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Items where Division is "ICMA Centre" and Year is 2003

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 (Unpublished)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 (Unpublished)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

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: https://doi.org/10.1111/1467-8586.00179

Brooks, C. 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. 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. 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. (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. 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. 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. 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. 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., 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. 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. (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. (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

This list was generated on Tue Aug 3 02:00:05 2021 UTC.

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