uncertainty," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 33-51, DOI: 10.1016/j.jempfin.2020.03.002.
  3. Clements, Michael P. & Reade, J. James, 2020, "Forecasting and forecast narratives: The Bank of England Inflation Reports," International Journal of Forecasting, Elsevier, volume 36, issue 4, pages 1488-1500, DOI: 10.1016/j.ijforecast.2019.08.013.
  4. Michael P. Clements, 2020, "Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?," Econometrics, MDPI, volume 8, issue 2, pages 1-16, May.
  5. Cathcart, Lara & Dufour, Alfonso & Rossi, Ludovico & Varotto, Simone, 2020, "The differential impact of leverage on the default risk of small and large firms," Journal of Corporate Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.jcorpfin.2019.101541.
  6. Alfonso Dufour & Miriam Marra & Ivan Sangiorgi & Frank S. Skinner, 2020, "Explaining repo specialness," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 25, issue 2, pages 172-196, April, DOI: 10.1002/ijfe.1746.
  7. Lazar, Emese & Xue, Xiaohan, 2020, "Forecasting risk measures using intraday data in a generalized autoregressive score framework," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 1057-1072, DOI: 10.1016/j.ijforecast.2019.10.007.

2019

  1. Bell, Adrian R. & Brooks, Chris & Killick, Helen, 2019, "Medieval Property Investors, ca. 1300–1500," Enterprise & Society, Cambridge University Press, volume 20, issue 3, pages 575-612, September.
  2. Brooks, Chris & Fenton, Evelyn & Schopohl, Lisa & Walker, James, 2019, "Why does research in finance have so little impact?," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, volume 58, issue C, pages 24-52, DOI: 10.1016/j.cpa.2018.04.005.
  3. Rocciolo, Francesco & Gheno, Andrea & Brooks, Chris, 2019, "Optimism, volatility and decision-making in stock markets," International Review of Financial Analysis, Elsevier, volume 66, issue C, DOI: 10.1016/j.irfa.2019.05.007.
  4. Brooks, Chris & Sangiorgi, Ivan & Hillenbrand, Carola & Money, Kevin, 2019, "Experience wears the trousers: Exploring gender and attitude to financial risk," Journal of Economic Behavior & Organization, Elsevier, volume 163, issue C, pages 483-515, DOI: 10.1016/j.jebo.2019.04.026.
  5. Carola Hillenbrand & Kevin Guy Money & Chris Brooks & Nicole Tovstiga, 2019, "Corporate Tax: What Do Stakeholders Expect?," Journal of Business Ethics, Springer, volume 158, issue 2, pages 403-426, August, DOI: 10.1007/s10551-017-3700-6.
  6. Chris Brooks & Andreas G. F. Hoepner & David McMillan & Andrew Vivian & Chardin Wese Simen, 2019, "Financial data science: the birth of a new financial research paradigm complementing econometrics?," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 17, pages 1627-1636, November, DOI: 10.1080/1351847X.2019.1662822.
  7. Clements, Michael P., 2019, "Do forecasters target first or later releases of national accounts data?," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1240-1249, DOI: 10.1016/j.ijforecast.2018.11.009.
  8. Zhang, Hanyu & Dufour, Alfonso, 2019, "Modeling intraday volatility of European bond markets: A data filtering application," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 131-146, DOI: 10.1016/j.irfa.2019.02.002.
  9. Dufour, Alfonso & Marra, Miriam & Sangiorgi, Ivan, 2019, "Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.105610.
  10. Lazar, Emese & Zhang, Ning, 2019, "Model risk of expected shortfall," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 74-93, DOI: 10.1016/j.jbankfin.2019.05.017.
  11. Platanakis, Emmanouil & Sakkas, Athanasios & Sutcliffe, Charles, 2019, "Harmful diversification: Evidence from alternative investments," The British Accounting Review, Elsevier, volume 51, issue 1, pages 1-23, DOI: 10.1016/j.bar.2018.08.003.
  12. Gong, Mengfeng & Gao, Yuan & Koh, Lenny & Sutcliffe, Charles & Cullen, John, 2019, "The role of customer awareness in promoting firm sustainability and sustainable supply chain management," International Journal of Production Economics, Elsevier, volume 217, issue C, pages 88-96, DOI: 10.1016/j.ijpe.2019.01.033.
  13. Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe, 2019, "The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 6, pages 516-521, March, DOI: 10.1080/13504851.2018.1486984.
  14. Vu Tran & Rasha Alsakka & Owain ap Gwilym, 2019, "Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 13, pages 1211-1233, September, DOI: 10.1080/1351847X.2019.1586743.
  15. Aftab, Zary & Varotto, Simone, 2019, "Liquidity and shadow banking," Journal of International Money and Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jimonfin.2019.102080.

2018

  1. Brooks, Chris & Schopohl, Lisa, 2018, "Topics and trends in finance research: What is published, who publishes it and what gets cited?," The British Accounting Review, Elsevier, volume 50, issue 6, pages 615-637, DOI: 10.1016/j.bar.2018.02.001.
  2. Brooks, Chris & Chen, Zhong & Zeng, Yeqin, 2018, "Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 187-216, DOI: 10.1016/j.jcorpfin.2017.11.003.
  3. Brooks, Chris & Sangiorgi, Ivan & Hillenbrand, Carola & Money, Kevin, 2018, "Why are older investors less willing to take financial risks?," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 52-72, DOI: 10.1016/j.irfa.2017.12.008.
  4. Meng, Yijun & Clements, Michael P. & Padgett, Carol, 2018, "Independent directors, information costs and foreign ownership in Chinese companies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 139-157, DOI: 10.1016/j.intfin.2017.09.016.
  5. Clements, Michael P., 2018, "Are macroeconomic density forecasts informative?," International Journal of Forecasting, Elsevier, volume 34, issue 2, pages 181-198, DOI: 10.1016/j.ijforecast.2017.10.004.
  6. Michael P. Clements, 2018, "Do Macroforecasters Herd?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 2-3, pages 265-292, March, DOI: 10.1111/jmcb.12460.
  7. Oikonomou, Ioannis & Platanakis, Emmanouil & Sutcliffe, Charles, 2018, "Socially responsible investment portfolios: Does the optimization process matter?," The British Accounting Review, Elsevier, volume 50, issue 4, pages 379-401, DOI: 10.1016/j.bar.2017.10.003.
  8. Platanakis, Emmanouil & Sutcliffe, Charles & Urquhart, Andrew, 2018, "Optimal vs naïve diversification in cryptocurrencies," Economics Letters, Elsevier, volume 171, issue C, pages 93-96, DOI: 10.1016/j.econlet.2018.07.020.
  9. Varotto, Simone & Zhao, Lei, 2018, "Systemic risk and bank size," Journal of International Money and Finance, Elsevier, volume 82, issue C, pages 45-70, DOI: 10.1016/j.jimonfin.2017.12.002.

2017

  1. Balatti, Mirco & Brooks, Chris & Kappou, Konstantina, 2017, "Fundamental indexation revisited: New evidence on alpha," International Review of Financial Analysis, Elsevier, volume 51, issue C, pages 1-15, DOI: 10.1016/j.irfa.2017.02.010.
  2. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2017, "Cambium non est mutuum: exchange and interest rates in medieval Europe," Economic History Review, Economic History Society, volume 70, issue 2, pages 373-396, May.
  3. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2017, "Did Purchasing Power Parity Hold in Medieval Europe?," Manchester School, University of Manchester, volume 85, issue 6, pages 682-709, December.
  4. Chris Brooks & Matthew Lamport & Kesseven Padachi & Vinesh Sannassee & Keshav Seetah & Boopen Seetanah, 2017, "The Impact of Foreign Real Estate Investment on Land Prices: Evidence from Mauritius," Review of Development Economics, Wiley Blackwell, volume 21, issue 4, pages 131-146, November.
  5. Andreas Chouliaras & Theoharry Grammatikos, 2017, "Extreme Returns in the European financial crisis," European Financial Management, European Financial Management Association, volume 23, issue 4, pages 728-760, September, DOI: 10.1111/eufm.12112.
  6. Clements, Michael P. & Galvão, Ana Beatriz, 2017, "Model and survey estimates of the term structure of US macroeconomic uncertainty," International Journal of Forecasting, Elsevier, volume 33, issue 3, pages 591-604, DOI: 10.1016/j.ijforecast.2017.01.004.
  7. Michael P. Clements & Ana Beatriz Galvão, 2017, "Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 3, pages 389-406, July, DOI: 10.1080/07350015.2015.1076726.
  8. Michael P. Clements, 2017, "Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 3, pages 420-433, July, DOI: 10.1080/07350015.2015.1081596.
  9. Dufour, Alfonso & Stancu, Andrei & Varotto, Simone, 2017, "The equity-like behaviour of sovereign bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 25-46, DOI: 10.1016/j.intfin.2016.11.014.
  10. Emmanouil Platanakis & Charles Sutcliffe, 2017, "Asset–liability modelling and pension schemes: the application of robust optimization to USS," The European Journal of Finance, Taylor & Francis Journals, volume 23, issue 4, pages 324-352, March, DOI: 10.1080/1351847X.2015.1071714.
  11. Yan Liu & Carol Padgett & Simone Varotto, 2017, "Corporate Governance, Bank Mergers and Executive Compensation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 12-29, January.

2016

  1. Adrian R. Bell & Chris Brooks & Nick Taylor, 2016, "Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 10, issue 1, pages 5-30, january, DOI: 10.1007/s11698-014-0120-z.
  2. Brooks, Chris & Fernandez-Perez, Adrian & Miffre, Joëlle & Nneji, Ogonna, 2016, "Commodity risks and the cross-section of equity returns," The British Accounting Review, Elsevier, volume 48, issue 2, pages 134-150, DOI: 10.1016/j.bar.2016.03.001.
  3. Brooks, Chris & Godfrey, Chris & Hillenbrand, Carola & Money, Kevin, 2016, "Do investors care about corporate taxes?," Journal of Corporate Finance, Elsevier, volume 38, issue C, pages 218-248, DOI: 10.1016/j.jcorpfin.2016.01.013.
  4. Brooks, Chris & Burke, Simon P. & Stanescu, Silvia, 2016, "Finite sample weighting of recursive forecast errors," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 458-474, DOI: 10.1016/j.ijforecast.2015.05.003.
  5. Clements, Michael P., 2016, "Real-time factor model forecasting and the effects of instability," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 661-675, DOI: 10.1016/j.csda.2015.01.011.
  6. Clements, Michael P., 2016, "Long-run restrictions and survey forecasts of output, consumption and investment," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 614-628, DOI: 10.1016/j.ijforecast.2015.10.005.
  7. Jennifer L. Castle & Michael P. Clements & David F. Hendry, 2016, "An Overview of Forecasting Facing Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 12, issue 1, pages 3-23, September, DOI: 10.1007/s41549-016-0005-2.
  8. Platanakis, Emmanouil & Sutcliffe, Charles, 2016, "Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 14-28, DOI: 10.1016/j.insmatheco.2016.04.001.

2015

  1. Ogonna Nneji & Chris Brooks & Charles W. R. Ward, 2015, "Speculative Bubble Spillovers across Regional Housing Markets," Land Economics, University of Wisconsin Press, volume 91, issue 3, pages 516-535.
  2. Chris Brooks & Marcel Prokopczuk & Yingying Wu, 2015, "Booms and Busts in Commodity Markets: Bubbles or Fundamentals?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 10, pages 916-938, October.
  3. Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2015, "Robust approaches to forecasting," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 99-112, DOI: 10.1016/j.ijforecast.2014.11.002.
  4. Carriero, Andrea & Clements, Michael P. & Galvão, Ana Beatriz, 2015, "Forecasting with Bayesian multivariate vintage-based VARs," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 757-768, DOI: 10.1016/j.ijforecast.2014.05.007.
  5. Michael P. Clements, 2015, "Do US Macroeconomic Forecasters Exaggerate their Differences?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 34, issue 8, pages 649-660, December.
  6. Michael P. Clements, 2015, "Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 2-3, pages 349-382, March, DOI: 10.1111/jmcb.12179.
  7. Avino, Davide & Lazar, Emese & Varotto, Simone, 2015, "Time varying price discovery," Economics Letters, Elsevier, volume 126, issue C, pages 18-21, DOI: 10.1016/j.econlet.2014.09.030.
  8. Sutcliffe, Charles, 2015, "Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 163-174, DOI: 10.1016/j.irfa.2014.10.010.
  9. Rasha Alsakka & Owain ap Gwilym & Patrycja Klusak & Vu Tran, 2015, "Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 44, issue 2, pages 275-308, July.

2014

  1. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2014, "The credit relationship between Henry III and merchants of Douai and Ypres, 1247–70," Economic History Review, Economic History Society, volume 67, issue 1, pages 123-145, February.
  2. Ioannis Oikonomou & Chris Brooks & Stephen Pavelin, 2014, "The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings," The Financial Review, Eastern Finance Association, volume 49, issue 1, pages 49-75, February.
  3. Ioannis Oikonomou & Chris Brooks & Stephen Pavelin, 2014, "The Financial Effects of Uniform and Mixed Corporate Social Performance," Journal of Management Studies, Wiley Blackwell, volume 51, issue 6, pages 898-925, September.
  4. Shang, Zilu & Brooks, Chris & McCloy, Rachel, 2014, "Are investors guided by the news disclosed by companies or by journalists?," Journal of Behavioral and Experimental Finance, Elsevier, volume 1, issue C, pages 45-60, DOI: 10.1016/j.jbef.2014.01.003.
  5. Anderson, Keith & Brooks, Chris, 2014, "Speculative bubbles and the cross-sectional variation in stock returns," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 20-31, DOI: 10.1016/j.irfa.2014.07.004.
  6. Perlin, Marcelo & Brooks, Chris & Dufour, Alfonso, 2014, "On the performance of the tick test," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 1, pages 42-50, DOI: 10.1016/j.qref.2013.07.009.
  7. Brooks, Chris & Fenton, Evelyn M. & Walker, James T., 2014, "Gender and the evaluation of research," Research Policy, Elsevier, volume 43, issue 6, pages 990-1001, DOI: 10.1016/j.respol.2013.12.005.
  8. Zilu Shang & Chris Brooks & Rachel McCloy, 2014, "Does more detailed information mean better performance? An experiment in information explicitness," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 6, issue 2, pages 86-103, November, DOI: 10.1108/RBF-10-2013-0036.
  9. Sotiris Tsolacos & Chris Brooks & Ogonna Nneji, 2014, "On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, volume 36, issue 4, pages 541-574.
  10. Marcelo Perlin & Alfonso Dufour & Chris Brooks, 2014, "The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market," Annals of Finance, Springer, volume 10, issue 3, pages 457-480, August, DOI: 10.1007/s10436-013-0242-5.
  11. Ushad Subadar Agathee & Raja Vinesh Sannassee & Chris Brooks, 2014, "The long-run performance of IPOs: the case of the Stock Exchange of Mauritius," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1123-1145, September, DOI: 10.1080/09603107.2014.924294.
  12. Clements, Michael P., 2014, "Probability distributions or point predictions? Survey forecasts of US output growth and inflation," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 99-117, DOI: 10.1016/j.ijforecast.2013.07.010.
  13. Michael P. Clements, 2014, "Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 2, pages 206-216, April, DOI: 10.1080/07350015.2013.859618.
  14. Michael P. Clements, 2014, "US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 1, pages 1-14, January.
  15. Tran, Vu & Alsakka, Rasha & ap Gwilym, Owain, 2014, "Sovereign rating actions and the implied volatility of stock index options," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 101-113, DOI: 10.1016/j.irfa.2014.05.010.

2013

  1. Nneji, Ogonna & Brooks, Chris & Ward, Charles W.R., 2013, "House price dynamics and their reaction to macroeconomic changes," Economic Modelling, Elsevier, volume 32, issue C, pages 172-178, DOI: 10.1016/j.econmod.2013.02.007.
  2. Brooks, Chris & Kappou, Konstantina & Stevenson, Simon & Ward, Charles, 2013, "The performance effects of composition changes on sector specific stock indices: The case of European listed real estate," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 132-142, DOI: 10.1016/j.irfa.2013.04.002.
  3. Miffre, Joëlle & Brooks, Chris, 2013, "Do long-short speculators destabilize commodity futures markets?," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 230-240, DOI: 10.1016/j.irfa.2013.09.002.
  4. Miffre, Joëlle & Brooks, Chris & Li, Xiafei, 2013, "Idiosyncratic volatility and the pricing of poorly-diversified portfolios," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 78-85, DOI: 10.1016/j.irfa.2013.05.007.
  5. Brooks, Chris & Prokopczuk, Marcel & Wu, Yingying, 2013, "Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 1, pages 73-85, DOI: 10.1016/j.qref.2013.01.003.
  6. Ogonna Nneji & Chris Brooks & Charles Ward, 2013, "Intrinsic and Rational Speculative Bubbles in the US Housing Market: 1960-2011," Journal of Real Estate Research, American Real Estate Society, volume 35, issue 2, pages 121-152.
  7. Ogonna Nneji & Chris Brooks & Charles Ward, 2013, "Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs?," Urban Studies, Urban Studies Journal Limited, volume 50, issue 12, pages 2496-2516, September, DOI: 10.1177/0042098013477700.
  8. Chris Brooks & Marcel Prokopczuk, 2013, "The dynamics of commodity prices," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 4, pages 527-542, March, DOI: 10.1080/14697688.2013.769689.
  9. Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2013, "Forecasting by factors, by variables, by both or neither?," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 305-319, DOI: 10.1016/j.jeconom.2013.04.015.
  10. Clements, Michael P. & Galvão, Ana Beatriz, 2013, "Forecasting with vector autoregressive models of data vintages: US output growth and inflation," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 698-714, DOI: 10.1016/j.ijforecast.2011.09.003.
  11. Michael P. Clements & Ana Beatriz Galvão, 2013, "Real‐Time Forecasting Of Inflation And Output Growth With Autoregressive Models In The Presence Of Data Revisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 458-477, April.
  12. Corò, Filippo & Dufour, Alfonso & Varotto, Simone, 2013, "Credit and liquidity components of corporate CDS spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5511-5525, DOI: 10.1016/j.jbankfin.2013.07.010.
  13. Avino, Davide & Lazar, Emese & Varotto, Simone, 2013, "Price discovery of credit spreads in tranquil and crisis periods," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 242-253, DOI: 10.1016/j.irfa.2013.08.002.
  14. Alexander, Carol & Lazar, Emese & Stanescu, Silvia, 2013, "Forecasting VaR using analytic higher moments for GARCH processes," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 36-45, DOI: 10.1016/j.irfa.2013.05.006.

2012

  1. Adrian R. Bell & Chris Brooks & David Matthews & Charles Sutcliffe, 2012, "Over the moon or sick as a parrot? The effects of football results on a club's share price," Applied Economics, Taylor & Francis Journals, volume 44, issue 26, pages 3435-3452, September, DOI: 10.1080/00036846.2011.577017.
  2. Ioannis Oikonomou & Chris Brooks & Stephen Pavelin, 2012, "The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis," Financial Management, Financial Management Association International, volume 41, issue 2, pages 483-515, June, DOI: j.1755-053X.2012.01190.x.
  3. Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese, 2012, "Futures basis, inventory and commodity price volatility: An empirical analysis," Economic Modelling, Elsevier, volume 29, issue 6, pages 2651-2663, DOI: 10.1016/j.econmod.2012.07.016.
  4. Subadar Agathee, Ushad & Brooks, Chris & Sannassee, Raja Vinesh, 2012, "Hot and cold IPO markets: The case of the Stock Exchange of Mauritius," Journal of Multinational Financial Management, Elsevier, volume 22, issue 4, pages 168-192, DOI: 10.1016/j.mulfin.2012.06.004.
  5. Agathee, Ushad Subadar & Sannassee, Raja Vinesh & Brooks, Chris, 2012, "The underpricing of IPOs on the Stock Exchange of Mauritius," Research in International Business and Finance, Elsevier, volume 26, issue 2, pages 281-303, DOI: 10.1016/j.ribaf.2012.01.001.
  6. Chris Brooks & Alešs Černý & Joëlle Miffre, 2012, "Optimal hedging with higher moments," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 10, pages 909-944, October.
  7. Andreas S. Chouliaras & Apostolos G. Christopoulos & Dimitris Kenourgios & Petros Kalantonis, 2012, "The PIIGS stock markets before and after the 2008 financial crisis: a dynamic cointegration and causality analysis," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 4, issue 3, pages 232-249.
  8. Clements Michael P., 2012, "Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 1, pages 1-27, January, DOI: 10.1515/1558-3708.1865.
  9. Clements, Michael P., 2012, "Do professional forecasters pay attention to data releases?," International Journal of Forecasting, Elsevier, volume 28, issue 2, pages 297-308, DOI: 10.1016/j.ijforecast.2011.09.001.
  10. Michael P. Clements & Ana Beatriz Galvão, 2012, "Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 4, pages 554-562, May, DOI: 10.1080/07350015.2012.707588.
  11. Alfonso Dufour & Minh Nguyen, 2012, "Permanent trading impacts and bond yields," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 9, pages 841-864, October, DOI: 10.1080/1351847X.2011.601639.
  12. Ledermann, Daniel & Alexander, Carol, 2012, "Further properties of random orthogonal matrix simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 83, issue C, pages 56-79, DOI: 10.1016/j.matcom.2012.07.013.
  13. Fei Chen & Charles Sutcliffe, 2012, "Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 6, pages 575-595, August, DOI: 10.1080/1351847X.2011.620253.
  14. Fei Chen & Charles Sutcliffe, 2012, "Pricing And Hedging Short Sterling Options Using Neural Networks," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., volume 19, issue 2, pages 128-149, April, DOI: 10.1002/isaf.336.
  15. Varotto, Simone, 2012, "Stress testing credit risk: The Great Depression scenario," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3133-3149, DOI: 10.1016/j.jbankfin.2011.10.001.

2011

  1. Bell, Adrian R. & Dale, Richard S., 2011, "The Medieval Pilgrimage Business," Enterprise & Society, Cambridge University Press, volume 12, issue 3, pages 601-627, September.
  2. Keith Anderson & Chris Brooks & Sotiris Tsolacos, 2011, "Testing for Periodically Collapsing Rational Speculative Bubbles in U.S. REITs," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 17, issue 3, pages 227-241, January, DOI: 10.1080/10835547.2011.12089906.
  3. Clements, Michael P. & Harvey, David I., 2011, "Combining probability forecasts," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 208-223, April.
  4. Michael P. Clements, 2011, "An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 1, pages 207-220, February.
  5. Simone Varotto, 2011, "Liquidity risk, credit risk, market risk and bank capital," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 7, issue 2, pages 134-152, April, DOI: 10.1108/17439131111122139.

2010

  1. Bell, Adrian, 2010, "An Economic and Social History of Later Medieval Europe, 1000–1500. By Steven A. Epstein. Cambridge: University of Cambridge Press, 2009. Pp.xi, 290. $85.00, hardback; $28.99, paper," The Journal of Economic History, Cambridge University Press, volume 70, issue 4, pages 995-996, December.
  2. Bell, Adrian & Sutcliffe, Charles, 2010, "Valuing medieval annuities: Were corrodies underpriced?," Explorations in Economic History, Elsevier, volume 47, issue 2, pages 142-157, April.
  3. Anderson, Keith & Brooks, Chris & Katsaris, Apostolos, 2010, "Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector?," Journal of Empirical Finance, Elsevier, volume 17, issue 3, pages 345-361, June.
  4. Kappou, Konstantina & Brooks, Chris & Ward, Charles, 2010, "The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume," Journal of Banking & Finance, Elsevier, volume 34, issue 1, pages 116-126, January.
  5. Clements, Michael P., 2010, "Explanations of the inconsistencies in survey respondents' forecasts," European Economic Review, Elsevier, volume 54, issue 4, pages 536-549, May.
  6. Clements, Michael P. & Beatriz Galvão, Ana, 2010, "First announcements and real economic activity," European Economic Review, Elsevier, volume 54, issue 6, pages 803-817, August.
  7. Michael P. Clements & David I. Harvey, 2010, "Forecast encompassing tests and probability forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 6, pages 1028-1062, DOI: 10.1002/jae.1097.

2009

  1. Xiafei Li & Chris Brooks & Joëlle Miffre, 2009, "The Value Premium and Time‐Varying Volatility," Journal of Business Finance & Accounting, Wiley Blackwell, volume 36, issue 9‐10, pages 1252-1272, November, DOI: 10.1111/j.1468-5957.2009.02163.x.
  2. Brammer, Stephen & Brooks, Chris & Pavelin, Stephen, 2009, "The stock performance of America's 100 Best Corporate Citizens," The Quarterly Review of Economics and Finance, Elsevier, volume 49, issue 3, pages 1065-1080, August.
  3. Xiafei Li & Chris Brooks & Joëlle Miffre, 2009, "Low-cost momentum strategies," Journal of Asset Management, Palgrave Macmillan, volume 9, issue 6, pages 366-379, February, DOI: 10.1057/jam.2008.28.
  4. Clements, Michael P. & Milas, Costas & van Dijk, Dick, 2009, "Forecasting returns and risk in financial markets using linear and nonlinear models," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 215-217.
  5. Clements, Michael P., 2009, "Comments on "Forecasting economic and financial variables with global VARs"," International Journal of Forecasting, Elsevier, volume 25, issue 4, pages 680-683, October.
  6. Michael P. Clements & Ana Beatriz Galvao, 2009, "Forecasting US output growth using leading indicators: an appraisal using MIDAS models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 7, pages 1187-1206, DOI: 10.1002/jae.1075.
  7. Carol Alexander & Emese Lazar, 2009, "Modelling Regime‐Specific Stock Price Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 6, pages 761-797, December, DOI: 10.1111/j.1468-0084.2009.00563.x.

2008

  1. Li, Xiafei & Miffre, Joëlle & Brooks, Chris & O'Sullivan, Niall, 2008, "Momentum profits and time-varying unsystematic risk," Journal of Banking & Finance, Elsevier, volume 32, issue 4, pages 541-558, April.
  2. Kappou, Konstantina & Brooks, Chris & Ward, Charles W.R., 2008, "A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's [`]gold seal'," Research in International Business and Finance, Elsevier, volume 22, issue 3, pages 325-350, September.
  3. Chris Brooks & Sotiris Tsolacos, 2008, "Integration of International Office Markets and Signal Extraction," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 14, issue 4, pages 351-362, January, DOI: 10.1080/10835547.2008.12089818.
  4. Clements, Michael P & Galvão, Ana Beatriz, 2008, "Macroeconomic Forecasting With Mixed-Frequency Data," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 546-554.
  5. Clements Michael P. & Hendry David F., 2008, "Economic Forecasting in a Changing World," Capitalism and Society, De Gruyter, volume 3, issue 2, pages 1-20, October, DOI: 10.2202/1932-0213.1039.
  6. Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2008, "Quantile forecasts of daily exchange rate returns from forecasts of realized volatility," Journal of Empirical Finance, Elsevier, volume 15, issue 4, pages 729-750, September.
  7. Clements, Michael P., 2008, "Consensus and uncertainty: Using forecast probabilities of output declines," International Journal of Forecasting, Elsevier, volume 24, issue 1, pages 76-86.
  8. Badescu Alex & Kulperger Reg & Lazar Emese, 2008, "Option Valuation with Normal Mixture GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 2, pages 1-42, May, DOI: 10.2202/1558-3708.1580.
  9. Jianming Kou & Simone Varotto, 2008, "Timeliness of Spread Implied Ratings," European Financial Management, European Financial Management Association, volume 14, issue 3, pages 503-527, June, DOI: 10.1111/j.1468-036X.2007.00362.x.

2007

  1. Bell, Adrian R. & Brooks, Chris & Dryburgh, Paul, 2007, "Interest rates and efficiency in medieval wool forward contracts," Journal of Banking & Finance, Elsevier, volume 31, issue 2, pages 361-380, February.
  2. Clements, Michael P. & Kim, Jae H., 2007, "Bootstrap prediction intervals for autoregressive time series," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3580-3594, April.
  3. Fred Joutz & Michael P. Clements & Herman O. Stekler, 2007, "An evaluation of the forecasts of the federal reserve: a pooled approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 121-136, DOI: 10.1002/jae.954.
  4. John Board & Charles Sutcliffe, 2007, "Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate," Economic Analysis, Institute of Economic Sciences, volume 40, issue 3-4, pages 87-118.
  5. Nickell, Pamela & Perraudin, William & Varotto, Simone, 2007, "Ratings-based credit risk modelling: An empirical analysis," International Review of Financial Analysis, Elsevier, volume 16, issue 5, pages 434-451.

2006

  1. Geetanjali Bali & Frank S. Skinner, 2006, "The Original Maturity of Corporate Bonds: The Influence of Credit Rating, Asset Maturity, Security, and Macroeconomic Conditions," The Financial Review, Eastern Finance Association, volume 41, issue 2, pages 187-203, May, DOI: 10.1111/j.1540-6288.2006.00138.x.
  2. Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006, "Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures," Financial Management, Financial Management Association International, volume 35, issue 3, pages 97-116, September, DOI: 10.1111/j.1755-053X.2006.tb00149.x.
  3. Keith Anderson & Chris Brooks, 2006, "The Long‐Term Price‐Earnings Ratio," Journal of Business Finance & Accounting, Wiley Blackwell, volume 33, issue 7‐8, pages 1063-1086, September, DOI: 10.1111/j.1468-5957.2006.00621.x.
  4. Chris Brooks & Melvin J. Hinich, 2006, "Detecting intraday periodicities with application to high frequency exchange rates," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 55, issue 2, pages 241-259, April, DOI: 10.1111/j.1467-9876.2006.00534.x.
  5. Keith Anderson & Chris Brooks, 2006, "Decomposing the price-earnings ratio," Journal of Asset Management, Palgrave Macmillan, volume 6, issue 6, pages 456-469, March, DOI: 10.1057/palgrave.jam.2240195.
  6. Michael Clements, 2006, "Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts," Empirical Economics, Springer, volume 31, issue 1, pages 49-64, March, DOI: 10.1007/s00181-005-0014-9.
  7. Emese Lazar & Carol Alexander, 2006, "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 3, pages 307-336, DOI: 10.1002/jae.849.
  8. Sutcliffe, C. M. S., 2006, "Merging Schemes: An Economic Analysis of Defined Benefit Pension Scheme Merger Criteria," Annals of Actuarial Science, Cambridge University Press, volume 1, issue 2, pages 203-220, September.

2005

  1. Chris Brooks & Apostolos Katsaris, 2005, "A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index," Economic Journal, Royal Economic Society, volume 115, issue 505, pages 767-797, July.
  2. Brooks, C. & Clare, A.D. & Dalle Molle, J.W. & Persand, G., 2005, "A comparison of extreme value theory approaches for determining value at risk," Journal of Empirical Finance, Elsevier, volume 12, issue 2, pages 339-352, March.
  3. Chris Brooks, 2005, "Autoregressive Conditional Kurtosis," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 3, pages 399-421.
  4. Kalvinder Shields & Nilss Olekalns & Ãlan T. Henry & Chris Brooks, 2005, "Measuring the Response of Macroeconomic Uncertainty to Shocks," The Review of Economics and Statistics, MIT Press, volume 87, issue 2, pages 362-370, May.
  5. Chris Brooks & Apostolos Katsaris, 2005, "Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index," The Journal of Business, University of Chicago Press, volume 78, issue 5, pages 2003-2036, September, DOI: 10.1086/431450.
  6. Michael P. Clements & Robert Witt, 2005, "Forecasting Quarterly Aggregate Crime Series," Manchester School, University of Manchester, volume 73, issue 6, pages 709-727, December, DOI: 10.1111/j.1467-9957.2005.00473.x.
  7. Michael P. Clements & David F. Hendry, 2005, "Guest Editors’ Introduction: Information in Economic Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 713-753, December, DOI: 10.1111/j.1468-0084.2005.00139.x.
  8. Michael P. Clements & David F. Hendry, 2005, "Evaluating a Model by Forecast Performance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 931-956, December, DOI: 10.1111/j.1468-0084.2005.00146.x.
  9. Sutcliffe, Charles, 2005, "The cult of the equity for pension funds: should it get the boot?," Journal of Pension Economics and Finance, Cambridge University Press, volume 4, issue 1, pages 57-85, March.

2004

  1. Michael P. Clements, 2004, "Evaluating the Bank of England Density Forecasts of Inflation," Economic Journal, Royal Economic Society, volume 114, issue 498, pages 844-866, October.
  2. David F. Hendry & Michael P. Clements, 2004, "Pooling of forecasts," Econometrics Journal, Royal Economic Society, volume 7, issue 1, pages 1-31, June.
  3. Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004, "Forecasting economic and financial time-series with non-linear models," International Journal of Forecasting, Elsevier, volume 20, issue 2, pages 169-183.
  4. Clements, Michael P. & Galvao, Ana Beatriz, 2004, "A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure," International Journal of Forecasting, Elsevier, volume 20, issue 2, pages 219-236.
  5. Michael P. Clements & Hans-Martin Krolzig, 2004, "Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 1, pages 1-14, DOI: 10.1002/ijfe.231.
  6. Sutcliffe, C. M. S., 2004, "Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing and Default Insurance," British Actuarial Journal, Cambridge University Press, volume 10, issue 5, pages 1111-1131, December.
  7. Julia Bennell & Charles Sutcliffe, 2004, "Black–Scholes versus artificial neural networks in pricing FTSE 100 options," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., volume 12, issue 4, pages 243-260, October, DOI: 10.1002/isaf.254.

2003

  1. Chris Brooks & Apostolos Katsaris, 2003, "Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange," Bulletin of Economic Research, Wiley Blackwell, volume 55, issue 4, pages 319-346, October, DOI: 10.1111/1467-8586.00179.
  2. Chris Brooks & Gita Persand, 2003, "The Effect of Asymmetries on Stock Index Return Value‐at‐Risk Estimates," Journal of Risk Finance, Emerald Group Publishing Limited, volume 4, issue 2, pages 29-42, January, DOI: 10.1108/eb022959.
  3. Gita Persand & Chris Brooks & Simon P. Burke, 2003, "Multivariate GARCH models: software choice and estimation issues," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 18, issue 6, pages 725-734, DOI: 10.1002/jae.717.
  4. Gita Persand & Chris Brooks, 2003, "Volatility forecasting for risk management," Journal of Forecasting, John Wiley & Sons, Ltd., volume 22, issue 1, pages 1-22, DOI: 10.1002/for.841.
  5. Chris Brooks & Simon Burke, 2003, "Information criteria for GARCH model selection," The European Journal of Finance, Taylor & Francis Journals, volume 9, issue 6, pages 557-580, DOI: 10.1080/1351847021000029188.
  6. Chris Brooks & Sotiris Tsolacos, 2003, "International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks," Journal of Property Research, Taylor & Francis Journals, volume 20, issue 2, pages 133-155, January, DOI: 10.1080/0959991032000109517.
  7. Clements, Michael P & Krolzig, Hans-Martin, 2003, "Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 1, pages 196-211, January.
  8. Michael P. Clements & Marianne Sensier, 2003, "Asymmetric output‐gap effects in Phillips Curve and mark‐up pricing models: Evidence for the US and the UK," Scottish Journal of Political Economy, Scottish Economic Society, volume 50, issue 4, pages 359-374, September, DOI: 10.1111/1467-9485.5004001.
  9. Clements, Michael P. & Galvão, Ana Beatriz C., 2003, "Testing The Expectations Theory Of The Term Structure Of Interest Rates In Threshold Models," Macroeconomic Dynamics, Cambridge University Press, volume 7, issue 4, pages 567-585, September.
  10. Hendry, David F. & Clements, Michael P., 2003, "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, volume 20, issue 2, pages 301-329, March.
  11. Clements, Michael P., 2003, "Some possible directions for future research," International Journal of Forecasting, Elsevier, volume 19, issue 1, pages 1-3.
  12. Michael P. Clements & Nick Taylor, 2003, "Evaluating interval forecasts of high-frequency financial data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 18, issue 4, pages 445-456, DOI: 10.1002/jae.703.
  13. Dick van Dijk & Philip Hans Franses & Michael P. Clements & Jeremy Smith, 2003, "On SETAR non-linearity and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 22, issue 5, pages 359-375, DOI: 10.1002/for.863.
  14. John Board & Charles Sutcliffe & William T. Ziemba, 2003, "Applying Operations Research Techniques to Financial Markets," Interfaces, INFORMS, volume 33, issue 2, pages 12-24, April, DOI: 10.1287/inte.33.2.12.14465.
  15. Peng Sun & Charles Sutcliffe, 2003, "Scheduled announcements and volatility patterns: The effects of monetary policy committee announcements on LIBOR and short sterling futures and options," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 23, issue 8, pages 773-797, August.

2002

  1. Chris Brooks & M. Currim Oozeer, 2002, "Modelling the Implied Volatility of Options on Long Gilt Futures," Journal of Business Finance & Accounting, Wiley Blackwell, volume 29, issue 1‐2, pages 111-137, DOI: 10.1111/1468-5957.00426.
  2. C. Brooks & A. D. Clare & G. Persand, 2002, "A Note on Estimating Market–based Minimum Capital Risk Requirements: A Multivariate GARCH Approach," Manchester School, University of Manchester, volume 70, issue 5, pages 666-681, September, DOI: 10.1111/1467-9957.00319.
  3. Chris Brooks & Simon P. Burke, 2002, "Selecting From Amongst Non–Nested Conditional Variance Models: Information Criteria and Portfolio Determination," Manchester School, University of Manchester, volume 70, issue 6, pages 747-767, December, DOI: 10.1111/1467-9957.00323.
  4. Chris Brooks & Ólan T. Henry, 2002, "The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 64, issue 5, pages 487-507, December, DOI: 10.1111/1468-0084.00274.
  5. Brooks, Chris & Rew, Alistair G., 2002, "Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates," Economic Modelling, Elsevier, volume 19, issue 1, pages 65-90, January.
  6. Brooks, Chris & Reveiz, Alejandro H., 2002, "A model for exchange rates with crawling bands--an application to the Colombian peso," Journal of Economics and Business, Elsevier, volume 54, issue 5, pages 483-503.
  7. Chris Brooks & Andrew D. Clare & Gita Persand, 2002, "An Extreme Value Theory Approach to Calculating Minimum Capital Risk Requirements," Journal of Risk Finance, Emerald Group Publishing Limited, volume 3, issue 2, pages 22-33, January, DOI: 10.1108/eb043485.
  8. Brooks, Chris & Rew, Alistair G, 2002, "Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors," Computational Economics, Springer;Society for Computational Economics, volume 20, issue 3, pages 157-176, December.
  9. Chris Brooks & Ian Garrett, 2002, "Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?," Applied Financial Economics, Taylor & Francis Journals, volume 12, issue 1, pages 25-31, DOI: 10.1080/09603100110087996.
  10. Chris Brooks & Gita Persand, 2002, "Model Choice and Value-at-Risk Performance," Financial Analysts Journal, Taylor & Francis Journals, volume 58, issue 5, pages 87-97, September, DOI: 10.2469/faj.v58.n5.2471.
  11. Chris Brooks & Olan T. Henry & Gita Persand, 2002, "The Effect of Asymmetries on Optimal Hedge Ratios," The Journal of Business, University of Chicago Press, volume 75, issue 2, pages 333-352, April, DOI: 10.1086/338484.
  12. Michael P. Clements & David F. Hendry, 2002, "Modelling methodology and forecast failure," Econometrics Journal, Royal Economic Society, volume 5, issue 2, pages 319-344, June.
  13. Clements, Michael P. & Smith, Jeremy, 2002, "Evaluating multivariate forecast densities: a comparison of two approaches," International Journal of Forecasting, Elsevier, volume 18, issue 3, pages 397-407.
  14. Clements, Michael P., 2002, "Comments on 'The state of macroeconomic forecasting'," Journal of Macroeconomics, Elsevier, volume 24, issue 4, pages 469-482, December.
  15. Hans-Martin Krolzig & Michael P. Clements, 2002, "Can oil shocks explain asymmetries in the US Business Cycle?," Empirical Economics, Springer, volume 27, issue 2, pages 185-204.
  16. Ana B. C. Galvão & Michael P. Clements, 2002, "Conditional mean functions of non-linear models of US output," Empirical Economics, Springer, volume 27, issue 4, pages 569-586.

2001

  1. Brooks, Chris & Persand, Gita, 2001, "The trading profitability of forecasts of the gilt-equity yield ratio," International Journal of Forecasting, Elsevier, volume 17, issue 1, pages 11-29.
  2. Brooks, Chris & Burke, Simon P. & Persand, Gita, 2001, "Benchmarks and the accuracy of GARCH model estimation," International Journal of Forecasting, Elsevier, volume 17, issue 1, pages 45-56.
  3. Brooks, Chris, 2001, "A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 2, pages 135-143, March.
  4. Brooks, Chris & Hinich, Melvin J, 2001, "Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 3, pages 181-196, April.
  5. C Brooks & W Chow & CWR Ward, 2001, "Can profitable trading strategies be derived from investment best-sellers?," Journal of Asset Management, Palgrave Macmillan, volume 2, issue 2, pages 162-179, September, DOI: 10.1057/palgrave.jam.2240042.
  6. Chris Brooks & Gita Persand, 2001, "Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects," Applied Economics Letters, Taylor & Francis Journals, volume 8, issue 3, pages 155-158, DOI: 10.1080/13504850150504504.
  7. Chris Brooks & Sotiris Tsolacos, 2001, "Linkages between property asset returns and interest rates: evidence for the UK," Applied Economics, Taylor & Francis Journals, volume 33, issue 6, pages 711-719, DOI: 10.1080/00036840122812.
  8. Chris Brooks & Sotiris Tsolacos, 2001, "Forecasting real estate returns using financial spreads," Journal of Property Research, Taylor & Francis Journals, volume 18, issue 3, pages 235-248, DOI: 10.1080/09599910110060037.
  9. Chris Brooks & Apostolos Katsaris & Tony McGough & Sotiris Tsolacos, 2001, "Testing for bubbles in indirect property price cycles," Journal of Property Research, Taylor & Francis Journals, volume 18, issue 4, pages 341-356, DOI: 10.1080/09599910110079640.
  10. Chris Brooks & James Chong, 2001, "The Cross‐Currency Hedging Performance of Implied Versus Statistical Forecasting Models," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 21, issue 11, pages 1043-1069, November.
  11. Clements, Michael P. & Hendry, David F., 2001, "An Historical Perspective on Forecast Errors," National Institute Economic Review, National Institute of Economic and Social Research, volume 177, issue , pages 100-112, July.
  12. Michael P. Clements & David F.Hendry, 2001, "Forecasting with difference-stationary and trend-stationary models," Econometrics Journal, Royal Economic Society, volume 4, issue 1, pages 1-19.
  13. Clements, Michael P. & Taylor, Nick, 2001, "Bootstrapping prediction intervals for autoregressive models," International Journal of Forecasting, Elsevier, volume 17, issue 2, pages 247-267.
  14. Clements, Michael P. & Smith, Jeremy, 2001, "Evaluating forecasts from SETAR models of exchange rates," Journal of International Money and Finance, Elsevier, volume 20, issue 1, pages 133-148, February.
  15. Clements, Michael P & Taylor, Nick, 2001, "Robust Evaluation of Fixed-Event Forecast Rationality," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 4, pages 285-295, July.
  16. John Board & Gleb Sandmann & Charles Sutcliffe, 2001, "The Effect of Futures Market Volume on Spot Market Volatility," Journal of Business Finance & Accounting, Wiley Blackwell, volume 28, issue 7‐8, pages 799-819, September, DOI: 10.1111/1468-5957.00394.

2000

  1. Brooks, Chris & Henry, Olan T., 2000, "Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia," Economic Modelling, Elsevier, volume 17, issue 4, pages 497-513, December.
  2. Brooks, Chris & Henry, Olan T., 2000, "Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models," Economics Letters, Elsevier, volume 67, issue 3, pages 245-251, June.
  3. Brooks, C. & Clare, A. D. & Persand, G., 2000, "A word of caution on calculating market-based minimum capital risk requirements," Journal of Banking & Finance, Elsevier, volume 24, issue 10, pages 1557-1574, October.
  4. Chris Brooks & Sotiris Tsolacos & Stephen Lee, 2000, "The cyclical relations between traded property stock prices and aggregate time‐series," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 18, issue 6, pages 540-564, December, DOI: 10.1108/14635780010357532.
  5. Chris Brooks & Sotiris Tsolacos, 2000, "Forecasting Models of Retail Rents," Environment and Planning A, , volume 32, issue 10, pages 1825-1839, October, DOI: 10.1068/a3332.
  6. Chris Brooks & Sotiris Tsola Cos, 2000, "Does orthogonalization really purge equitybased property valuations of their general stock market influences?," Applied Economics Letters, Taylor & Francis Journals, volume 7, issue 5, pages 305-309, DOI: 10.1080/135048500351447.
  7. Chris Brooks & Frank Skinner, 2000, "What will be the risk-free rate and benchmark yield curve following European monetary union?," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 1, pages 59-69, DOI: 10.1080/096031000331932.
  8. Alfonso Dufour & Robert F. Engle, 2000, "Time and the Price Impact of a Trade," Journal of Finance, American Finance Association, volume 55, issue 6, pages 2467-2498, December, DOI: 10.1111/0022-1082.00297.
  9. John Board & Charles Sutcliffe, 2000, "The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange," Journal of Business Finance & Accounting, Wiley Blackwell, volume 27, issue 7-8, pages 887-909, September, DOI: 10.1111/1468-5957.00338.
  10. John Board & Charles Sutcliffe & Anne Vila, 2000, "Market Maker Performance: The Search for Fair Weather Market Makers," Journal of Financial Services Research, Springer;Western Finance Association, volume 17, issue 3, pages 259-276, September, DOI: 10.1023/A:1008102803467.
  11. J. Board & C. Sutcliffe & E. Patrinos, 2000, "The performance of covered calls," The European Journal of Finance, Taylor & Francis Journals, volume 6, issue 1, pages 1-17, DOI: 10.1080/135184700336937.
  12. Nickell, Pamela & Perraudin, William & Varotto, Simone, 2000, "Stability of rating transitions," Journal of Banking & Finance, Elsevier, volume 24, issue 1-2, pages 203-227, January.

1999

  1. O. Ap Gwilym & C. Brooks & A. Clare & S. Thomas, 1999, "Tests of non‐linearity using LIFFE futures transactions price data," Manchester School, University of Manchester, volume 67, issue 2, pages 167-186, March, DOI: 10.1111/1467-9957.00140.
  2. Brooks, Chris & Hinich, Melvin J., 1999, "Cross-correlations and cross-bicorrelations in Sterling exchange rates," Journal of Empirical Finance, Elsevier, volume 6, issue 4, pages 385-404, October.
  3. Brooks, Chris & Heravi, Saeed M, 1999, "The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test," Computational Economics, Springer;Society for Computational Economics, volume 13, issue 2, pages 147-162, April.
  4. Brooks, Chris, 1999, "Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods," Computational Economics, Springer;Society for Computational Economics, volume 13, issue 3, pages 249-263, June.
  5. Chris Brooks & Ian Garrett & Melvin Hinich, 1999, "An alternative approach to investigating lead-lag relationships between stock and stock index futures markets," Applied Financial Economics, Taylor & Francis Journals, volume 9, issue 6, pages 605-613, DOI: 10.1080/096031099332050.
  6. James K. Maitland-Smith & Chris Brooks, 1999, "Threshold autoregressive and Markov switching models: an application to commercial real estate," Journal of Property Research, Taylor & Francis Journals, volume 16, issue 1, pages 1-19, January, DOI: 10.1080/095999199368238.
  7. Chris Brooks & Sotiris Tsolacos, 1999, "The impact of economic and financial factors on UK property performance," Journal of Property Research, Taylor & Francis Journals, volume 16, issue 2, pages 139-152, January, DOI: 10.1080/095999199368193.
  8. Michael P. Clements & Reinhard Madlener, 1999, "Seasonality, Cointegration, and Forecasting UK Residential Energy Demand," Scottish Journal of Political Economy, Scottish Economic Society, volume 46, issue 2, pages 185-206, May, DOI: 10.1111/1467-9485.00128.
  9. Clements, Michael P & Smith, Jeremy, 1999, "A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 2, pages 123-141, March-Apr.
  10. Michael P. Clements & David F. Hendry, 1999, "On winning forecasting competitions in economics," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 123-160.

1998

  1. Brooks, Chris & Burke, Simon P., 1998, "Forecasting exchange rate volatility using conditional variance models selected by information criteria," Economics Letters, Elsevier, volume 61, issue 3, pages 273-278, December.
  2. Brooks, Chris, 1998, "Chaos in Foreign Exchange Markets: A Sceptical View," Computational Economics, Springer;Society for Computational Economics, volume 11, issue 3, pages 265-281, June.
  3. Michael P. Clements & Hans-Martin Krolzig, 1998, "A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 47-75.
  4. Clements, Michael P. & Hendry, David F., 1998, "Forecasting economic processes," International Journal of Forecasting, Elsevier, volume 14, issue 1, pages 111-131, March.
  5. John Board & Charles Sutcliffe, 1998, "Options trading when the underlying market is not transparent," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 18, issue 2, pages 225-242, April.
  6. Arupratan Daripa & Simone Varotto, 1998, "Value at risk and precommitment: approaches to market risk regulation," Economic Policy Review, Federal Reserve Bank of New York, volume 4, issue Oct, pages 137-143.

1997

  1. Clements, Michael P. & Hendry, David F., 1997, "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, Elsevier, volume 13, issue 3, pages 341-355, September.
  2. Clements, Michael P. & Smith, Jeremy, 1997, "The performance of alternative forecasting methods for SETAR models," International Journal of Forecasting, Elsevier, volume 13, issue 4, pages 463-475, December.
  3. John Board & Charles Sutcliffe, 1997, "Inventory‐based stock market transparency rules," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 5, issue 1, pages 23-28, January, DOI: 10.1108/eb024901.
  4. Rob Gray & David Alexander & Brian Rutherford & Geoffrey Whittington & Charles Sutcliffe, 1997, "Book Reviews," Accounting and Business Research, Taylor & Francis Journals, volume 28, issue 1, pages 83-88, December, DOI: 10.1080/00014788.1997.9728900.

1996

  1. Clements, Michael P & Hendry, David F, 1996, "Multi-step Estimation for Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 58, issue 4, pages 657-684, November.
  2. Clements, Michael P & Hendry, David F, 1996, "Intercept Corrections and Structural Change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 11, issue 5, pages 475-494, Sept.-Oct.
  3. John Board & Charles Sutcliffe, 1996, "Trade Transparency and the London Stock Exchange," European Financial Management, European Financial Management Association, volume 2, issue 3, pages 355-365, November, DOI: 10.1111/j.1468-036X.1996.tb00048.x.
  4. John Board & Charles Sutcliffe, 1996, "The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 16, issue 1, pages 29-54, February.

1995

  1. Clements, Michael P, 1995, "Rationality and the Role of Judgement in Macroeconomic Forecasting," Economic Journal, Royal Economic Society, volume 105, issue 429, pages 410-420, March.
  2. Clements, Michael P & Hendry, David F, 1995, "Macro-economic Forecasting and Modelling," Economic Journal, Royal Economic Society, volume 105, issue 431, pages 1001-1013, July.
  3. Clements, Michael P & Hendry, David F, 1995, "Forecasting in Cointegration Systems," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 10, issue 2, pages 127-146, April-Jun.
  4. John Board & Charles Sutcliffe, 1995, "The Relative Volatility Of The Markets In Equities And Index Futures," Journal of Business Finance & Accounting, Wiley Blackwell, volume 22, issue 2, pages 201-223, March, DOI: 10.1111/j.1468-5957.1995.tb00679.x.

1994

  1. David F. Hendry & Michael P. Clements, 1994, "Can Econometrics Improve Economic Forecasting?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 130, issue 3, pages 267-298, September.
  2. William Rees & Charles Sutcliffe, 1994, "Quantitative Non‐Financial Information And Income Measures: The Case Of Long Term Contracts," Journal of Business Finance & Accounting, Wiley Blackwell, volume 21, issue 3, pages 331-347, April, DOI: 10.1111/j.1468-5957.1994.tb00323.x.
  3. John L. G. Board & Charles M. S. Sutcliffe, 1994, "Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence," Management Science, INFORMS, volume 40, issue 4, pages 516-534, April, DOI: 10.1287/mnsc.40.4.516.

1993

  1. William Rees & Charles Sutcliffe, 1993, "Mathematical Modelling And Stochastic Simulation Of Accounting Alternatives," Journal of Business Finance & Accounting, Wiley Blackwell, volume 20, issue 3, pages 351-358, April, DOI: 10.1111/j.1468-5957.1993.tb00260.x.

1991

  1. Clements, Michael P. & Mizon, Grayham E., 1991, "Empirical analysis of macroeconomic time series : VAR and structural models," European Economic Review, Elsevier, volume 35, issue 4, pages 887-917, May.

1988

  1. J.L.G. Board & C.M.S. Sutcliffe, 1988, "The Weekend Effect In Uk Stock Market Returns," Journal of Business Finance & Accounting, Wiley Blackwell, volume 15, issue 2, pages 199-213, June, DOI: 10.1111/j.1468-5957.1988.tb00130.x.

1987

  1. Walker, John & Rossi, Vanessa & Clements, Michael, 1987, "The World and UK Economy: Analysis and Prospects," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 3, issue 1, pages 1-1, Spring.

1986

  1. Rossi, Vanessa & Clements, Michael, 1986, "The World Economy: Analysis and Prospects," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 2, issue 1, pages 1-1, Summer.
  2. Walker, John & Clements, Michael, 1986, "The UK Economy: Analysis and Prospects," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 2, issue 2, pages 1-1, Summer.
  3. C M S Sutcliffe & J L G Board, 1986, "Designing Secondary School Catchment Areas Using Goal Programming," Environment and Planning A, , volume 18, issue 5, pages 661-675, May, DOI: 10.1068/a180661.

1983

  1. Sinclair, M Thea & Sutcliffe, Charles M S, 1983, "Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension," Scottish Journal of Political Economy, Scottish Economic Society, volume 30, issue 3, pages 275-286, November.

1982

  1. Sinclair, M Thea & Sutcliffe, Charles M S, 1982, "Keynesian Income Multipliers with First and Second Round Effects: An Application to Tourist Expenditure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 44, issue 4, pages 321-338, November.
  2. Charles Sutcliffe, 1982, "Inflation and Prisoner's Dilemmas," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 4, issue 4, pages 574-585, July.

1978

  1. Sinclair, M Thea & Sutcliffe, Charles M S, 1978, "The First Round of the Keynesian Regional Income Multiplier," Scottish Journal of Political Economy, Scottish Economic Society, volume 25, issue 2, pages 177-186, June.

Books

2024

  1. Michael P. Clements & Ana Beatriz Galvão (ed.), 2024, "Handbook of Research Methods and Applications in Macroeconomic Forecasting," Books, Edward Elgar Publishing, number 22222, ISBN: ARRAY(0x96bb70a8).

2019

  1. Brooks,Chris, 2019, "Introductory Econometrics for Finance," Cambridge Books, Cambridge University Press, number 9781108436823.

2016

  1. Charles Sutcliffe, 2016, "Finance and Occupational Pensions," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-349-94863-5, ISBN: ARRAY(0xa4f19208), April, DOI: 10.1057/978-1-349-94863-5.

2015

  1. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-36130-1, ISBN: ARRAY(0xa47f43c0), April, DOI: 10.1057/9781137361301.

2013

  1. Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), 2013, "Handbook of Research Methods and Applications in Empirical Finance," Books, Edward Elgar Publishing, number 14545, ISBN: ARRAY(0x954ab868).

2011

  1. Clements, Michael P. & Hendry, David F. (ed.), 2011, "The Oxford Handbook of Economic Forecasting," OUP Catalogue, Oxford University Press, number 9780195398649, ISBN: ARRAY(0x813d1ed8).

2010

  1. Brooks,Chris & Tsolacos,Sotiris, 2010, "Real Estate Modelling and Forecasting," Cambridge Books, Cambridge University Press, number 9780521873390.

2008

  1. Brooks,Chris, 2008, "RATS Handbook to Accompany Introductory Econometrics for Finance," Cambridge Books, Cambridge University Press, number 9780521721684.

2002

  1. John Board & Charles Sutcliffe & Stephen Wells, 2002, "Transparency and Fragmentation," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-4039-0707-3, ISBN: ARRAY(0xa49a93b0), April, DOI: 10.1057/9781403907073.

2001

  1. Michael P. Clements & David F. Hendry, 2001, "Forecasting Non-Stationary Economic Time Series," MIT Press Books, The MIT Press, number 0262531895, edition 1, ISBN: ARRAY(0x8300ae58), December.

1998

  1. Clements,Michael & Hendry,David, 1998, "Forecasting Economic Time Series," Cambridge Books, Cambridge University Press, number 9780521632423.

Chapters

2024

  1. Michael P. Clements & Ana Beatriz Galvão, 2024, "Introduction to the Handbook of Research Methods and Applications in Macroeconomic Forecasting," Chapters, Edward Elgar Publishing, chapter 1, in: Michael P. Clements & Ana Beatriz Galvão, "Handbook of Research Methods and Applications in Macroeconomic Forecasting".
  2. Michael P. Clements & Ana Beatriz Galvão, 2024, "Real-time data and forecasting," Chapters, Edward Elgar Publishing, chapter 13, in: Michael P. Clements & Ana Beatriz Galvão, "Handbook of Research Methods and Applications in Macroeconomic Forecasting".

2023

  1. Emmanouil Platanakis & Charles Sutcliffe, 2023, "Cryptocurrency Portfolios Using Heuristics," Lecture Notes in Operations Research, Springer, in: Pascal Alphonse & Karima Bouaiss & Pascal Grandin & Constantin Zopounidis, "Essays on Financial Analytics", DOI: 10.1007/978-3-031-29050-3_7.

2016

  1. Charles Sutcliffe, 2016, "Introduction to Pension Schemes," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, "Finance and Occupational Pensions", DOI: 10.1057/978-1-349-94863-5_1.
  2. Charles Sutcliffe, 2016, "Selected Pension Scheme Topics," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, "Finance and Occupational Pensions", DOI: 10.1057/978-1-349-94863-5_2.
  3. Charles Sutcliffe, 2016, "Investment by Pension Funds," Palgrave Macmillan Books, Palgrave Macmillan, chapter 3, "Finance and Occupational Pensions", DOI: 10.1057/978-1-349-94863-5_3.
  4. Charles Sutcliffe, 2016, "Corporate Finance and Pension Schemes," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, "Finance and Occupational Pensions", DOI: 10.1057/978-1-349-94863-5_4.
  5. Charles Sutcliffe, 2016, "Annuities," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, "Finance and Occupational Pensions", DOI: 10.1057/978-1-349-94863-5_5.

2015

  1. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Introduction," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_1.
  2. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Regression Analyses with Multiple Variables," Palgrave Macmillan Books, Palgrave Macmillan, chapter 10, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_10.
  3. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Market-Switching Stocks," Palgrave Macmillan Books, Palgrave Macmillan, chapter 11, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_11.
  4. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "GARCH Analysis of Switchers," Palgrave Macmillan Books, Palgrave Macmillan, chapter 12, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_12.
  5. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Conclusions," Palgrave Macmillan Books, Palgrave Macmillan, chapter 13, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_13.
  6. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Activities," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_2.
  7. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Interviews," Palgrave Macmillan Books, Palgrave Macmillan, chapter 3, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_3.
  8. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Literature Review," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_4.
  9. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Empirical Analysis," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_5.
  10. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Preliminary Data Analysis," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_6.
  11. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Volatility Estimation," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_7.
  12. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Basic Analysis of Relative Volatility," Palgrave Macmillan Books, Palgrave Macmillan, chapter 8, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_8.
  13. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015, "Relative Risk Allowing for Size, Age or Liquidity," Palgrave Macmillan Books, Palgrave Macmillan, chapter 9, "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies", DOI: 10.1057/9781137361301_9.

2013

  1. Keith Anderson & Chris Brooks & Apostolos Katsaris, 2013, "Testing for speculative bubbles in asset prices," Chapters, Edward Elgar Publishing, chapter 3, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk, "Handbook of Research Methods and Applications in Empirical Finance".

2010

  1. Arup Daripa & Simone Varotto, 2010, "Ex-Ante Versus Ex-Post Regulation Of Bank Capital," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Lloyd P Blenman & Harold A Black & Edward J Kane, "Banking And Capital Markets New International Perspectives".

2009

  1. Michael P. Clements & David I. Harvey, 2009, "Forecast Combination and Encompassing," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, in: Terence C. Mills & Kerry Patterson, "Palgrave Handbook of Econometrics", DOI: 10.1057/9780230244405_4.

2008

  1. Michael P. Clements & David F. Hendry, 2008, "Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "Forecasting in the Presence of Structural Breaks and Model Uncertainty", DOI: 10.1016/S1574-8715(07)00201-1.

2006

  1. Clements, Michael P. & Hendry, David F., 2006, "Forecasting with Breaks," Handbook of Economic Forecasting, Elsevier, chapter 12, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting".
  2. Michael P. Clements & Ana Beatriz Galvao, 2006, "Combining Predictors and Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Nonlinear Time Series Analysis of Business Cycles", DOI: 10.1016/S0573-8555(05)76002-8.

2002

  1. John Board & Charles Sutcliffe & Stephen Wells, 2002, "Executive Summary and Policy Implications," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, "Transparency and Fragmentation", DOI: 10.1057/9781403907073_1.
  2. John Board & Charles Sutcliffe & Stephen Wells, 2002, "A New Regulatory Framework," Palgrave Macmillan Books, Palgrave Macmillan, chapter 10, "Transparency and Fragmentation", DOI: 10.1057/9781403907073_10.
  3. John Board & Charles Sutcliffe & Stephen Wells, 2002, "Introduction and Overview," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, "Transparency and Fragmentation", DOI: 10.1057/9781403907073_2.
  4. John Board & Charles Sutcliffe & Stephen Wells, 2002, "The Recognised Investment Exchanges," Palgrave Macmillan Books, Palgrave Macmillan, chapter 3, "Transparency and Fragmentation", DOI: 10.1057/9781403907073_3.
  5. John Board & Charles Sutcliffe & Stephen Wells, 2002, "Fragmentation and Consolidation," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, "Transparency and Fragmentation", DOI: 10.1057/9781403907073_4.
  6. John Board & Charles Sutcliffe & Stephen Wells, 2002, "Policy Responses to Fragmentation," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, "Transparency and Fragmentation", DOI: 10.1057/9781403907073_6.
  7. John Board & Charles Sutcliffe & Stephen Wells, 2002, "Theory and Results on Transparency," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, "Transparency and Fragmentation", DOI: 10.1057/9781403907073_7.
  8. John Board & Charles Sutcliffe & Stephen Wells, 2002, "The Regulation of Transparency," Palgrave Macmillan Books, Palgrave Macmillan, chapter 8, "Transparency and Fragmentation", DOI: 10.1057/9781403907073_8.
  9. John Board & Charles Sutcliffe & Stephen Wells, 2002, "Over the Counter (OTC) Markets," Palgrave Macmillan Books, Palgrave Macmillan, chapter 9, "Transparency and Fragmentation", DOI: 10.1057/9781403907073_9.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.