A

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

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: https://doi.org/10.1016/j.jbankfin.2007.08.002

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: https://doi.org/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

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: https://doi.org/10.1016/j.mulfin.2007.11.003

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

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

B

Badescu, A., Kulperger, R. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 (2008) Option valuation with normal mixture GARCH models. Studies in nonlinear dynamics & econometrics, 12 (2). 5. ISSN 1558-3708 doi: https://doi.org/10.2202/1558-3708.1580

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 (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

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2008) Introductory econometrics for finance. 2nd edition. Cambridge University Press. ISBN 9780521694681

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2008) RATS handbook to accompany introductory econometrics for finance. Cambridge University Press, pp213. ISBN 9780521721684

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 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

C

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: https://doi.org/10.1002/fut.20344

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2008) Consensus and uncertainty: using forecast probabilities of output declines. International Journal of Forecasting, 24 (1). pp. 76-86. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2007.06.003

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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: https://doi.org/10.1198/073500108000000015

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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: https://doi.org/10.1016/S1574-8715(07)00201-1

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, J. F. (2008) Economic forecasting in a changing world. Capitalism and Society, 3 (2). ISSN 1932-0213 doi: https://doi.org/10.2202/1932-0213.1039

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341, 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: https://doi.org/10.1016/j.jempfin.2007.12.001

F

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

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

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

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., 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

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

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: https://doi.org/10.2165/00136178-200810020-00003

K

Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 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: https://doi.org/10.1016/j.ribaf.2007.12.001

Kou, J. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2008) Timeliness of spread implied ratings. European Financial Management, 14 (3). pp. 503-527. ISSN 1468-036X doi: https://doi.org/10.1111/j.1468-036X.2007.00362.x

L

Li, X., Miffre, J., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 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: https://doi.org/10.1016/j.jbankfin.2007.03.014

M

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

P

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 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: https://doi.org/10.3905/jai.2008.705531

V

Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (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. ORCID: https://orcid.org/0000-0001-5328-5327 (2008) An assessment of the internal rating based approach in Basel II. The Journal of Risk Model Validation, 2 (2). ISSN 1753-9579