Items where Subject is "H Social Sciences > HG Finance"

2013

Alexandridis, A. (2013) Non-linear non-parametric temperature modeling in the context of weather derivatives pricing. In: Actuarial and Financial Mathemtics Conference, 7-8 February, Brussels, Belgium. The full text of this publication is not available from this repository.

Alexandridis, A. and Hasan, Mohammad S (2013) Global Financial Crisis and Multyscale Systematic Risk: Evidence from Selected European Markets. In: The Impact of Global Financial Crisis: on Banks, Financial Markets and Institutions in Europe, 25-26 April, Southampton, UK. The full text of this publication is not available from this repository.

Alexandridis, Antonis and Zapranis, A (2013) Wind Derivatives: Modeling and Pricing. Computational Economics, 41 (3). pp. 299-326. ISSN 0927-7099. The full text of this publication is not available from this repository.

Alexandridis, Antonis and Zapranis, Achilleas (2013) Weather Derivatives: Modeling and Pricing Weather-Related Risk. Springer, 300 pp. ISBN 9781461460701. The full text of this publication is not available from this repository.

Church, C.H. and Dardanelli, Paolo and Mueller, Sean (2013) Switzerland's Approach to EU Engagement: a Financial Services Perspective. Discussion paper. City of London, London

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Stanescu, S. and Tunaru, R. (2013) Managing Commercial Real Estate Risk after the Subprime Crisis. In: PRMIA Webminar . The full text of this publication is not available from this repository.

Stanescu, S. and Tunaru, R. (2013) Quantifying the Uncertainty in VaR and ES Estimates. In: Bell, A. and Brooks, C. and Prokopczuk, M., eds. Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar. ISBN 978 0 85793 608 0 . (In press) The full text of this publication is not available from this repository.

2012

Alexandridis, Antonis and Zapranis, A. (2012) Modeling and Pricing European Temperature in the Context of Weather Derivative Pricing. In: 4th International Conference on Accounting and Finance, 30-31 August, 2012, Corfu Island, Greece. The full text of this publication is not available from this repository.

Leccadito, A. and Toscano, P. and Tunaru, R. (2012) Hermite Binomial Trees: A Novel Technique for Derivatives Pricing. International Journal of Theoretical and Applied Finance, 15 (8). pp. 1-36. ISSN 0219-0249. The full text of this publication is not available from this repository.

Pavlidis, E. and Shackleton, M.B. and Voukelatos, N. (2012) Foreign Exchange Implied. Variance and the Forward Premium Puzzle. In: Time-Varying Correlation and Volatility Symposium, May 2012, Wolverhampton. (Unpublished) The full text of this publication is not available from this repository.

Pavlidis, E. and Shackleton, M.B. and Voukelatos, N. (2012) Foreign Exchange Implied. Variance and the Forward Premium Puzzle. In: 2nd International Conference of the Financial Engineering and Banking Society (FEBS), June 2012, London. (Unpublished) The full text of this publication is not available from this repository.

Pavlidis, E. and Shackleton, M.B. and Voukelatos, N. (2012) Foreign Exchange Implied. Variance and the Forward Premium Puzzle. In: 9th Applied Financial Economics (AFE) Conference, June 2012, Samos. (Unpublished) The full text of this publication is not available from this repository.

Stanescu, S. and Tunaru, R. (2012) Investment Strategies with VIX and VSTOXX. Working paper. University of Kent The full text of this publication is not available from this repository.

Stanescu, S. and Tunaru, R. and Candradewi, M.R. (2012) Analysing the Difference between Forward and Futures Prices for the UK Commercial Property Market. Working paper. University of Kent The full text of this publication is not available from this repository.

Stanescu, S. and Tunaru, R. and Candradewi, M.R. (2012) Analysing the Difference between Forward and Futures Prices for the UK Commercial Property Market. In: European Financial Management Association (EFMA) 2012 Conference, 27th to 30th June 2012, Barcelona, Spain. The full text of this publication is not available from this repository.

Stanescu, S. and Tunaru, R. and Candradewi, M.R. (2012) Analysing the Difference between Forward and Futures Prices for the UK Commercial Property Market. In: World Finance Conference, 2nd to 4th July 2012, Rio de Janeiro, Brazil. The full text of this publication is not available from this repository.

Thomas, R.G. (2012) Genetics and insurance in the United Kingdom 1995-2010: the rise and fall of scientific discrimination. New Genetics and Society, 31 (2). pp. 203-222. ISSN 1463-6778.

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Thomas, R.G. (2012) Hur tolv privata investerare blivit rika på aktier. Lind & Co, Stockholm, 302 pp. ISBN 9789174611090. The full text of this publication is not available from this repository.

Thomas, R.G. (2012) Non-risk price discrimination in insurance: market outcomes and public policy. Geneva Papers on Risk and Insurance - Issues and Practice, 37 (1). pp. 27-46. ISSN 1018-5895.

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Vickerstaff, S.A. and Macvarish, J. and Taylor-Gooby, P.F. and Loretto, W. and Harrison, T. (2012) Trust and confidence in pensions: A literature review. Department for Work and Pensions, 20 pp. ISBN 9781908523570. The full text of this publication is not available from this repository.

2011

Alexander, C. and Lazar, E. and Stanescu, S. (2011) Analytic Approximations to GARCH Aggregated Returns Distributions with Applications to VaR and ETL. Working paper. ICMA Centre Discussion Papers in Finance The full text of this publication is not available from this repository.

Alexander, C. and Lazar, E. and Stanescu, S. (2011) Analytic Moments for GARCH Processes. Working paper. ICMA Centre Discussion Papers in Finance The full text of this publication is not available from this repository.

Alexandridis, Antonis and Zapranis, A. (2011) Wind Derivatives: Modeling and Pricing. In: 1st International Conference of the Financial Engineering and Banking Society (F.E.B.S), 10-12 June 2011, Chania, Greece. The full text of this publication is not available from this repository.

Hampton, M.P. and Christensen, J. (2011) Looking for Plan B: What next for island hosts of offshore finance? The Round Table: The Commonwealth Journal of International Affairs, 100 (413). pp. 169-181. ISSN 0035-8533 1474-029X. The full text of this publication is not available from this repository.

Thomas, R.G. (2011) Free Capital: How 12 private investors made millions in the stock market. Harriman House , 279 pp. ISBN 9781906659745. The full text of this publication is not available from this repository.

Zapranis, A. and Alexandridis, A. (2011) Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing. Neural Computing & Applications, 20 (6). pp. 787-801. ISSN 0941-0643. The full text of this publication is not available from this repository.

2010

Voukelatos, N. (2010) The Asymmetric Impact Of Firm-specific And Of Index. Returns On The Volatility Processes Of Individual Stocks. Applied Financial Economics, 20 (21). pp. 1627-1638. ISSN 0960-3107. The full text of this publication is not available from this repository.

2009

Iqbal, A. and Espenlaub, S. and Strong, N. (2009) Earnings management around UK open offers. European Journal of Finance, 15 (1). pp. 29-51. ISSN 1351-847X Print/1466-4364 Online. The full text of this publication is not available from this repository.

Shackleton, M.B. and Voukelatos, N. (2009) An Examination of the Efficiency of Emerging. Options Markets: The Case of the Athens Derivatives Exchange. In: 18th annual meeting of the European Financial Management Association (EFMA), June 2009, Milan. (Unpublished) The full text of this publication is not available from this repository.

Thomas, R.G. (2009) Demand elasticity, risk classification and loss coverage: when can community rating work? ASTIN Bulletin, 39 (2). pp. 403-428. ISSN 0515-0361 .

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Zapranis, A. and Alexandridis, A. (2009) Model Identification in Wavelet Neural Networks Framework. In: 5th IFIP Conference on Artificial Intelligence Applications & Innovations, 23-25 April 2009, Thessaloniki, Greece. The full text of this publication is not available from this repository.

Zapranis, A. and Alexandridis, A. (2009) Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing. In: 11th Engineering Applications of Neural Networks, 27-29 August, 2009 , London, UK. The full text of this publication is not available from this repository.

Zapranis, A. and Alexandridis, A. (2009) Weather Derivatives Pricing: Modeling the Seasonal Residual Variance of an Ornstein-Uhlenbeck Temperature Process with Neural Network. Neurocomputing, 73 (1-3). pp. 37-48. ISSN 0925-2312. The full text of this publication is not available from this repository.

2008

Alexandridis, A. and Livanis, E. (2008) Forecasting Crude Oil Prices Using Wavelet Neural Networks. In: 5th ΦΣΔΕΤ, 8 May, 2008, Athens, Greece. The full text of this publication is not available from this repository.

Iqbal, A. (2008) The importance of the sequence in UK rights issues. Journal of Business Finance and Accounting, 35 (1-2). pp. 150-176. ISSN 0306-686X. The full text of this publication is not available from this repository.

Shiwakoti, R.K. and Keasey, Kevin and Hudson, Robert (2008) Comparative Performance of UK Building Societies and Stock Retail Banks: Further Evidence. Accounting and Finance, 48 (2). pp. 319-336. ISSN 0810-5391 . The full text of this publication is not available from this repository.

Thomas, R.G. (2008) Loss Coverage as a Public Policy Objective for Risk Classification Schemes. Journal of Risk and Insurance, 75 (4). pp. 997-1018. ISSN 0022-4367. The full text of this publication is not available from this repository.

Thomas, R.G. (2008) Taxable and tax-advantaged portfolio management for UK personal investors. British Tax Review, 2008 (1). pp. 34-55. ISSN 0007-1870.

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Zapranis, A. and Alexandridis, A. (2008) Analyzing Crude Oil Prices and Returns Using Wavelet Analysis and Wavelet Networks. In: 7th Hellenic Finance and Accounting Association, 12-14 December 2008, Chania, Greece. The full text of this publication is not available from this repository.

Zapranis, A. and Alexandridis, A. (2008) Forecasting Cash Money Withdrawals Using Wavelet Analysis and Wavelet Neural Networks. International Journal of Financial Economics and Econometrics . ISSN 0975-2072. (In press) The full text of this publication is not available from this repository.

Zapranis, A. and Alexandridis, A. (2008) Forecasting Cash Money Withdrawals Using Wavelet Analysis and Wavelet Neural Networks. In: 5th Applied Financial Economics, 3-5 July 2008, Samos, Greece. The full text of this publication is not available from this repository.

Zapranis, A. and Alexandridis, A. (2008) Modelling the Temperature Time-dependent Speed of Mean Reversion in the Context of Weather Derivatives Pricing. Applied Mathematical Finance, 15 (4). pp. 355-386. ISSN 1350-486X. The full text of this publication is not available from this repository.

2007

Chadha, J.S. and MacMillan, P. and Nolan, C. (2007) Independence day for the 'Old Lady': A natura experiment on the implications of central bank independence. The Manchester School, 75 (3). pp. 311-327. ISSN 1463-6786. The full text of this publication is not available from this repository.

Ferreira, A.L. and Leon-Ledesma, M.A. (2007) Does the real interest parity hypothesis hold? Evidence for developed and emerging markets. Journal of International Money and Finance, 26 (3). 364-382 . ISSN 0261-5606 . The full text of this publication is not available from this repository.

Jupe, R.E. (2007) 'The worst of all worlds?' New Labour, Network Rail and the third way. In: APIRA 2007 - Fifth Asia Pacific Interdisciplinary Research in Accounting Conference, 8th - 10th July 2007, Auckland, New Zealand. (Submitted) The full text of this publication is not available from this repository.

Kirsanova, T. and Satchi, M. and Vines, D. and Wren-Lewis, S. (2007) Optimal fiscal policy rules in a monetary union. Journal of Money Credit and Banking, 39 (7). pp. 1759-1784. ISSN 0022-2879 . The full text of this publication is not available from this repository.

Morelli, D.A. (2007) Beta, size, book-to-market equity and returns: A study based on UK data. Journal of Multinational Financial Management, 17 (3). pp. 257-272. ISSN 1042-444X. The full text of this publication is not available from this repository.

Thomas, R.G. (2007) Some novel perspectives on risk classification. Geneva papers on risk and insurance-issues and practice, 32 (1). pp. 105-132. ISSN 1018-5895 . The full text of this publication is not available from this repository.

Zapranis, A. and Alexandridis, A. (2007) Modeling Temperature Time-Dependent Mean Reversion with Neural Networks in the Context of Weather Derivatives Pricing. In: HERCMA, September 2007, Athens, Greece. The full text of this publication is not available from this repository.

Zapranis, A. and Alexandridis, A. (2007) Wavelet Neural Networks For Weather Derivatives Pricing. In: 6th Hellenic Finance and Accounting Association, 14-15 December 2007, Patra, Greece. The full text of this publication is not available from this repository.

Zapranis, A. and Alexandridis, A. (2007) Weather Derivatives Pricing: Modeling the Seasonal Residual Variance of an Ornstein-Uhlenbeck Temperature Process with Neural Network. In: 10th Engineering Applications of Neural Networks, 29-31 August, 2009 , Thessaloniki, Greece. The full text of this publication is not available from this repository.

2006

Baden-Fuller, C and Dean, A. and McNamara, P. and Hilliard, B. (2006) Raising the Returns to Venture Finance. Journal of Business Venturing, 21 (3). pp. 265-285. ISSN 0883-9026. The full text of this publication is not available from this repository.

Iqbal, A. and Espenlaub, S. and Strong, N. (2006) The long-run performance of UK rights issuers. Frontiers in Finance and Economics, 3 (2). p. 36. ISSN 1814-2044. The full text of this publication is not available from this repository.

Manca, A. and Epstein, D.M. and Torgerson, D.J. and Moffett, J.A.K. and Coulton, S. and Farrin, A. (2006) Randomized trail of a brief physiotherapy intervention compared with usual physiotherapy for neck pain patients: Cost-effectiveness analysis. International Journal of Technology Assessment in Health Care, 22 (1). pp. 67-75. ISSN 0266-4623. The full text of this publication is not available from this repository.

Shiwakoti, Radha K (2006) 'The Effect of Changes in Ownership Structure on Performance: Evidence from the Building Societies' Demutualisation in the UK'. In: Heterodox views on economics and the economy of the global society. Mansholt publication series, Wageningen, pp. 213-225. ISBN 9076998965. The full text of this publication is not available from this repository.

Vickerman, R.W. (2006) The private finance of public infrastructure: the role of banks. In: Emmerich, N. and Roßbach, P., eds. Der Banksektor im Wandel. Fritz Knapp Verlag, Frankfurt am Main, pp. 211-224. ISBN 3-8314-0799-1. The full text of this publication is not available from this repository.

Zapranis, A. and Alexandridis, A. (2006) Weather Analysis & Weather Derivative Pricing. In: 5th Hellenic Finance and Accounting Association, 15-16 December 2006, Thessaloniki, Greece. The full text of this publication is not available from this repository.

2005

Christensen, J. and Hampton, M.P. (2005) Exploring the relationship between tourism and offshore finance in small island economies: lessons from Jersey. Working paper. Kent Business School, University of Kent, Canterbury

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2004

Shiwakoti, R.K. and Ashton, J.K. and Keasey, K. (2004) Conversion, Performance and Executive Compensation in UK Building Societies. Corporate Governance: An International Review, 12 (3). pp. 361-370. ISSN 0964-8410. The full text of this publication is not available from this repository.

2003

Chadha, J.S. and Breedon, Francis (2003) Investigating excess returns from nominal bonds. Oxford Bulletin of Economics & Statistics, 65 (1). ISSN 0305-9049. The full text of this publication is not available from this repository.

Dean, A. and Baden-Fuller, C (2003) Market Entry, Pricing Decisions and Options Contracts. In: 7th Annual International Conference on Real Options Theory Meets Practice, July 10-12, 2003, Washington DC. (Unpublished) The full text of this publication is not available from this repository.

Dean, A. and Baden-Fuller, C (2003) Market Entry, Pricing Decisions, & Financial Options. In: Strategic Management Society, 1 November 2003, Baltimore . (Unpublished) The full text of this publication is not available from this repository.

Morelli, C. (2003) Capital Asset Pricing Models on UK Securities using ARCH. Applied Financial Economics, 13 (3). pp. 211-223. ISSN 0960-3107. The full text of this publication is not available from this repository.

2002

Morelli, C. (2002) 'The Robustness of Tests of Structural Change in Equity Returns using Factor Analysis'. Applied Economics, 34 (part 2). pp. 241-252. ISSN 0003-6846. The full text of this publication is not available from this repository.

Morelli, D.A. (2002) 'The Relationship between Conditional Stock Market Volatility and Conditional Macroeconomic Volatility. Empirical Evidence Based on UK Data'. International Review of Financial Analysis, 11 (1). pp. 101-110. ISSN 1057-5219. The full text of this publication is not available from this repository.

1999

Whitten, S.P. and Thomas, R.G. (1999) A non-linear stochastic asset model for actuarial use. British Actuarial Journal, 5 (5). pp. 919-953. ISSN 1357-3217.

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1997

Moultrie, T.M. and Thomas, R.G. (1997) The right to underwrite? An actuarial perspective with a difference. Journal of Actuarial Practice, 5 (1). pp. 125-146. ISSN 1064-6647.

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1996

Thomas, R.G. (1996) Indemnities for long-term price risk in the UK housing market. Journal of Property Finance, 7 (3). pp. 38-52. ISSN 0958-868X.

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1994

Hampton, M.P. (1994) Treasure Islands or Fools Gold? Can and Should Small Island Economies copy Jersey? World Development, 22 (2). pp. 237-250. ISSN 0305-750X . The full text of this publication is not available from this repository.

1979

Butler, J.R. (1979) L'Evolution des Despenses pour les Soins de Sante dans le Royaume-Uni Pendant la Periode 1970-1976. Centre for Health Services Studies, 54 pp.

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