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Number of items at this level: 394.

A

Agathee, U. S., Sannassee, R. V. and Brooks, C. (2012) The underpricing of IPOs on the stock exchange of Mauritius. Research in International Business and Finance, 26. pp. 281-303. ISSN 0275-5319 doi: 10.1016/j.ribaf.2012.01.001

Alexander, C. (2003) Managing operational risk with Bayesian networks. In: Alexander, C. (ed.) Operational risk: regulation, analysis and management. Prentice Hall / Pearson, Harlow, pp. 285-295. ISBN 9780273659662

Alexander, C. (2003) Operational risk: regulation, analysis and management. Prentice Hall / Pearson , Harlow , pp368. ISBN 9780273659662

Alexander, C. (2003) Statistical models of operational loss. In: Alexander, C. (ed.) Operational risk: regulation, analysis and management. Prentice Hall / Pearson, Harlow, pp. 129-170. ISBN 9780273659662

Alexander, C. (2002) Cointegration and asset allocation: a new active hedge fund strategy. Research in International Business and Finance, 16. pp. 65-90. ISSN 0275-5319

Alexander, C. (2004) Correlation in crude oil and natural gas markets. In: Kaminsky, V. (ed.) Managing Energy Price Risk: The New Challenges and Solutions. Third Edition. Risk Books, pp. 573-606. ISBN 9781904339199

Alexander, C. (2008) Hedging the risk of energy futures portfolios. In: Geman, H. (ed.) Risk management in commodity markets: from shipping to agriculturals and energy. Wiley, pp. 117-127. ISBN 9780470694251

Alexander, C. (2008) Market risk analysis. Volume I. Quantitative methods in finance. Wiley, pp318. ISBN 9780470998007

Alexander, C. (2008) Market risk analysis. Volume II. Practical financial econometrics. Wiley, pp426. ISBN 9780470998014

Alexander, C. (2008) Market risk analysis. Volume III. Pricing, hedging and trading financial instruments. Wiley. ISBN 9780470997895

Alexander, C. (2009) Market risk analysis. Volume IV. Value at risk models. Wiley, pp492. ISBN 9780470997888

Alexander, C. (2008) Moving average models for volatility and correlation and covarience matrices. In: Fabozzi, F. J. (ed.) Handbook of finance: valuation, financial modeling, and quantitative tools. Wiley, pp. 711-724. ISBN 9780470078167

Alexander, C. (2004) Normal mixture diffusion with uncertain volatility: modelling short- and long-term smile effects. Journal of Banking & Finance, 28 (12). pp. 2957-2980. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2003.10.017

Alexander, C. (2002) Principal component models for generating large GARCH covariance matrices. Economic Notes, 31 (2). pp. 337-359. ISSN 1468-0300 doi: 10.1111/1468-0300.00089

Alexander, C. (2003) Principles of the skew. In: Lipton, A. (ed.) Exotic options. Risk Books. ISBN 9781904339090

Alexander, C. (2008) Statistical models of operational loss. In: Fabozzi, F. J. (ed.) Handbook of finance: valuation, financial modeling, and quantitative tools. Wiley, pp. 109-128. ISBN 9780470078167

Alexander, C. (2005) The present and future of financial risk management. Journal of Financial Econometrics, 3 (1). pp. 3-25. ISSN 1479-8417 doi: 10.1093/jjfinec/nbi003

Alexander, C. and Barbosa, A. (2007) Effectiveness of minimum-variance hedging. Journal of Portfolio Management, 33 (2). pp. 46-59. ISSN 0095-4918 doi: 10.3905/jpm.2007.674793

Alexander, C. and Barbosa, A. (2008) Hedging index exchange traded funds. Journal of Banking & Finance, 32 (2). pp. 326-337. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2007.03.012

Alexander, C. and Barbosa, A. (2005) The spider in the hedge. Review of Futures Markets, 11 (1). pp. 89-113.

Alexander, C. and Dimitriou, A. (2006) Rank alpha funds of hedge funds. In: Gregoriou, G. N. (ed.) Fund of hedge funds: performance, assessment, diversification and statistical properties. Elsevier, pp. 3-25. ISBN 9780750679848

Alexander, C. and Dimitriu, A. (2005) Detecting switching strategies in equity hedge funds returns. The Journal of Alternative Investments, 8 (1). pp. 7-13. ISSN 1520-3255 doi: 10.3905/jai.2005.523079

Alexander, C. and Dimitriu, A. (2004) Equity indexing: optimize your passive investments. Quantitative Finance, 4 (3). C30-C33. ISSN 1469-7696 doi: 10.1088/1469-7688/4/3/F01

Alexander, C. and Dimitriu, A. (2005) Indexing and statistical arbitrage. Journal of Portfolio Management, 31 (2). pp. 50-63. ISSN 0095-4918 doi: 10.3905/jpm.2005.470578

Alexander, C. and Dimitriu, A. (2005) Indexing, cointegration and equity market regimes. International Journal of Finance & Economics, 10 (3). pp. 213-231. ISSN 1099-1158 doi: 10.1002/ijfe.261

Alexander, C. and Dimitriu, A. (2005) Rank alpha funds of hedge funds. The Journal of Alternative Investments, 8 (2). pp. 48-61. ISSN 1520-3255 doi: 10.3905/jai.2005.591577

Alexander, C. and Dimitriu, A. (2004) The art of investing in hedge funds: fund selection and optimal allocations. In: Schachter, B. (ed.) Intelligent hedge fund investing. Risk Books. ISBN 9781904339229

Alexander, C. and Dumitriu, A. (2005) Hedge fund index tracking. In: Gregoriou, G. N., Hübner, G., Papageorgiou, N. and Rouah, F. D. (eds.) Hedge funds: insights in performance measurement, risk analysis, and portfolio allocation. Wiley, pp. 165-181. ISBN 9780471737438

Alexander, C. and Kaeck, A. (2012) Does model fit matter for hedging? Evidence from FTSE 100 options. Journal of Futures Markets, 32 (7). pp. 609-638. ISSN 1096-9934 doi: 10.1002/fut.20537

Alexander, C. and Kaeck, A. (2008) Regime dependent determinants of credit default swap spreads. Journal of Banking & Finance, 32 (6). pp. 1008-1021. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2007.08.002

Alexander, C. and Lazar, E. (2009) Modelling regime-specific stock price volatility. Oxford Bulletin of Economics and Statistics, 71 (6). pp. 761-797. ISSN 1468-0084 doi: 10.1111/j.1468-0084.2009.00563.x

Alexander, C. and Lazar, E. (2006) Normal mixture GARCH(1,1): applications to exchange rate modelling. Journal of Applied Econometrics, 21 (3). pp. 307-336. ISSN 1099-1255 doi: 10.1002/jae.849

Alexander, C. and Lazar, E. (2004) Time aggregation of normal mixture GARCH models. In: Second international IASTED conference on financial engineering and applications, 8-10 November, 2004, Massachusetts Institute of Technology, Cambridge, USA.

Alexander, C. and Nogueira, L. (2004) Stochastic local volatility. In: Second international IASTED conference on financial engineering and applications, 8-10 November, 2004, Massachusetts Institute of Technology, Cambridge, USA.

Alexander, C. and Nogueira, L. M. (2007) Model-free hedge ratios and scale-invariant models. Journal of Banking & Finance, 31 (6). pp. 1839-1861. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2006.11.011

Alexander, C. and Nogueira, L. M. (2007) Model-free price hedge ratios for homogeneous claims on tradable assets. Quantative Finance, 7 (5). pp. 473-479. ISSN 1469-7696 doi: 10.1080/14697680601101700

Alexander, C. and Pezier, J., (2003) Assessment and aggregation of banking risks. Report. International Finanial Risk Institute (IFCI) pp83. (Unpublished)

Alexander, C. and Scourse, A. (2004) Bivariate normal mixture spread option valuation. Quantitative Finance, 4 (6). pp. 637-648. ISSN 1469-7696 doi: 10.1080/14697680400016174

Alexander, C. and Sheedy, E. (2008) Developing a stress testing framework based on market risk models. Journal of Banking & Finance, 32 (10). pp. 2220-2236. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2007.12.041

Alexander, C. and Sheedy, E., eds. (2008) The professional risk manager's guide to finance theory and application. McGraw-Hill, pp400. ISBN 9780071546478

Alexander, C. and Sheedy, E., eds. (2008) The professional risk manager's guide to financial instruments. McGraw-Hill, pp400. ISBN 9780071546492

Alexander, C. and Sheedy, E., eds. (2008) The professional risk manager's guide to financial markets. McGraw-Hill. ISBN 9780071546485

Alexander, C. and Venkatramanan, A. (2012) Analytic approximations for multi-asset option pricing. Mathematical Finance, 22 (4). pp. 667-689. ISSN 1467-9965 doi: 10.1111/j.1467-9965.2011.00481.x

Alexander, C. and Venkatramanan, A. (2008) Commodity options. In: Fabozzi, F. J., Füss, R. and Kaiser, D. G. (eds.) Handbook of commodity investing. Wiley, pp. 570-595. ISBN 9780470117644

Alexander, C., Cordeiro, G. M., Ortega, E. M. M. and Sarabia, J. M. (2012) Generalized beta generated distributions. Computational Statistics and Data Analysis, 56 (6). pp. 1880-1897. ISSN 0167-9473 doi: 10.1016/j.csda.2011.11.015

Alexander, C., Kaeck, A. and Nogueira, L. (2009) Model risk adjusted hedge ratios. The Journal of Futures Markets, 29 (11). pp. 1021-1049. ISSN 1096-9934 doi: 10.1002/fut.20406

Alexander, C., Lazar, E. and Stanescu, S. (2013) Forecasting VaR using analytic higher moments for GARCH processes. International Review of Financial Analysis, 30. pp. 36-45. ISSN 1057-5219 doi: 10.1016/j.irfa.2013.05.006

Alexander, C., Prokopczuk, M. and Sumawong, A. (2013) The (de)merits of minimum-variance hedging: application to the crack spread. Energy Economics, 36. pp. 698-707. ISSN 0140-9883 doi: 10.1016/j.eneco.2012.11.016

Alexander, C., Rubinov, A., Kalepky, M. and Leontsinis, S. (2012) Regime-dependent smile-adjusted delta hedging. Journal of Futures Markets, 32 (3). pp. 203-229. ISSN 1096-9934 doi: 10.1002/fut.20517

Alexandridis, G., Antoniou, A. and Petmezas, D. (2007) Divergence of opinion and post-acquisition performance. Journal of Business Finance and Accounting, 34 (3-4). pp. 439-460. ISSN 1468-5957 doi: 10.1111/j.1468-5957.2007.02043.x

Alexandridis, G., Antoniou, A. and Zhao, H. (2008) Belief asymmetry and gains from acquisitions. Journal of Multinational Financial Management, 18 (5). pp. 443-460. ISSN 1042-444X doi: 10.1016/j.mulfin.2007.11.003

Alexandridis, G., Antoniou, A. and Zhao, H. (2006) Valuation effects of short sale constraints: the case of corporate takeovers. European Financial Management, 12 (5). pp. 747-762. ISSN 1468-036X doi: 10.1111/j.1468-036X.2006.00275.x

Alexandridis, G., Fuller, K., Terhaar, L. and Travlos, N. (2013) Deal size, acquisition premia and shareholder gains. Journal of Corporate Finance, 20. pp. 1-13. ISSN 0929-1199 doi: 10.1016/j.jcorpfin.2012.10.006

Alexandridis, G., Mavrovitis, C. F. and Travlos, N. G. (2012) How have M&As changed? Evidence from the sixth merger wave. European Journal of Finance, 18 (8). pp. 663-688. ISSN 1466-4364 doi: 10.1080/1351847X.2011.628401

Alexandridis, G., Petmezas, D. and Travlos, N.G. (2010) Gains from mergers and acquisitions around the World: new evidence. Financial Management, 39 (4). pp. 1671-1695. ISSN 1755-053X doi: 10.1111/j.1755-053X.2010.01126.x

Alpa, G. and Andenas, M. (2005) Fondamenti del diritto privato europeo. Trattato di diritto privato ( Treaty of Private Law ). Giuffrè, Milan, pp814. ISBN 9788814118753

Alpas, G. and Andenas, M. (2009) Grundlagen des Europäischen Privatrechts. Springer, Heidelberg, pp441. ISBN 9783540795858

Andenas, M. and Alexander, K., eds. (2008) The World Trade Organisation and trade in services. Brill. ISBN 9789004162440

Andenas, M. and Fairgrieve, D., eds. (2009) Tom Bingham and the transformation of the Law: a liber amicorum. Oxford University Press, Oxford, pp970. ISBN 9780199566181

Andenas, M. and Wooldridge, F. (2009) European comparative company law. Cambridge University Press, Cambridge, pp648. ISBN 9780521842198

Andenas, M. and Zleptnig, S. (2008) Proportionality and balancing in WTO law: a comparative perspective. In: Alexander, K. and Andenas, M. (eds.) The World Trade Organisation and trade in services. Brill, pp. 147-171. ISBN 9789004162440

Andenas, M. and Zleptnig, S. (2007) Proportionality and balancing in WTO law: a comparative perspective. Cambridge Review of International Affairs, 20 (1). pp. 71-92. ISSN 1474-449X doi: 10.1080/09557570701232233

Andenas, M., Hess, B. and Oberhammer, P., eds. (2005) Enforcement agency practice in Europe. British Institute of International and Comparative Law, pp399. ISBN 0903067692

Anderson, K. and Brooks, C. (2007) Extreme returns from extreme value stocks: enhancing the value premium. The Journal of Investing, 16 (1). pp. 69-81. ISSN 1068-0896 doi: 10.3905/joi.2007.681825

Anderson, K. and Brooks, C. (2006) The long-term price-earnings ratio. Journal of Business Finance and Accounting, 33 (7-8). pp. 1063-1086. ISSN 1468-5957 doi: 10.1111/j.1468-5957.2006.00621.x

Anderson, K., Brooks, C. and Katsaris, A. (2010) Speculative bubbles in the S&P 500: was the tech bubble confined to the tech sector? Journal of Empirical Finance, 17 (3). pp. 345-361. ISSN 0927-5398 doi: 10.1016/j.jempfin.2009.12.004

Anderson, K., Brooks, C. and Katsaris, A. (2011) The transmission of speculative bubbles between sectors of the S&P 500 during the tech bubble. In: Kolb, R. W. (ed.) Financial contagion: the viral threat to the wealth of nations. Kolb series in finance: essential perspectives. Wiley, Hoboken, New Jersey, pp. 335-342. ISBN 9780470922385

Anderson, K., Brooks, C. and Tsolacos, S. (2011) Testing for periodically collapsing rational speculative bubbles in US REITs. Journal of Real Estate Portfolio Management, 17 (3). pp. 227-241. ISSN 1083-5547

Ap Gwilym, O., Brooks, C., Clare, A. and Thomas, S. (1999) Tests of non-linearity using LIFFE futures transactions price data. The Manchester School, 67 (2). pp. 167-186. ISSN 1467-9957 doi: 10.1111/1467-9957.00140

Ashton, D., Beattie, V., Broadbent, J., Brooks, C., Draper, P., Ezzamel, M., Gwilliam, D., Hodgkinson, R., Hoskin, K., Pope, P. and Stark, A. (2009) British research in accounting and finance (2001–2007): the 2008 research assessment exercise. The British Accounting Review, 41 (4). pp. 199-207. ISSN 0890-8389 doi: 10.1016/j.bar.2009.10.003

Avino, D., Lazar, E. and Varotto, S. (2013) Price discovery of credit spreads in tranquil and crisis periods. International Review of Financial Analysis, 30. pp. 242-253. ISSN 1057-5219 doi: 10.1016/j.irfa.2013.08.002

B

Back, J. and Prokopczuk, M. (2013) Commodity price dynamics and derivatives valuation: a review. International Journal of Theoretical and Applied Finance, 16 (6). ISSN 1793-6322 doi: 10.2139/ssrn.2133158

Back, J., Prokopczuk, M. and Rudolf, M. (2013) Seasonality and the valuation of commodity options. Journal of Banking and Finance, 37 (2). pp. 273-290. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2012.08.025

Badescu, A., Kulperger, R. and Lazar, E. (2008) Option valuation with normal mixture GARCH models. Studies in nonlinear dynamics & econometrics, 12 (2). 5. ISSN 1558-3708 doi: 10.2202/1558-3708.1580

Beccalli, E., Casu, B. and Girardone, C., (2003) Efficiency and stock performance in European banking. Working Paper. Social Science Research Network (SSRN) pp17. (Unpublished)

Bell, A. (2011) English members of Philippe de Mézières' Order of the Passion. In: Blumenfeld-Kosinski, R. and Petkov, K. (eds.) Philippe de Mézières and his Age: Piety and Politics in the Fourteenth Century. The Medieval Mediterranean (91). Brill. ISBN 9789004211131

Bell, A. and Moore, T. (2013) The non-use of money in the Middle Ages. In: Mayhew, N. (ed.) Peter Spufford's Money and its Use in Medieval Europe - Twenty-five Years On. Royal Numismatic Society Special Publication (50). Royal Numismatic Society . ISBN 0901405698 (In Press)

Bell, A. and Sutcliffe, C. (2010) Valuing medieval annuities: were corrodies underpriced? Explorations in Economic History, 47 (2). pp. 142-157. ISSN 0014-4983 doi: 10.1016/j.eeh.2009.07.002

Bell, A., Brooks, C. and Dryburgh, P. R. (2006) Advance contracts for sale of wool c.1200-c.1327. List and Index Society, 315. List and Index Society, Kew, pp244.

Bell, A., Brooks, C. and Markham, T. (2013) Does managerial turnover affect football club share prices? Aestimatio, the IEB International Journal of Finance, 7. 02-21. ISSN 2173-0164

Bell, A., Brooks, C. and Markham, T. (2013) The performance of football club managers: skill or luck? Economics & Finance Research , 1 (1). pp. 19-30. ISSN 2164-9480 doi: 10.1080/21649480.2013.768829

Bell, A., Brooks, C. and Moore, A. (2009) Accounts of the English Crown with Italian merchant societies, 1272-1345. Standard List, 331. The List and Index Society, Kew, pp306. ISBN 9781906875183

Bell, A., Brooks, C. and Moore, T. (2013) Medieval foreign exchange: a time series analysis. In: Casson, M. and Hashimzade, N. (eds.) Large Databases in Economic History: Research Methods and Case Studies. Routledge Explorations in Economic History. Routledge, Abingdon, pp. 97-123. ISBN 9780415820684

Bell, A., Brooks, C. and Prokopczuk, M., eds. (2013) Handbook of research methods and applications in empirical finance. Edward Elgar, Cheltenham, pp512. ISBN 9780857936080

Bell, A., Curry, A., Chapman, A., King, A. and Simpkin, D. (2013) The soldier in later Medieval England : an online database. In: Villalon, A. L.J. and Kagay, D. J. (eds.) The Hundred Years War (Part III) : further considerations. History of Warfare. Brill, Leiden, pp. 19-48. ISBN 9789004245648

Bell, A. R. (2010) Medieval chroniclers as war correspondents during the Hundred Years War: the earl of Arundel's naval campaign of 1387. In: Given-Wilson, C. (ed.) Fourteenth Century England. Fourteenth Century England, VI. Boydell and Brewer, Woodbridge, pp. 171-184. ISBN 9781843835301

Bell, A. R. (2004) War and the soldier in the fourteenth century. Warfare in history. Boydell & Brewer, Woodbridge, pp256. ISBN 9781843831037

Bell, A. R. (2008) The fourteenth-century soldier: more Chaucer's knight or medieval career? In: France, J. (ed.) Mercenaries and Paid Men: the Mercenary Identity in the Middle Ages. History of Warfare (47). Brill, pp. 301-315. ISBN 9789004164475

Bell, A. R. (2011) The soldier, 'hadde he riden, no man ferre'. In: Bell, A. R., Curry, A., Chapman, A., King, A. and Simpkin, D. (eds.) The Soldier Experience in the Fourteenth Century. Warfare in History. Boydell and Brewer, pp. 209-218. ISBN 9781843836742

Bell, A. R. and Dale, R. S. (2011) The Medieval pilgrimage business. Enterprise and Society, 12 (3). pp. 601-627. ISSN 1467-2235 doi: 10.1093/es/khr014

Bell, A. R., Brooks, C. and Dryburgh, P. (2004) Modern finance in the Middle Ages? Advance contracts with Cistercian abbeys for the supply of wool c. 1270-1330: a summary of findings. Cîteaux: Commentarii cistercienses, 55 (3-4). pp. 339-343. ISSN 0009-7497

Bell, A. R., Brooks, C. and Dryburgh, P. R. (2007) The English wool market, c.1230-1327. Cambridge University Press, Cambridge, pp214. ISBN 9780521859417

Bell, A. R., Brooks, C. and Dryburgh, P. R. (2007) Interest rates and efficiency in medieval wool forward contracts. Journal of Banking & Finance, 31 (2). pp. 361-380. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2006.04.006

Bell, A. R., Brooks, C. and Dryburgh, P. R. (2006) ‘Leger est aprendre mes fort est arendre’: wool, debt, and the dispersal of Pipewell Abbey (1280-1330). Journal of Medieval History, 32 (3). pp. 187-211. ISSN 0304-4181 doi: 10.1016/j.jmedhist.2006.07.001

Bell, A. R., Brooks, C. and Moore, T. K. (2011) Credit finance in thirteenth-century England: the Ricciardi of Lucca and Edward I, 1272-1294. In: Burton, J., Lachaud, F., Schofield, P., Stöber, K. and Weiler, B. (eds.) Thirteenth-century England XIII: proceedings of the Paris conference, 2009. Thirteenth-century England (13). Boydell and Brewer, Woodbridge, pp. 101-116. ISBN 9781843836186

Bell, A. R., Brooks, C. and Moore, T. K. (2009) Interest in Medieval accounts: examples from England, 1272-1340. History, 94 (316). pp. 411-433. ISSN 1468-229X doi: 10.1111/j.1468-229X.2009.00464.x

Bell, A. R., Brooks, C. and Moore, T. K. (2014) The credit relationship between Henry III and merchants of Douai and Ypres, 1247-70. Economic History Review, 67 (1). pp. 123-145. ISSN 1468-0289 doi: 10.1111/1468-0289.12013

Bell, A. R., Brooks, C., Matthews, D. and Sutcliffe, C. (2011) Over the moon or sick as a parrot? The effects of football results on a club's share price. Applied Economics, 44 (26). pp. 3435-3452. ISSN 1466-4283 doi: 10.1080/00036846.2011.577017

Bell, A. R., Curry, A., Chapman, A., King, A. and Simpkin, D., eds. (2011) The soldier experience in the fourteenth century. Warfare in History. Boydell and Brewer, pp224. ISBN 9781843836742

Bell, A. R., Curry, A., King, A. and Simpkin, D. (2013) The soldier in later medieval England. Oxford University Press , Oxford, pp360. ISBN 9780199680825

Bennell, J. and Sutcliffe, C. (2004) Black-Scholes versus artificial neural networks in pricing FTSE 100 options. International Journal of Finance & Economics, 12 (4). pp. 243-260. ISSN 1099-1158 doi: 10.1002/isaf.254

Bhatti-Sinclair, K. and Sutcliffe, C. (2013) Challenges in identifying factors which determine the placement of children in care? An international review. Child and Adolescent Social Work Journal, 30 (4). pp. 345-363. ISSN 1573-2797 doi: 10.1007/s10560-012-0293-x

Bhatti-Sinclair, K. and Sutcliffe, C. (2012) What determines the out-of-home placement of children in the USA? Children and Youth Services Review, 34 (9). pp. 1749-1755. ISSN 0190-7409 doi: 10.1016/j.childyouth.2012.05.004

Board, J. and Sutcliffe, C. (2006) Futures and forwards. In: Garrett, I. (ed.) Finance. The Blackwell Encyclopedia of Management (4). Wiley. ISBN 9781405118262

Board, J. and Sutcliffe, C. (2007) Joined-up pensions policy in the UK: an asset-liability model for simultaneously determining the asset allocation and contribution rate. In: Zenios, S. A. and Ziemba, W. (eds.) Handbook of asset and liability management: applications and case studies. Handbooks in Finance (2). Elsevier , pp. 1029-1067. ISBN 9780444528025

Board, J. and Sutcliffe, C. (2006) Program trading. In: Garrett, I. (ed.) Finance. The Blackwell Encyclopedia of Management (4). Wiley, pp. 159-160. ISBN 9781405118262

Board, J., Dufour, A., Sutcliffe, C. and Wells, S., (2006) A false perception? The relative riskiness of AIM and listed stocks. Discussion Papers. 2006-0. Discussion Paper. University of Reading, Reading. pp40.

Board, J., Sutcliffe, C. and Wells, S., (2004) Distortion or distraction: US restrictions on EU exchange trading screens. City Research Series. 3. Report. Corporation of London

Board, J., Sutcliffe, C. and Wells, S. (2002) Transparency and fragmentation: financial market regulation in a dynamic environment. Palgrave, pp320. ISBN 9780333986349

Board, J., Sutcliffe, C. and Wells, S., (2009) The impact of the Credit Crunch on the Sterling Corporate Bond market. Technical Report. Investment Management Association pp69.

Board, J., Sutcliffe, C. and Ziemba, W. (2013) Financial markets. In: Gass, S. I. and Fu, M.C. (eds.) Encyclopedia of Operations Research and Management Science. 3rd edition. Springer, Berlin. ISBN 9781441911544 (In Press)

Board, J., Sutcliffe, C. and Ziemba, W. (2013) Portfolio theory: mean-variance. In: Gass, S.I. and Fu, M.C. (eds.) Encyclopedia of Operations Research and Management Science. 3rd edition. Springer, Berlin. ISBN 9781441911544 (In Press)

Board, J., Sutcliffe, C. and Ziemba, W. T. (2003) Applying operations research techniques to financial markets. Interfaces: An International Journal of the Institute for Operations Research and the Management Sciences, 33 (2). pp. 12-24. ISSN 0092-2102 doi: 10.1287/inte.33.2.12.14465

Board, J., Wells, S., Dufour, A. and Sutcliffe, C., (2010) The LSE’s AIM market: effect on returns and trading of Canadian stocks. Report. The Task Force to Modernize Securities Legislation , Canada.

Board, J. L. G., Sutcliffe, C. M. S. and Ziemba, W. T. (2009) Operations research and finance markets. In: Floudas, C. A. and Pardalos, P. M. (eds.) Encyclopedia of Optimization. Springer-Verlag, pp. 2696-2704. ISBN 9780387747583 doi: 10.1007/978-0-387-74759-0_466

Board, J. L. G., Sutcliffe, C. M. S. and Ziemba, W. T. (2009) Portfolio selection: Markowitz mean-variance model. In: Floudas, C. A. and Pardalos, P. M. (eds.) Encyclopedia of Optimization. Springer-Verlag, pp. 2990-2996. ISBN 9780387747583 doi: 10.1007/978-0-387-74759-0_513

Bond, S. A., Hwang, S. and Marcato, G. (2012) An analysis of commercial real estate returns: an anatomy of smoothing in asset and index returns. Real Estate Economics, 40 (4). pp. 637-661. ISSN 1540-6229 doi: 10.1111/j.1540-6229.2011.00327.x

Brammer, S., Brooks, C. and Pavelin, S. (2006) Corporate social performance and stock returns: UK evidence from disaggregate measures. Financial Management, 35 (3). pp. 97-116. ISSN 1755-053X doi: 10.1111/j.1755-053X.2006.tb00149.x

Brammer, S., Brooks, C. and Pavelin, S. (2009) The stock performance of America's 100 best corporate citizens. The Quarterly Review of Economics and Finance, 49 (3). pp. 1065-1080. ISSN 1062-9769 doi: 10.1016/j.qref.2009.04.001

Brooks, C. (1998) Chaos in foreign exchange markets: a sceptical view. Computational Economics, 11 (3). pp. 265-281. ISSN 1572-9974 doi: 10.1023/A:1008650024944

Brooks, C. (2001) A Double-threshold GARCH Model for the French Franc/Deutschmark exchange rate. Journal of Forecasting, 20 (2). pp. 135-143. ISSN 1099-131X doi: 10.1002/1099-131X(200103)20:2<135::AID-FOR780>3.0.CO;2-R

Brooks, C. (1997) GARCH modelling in finance: a review of the software options. The Economic Journal, 107 (443). pp. 1271-1276. ISSN 1468-0297

Brooks, C. (2008) Introductory econometrics for finance. 2nd edition. Cambridge University Press. ISBN 9780521694681

Brooks, C. (1997) Linear and non-linear (non-)forecastability of high-frequency exchange rates. Journal of Forecasting, 16 (2). pp. 125-145. ISSN 1099-131X doi: 10.1002/(SICI)1099-131X(199703)16:2<125::AID-FOR648>3.0.CO;2-T

Brooks, C. (2006) Multivariate stochastic volatility model. In: Mills, T. C. and Patterson, K. (eds.) Palgrave handbook of econometrics: econometric theory. Palgrave MacMillan, pp. 765-783. ISBN 9781403941558

Brooks, C. (1999) Portmanteau model diagnostics and tests for nonlinearity: a comparative Monte Carlo study of two alternative methods. Computational Economics, 13 (3). pp. 249-263. ISSN 1572-9974 doi: 10.1023/A:1008666700953

Brooks, C. (1998) Predicting stock index volatility: can market volume help? Journal of Forecasting, 17 (1). pp. 59-80. ISSN 1099-131X doi: 10.1002/(SICI)1099-131X(199801)17:1<59::AID-FOR676>3.0.CO;2-H

Brooks, C. (2008) RATS handbook to accompany introductory econometrics for finance. Cambridge University Press, pp213. ISBN 9780521721684

Brooks, C. (1996) Testing for non-linearity in daily sterling exchange rates. Applied Financial Economics, 6 (4). pp. 307-317. ISSN 0960-3107 doi: 10.1080/096031096334105

Brooks, C. (1995) A measure of persistence in daily pound exchange rates. Applied Economics Letters, 2 (11). pp. 428-431. ISSN 1466-4291 doi: 10.1080/135048595356998

Brooks, C. and Burke, S. (1998) Forecasting exchange rate volatility using conditional variance models selected by information criteria. Economics Letters, 61 (3). pp. 273-278. ISSN 0165-1765 doi: 10.1016/S0165-1765(98)00178-5

Brooks, C. and Burke, S. (2002) Selecting from amongst non–nested conditional variance models: information criteria and portfolio determination. The Manchester School, 70 (6). pp. 747-767. ISSN 1467-9957 doi: 10.1111/1467-9957.00323

Brooks, C. and Chong, J. (2001) The cross-currency hedging performance of implied versus statistical forecasting models. Journal of Futures Markets, 21 (11). pp. 1043-1069. ISSN 1096-9934 doi: 10.1002/fut.2104

Brooks, C. and Garrett, I. (2002) Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets? Applied Financial Economics, 12 (1). pp. 25-31. ISSN 1466-4305 doi: 10.1080/09603100110087996

Brooks, C. and Henry, O.T. (2002) The impact of news on measures of undiversifiable risk: evidence from the UK stock market. Oxford Bulletin of Economics and Statistics, 64 (5). pp. 487-507. ISSN 1468-0084 doi: 10.1111/1468-0084.00274

Brooks, C. and Henry, Ó. T. (2000) Can portmanteau nonlinearity tests serve as general mis-specification tests? Economics Letters, 67 (3). pp. 245-251. ISSN 0165-1765 doi: 10.1016/S0165-1765(00)00212-3

Brooks, C. and Henry, Ó. T. (2000) Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia. Economic Modelling, 17 (4). pp. 497-513. ISSN 0264-9993 doi: 10.1016/S0264-9993(99)00035-8

Brooks, C. and Heravi, S. M. (1999) The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test. Computational Economics, 13 (2). pp. 147-162. ISSN 1572-9974 doi: 10.1023/A:1008612905284

Brooks, C. and Hinich, M. J. (2001) Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting. Journal of Forecasting, 20 (3). pp. 181-196. ISSN 1099-131X doi: 10.1002/1099-131X(200104)20:3<181::AID-FOR781>3.0.CO;2-R

Brooks, C. and Hinich, M. J. (1999) Cross-correlations and cross-bicorrelations in Sterling exchange rates. Journal of Empirical Finance, 6 (4). pp. 385-404. ISSN 0927-5398 doi: 10.1016/S0927-5398(99)00007-9

Brooks, C. and Hinich, M. J. (2006) Detecting intraday periodicities with application to high frequency exchange rates. Journal of the Royal Statistical Society: Series C (Applied Statistics), 55 (2). pp. 241-259. ISSN 1467-9876 doi: 10.1111/j.1467-9876.2006.00534.x

Brooks, C. and Hinich, M. J. (1998) Episodic nonstationarity in exchange rates. Applied Economics Letters, 5 (11). pp. 719-722. ISSN 1466-4291 doi: 10.1080/135048598354203

Brooks, C. and Karsaris, A. (2003) Has the UK equity bubble burst completely? Professional Investor. pp. 28-29.

Brooks, C. and Kat, H.M. (2002) The statistical properties of hedge fund index returns and their implications for investors. The Journal of Alternative Investments, 5 (2). pp. 26-44. ISSN 1520-3255 doi: 10.3905/jai.2002.319053

Brooks, C. and Kataris, A. (2002) Speculative bubbles in asset prices: hot topic or hot air? Banking 2020, 1. pp. 52-54.

Brooks, C. and Katsaris, A. (2003) Rational speculative bubbles: an empirical investigation of the London Stock Exchange. Bulletin of Economic Research, 55 (4). pp. 319-346. ISSN 1467-8586 doi: 10.1111/1467-8586.00179

Brooks, C. and Katsaris, A. (2005) Trading rules from forecasting the collapse of speculative bubbles for the S&P 500 composite index. Journal of Business, 78 (5). pp. 2003-2036. ISSN 0740-9168

Brooks, C. and Katsaris, A. (2005) A three-regime model of speculative behaviour: modelling the evolution of the S&P 500 composite index. The Economic Journal, 115 (505). pp. 767-797. ISSN 1468-0297 doi: 10.1111/j.1468-0297.2005.01019.x

Brooks, C. and Oozeer, M.C. (2002) Modelling the implied volatility of options on long gilt futures. Journal of Business Finance and Accounting, 29 (1-2). pp. 111-137. ISSN 1468-5957 doi: 10.1111/1468-5957.00426

Brooks, C. and Persand, G. (2002) Model choice and value-at-risk performance. Financial Analysts Journal, 58 (5). pp. 87-97. doi: 10.2469/faj.v58.n5.2471

Brooks, C. and Persand, G. (2001) Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects. Applied Economics Letters, 8 (3). pp. 155-158. ISSN 1466-4291 doi: 10.1080/13504850150504504

Brooks, C. and Persand, G. (2003) Volatility forecasting for risk management. Journal of Forecasting, 22 (1). pp. 1-22. ISSN 1099-131X doi: 10.1002/for.841

Brooks, C. and Persand, G. (2003) The effect of asymmetries on stock index return value-at-risk estimates. Journal of Risk Finance, 4 (2). pp. 29-42. ISSN 1526-5943 doi: 10.1108/eb022959

Brooks, C. and Persand, G. (2001) The trading profitability of forecasts of the gilt–equity yield ratio. International Journal of Forecasting, 17 (1). pp. 11-29. ISSN 0169-2070 doi: 10.1016/S0169-2070(00)00060-1

Brooks, C. and Prokopczuk, M. (2013) The dynamics of commodity prices. Quantitative Finance, 13 (4). pp. 527-542. ISSN 1469-7696 doi: 10.1080/14697688.2013.769689

Brooks, C. and Revéiz, A. (2002) A model for exchange rates with crawling bands: an application to the Colombian peso. Journal of Economics and Business, 54 (5). pp. 483-503. ISSN 0148-6195 doi: 10.1016/S0148-6195(02)00103-0

Brooks, C. and Rew, A. (2002) Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors. Computational Economics, 20 (3). pp. 151-176. ISSN 1572-9974 doi: 10.1023/A:1020945428824

Brooks, C. and Rew, A. (2002) Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates. Economic Modelling, 19 (1). pp. 65-90. ISSN 0264-9993 doi: 10.1016/S0264-9993(00)00061-4

Brooks, C. and Skinner, F. (2000) What will be the risk-free rate and benchmark yield curve following European monetary union? Applied Financial Economics, 10 (1). pp. 59-69. ISSN 0960-3107 doi: 10.1080/096031000331932

Brooks, C. and Tsolacos, S. (2008) Integration of international office markets and signal extraction. Journal of Real Estate Portfolio Management, 14 (3). pp. 351-362. ISSN 1083-5547

Brooks, C. and Tsolacos, S. (2003) International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks. Journal of Property Research, 20 (2). pp. 133-155. ISSN 1466-4453 doi: 10.1080/0959991032000109517

Brooks, C. and Tsolacos, S. (2010) Real estate modelling and forecasting. Cambridge University Press, Cambridge, pp474. ISBN 9780521873390

Brooks, C. and Tsolacos, S. (2000) Does orthogonalization really purge equity based property valuations of their general stock market influences? Applied Economics Letters, 7 (5). pp. 305-309. ISSN 1466-4291 doi: 10.1080/135048500351447

Brooks, C. and Tsolacos, S. (2000) Forecasting models of retail rents. Environment and Planning A, 32 (10). pp. 1825-1839. ISSN 0308-518X doi: 10.1068/a3332

Brooks, C. and Tsolacos, S. (2001) Forecasting real estate returns using financial spreads. Journal of Property Research, 18 (3). pp. 235-248. ISSN 1466-4453 doi: 10.1080/09599910110060037

Brooks, C. and Tsolacos, S. (2001) Linkages between property asset returns and interest rates: evidence for the UK. Applied Economics, 33 (6). pp. 711-719. ISSN 1466-4283 doi: 10.1080/00036840122812

Brooks, C. and Tsolacos, S. (1999) The impact of economic and financial factors on UK property performance. Journal of Property Research, 16 (2). pp. 139-152. ISSN 1466-4453 doi: 10.1080/095999199368193

Brooks, C., Burke, S. and Persand, G. (2001) Benchmarks and the accuracy of GARCH model estimation. International Journal of Forecasting, 17 (1). pp. 45-56. ISSN 0169-2070 doi: 10.1016/S0169-2070(00)00070-4

Brooks, C., Burke, S. P., Heravi, S. and Persand, G. (2005) Autoregressive conditional kurtosis. Journal of Financial Econometrics, 3 (3). pp. 399-421. ISSN 1479-8417 doi: 10.1093/jjfinec/nbi018

Brooks, C., Cerny, A. and Miffre, J. (2012) Optimal hedging with higher moments. Journal of Futures Markets, 32 (10). pp. 909-944. ISSN 1096-9934 doi: 10.1002/fut.20542

Brooks, C., Chow, W. and Ward, C. (2001) Can profitable trading strategies be derived from investment best-sellers? Journal of Asset Management, 2 (2). pp. 162-179. ISSN 1470-8272 doi: 10.1057/palgrave.jam.2240042

Brooks, C., Clare, A. D. and Persand, G. (2000) A word of caution on calculating market-based minimum capital risk requirements. Journal of Banking & Finance, 24 (10). pp. 1557-1574. ISSN 0378-4266 doi: 10.1016/S0378-4266(99)00092-8

Brooks, C., Clare, A. D., Dalle Molle, J. W. and Persand, G. (2005) A comparison of extreme value theory approaches for determining value at risk. Journal of Empirical Finance, 12 (2). pp. 339-352. ISSN 0927-5398 doi: 10.1016/j.jempfin.2004.01.004

Brooks, C., Clare, A.D. and Persand, G. (2002) An extreme value theory approach to calculating minimum capital risk requirements. Journal of Risk Finance, 3 (2). pp. 22-33. ISSN 1526-5943 doi: 10.1108/eb043485

Brooks, C., Clare, A.D. and Persand, G. (2002) A note on estimating market–based minimum capital risk requirements: a multivariate GARCH approach. The Manchester School, 70 (5). pp. 666-681. ISSN 1467-9957 doi: 10.1111/1467-9957.00319

Brooks, C., Davies, R. J. and Kim, S. S. (2007) Cross hedging with single stock futures. Assurances et gestion des risques, 74 (4). pp. 473-504. ISSN 1705-7299

Brooks, C., Fenton, E. M. and Walker, J. T. (2014) Gender and the evaluation of research. Research Policy, 43 (6). pp. 990-1001. ISSN 0048-7333 doi: 10.1016/j.respol.2013.12.005

Brooks, C., Garrett, I. and Hinich, M. J. (1999) An alternative approach to investigating lead-lag relationships between stock and stock index futures markets. Applied Financial Economics, 9 (6). pp. 605-613. ISSN 0960-3107 doi: 10.1080/096031099332050

Brooks, C., Henry, O.T. and Persand, G. (2002) The effect of asymmetries on optimal hedge ratios. Journal of Business, 75 (2). pp. 333-352. ISSN 0740-9168

Brooks, C., Kappou, K. , Stevenson, S. and Ward, C. (2013) The performance effects of composition changes on sector specific stock indices: The case of European listed real estate. International Review of Financial Analysis, 29. pp. 132-142. ISSN 1057-5219 doi: 10.1016/j.irfa.2013.04.002

Brooks, C., Katsaris, A., McGough, T. and Tsolacos, S. (2001) Testing for bubbles in indirect property price cycles. Journal of Property Research, 18 (4). pp. 341-356. ISSN 1466-4453 doi: 10.1080/09599910110079640

Brooks, C., Prokopczuk, M. and Wu, Y. (2013) Commodity futures prices: more evidence on forecast power, risk premia and the theory of storage. The Quarterly Review of Economics and Finance, 53 (1). pp. 73-85. ISSN 1062-9769 doi: 10.1016/j.qref.2013.01.003

Brooks, C., Rew, A. G. and Ritson, S. (2001) A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100. International Journal of Forecasting, 17 (1). pp. 31-44. ISSN 0169-2070 doi: 10.1016/S0169-2070(00)00062-5

Brooks, C., Tsolacos, S. and Lee, S. (2000) The cyclical relations between traded property stock prices and aggregate time-series. Journal of Property Investment & Finance, 18 (6). pp. 540-564. ISSN 1463-578X doi: 10.1108/14635780010357532

C

Canivet, G., Andenas, M. and Fairgrieve, D., eds. (2004) Comparative law before the courts. British Institute of International and Comparative Law, pp356. ISBN 9780903067621

Canivet, G., Andenas, M. and Fairgrieve, D., eds. (2006) Independence, accountability and the judiciary. British Institute of International and Comparative Law, London, pp492. ISBN 9780903067645

Castle, J. L., Clements, M. P. and Hendry, D. F. (2013) Forecasting by factors, by variables, by both or neither? Journal of Econometrics, 177 (2). pp. 305-319. ISSN 0304-4076 doi: 10.1016/j.jeconom.2013.04.015

Chen, F. and Sutcliffe, C. (2012) Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures. European Journal of Finance, 18 (6). pp. 575-595. ISSN 1466-4364 doi: 10.1080/1351847X.2011.620253

Chen, F. and Sutcliffe, C. (2012) Pricing and hedging short sterling options using artificial neural networks. Intelligent Systems in Accounting, Finance and Management, 19 (2). pp. 128-149. ISSN 1099-1174 doi: 10.1002/isaf.336

Chen, Z. and Daigler, R. T. (2008) An examination of the complementary volume–volatility information theories. The Journal of Futures Markets, 28 (10). pp. 963-992. ISSN 1096-9934 doi: 10.1002/fut.20344

Chen, Z., Daigler, R. T. and Parhizgari, A. M. (2006) Persistence of volatility in futures markets. Journal of Futures Markets, 26 (6). pp. 571-594. ISSN 1096-9934 doi: 10.1002/fut.20210

Chi, J. and Padgett, C. (2006) Operating performance and its relationship to market performance of Chinese initial public offerings. Chinese Economy, 39 (5). pp. 28-50. ISSN 1097-1475 doi: 10.2753/CES1097-1475390502

Chi, J. and Padgett, C. (2005) Short-run underpricing and its characteristics in Chinese initial public offering (IPO) markets. Research in International Business and Finance, 19 (1). pp. 71-93. ISSN 0275-5319 doi: 10.1016/j.ribaf.2004.10.004

Chi, J. and Padgett, C. (2005) The performance and long-run characteristics of the Chinese IPO market. Pacific Economic Review, 10 (4). pp. 451-469. ISSN 1361-374X doi: 10.1111/j.1468-0106.2005.00285.x

Clements, M. (2012) Do professional forecasters pay attention to data releases? International Journal of Forecasting, 28 (2). pp. 297-308. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2011.09.001

Clements, M. (2012) Forecasting US output growth with non-linear models in the presence of data uncertainty. Studies in nonlinear dynamics & econometrics, 16 (1). pp. 1-25. ISSN 1558-3708 doi: 10.1515/1558-3708.1865

Clements, M. (2009) Internal consistency of survey respondents' forecasts: Evidence based on the Survey of Professional Forecasters. In: Castle , J. L. and Shephard, N. (eds.) The Methodology and Practice of Econometrics. A Festschrift in Honour of David F. Hendry. Oxford University Press, pp. 206-226. ISBN 9780199237197

Clements, M. (2014) Probability distributions or point predictions? Survey forecasts of US output growth and inflation. International Journal of Forecasting, 30 (1). pp. 99-117. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2013.07.010

Clements, M. (2013) US inflation expectations and heterogeneous loss functions, 1968-2010. Journal of Forecasting. ISSN 1099-131X (In Press)

Clements, M. and Galvao, A.B. (2013) Forecasting with vector autoregressive models of data vintages: US output growth and inflation. International Journal of Forecasting, 29 (4). pp. 698-714. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2011.09.003

Clements, M. and Galvao, A.B. (2013) Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions. Journal of Applied Econometrics, 28 (3). pp. 458-477. ISSN 1099-1255 doi: 10.1002/jae.2274

Clements, M. and Hendry, D. (2001) Explaining the results of the M3 forecasting competition (Part of Commentaries on the M3-Competition). International Journal of Forecasting, 17. pp. 550-554. ISSN 0169-2070

Clements, M. and Hendry, D. (1998) Forecasting Economic Time Series. Cambridge University Press . ISBN 978-0521634809

Clements, M. and Hendry, D. (2011) Forecasting from mis-specified models in the presence of unanticipated location shifts. In: Clements, M. and Hendry, D. (eds.) The Oxford Handbook of Economic Forecasting. OUP USA, p. 271. ISBN 9780195398649

Clements, M. and Hendry, D. (1999) Forecasting non-stationary economic time series. MIT, pp392. ISBN 9780262531894

Clements, M. and Hendry, D. (2006) Forecasting with breaks. In: Elliot, G., Granger , C.W.J. and Timmermann, A. (eds.) Handbook of Economic Forecasting, Volume 1. North Holland, pp. 605-651. ISBN 9780444513953

Clements, M. and Hendry, D. (2001) An historical perspective on forecast errors. National Institute Economic Review, 177. pp. 70-82. doi: 10.1177/002795010117700109

Clements, M. and Hendry, J. (2001) Forecasting with difference and trend stationary models. Econometrics Journal, 4. pp. 1-19. ISSN 1368-423X doi: 10.1111/1368-423X.00050

Clements, M. and Hendry, J. (2002) A companion to economic forecasting. Blackwell Companions to Contemporary Economics (Book 7). Wiley-Blackwell, Massachusetts USA, pp616. ISBN 9780631215691

Clements, M. and Krolzig, H.-M. (2004) Can regime switching models reproduce the business cycle features of US aggregate consumption, investment and output? International Journal of Finance & Economics, 9 (1). pp. 1-14. ISSN 1099-1158 doi: 10.1002/ijfe.231

Clements, M. and Smith, J. (2001) Evaluating forecasts from SETAR models of exchange rates. Journal of International Money and Finance, 20. pp. 133-148. ISSN 0261-5606 doi: 10.1016/S0261-5606(00)00039-5

Clements, M. and Smith, J. (2000) Evaluating the forecast densities of linear and non-linear models: applications to output growth and unemployment. Journal of Forecasting, 19 (4). pp. 255-276. ISSN 1099-131X doi: 10.1002/1099-131X(200007)19:4<255::AID-FOR773>3.0.CO;2-G

Clements, M. and Taylor, N. (2001) Bootstrapping prediction intervals for autoregressive models. International Journal of Forecasting. , 17 (2). pp. 247-267. ISSN 0169-2070 doi: 10.1016/S0169-2070(00)00079-0

Clements, M. and Taylor, N. (2001) Robust evaluation of fixed-event forecast rationality. Journal of Forecasting, 20. pp. 285-295. ISSN 1099-131X doi: 10.1002/for.806

Clements, M., Joutz, F. and Stekler, H. O. (2007) An evaluation of the forecasts of the Federal Reserve: A pooled approach. Journal of Applied Econometrics, 22 (1). pp. 121-136. ISSN 1099-1255 doi: 10.1002/jae.954

Clements, M. P. (2009) Comments on “Forecasting economic and financial variables with global VARs”. International Journal of Forecasting, 25 (4). pp. 680-683. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2009.05.007

Clements, M. P. (2008) Consensus and uncertainty: using forecast probabilities of output declines. International Journal of Forecasting, 24 (1). pp. 76-86. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2007.06.003

Clements, M. P. (2005) Evaluating econometric forecasts of economic and financial variables. Palgrave Texts in Econometrics. Palgrave Macmillan, Basingstoke, pp186. ISBN 9781403941572

Clements, M. P. (2004) Evaluating the Bank of England density forecasts of inflation. The Economic Journal, 114 (498). pp. 844-866. ISSN 1468-0297 doi: 10.1111/j.1468-0297.2004.00246.x

Clements, M. P. (2006) Evaluating the Survey of Professional Forecasters probability distributions of expected inflation based on derived event probability forecasts. Empirical Economics, 31 (1). pp. 49-64. ISSN 0377-7332 doi: 10.1007/s00181-005-0014-9

Clements, M. P. (2010) Explanations of the inconsistencies in survey respondents' forecasts. European Economic Review, 54 (4). pp. 536-549. ISSN 0014-2921 doi: 10.1016/j.euroecorev.2009.10.003

Clements, M. P. (2003) Some possible directions for future research. International Journal of Forecasting , 19 (1). pp. 1-3. ISSN 0169-2070 doi: 10.1016/S0169-2070(02)00037-7

Clements, M. P. (2011) An empirical investigation of the effects of rounding on the SPF probabilities of decine and output growth histograms. Journal of Money, Credit and Banking, 43 (1). pp. 207-220. ISSN 1538-4616 doi: 10.1111/j.1538-4616.2010.00371.x

Clements, M. P. and Galvao, A. B. (2010) First announcements and real economic activity. European Economic Review, 54 (6). pp. 803-817. ISSN 0014-2921 doi: 10.1016/j.euroecorev.2009.12.010

Clements, M. P. and Galvao, A. B. (2009) Forecasting US output growth using leading indicators: an appraisal using MIDAS models. Journal of Applied Econometrics, 24 (7). pp. 1187-1206. ISSN 1099-1255 doi: 10.1002/jae.1075

Clements, M. P. and Galvao, A. B. (2012) Improving real-time estimates of output and inflation gaps with multiple-vintage models. Journal of Business and Economic Statistics, 30 (4). pp. 554-562. ISSN 0735-0015 doi: 10.1080/07350015.2012.707588

Clements, M. P. and Galvao, A. B. (2004) A comparison of tests of non-linear cointegration with an application to the predictability of US interest rates using the term structure. International Journal of Forecasting, 20 (2). pp. 219-236. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2003.09.001

Clements, M. P. and Galvao, A. B. C. (2002) Conditional mean functions of non-linear models of US output. Empirical Economics, 27 (4). pp. 569-586. ISSN 1435-8921 doi: 10.1007/s001810100103

Clements, M. P. and Galvao, A. B. C. (2003) Testing the expectations theory of the term structure in threshold models. Macroeconomic Dynamics, 7 (4). pp. 567-585. ISSN 1365-1005 doi: 10.1017/S1365100502020163

Clements, M. P. and Galvão, A. B. (2008) Macroeconomic forecasting with mixed-frequency data: forecasting output growth in the United States. Journal of Business and Economic Statistics, 26 (4). pp. 546-554. ISSN 0735-0015 doi: 10.1198/073500108000000015

Clements, M. P. and Gãlvao, A.B. (2006) Combining predictors & combining information in modelling: forecasting US recession probabilities and output growth. In: Milas, C., Rothman, P. A., van Dijk, D. and Wildasin, D. E. (eds.) Non-linear Time Series Analysis of Business Cycles. Contributions to Economic Analysis, 276. Elsevier Science, pp. 57-73. ISBN 978444518385

Clements, M. P. and Harvey, D. I. (2011) Combining probability forecasts. International Journal of Forecasting, 27 (2). pp. 208-223. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2009.12.016

Clements, M. P. and Harvey, D. I. (2009) Forecast combination and encompassing. In: Mills, T.C. and Patterson, K. (eds.) Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics. Palgrave Macmillan, London, pp. 169-198. ISBN 9781403917997

Clements, M. P. and Harvey, D. I. (2010) Forecast encompassing tests and probability forecasts. Journal of Applied Econometrics, 25 (6). pp. 1028-1062. ISSN 1099-1255 doi: 10.1002/jae.1097

Clements, M. P. and Hendry, D. (2002) Explaining forecast failure in macroeconomics. In: Clements, M. P. and Hendry, D. (eds.) A Companion to Economic Forecasting. Blackwells, pp. 539-571. ISBN 9780631215691

Clements, M. P. and Hendry, D. (2002) An overview of economic forecasting. In: Clements, M. P. and Hendry, D. (eds.) A Companion to Economic Forecasting. Blackwells, pp. 1-18. ISBN 9781405126236

Clements, M. P. and Hendry, D. F. (2005) Evaluating a model by forecast performance. Oxford Bulletin of Economics and Statistics, 67 (Suppl.S1). pp. 931-956. ISSN 1468-0084 doi: 10.1111/j.1468-0084.2005.00146.x

Clements, M. P. and Hendry, D. F. (2008) Forecasting annual UK inflation using an econometric model over 1875-1991. In: Rapach, D.E. and Wohar, M.E. (eds.) Forecasting in the Presence of Structural Breaks and Model Uncertainty. Frontiers of Economics and Globalization. Emerald Publishing, pp. 3-39. ISBN 9780444529428 doi: 10.1016/S1574-8715(07)00201-1

Clements, M. P. and Hendry, D. F. (2005) Guest editors' introduction: information in economic forecasting. Oxford Bulletin of Economics and Statistics, 67 (Suppl. S1). pp. 713-753. ISSN 1468-0084 doi: 10.1111/j.1468-0084.2005.00139.x

Clements, M. P. and Hendry, D. F. (2002) Modelling methodology and forecast failure. Econometrics Journal, 5 (2). pp. 319-344. ISSN 1368-423X doi: 10.1111/1368-423X.00086

Clements, M. P. and Hendry, D. F., eds. (2011) The Oxford handbook of economic forecasting. OUP USA, pp624. ISBN 9780195398649

Clements, M. P. and Hendry, J. F. (2008) Economic forecasting in a changing world. Capitalism and Society, 3 (2). ISSN 1932-0213 doi: 10.2202/1932-0213.1039

Clements, M. P. and Kim, J.H. (2007) Bootstrap prediction intervals for autoregressive time series. Computational Statistics and Data Analysis, 51 (7). pp. 3580-3594. ISSN 0167-9473 doi: 10.1016/j.csda.2006.09.012

Clements, M. P. and Krolzig, H.-M. (2003) Business cycle asymmetries: characterisation and testing based on Markov-switching autoregressions. Journal of Business and Economic Statistics, 21 (1). pp. 196-211. ISSN 0735-0015 doi: 10.1198/073500102288618892

Clements, M. P. and Sensier, M. (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, 50 (4). pp. 359-374. ISSN 1467-9485 doi: 10.1111/1467-9485.5004001

Clements, M. P. and Smith, J. (2002) Evaluating multivariate forecast densities: a comparison of two approaches. International Journal of Forecasting, 18 (3). pp. 397-407. ISSN 0169-2070 doi: 10.1016/S0169-2070(01)00126-1

Clements, M. P. and Taylor, N. (2003) Evaluating interval forecasts of high-frequency financial data. Journal of Applied Econometrics, 18 (4). pp. 445-456. ISSN 1099-1255 doi: 10.1002/jae.703

Clements, M. P. and Witt, R. (2005) Forecasting aggregate quarterly crime series. The Manchester School, 73 (6). pp. 709-727. ISSN 1467-9957 doi: 10.1111/j.1467-9957.2005.00473.x

Clements, M. P., Franses, P. H. and Swanson, N. R. (2004) Forecasting economic and financial time series with non-linear models. International Journal of Forecasting, 20 (2). pp. 169-183. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2003.10.004

Clements, M. P., Franses, P. H., Smith, J. and van Dijk, D. (2003) On SETAR non-linearity and forecasting. Journal of Forecasting, 22 (5). pp. 359-375. ISSN 1099-131X doi: 10.1002/for.863

Clements, M. P., Galvao, A. B. and Kim, J. H. (2008) Quantile forecasts of daily exchange rate returns from forecasts of realized volatility. Journal of Empirical Finance, 15 (4). pp. 729-750. ISSN 0927-5398 doi: 10.1016/j.jempfin.2007.12.001

Clements, M. P., Milas, C. and van Dijk, D. (2009) Forecasting returns and risk in financial markets using linear and nonlinear models. International Journal of Forecasting, 25 (2). pp. 215-217. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2009.01.003

Coro, F., Dufour, A. and Varotto, S. (2013) Credit and liquidity components of corporate CDS spreads. Journal of Banking & Finance, 37 (12). pp. 5511-5525. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2013.07.010

Curry, A. and Bell, A., eds. (2011) Waging war in the fourteenth century. Journal of Medieval History, 37 (3). Elsevier.

Curry, A. and Bell, A. R., eds. (2011) Soldiers, weapons & armies in the fifteenth century. Journal of Medieval Military History, 9. Boydell and Brewer, pp212. ISBN 9781843836681

Curry, A., Bell, A., Chapman, A., King, A. and Simpkin, D. (2010) Languages in the military profession in later Medieval England. In: Ingham, R. (ed.) The Anglo-Norman language and its contexts. Boydell and Brewer, Woodbridge, pp. 74-93. ISBN 9781903153307

Curry, A., Bell, A. R., King, A. and Simpkin, D. (2010) New regime, new army? Henry IV's Scottish expedition of 1400. The English Historical Review, CXXV (517). pp. 1382-1413. ISSN 0013-8266 doi: 10.1093/ehr/ceq343

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Darbha, M. and Dufour, A. (2013) Microstructure of the Euro-area government bond market. In: Baker, H. K. and Kiymaz, H. (eds.) Market microstructure in emerging and developed markets. Robert W. Kolb series in finance. John Wiley , Hoboken. ISBN 9781118278444 (In Press)

Daripa, A. and Varotto, S. (2010) Ex ante versus ex post regulation of bank capital. In: Blenman, L. P., Black, H. A. and Kane, E. J. (eds.) Banking and capital markets: new international perspectives. World scientific publishing company, Singapore, pp. 29-58. ISBN 9789814273602

Davies, R. (2003) The Toronto Stock Exchange preopening session. Journal of Financial Markets, 6 (4). pp. 491-516. ISSN 1386-4181 doi: 10.1016/S1386-4181(02)00018-6

Davies, R., Dufour, A. and Scott-Quinn, B., (2003) Building a competitive and efficient European financial market. Report. European Capital Markets Institute, Brussels. pp103.

Davies, R., Dufour, A. and Scott-Quinn, B. (2006) The MiFID: competition in a new European equity market regulatory structure. In: Ferrarini, G. and Wymeersch, E. (eds.) Investor Protection in Europe: Corporate Law Making, The MiFID and Beyond. Oxford University Press. ISBN 9780199202911

Drage, S. and Varotto, S. (2010) Country bias detection in postgraduate student admissions. International Journal of Management Education, 8 (3). pp. 95-106. ISSN 1472-8117 doi: 10.3794/ijme.83.260

Dufour, A. and Engle, R. F. (2000) Time and the price impact of a trade. Journal of Finance, 55 (6). 2467-2498 . ISSN 0022-1082 doi: 10.1111/0022-1082.00297

Dufour, A. and Nguyen, M. (2012) Permanent trading impacts and bond yields. European Journal of Finance, 18 (9). pp. 841-864. ISSN 1466-4364 doi: 10.1080/1351847X.2011.601639

Dupoyet, B., Daigler, R. T. and Chen, N. (2011) A simplified pricing model for volatility futures. The Journal of Futures Markets, 31 (4). pp. 307-339. ISSN 1096-9934 doi: 10.1002/fut.20471

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Fanone, E., Gamba, A. and Prokopczuk, M. (2013) The case of negative day-ahead electricity prices. Energy Economics, 35. pp. 22-34. ISSN 0140-9883

Favato, G., (2008) Consortium strategy: stretching the limits of hostile takeovers. Working Paper. Social Science Research Network (SSRN) pp11.

Favato, G. (2009) Consortium stretches the limits of hostile takeover. In: Bonham, A. and Langdon, K. (eds.) Finance. Fast track to success. Pearson Education Limited, Harlow, pp. 112-114. ISBN 9780273721789

Favato, G. (2009) Hypolipidemic agents in chronic therapy: a compliance study in the Italian ASSET cohort (INV-70). In: 2nd Pharmscifair, 8-12 Jun, Nice, France.

Favato, G. (2009) Long term sustainability of SSN pharmaceutical coverage in Italy: a twenty year outlook (2005-2025). In: III Congresso Nazionale SITeCS, Naples, Italy.

Favato, G., (2008) Relevance of real options to corporate investment decisions. Working Paper. Social Science Research Network (SSRN) pp20.

Favato, G. (2008) Rilevanza delle variazioni demografiche di farmaco-utilizzazione per il governo della spesa farmaceutica pubblica. Giornale Italiano di Farmacoeconomia e Farmacoutilizzazione, 1 (2). pp. 22-28. ISSN 1974-4633

Favato, G. (2009) Value drivers of corporate deals. In: Bonham, A. and Langdon, K. (eds.) Finance. Fast track to success. Pearson Education Limited, Harlow, pp. 131-132. ISBN 9780273721789

Favato, G. and Mills, R. (2007) Identifying best practices in cost management. Henley Manager Update, 18 (3). pp. 43-52. ISSN 1745-7866

Favato, G. and Mills, R.W. (2006) Challenging conventional wisdom in R&D. Henley Manager Update, 18 (1). pp. 55-64. ISSN 1745-7866

Favato, G. and Print, C. (2008) Corporate finance decisions in volatile economic times. iUniverse. ISBN 9780595524136

Favato, G. and Print, C. (2008) Real investment options: a case illustration. Management Online Review. pp. 1-12. ISSN 1996-3300

Favato, G., Mariani, P., Mills, R.W., Capone, A., Pelagatti, M., Pieri, V., Marcobelli, A., Trotta, M., Zucchi, A. and Catapano, A. (2007) ASSET (Age/Sex Standardised Estimates of Treatment): a research model to improve the governance of prescribing funds in Italy. PLoS ONE, 2 (7). e592. ISSN 1932-6203 doi: 10.1371/journal.pone.0000592

Favato, G., Mariani, P., Print, C., Capone, A., Pelagatti, M., Pieri, V., Marcobelli, A., Tragni, E., Trotta, M.G., Zucchi, A. and Catapano, A.L. (2008) Effetto dei fabbisogni terapeutici sesso ed età correlati sui costi di prescrizione nella medicina generale: Il modello di analisi ASSET (Age and sex standardised estimates of treatment). PharmacoEconomics - Italian Research Articles, 10 (2). pp. 89-98. ISSN 2035-6137 doi: 10.2165/00136178-200810020-00003

Favato, G., Mariani, P., Print, C., Capone, A., Pelagatti, M., Pieri, V., Marcobelli, A., Tragni, E., Trotta, M.G., Zucchi, A. and Catapano, A.L., (2008) Knowledge-based governance can improve the elderly population's equity of access to public pharmaceutical funding: the ASSET (age/sex standardised estimates of treatment) research model. Working Paper. Social Science Research Network (SSRN) pp9.

Favato, G., Mills, R.W. and Pieri, V. (2007) Analisi costo-efficacia del programma di vaccinazione anti-HPV in Italia: il modello multi-coorte Markov. Farmaci: Aggiornamenti per il medico pratico, 31 (Supp. 2). pp. 1-14.

Favato, G., Mills, R.W. and Weinstein, B. (2007) Estimating the cost of clinical innovation: parametric analysis of late stage pharmaceutical R&D. International Journal of Technology Intelligence and Planning, 3 (3). pp. 233-245. ISSN 1740-2840 doi: 10.1504/IJTIP.2007.015771

Favato, G., Print, C., Mills, R. and Weinstein, B., (2008) Estimating the direct costs of developing new drugs. Working Paper. Henley Management College, Henley on Thames. ISBN 9781861612933

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Goergen, M., Khurshed, A. and Mudambi, R. (2007) The long-run performance of UK IPOs: can it be predicted? Managerial Finance, 33 (6). pp. 401-419. ISSN 0307-4358 doi: 10.1108/03074350710748759 (special issue 'Initial public offerings (IPOs)')

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Hendershott, P.H. and Ward, C. (2003) Valuing and pricing retail leases with renewal and overage options. Journal of Real Estate Finance and Economics, 26 (2-3). pp. 223-240. ISSN 1573-045X doi: 10.1023/A:1022982809636

Hendershott, P.H., Hendershott, R.J. and Ward, C. (2003) Corporate equity and commercial property market 'bubbles'. Urban Studies, 40 (5-6). pp. 993-1009. ISSN 1360-063X doi: 10.1080/0042098032000074281

Hendry, D. F. and Clements, M. P. (2003) Economic forecasting: some lessons from recent research. Economic Modelling, 20 (2). pp. 301-329. ISSN 0264-9993 doi: 10.1016/S0264-9993(02)00055-X

Hendry, D. F. and Clements, M. P. (2004) Pooling of forecasts. Econometrics Journal, 7 (1). pp. 1-31. ISSN 1368-423X doi: 10.1111/j.1368-423X.2004.00119.x

Hendry, D. and Clements, M. (2000) Economic forecasting in the face of structural breaks. In: Holly, S. and Weale, M. (eds.) Econometric Modelling: Techniques and Applications. Cambridge University Press , pp. 3-37. ISBN 9780521650694

Hoepner, A. and Unerman, J. (2012) Explicit and implicit subject bias in the ABS journal quality guide. Accounting Education, 21 (1). pp. 5-13. ISSN 0963-9284 doi: 10.1080/09639284.2011.651291

Hoepner, A., Rammal, H. and Rezec, M. (2011) Islamic mutual funds' financial performance and international investment style: evidence from 20 countries. European Journal of Finance, 17 (9/10). pp. 829-850. ISSN 1466-4364 doi: 10.1080/1351847X.2010.538521

Hoepner, A. G. F., Kant, B., Scholtens, B. and Yu, P.-S. (2012) Environmental and ecological economics in the 21st century: an age adjusted citation analysis of the influential articles, journals, authors and institutions. Ecological Economics, 77. pp. 193-206. ISSN 0921-8009 doi: 10.1016/j.ecolecon.2012.03.002

Hoepner, A. G. F., de Aguiar, T. R. S. and Majithia, R. (2014) The level of compliance with the International Code of marketing of breast-milk substitutes: does it matter to stock markets? Journal of Business Ethics, 119 (3). pp. 329-348. ISSN 1573-0697 doi: 10.1007/s10551-013-1625-2

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Kaeck, A. and Alexander, C. (2013) Stochastic volatility jump-diffusions for European equity index dynamics. European Financial Management, 19 (3). pp. 470-496. ISSN 1468-036X doi: 10.1111/j.1468-036X.2010.00613.x

Kappou, K., Brooks, C. and Ward, C. (2010) The S&P500 index effect reconsidered: evidence from overnight and intraday stock price performance and volume. Journal of Banking & Finance, 34 (1). pp. 116-126. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2009.07.008

Kappou, K., Brooks, C. and Ward, C. (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, 22 (3). pp. 325-350. ISSN 0275-5319 doi: 10.1016/j.ribaf.2007.12.001

Kou, J. and Varotto, S. (2008) Timeliness of spread implied ratings. European Financial Management, 14 (3). pp. 503-527. ISSN 1468-036X doi: 10.1111/j.1468-036X.2007.00362.x

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Lederman, W., Alexander, C. and Ledermann, D. (2011) Random orthogonal matrix simulation. Linear Algebra and its Applications, 434 (6). pp. 1444-1467. ISSN 0024-3795 doi: 10.1016/j.laa.2010.10.023

Li, X., Brooks, C. and Miffre, J. (2009) Low-cost momentum strategies. Journal of Asset Management, 9 (6). pp. 366-379. ISSN 1470-8272 doi: 10.1057/jam.2008.28

Li, X., Brooks, C. and Miffre, J. (2009) The value premium and time-varying volatility. Journal of Business Finance and Accounting, 36 (9-10). pp. 1252-1272. ISSN 1468-5957 doi: 10.1111/j.1468-5957.2009.02163.x

Li, X., Miffre, J., Brooks, C. and O'Sullivan, N. (2008) Momentum profits and time-varying unsystematic risk. Journal of Banking & Finance, 32 (4). pp. 541-558. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2007.03.014

Lizieri, C., Marcato, G., Ogden, P. and Baum, A. (2010) Pricing inefficiencies in private real estate markets using total return swaps. Journal of Real Estate Finance and Economics, 45 (3). pp. 774-803. ISSN 1573-045X doi: 10.1007/s11146-010-9268-x

Lizieri, C. M., McAllister, P. and Ward, C. (2003) Continental shift? An analysis of convergence trends in European real estate equities. Journal of Real Estate Reseach, 25 (1). pp. 1-22.

Lizieri, C. M., McAllister, P. and Ward, C., (2003) Monetary integration and real estate markets: an investigation of the impact of the introduction of a single currency on real estate performance. Working Papers in Real Estate & Planning. 12/03. Working Paper. University of Reading, Reading. pp39.

M

Mackenzie, E., McLaughlin, J., Moore, A. and Rogers, K. (2009) Digitising the Middle Ages: the experience of the 'Lands of the Normans' project. International Journal of Humanities and Arts Computing, 3 (1-2). pp. 127-142. ISSN 1755-1706 doi: 10.3366/ijhac.2009.0012

Maitland-Smith, J. K. and Brooks, C. (1999) Threshold autoregressive and Markov switching models: an application to commercial real estate. Journal of Property Research, 16 (1). pp. 1-19. ISSN 1466-4453 doi: 10.1080/095999199368238

Mamarbachi, R., Day, M. and Favato, G., (2008) Art as an alternative investment asset. Working Paper. Social Science Research Network (SSRN) pp22.

Mamarbachi, R., Day, M. and Favato, G. (2009) Evaluating art as an alternative investment asset. Journal of Financial Transformation, 24. pp. 61-71. ISSN 1755-361X

Marcato, G. and Tira, G. (2011) European CMBS pricing: bond, mortgage and real estate characteristics. Journal of Portfolio Management, 37 (5). pp. 137-153. ISSN 0095-4918 doi: 10.3905/jpm.2011.37.5.137

Marcato, G. and Ward, C. (2007) Back from beyond the bid-ask spread: estimating liquidity in international markets. Real Estate Economics, 35 (4). pp. 597-620. ISSN 1080-8620 doi: 10.1111/j.1540-6229.2007.00202.x

McCann, P. and Ward, C. (2004) Real estate rental payments: application of stock-inventory modeling. Journal of Real Estate Finance and Economics, 28 (2/3). pp. 273-292. ISSN 1573-045X doi: 10.1023/B:REAL.0000011157.78122.6c

Mennini, F. S., Costa, S., Favato, G. and Picardo, M. (2009) Anti-HPV vaccination: a review of recent economic data for Italy. Vaccine, 27 (1). A54-A61. ISSN 0264-410X doi: 10.1016/j.vaccine.2009.02.052

Miffre, J. and Brooks, C. (2013) Do long-short speculators destabilize commodity futures markets? International Review of Financial Analysis, 30. pp. 230-240. ISSN 1057-5219 doi: 10.1016/j.irfa.2013.09.002

Miffre, J., Brooks, C. and Li, X. (2013) Idiosyncratic volatility and the pricing of poorly-diversified portfolios. International Review of Financial Analysis, 30. pp. 78-85. ISSN 1057-5219 doi: 10.1016/j.irfa.2013.05.007

Mills, R. (2005) Assessing growth estimates in IPO valuations: a case study. Journal of Applied Corporate Finance, 17 (1). pp. 73-78. ISSN 1745-6622 doi: 10.1111/j.1745-6622.2005.021_1.x

Mills, R. (2004) Behavioural finance. Henley Manager Update, 15 (4). pp. 35-46. ISSN 1745-7866

Mills, R. (2005) Brand valuation. Henley Manager Update, 16 (3). pp. 3-7. ISSN 1745-7866

Mills, R. (2006) Challenges in value and risk management. Henley Manager Update, 17 (3). pp. 1-10. ISSN 1745-7866

Mills, R. (2003) Country risk and the cost of capital. Henley Manager Update, 15 (2). pp. 36-46. ISSN 1745-7866

Mills, R. (2003) Developments in e-finance and e-banking. Henley Manager Update, 14 (3). pp. 35-45. ISSN 1745-7866

Mills, R. (2006) Emerging trends in mergers and acquisitions. Henley Manager Update, 18 (1). pp. 27-38. ISSN 1745-7866

Mills, R. (2004) Euro zone and the development of the corporate debt market. Henley Manager Update, 16 (2). pp. 5-13. ISSN 1745-7866

Mills, R. (2002) Finance and the revolution in corporate risk management. Henley Manager Update, 14 (2). pp. 36-46. ISSN 1745-7866

Mills, R. (2005) Financial reporting and financial economics draw closer. Henley Manager Update, 16 (4). pp. 5-15. ISSN 1745-7866

Mills, R. (2005) Is there a pensions crisis? Henley Manager Update, 17 (1). pp. 1-12. ISSN 1745-7866

Mills, R. (2002) Life after Enron. Henley Manager Update, 13 (4). pp. 35-46. ISSN 1745-7866

Mills, R. (2002) Mergers and acquisitions. Henley Manager Update, 13 (3). pp. 32-42. ISSN 1745-7866

Mills, R. (2003) Mergers and acquisitions: recovery in M & A activity? Henley Manager Update, 15 (3). pp. 35-46. ISSN 1745-7866

Mills, R. (2006) People value and that elusive human factor. Henley Manager Update, 17 (4). pp. 1-10. ISSN 1745-7866

Mills, R. (2003) Raising equity finance. Henley Manager Update, 14 (4). pp. 36-46. ISSN 1745-7866

Mills, R. (2005) Real options. Henley Manager Update, 17 (2). pp. 1-12. ISSN 1745-7866

Mills, R. (2004) Shares or bonds for long-term returns? Henley Manager Update, 16 (1). pp. 2-11. ISSN 1745-7866

Mills, R. (2001) Stock returns and the cost of equity. Henley Manager Update, 13 (1). pp. 36-46. ISSN 1745-7866

Mills, R. (2003) Vaule based management (VBM): time to refine or time to move on? Henley Manager Update, 15 (1). pp. 33-46. ISSN 1745-7866

Mills, R. and Print, C. (2007) Business finance and accounting for managers. Value Focus Group, Oxford, pp435. ISBN 9781906156008

Mills, R., Peksyk, M. and Weinstein, W.L. (2006) Sharpening the tools of country risk analysis. Journal of Financal Risk Management, 3 (4). pp. 7-22.

Mills, R., Weinstein, B. and Favato, G. (2006) Using scenario thinking to make real options relevant to managers: a case illustration. Journal of General Management, 31 (3). pp. 49-74. ISSN 0306-3070

Mills, R.W. (2007) Sustainability, regulation and reverse logistics. Henley Manager Update, 18. pp. 21-28. ISSN 1745-7866

Moore, A. K. (2010) The loss of Normandy and the invention of Terre Normannorum, 1204. English Historical Review, 125 (516). pp. 1071-1109. ISSN 0013-8266 doi: 10.1093/ehr/ceq273

Moore, T. (2013) 'Score it upon my taille': the use (and abuse) of tallies by the medieval Exchequer. Reading Medieval Studies, 39. pp. 1-18. ISSN 950-3129

Moore, T. M. (2012) The cost-benefit analysis of a fourteenth-century naval campaign: Margate/Cadzand, 1387. In: Gorski, R. (ed.) Roles of the sea in medieval England. Boydell and Brewer, Woodbridge, pp. 103-124. ISBN 9781843837015

N

Nickell, P., Perraudin, W. and Varotto, S. (2007) Ratings-based credit risk modelling: an empirical analysis. International Review of Financial Analysis, 16 (5). pp. 434-451. ISSN 1057-5219 doi: 10.1016/j.irfa.2007.06.003

Nneji, O., Brooks, C. and Ward, C. (2013) Commercial real estate and equity market bubbles: are they contagious to REITs? Urban Studies, 50 (12). pp. 2496-2516. ISSN 1360-063X doi: 10.1177/0042098013477700

Nneji, O., Brooks, C. and Ward, C. (2013) Intrinsic and rational speculative bubbles in the U.S. housing market 1960-2011. Journal of Real Estate Research, 35 (2). pp. 121-151. ISSN 0896-5803

Nneji, O., Brooks, C. and Ward, C. W.R. (2013) House price dynamics and their reaction to macroeconomic changes. Economic Modelling, 32. pp. 172-178. ISSN 0264-9993 doi: 10.1016/j.econmod.2013.02.007

O

Oikonomou, I., Brooks, C. and Pavelin, S. (2014) The effects of corporate social performance on the cost of corporate debt and credit ratings. Financial Review, 49 (1). pp. 49-75. ISSN 1540-6288 doi: 10.1111/fire.12025

Oikonomou, I., Brooks, C. and Pavelin, S. (2013) The financial effects of uniform and mixed corporate social performance. Journal of Management Studies. ISSN 1467-6486 doi: 10.1111/joms.12064

Oikonomou, I., Brooks, C. and Pavelin, S. (2012) The impact of corporate social performance on financial risk and utility: a longitudinal analysis. Financial Management, 41 (2). pp. 483-515. ISSN 1755-053X doi: 10.1111/j.1755-053X.2012.01190.x

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Padgett, C. (2013) Corporate governance and supervision: from Basel II to Basel III. In: Archer, S. and Abdel Karim, F. (eds.) Islamic finance: the new regulatory challenge. Wiley, Singapore, pp. 401-414. ISBN 9781118247044

Padgett, C. (2011) Corporate governance: theory and practice. Palgrave Macmillan, Basingstoke, pp240. ISBN 9780230229990

Paschke, R. and Prokopczuk, M. (2010) Commodity derivatives valuation with autoregressive and moving average components in the price dynamics. Journal of Banking & Finance, 34 (11). pp. 2742-2752. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2010.05.010

Paschke, R. and Prokopczuk, M. (2009) Integrating multiple commodities in a model of stochastic price dynamics. Journal of Energy Markets, 2 (3). ISSN 1756-3607

Paschke, R. and Prokopczuk, M. (2012) Investing in commodity futures markets: can pricing models help? European Journal of Finance, 18 (1). pp. 59-87. ISSN 1466-4364 doi: 10.1080/1351847X.2011.601658

Perlin, M., Brooks, C. and Dufour, A. (2014) On the performance of the tick test. Quarterly Review of Economics and Finance, 54 (1). pp. 42-50. ISSN 1062-9769 doi: 10.1016/j.qref.2013.07.009

Pezier, J. (2009) RAPM for RAPM: a tragic-comedy in 101 acts. Performance Measurement and Client Reporting Review, 2 (1). pp. 20-27.

Pezier, J. (2008) Risk and risk aversion. In: Alexander, C. and Sheedy, E. (eds.) The professional risk manager's guide to finance theory and application. McGraw-Hill, pp. 7-53. ISBN 9780071546478

Pezier, J. and Scheller, J. (2011) Optimal investment strategies and performance sharing rules for pension schemes with minimum guarantee. Journal of Pension Economics and Finance, 10 (1). pp. 119-145. ISSN 1475-3022 doi: 10.1017/S1474747210000077

Pezier, J. and White, A. (2008) The relative merits of alternative investments in passive portfolios. The Journal of Alternative Investments, 10 (4). pp. 37-49. ISSN 1520-3255 doi: 10.3905/jai.2008.705531

Prokopczuk, M. (2011) Are banks’ earnings surprises contagious? In: Kolb, R. W. (ed.) Financial contagion: the viral threat to the wealth of nations. Kolb series in finance: essential perspectives. Wiley, Hoboken, New Jersey, pp. 391-396. ISBN 9780470922385

Prokopczuk, M. (2010) Intra-industry contagion effects of earnings surprises in the banking sector. Applied Financial Economics, 20 (20). pp. 1601-1613. ISSN 0960-3107 doi: 10.1080/09603107.2010.508718

Prokopczuk, M. (2011) Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets. Decisions in Economics and Finance, 34 (2). pp. 141-168. ISSN 1593-8883 doi: 10.1007/s10203-011-0111-5

Prokopczuk, M. (2011) Pricing and hedging in the freight futures market. Journal of Futures Markets, 31 (5). pp. 440-464. ISSN 1096-9934 doi: 10.1002/fut.20480

Prokopczuk, M. and Vonhoff, V. (2012) Risk premia in covered bond markets. Journal of Fixed Income, 22 (2). pp. 19-29. ISSN 1059-8596

Prokopczuk, M. and Wese Simen, C. (2014) The importance of the volatility risk premium for volatility forecasting. Journal of Banking and Finance, 40. pp. 303-320. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2013.12.002

Prokopczuk, M., Rachev, S. T., Schindlmayr, G. and Trück, S. (2007) Quantifying risk in the electricity business: a RAROC-based approach. Energy Economics, 29 (5). pp. 1033-1049. ISSN 0140-9883 doi: 10.1016/j.eneco.2006.08.006

Prokopczuk, M., Siewert, J. B. and Vonhoff, V. (2013) Credit risk in covered bonds. Journal of Empirical Finance, 21 (1). pp. 273-290. ISSN 0927-5398 doi: 10.1016/j.jempfin.2012.12.003

S

Schofield, N. C. (2007) Commodity derivatives: markets and applications. Wiley, Chichester, pp336. ISBN 9780470019108

Shang, Z., Brooks, C. and McCloy, R. (2014) Are investors guided by the news disclosed by companies or by journalists? Journal of behavioral and experimental finance, 1. pp. 45-60. ISSN 2214-6350 doi: 10.1016/j.jbef.2014.01.003

Shields, K., Olekalns, N., Henry, Ó. T. and Brooks, C. (2005) Measuring the response of macroeconomic uncertainty to shocks. Review of Economics and Statistics, 87 (2). pp. 362-370. ISSN 1530-9142 doi: 10.1162/0034653053970276

Simpkin, D. (2007) The English army and the Scottish campaign of 1310-11. In: King, A. and Penman, M. A. (eds.) England and Scotland in the fourteenth century: new perspectives. Boydell Press, pp. 14-39. ISBN 9781843833185

Skinner, F.S. and Diaz, A. (2003) An empirical study of credit default swaps. Journal of Fixed Income, 13 (1). pp. 28-38. doi: 10.3905/jfi.2003.319344

Stewart, J.-A., Day, M., Print, C. and Favato, G. (2009) Compliance in the supply chain: implications of Sarbanes-Oxley for UK businesses. The IUP Journal of Supply Chain Management, 6 (1). pp. 7-19. ISSN 0972-9267

Subadar Agathee, U., Brooks, C. and Sannassee, R. V. (2012) Hot and cold IPO markets : the case of the stock exchange of Mauritius. Journal of Multinational Financial Management, 22 (4). pp. 168-192. ISSN 1042-444X doi: 10.1016/j.mulfin.2012.06.004

Sun, P. and Sutcliffe, C. (2003) Scheduled announcements and volatility patterns: the effects of monetary policy committee announcements on LIBOR and short sterling futures and options. The Journal of Futures Markets, 23 (8). pp. 773-797. ISSN 1096-9934 doi: 10.1002/fut.10083

Sutcliffe, C. (2010) Back to the future: a long term solution to the occupational pensions crisis. Insurance Markets and Companies: Analyses and Actuarial Computations, 1 (2). pp. 11-29. ISSN 2078-2462

Sutcliffe, C. (2006) Merging schemes: an economic analysis of defined benefit pension scheme merger criteria. Annals of Actuarial Science, 1 (02). pp. 203-220. ISSN 1748-5002 doi: 10.1017/S1748499500000130

Sutcliffe, C. (2004) Pension scheme asset allocation with taxation arbitrage, risk sharing and default insurance. British Actuarial Journal, 10 (5). pp. 1111-1131. ISSN 1357-3217

Sutcliffe, C. (2010) Should defined benefit pension schemes be career average or final salary? In: Bertocchi, M., Schwartz, S. L. and Ziemba, W. (eds.) Optimizing the ageing, retirement and pensions dilemma. Wiley, Hoboken, New Jersey, pp. 227-258. ISBN 9780470377345

Sutcliffe, C. (2005) The cult of the equity for pension funds: should it get the boot? Journal of Pension Economics and Finance, 4 (1). pp. 57-85. ISSN 1475-3022 doi: 10.1017/S1474747204001726

Sutcliffe, C. M. S. (2006) Stock index futures. 3rd edition. Innovative Finance Textbooks. Ashgate, pp532. ISBN 9780754641926

Symeonidis, L., Prokopczuk, M., Brooks, C. and Lazar, E. (2012) Futures basis, inventory and commodity price volatility: an empirical analysis. Economic Modelling, 29 (6). pp. 2651-2663. ISSN 0264-9993 doi: 10.1016/j.econmod.2012.07.016 (http://www.sciencedirect.com/science/journal/02649993)

T

Turner, N., Cullen, I., Marsh, J., Ward, C. and McAllister, P., (2005) Investment performance and lease structure change in the UK: research finding. Report. Investment Property Forum, London. pp78.

V

Varotto, S. (2011) Liquidity risk, credit risk, market risk and bank capital. International Journal of Managerial Finance, 7 (2). pp. 134-152. ISSN 1743-9132 doi: 10.1108/17439131111122139

Varotto, S. (2012) Stress testing credit risk: the Great Depression scenario. Journal of Banking and Finance, 36 (12). pp. 3133-3149. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2011.10.001

Varotto, S. (2008) Tests on the accuracy of Basel II. In: Wagner, N. (ed.) Credit risk: models, derivatives, and management. Financial Mathematics Series (6). Chapman & Hall/CRC. ISBN 9781584889946

Varotto, S. (2008) An assessment of the internal rating based approach in Basel II. The Journal of Risk Model Validation, 2 (2). ISSN 1753-9579

Venkatramanan, A. and Alexander, C. (2011) Closed form approximations for spread options. Applied Mathematical Finance, 18 (5). pp. 447-472. ISSN 1466-4313 doi: 10.1080/1350486X.2011.567120

W

Weber, M. and Prokopczuk, M. (2011) American option valuation: implied calibration of GARCH pricing models. The Journal of Futures Markets, 31 (10). pp. 971-994. ISSN 1096-9934 doi: 10.1002/fut.20496

Weinstein, B. (2006) The high risk scenario in the global economy. Henley Manager Update, 18 (1). pp. 1-13. ISSN 1745-7866

Weinstein, W., Blacker, K. and Mills, R. (2005) Can your board really cope with risk? In: IFAC articles of merit 2005. International Federation of Accountants, New York, pp. 48-52. ISBN 1931949441

Y

Yiğitsbaşioğlu, A. B. and Alexander, C. (2006) Pricing and hedging convertible bonds: delayed calls and uncertain volatility. International Journal of Theoretical and Applied Finance, 9 (3). pp. 415-453. ISSN 1793-6322 doi: 10.1142/S0219024906003573

Z

Zacharatos, N. and Sutcliffe, C. (2002) Is the forward rate for the Greek drachma unbiased? A VECM analysis with both overlapping and non-overlapping data. Journal of Financial Management and Analysis, 15 (1). pp. 27-37. ISSN 0970-4205

Zenios, S. A. and Ziemba, W. T., eds. (2007) Handbook of asset and liability management: applications and case studies. Handbooks in finance, 2. Elsevier, Amsterdam, pp684. ISBN 9780444528025

This list was generated on Mon Sep 1 21:43:03 2014 BST.

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