Number of items: 32.
A
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.
(2003)
Principles of the skew.
In: Lipton, A. (ed.)
Exotic options.
Risk Books.
ISBN 9781904339090
Alexander, C. and Pezier, J.,
(2003)
Assessment and aggregation of banking risks.
Report.
International Finanial Risk Institute (IFCI)
pp83.
(Unpublished)
B
Beccalli, E., Casu, B. and Girardone, C.,
(2003)
Efficiency and stock performance in European banking.
Working Paper.
Social Science Research Network (SSRN)
pp17.
(Unpublished)
Board, J., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X 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: https://doi.org/10.1287/inte.33.2.12.14465
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Karsaris, A.
(2003)
Has the UK equity bubble burst completely?
Professional Investor.
pp. 28-29.
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 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: https://doi.org/10.1111/1467-8586.00179
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2003)
Volatility forecasting for risk management.
Journal of Forecasting, 22 (1).
pp. 1-22.
ISSN 1099-131X
doi: https://doi.org/10.1002/for.841
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 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: https://doi.org/10.1108/eb022959
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 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: https://doi.org/10.1080/0959991032000109517
C
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341
(2003)
Some possible directions for future research.
International Journal of Forecasting, 19 (1).
pp. 1-3.
ISSN 0169-2070
doi: https://doi.org/10.1016/S0169-2070(02)00037-7
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 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: https://doi.org/10.1017/S1365100502020163
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 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: https://doi.org/10.1198/073500102288618892
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 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: https://doi.org/10.1111/1467-9485.5004001
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 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: https://doi.org/10.1002/jae.703
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341, 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: https://doi.org/10.1002/for.863
D
Davies, R.
(2003)
The Toronto Stock Exchange preopening session.
Journal of Financial Markets, 6 (4).
pp. 491-516.
ISSN 1386-4181
doi: https://doi.org/10.1016/S1386-4181(02)00018-6
Davies, R., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Scott-Quinn, B.,
(2003)
Building a competitive and efficient European financial market.
Report.
European Capital Markets Institute, Brussels.
pp103.
H
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: https://doi.org/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: https://doi.org/10.1080/0042098032000074281
Hendry, D. F. and Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341
(2003)
Economic forecasting: some lessons from recent research.
Economic Modelling, 20 (2).
pp. 301-329.
ISSN 0264-9993
doi: https://doi.org/10.1016/S0264-9993(02)00055-X
L
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
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.
(2003)
Mergers and acquisitions: recovery in M & A activity?
Henley Manager Update, 15 (3).
pp. 35-46.
ISSN 1745-7866
Mills, R.
(2003)
Raising equity finance.
Henley Manager Update, 14 (4).
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
S
Skinner, F.S. and Diaz, A.
(2003)
An empirical study of credit default swaps.
Journal of Fixed Income, 13 (1).
pp. 28-38.
doi: https://doi.org/10.3905/jfi.2003.319344
Sun, P. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(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: https://doi.org/10.1002/fut.10083
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