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Publications

by members of

University of Westminster → Westminster Business School → Economics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2016

  1. Trino-Manuel Ñíguez & Javier Perote, 2016, "Multivariate moments expansion density: application of the dynamic equicorrelation model," Working Papers, Banco de España, number 1602, Jan.

2015

  1. Trino-Manuel Ñíguez & Ivan Paya & David Peel & Javier Perote, 2015, "Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation," Working Papers, Banco de España, number 1520, Jul.

2014

  1. Juraev, Nosirjon, 2014, "Tobacco Consumption Determinants in Russia," MPRA Paper, University Library of Munich, Germany, number 59810, Mar.
  2. Luintel, Kul B & Selim, Sheikh & Bajracharya, Pushkar, 2014, "Reforms, Incentives and Banking Sector Productivity: A Case of Nepal," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2014/14, Aug.

2013

  1. Matthew Gould & Matthew Rablen, 2013, "Equitable Representation in the Councils of the United Nations: Theory and Application," CESifo Working Paper Series, CESifo, number 4519.
  2. Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013, "Higher-order moments in the theory of diversification and portfolio composition," Working Papers, Lancaster University Management School, Economics Department, number 18297128.
  3. Juraev, Nosirjon, 2013, "Financial Integration and Economic Growth," MPRA Paper, University Library of Munich, Germany, number 55711, Jan, revised 01 Jan 2014.

2012

  1. Axel Dreher & Matthew Gould & Matthew Rablen & James Raymond Vreeland, 2012, "The Determinants of Election to the United Nations Security Council," CESifo Working Paper Series, CESifo, number 3902.

2011

  1. T M Niguez & I Paya & D Peel & J Perote, 2011, "On the stability of the CRRA utility under high degrees of uncertainty," Working Papers, Lancaster University Management School, Economics Department, number 615773.
  2. Selim, Sheikh, 2011, "The Impact of Price Regulations on Regional Welfare and Agricultural Productivity in China," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/2, Jan.
  3. Selim, Sheikh, 2011, "Optimal Taxation and Redistribution in a Two Sector Two Class Agents' Economy," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/6, Mar.

2010

  1. Selim, Sheikh, 2010, "Optimal Tax Policy and Wage Subsidy in an Imperfectly Competitive Economy," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2010/15, Nov.
  2. Patel, Vasita & Selim, Sheikh, 2010, "Reforms, Incentives, Welfare and Productivity Growth in Chinese Wheat Production," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2010/16, Dec, revised Jan 2011.
  3. Selim, Sheikh & Parvin, Naima & Patel, Vasita, 2010, "Interaction and Non-neutral Effects of Factors in Chinese Wheat Production," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2010/17, Dec.

2008

  1. Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2008, "Multivariate Gram-Charlier Densities," MPRA Paper, University Library of Munich, Germany, number 29073.

2007

  1. Selim, Sheikh, 2007, "On Policy Relevance of Ramsey Tax Rules," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-31.
  2. Selim, Sheikh, 2007, "Labour Productivity and Rice Production in Bangladesh: A Stochastic Frontier Approach," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/10, Apr, revised Feb 2010.
  3. Selim, Sheikh & Parvin, Naima, 2007, "Policy Reforms and Incentives in Rice Production in Bangladesh," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/11, Apr.
  4. Selim, Sheikh, 2007, "Optimal Taxation in a Two Sector Economy with Heterogeneous Agents," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/18, Jun.
  5. Selim, Sheikh, 2007, "Optimal Capital Income Taxation in a Two Sector Economy," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/9, Apr.

2006

  1. Selim, Sheikh, 2006, "Revisiting the Capital Tax Ambiguity Result," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/20, Apr, revised Feb 2010.
  2. Selim, Sheikh, 2006, "Current Account Dynamics and Capital Mobility in Asian Small Economies," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/9, Jan.

2005

  1. Carmen Lamagna & Sheikh Selim, 2005, "Heterogeneous Students, Impartial Teaching and Optimal Allocation of Teaching Methods," General Economics and Teaching, University Library of Munich, Germany, number 0503011, Mar.
  2. Selim, Sheikh, 2005, "Taxing Capital in an Imperfectly Competitive Economy," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2005/5, Nov, revised Jul 2006.
  3. Selim, Sheikh, 2005, "The Social Cost of Optimal Taxes in an Imperfectly Competitive Economy," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2005/6, Nov, revised Nov 2010.
  4. Bergemann, Annette & Fitzenberger, Bernd & Speckesser, Stefan, 2005, "Evaluating the Dynamic Employment Effects of Training Programs in East Germany Using Conditional Difference-in-Differences," IZA Discussion Papers, IZA Network @ LISER, number 1848, Nov.
  5. Fitzenberger, Bernd & Speckesser, Stefan, 2005, "Employment Effects of the Provision of Specific Professional Skills and Techniques in Germany," IZA Discussion Papers, IZA Network @ LISER, number 1868, Nov.

2004

  1. Trino-Manuel Niguez & Javier Perote, 2004, "Forecasting the density of asset returns," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 479, Oct.

2003

  1. Trino-Manuel Ñíguez, 2003, "Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-33, Sep.
  2. Antonio Rubia Serrano & Trino-Manuel Ñíguez, 2003, "Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-34, Oct.

Journal articles

2023

  1. Carnero, M. Angeles & León, Angel & Ñíguez, Trino-Manuel, 2023, "Skewness in energy returns: estimation, testing and retain-->implications for tail risk," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 178-189, DOI: 10.1016/j.qref.2023.06.003.

2022

  1. Ángel León & Trino-Manuel Ñíguez, 2022, "Polynomial adjusted Student-t densities for modeling asset returns," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 9, pages 907-929, June, DOI: 10.1080/1351847X.2021.1985561.

2021

  1. León, Ángel & Ñíguez, Trino-Manuel, 2021, "The transformed Gram Charlier distribution: Parametric properties and financial risk applications," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 323-349, DOI: 10.1016/j.jempfin.2021.07.004.
  2. Castillo, Brenda & León, Ángel & Ñíguez, Trino-Manuel, 2021, "Backtesting VaR under the COVID-19 sudden changes in volatility," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102024.
  3. Ángel León & Trino-Manuel Ñíguez, 2021, "Copula methods for evaluating relative tail forecasting performance," Journal of Risk Finance, Emerald Group Publishing Limited, volume 22, issue 5, pages 332-344, September, DOI: 10.1108/JRF-10-2020-0222.

2020

  1. León, Ángel & Ñíguez, Trino-Manuel, 2020, "Modeling asset returns under time-varying semi-nonparametric distributions," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105870.
  2. Inés Jiménez & Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote, 2020, "Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies," Mathematics, MDPI, volume 8, issue 12, pages 1-24, November.

2019

  1. Trino-Manuel Ñíguez & Ivan Paya & David Peel & Javier Perote, 2019, "Flexible distribution functions, higher-order preferences and optimal portfolio allocation," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 4, pages 699-703, April, DOI: 10.1080/14697688.2018.1550264.

2017

  1. Ñíguez, Trino-Manuel & Perote, Javier, 2017, "Moments expansion densities for quantifying financial risk," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 53-69, DOI: 10.1016/j.najef.2017.06.002.
  2. Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote, 2017, "Multivariate approximations to portfolio return distribution," Computational and Mathematical Organization Theory, Springer, volume 23, issue 3, pages 347-361, September, DOI: 10.1007/s10588-016-9231-3.

2016

  1. Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David, 2016, "Pure higher-order effects in the portfolio choice model," Finance Research Letters, Elsevier, volume 19, issue C, pages 255-260, DOI: 10.1016/j.frl.2016.08.010.
  2. Ñíguez, Trino-Manuel & Perote, Javier, 2016, "Multivariate moments expansion density: Application of the dynamic equicorrelation model," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 216-232, DOI: 10.1016/j.jbankfin.2015.12.012.

2014

  1. Axel Dreher & Matthew Gould & Matthew Rablen & James Vreeland, 2014, "The determinants of election to the United Nations Security Council," Public Choice, Springer, volume 158, issue 1, pages 51-83, January, DOI: 10.1007/s11127-013-0096-4.

2012

  1. John Bennett & Matthew Gould & Matthew Rablen, 2012, "Risk attitudes and informal employment in a developing economy," IZA Journal of Labor & Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 1, issue 1, pages 1-17, December, DOI: 10.1186/2193-9020-1-5.

2011

  1. Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2011, "Multivariate semi-nonparametric distributions with dynamic conditional correlations," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 347-364, April.

2009

  1. Esther B. Del Brio & Trino-Manuel Niguez & Javier Perote, 2009, "Gram-Charlier densities: a multivariate approach," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 7, pages 855-868, DOI: 10.1080/14697680902773611.

2008

  1. Trino-Manuel Ñíguez, 2008, "Volatility and VaR forecasting in the Madrid Stock Exchange," Spanish Economic Review, Springer;Spanish Economic Association, volume 10, issue 3, pages 169-196, September, DOI: 10.1007/s10108-007-9030-6.

2006

  1. Antonio Rubia & Trino-Manuel Ñíguez, 2006, "Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 6, pages 439-458, DOI: 10.1002/for.997.

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