Number of items: 36.
Alexander, C., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 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: https://doi.org/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: https://doi.org/10.1016/j.eneco.2012.11.016
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: https://doi.org/10.1016/j.jcorpfin.2012.10.006
Avino, D., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327
(2013)
Price discovery of credit spreads in tranquil and crisis periods.
International Review of Financial Analysis, 30.
pp. 242-253.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2013.08.002
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: https://doi.org/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: https://doi.org/10.1016/j.jbankfin.2012.08.025
Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 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. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 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: https://doi.org/10.1080/21649480.2013.768829
Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T.
(2013)
Medieval foreign exchange: a time series analysis.
In: Casson, M. ORCID: https://orcid.org/0000-0003-2907-6538 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. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M., eds.
(2013)
Handbook of research methods and applications in empirical finance.
Edward Elgar, Cheltenham, pp512.
ISBN 9780857936080
Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, 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. ORCID: https://orcid.org/0000-0003-4531-0072, Curry, A., King, A. and Simpkin, D.
(2013)
The soldier in later medieval England.
Oxford University Press , Oxford, pp360.
ISBN 9780199680825
Bhatti-Sinclair, K. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X
(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: https://doi.org/10.1007/s10560-012-0293-x
Board, J., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X 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 9781441911377
Board, J., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X 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 9781441911377
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M.
(2013)
The dynamics of commodity prices.
Quantitative Finance, 13 (4).
pp. 527-542.
ISSN 1469-7696
doi: https://doi.org/10.1080/14697688.2013.769689
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104, 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: https://doi.org/10.1016/j.irfa.2013.04.002
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, 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: https://doi.org/10.1016/j.qref.2013.01.003
Castle, J. L., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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: https://doi.org/10.1016/j.jeconom.2013.04.015
Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 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: https://doi.org/10.1016/j.ijforecast.2011.09.003
Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 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: https://doi.org/10.1002/jae.2274
Coro, F., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327
(2013)
Credit and liquidity components of corporate CDS spreads.
Journal of Banking & Finance, 37 (12).
pp. 5511-5525.
ISSN 0378-4266
doi: https://doi.org/10.1016/j.jbankfin.2013.07.010
Darbha, M. and Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X
(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, pp. 39-58.
ISBN 9781118278444
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
Hoepner, A. G. F., Kant, B., Scholtens, B. and Yu, P.-S.
(2013)
Is the journal 'Ecological Economics' really in itself a poor and misleading guide to what ecological economics is about? A reply to "Influencing the perception of what and who is important in ecological economics".
Ecological Economics, 89.
pp. 174-176.
ISSN 0921-8009
doi: https://doi.org/10.1016/j.ecolecon.2013.03.001
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: https://doi.org/10.1111/j.1468-036X.2010.00613.x
Kan, Y. Y. and Lim, G. C.
(2013)
Malaysian stock market and international integration.
Southern UC Academic Journal, 1.
pp. 125-166.
ISSN 1823-5522
Miffre, J. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153
(2013)
Do long-short speculators destabilize commodity futures markets?
International Review of Financial Analysis, 30.
pp. 230-240.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2013.09.002
Miffre, J., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 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: https://doi.org/10.1016/j.irfa.2013.05.007
Moore, T.
(2013)
'Score it upon my taille': the use (and abuse) of tallies by the medieval Exchequer.
Reading Medieval Studies, XL.
pp. 1-18.
ISSN 950-3129
Nneji, O., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 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: https://doi.org/10.1177/0042098013477700
Nneji, O., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 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. ORCID: https://orcid.org/0000-0002-2668-1153 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: https://doi.org/10.1016/j.econmod.2013.02.007
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
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: https://doi.org/10.1016/j.jempfin.2012.12.003
Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Hudson, R.
(2013)
Efficient or adaptive markets? Evidence from major stock markets using very long run historic data.
International Review of Financial Analysis, 28.
pp. 130-142.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2013.03.005
This list was generated on Wed Dec 25 07:35:47 2024 UTC.