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

Library of Congress Subject Areas (50755)
- H Social Sciences (12844)
  - HG Finance (411)

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Number of items at this level: 411.

A

Afrifa, Godfred Adjapong, Gyapong, Ernest, Zalata, Alaa Mansour (2019) Buffer Capital, Loan Portfolio Quality and the Performance of Microfinance Institutions: A Global Analysis. Journal of Financial Stability, 44 . ISSN 1572-3089. (doi:10.1016/j.jfs.2019.100691) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:76073)

Akinci, Dervis Ahmet, Matousek, Roman, Radic, Nemanja, Stewart, Chris (2013) Monetary policy and the banking sector in Turkey. Journal of International Financial Markets, Institutions and Money, 27 . pp. 269-285. ISSN 1042-4431. (doi:10.1016/j.intfin.2013.08.001) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39082)

Alai, Daniel H., Oberoi, Jaideep S, Tapadar, Pradip (2016) Review of a Mortality Projection Model. Not for publication (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:70629)

Alexakis, Christos, Cummins, Mark, Dowling, Michael, Pappas, Vasileios (2018) A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency. Applied Economics, 50 (36). pp. 3949-3965. ISSN 0003-6846. (doi:10.1080/00036846.2018.1430347) (KAR id:66108)

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Alexakis, Christos, Pappas, Vasileios, Tsikouras, Alexandros (2016) Hidden cointegration reveals hidden values in Islamic investments. Journal of International Financial Markets, Institutions and Money, 46 . pp. 70-83. ISSN 1042-4431. (doi:10.1016/j.intfin.2016.08.006) (KAR id:66102)

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Alexander, Carol and Lazar, Emese and Stanescu, Silvia (2011) Analytic Approximations to GARCH Aggregated Returns Distributions with Applications to VaR and ETL. Working paper. ICMA Centre Discussion Papers in Finance, Reading (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33175)

Alexander, Carol and Lazar, Emese and Stanescu, Silvia (2011) Analytic Moments for GARCH Processes. Working paper. ICMA Centre Discussion Papers in Finance, Reading 10.2139/ssrn.1702623. (doi:10.2139/ssrn.1702623) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33174)

Alexander, Carol, Lazar, Emese, Stanescu, Silvia (2013) Forecasting VaR using Analytic Higher Moments for GARCH Processes. International Review of Financial Analysis, 30 . pp. 36-45. ISSN 1057-5219. (doi:10.1016/j.irfa.2013.05.006) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:34478)

Alexandridis, Antonios, Kampouridis, Michael, Cramer, Sam (2017) A Comparison between Wavelet Networks and Genetic Programming in the Context of Temperature Derivatives. International Journal of Forecasting, 33 (1). pp. 21-47. ISSN 0169-2070. (doi:10.1016/j.ijforecast.2016.07.002) (KAR id:57441)

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Alexandridis, Antonios, Karlis, Dimitrios, Papastamos, Dimitrios (2019) Automatic Mass Valuation for Non-Homogeneous Housing Markets. In: 39th International Symposium of Forecasters, 16-19 June 2019, Thessaloniki, Greece. (In press) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:74565)

Alexandridis, Antonios, Karlis, Dimitrios, Papastamos, Dimitrios (2017) Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis. In: 7th International Conference of the Financial Engineering and Banking Society, 1 June 2017 - 3 June 2017, Glasgow. (KAR id:63439)

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Alexandridis, Antonios, Ladas, Anestis (2019) Multiscale Network Analysis for Financial Contagion. In: 9th International Conference of the Financial Engineering and Banking Society, 30 May - 1 Jun 2019, Prague, Czechia. (In press) (KAR id:74566)

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Alexandridis, Antonios, Panopoulou, Ekaterini (2019) Denoising the Equity Premium. In: 39th International Symposium of Forecasters, 16-19 Jun 2019, Thessaloniki, Greece. (In press) (KAR id:74564)

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Alexandridis, Antonis (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 currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33971)

Alexandridis, Antonis, Gzyl, Henryk, Ter Horst, Enrique, Molina, German (2017) Extracting Risk Neutral Densities For Weather Derivatives Pricing Using The Maximum Entropy Method. In: 11th International Conference on Computational and Financial Econometrics (CFE 2017), 16 - 18 December 2017, London, UK. (KAR id:65971)

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Alexandridis, Antonis, Hasan, Mohammad S (2015) Analysing the Multiscale Systematic Risk During the Global Financial Crisis: Evidence from Selected European Stock Markets. In: 14th Hellenic Finance and Accounting Association. . (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:53563)

Alexandridis, Antonis, Hasan, Mohammad S (2016) Global Financial Crisis and Multiscale Systematic Risk: Evidence from Selected European Markets. In: Financial Econometrics and Empirical Asset Pricing Conference, 30 June – 1st July, 2016, Lancaster, UK. (KAR id:55888)

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Alexandridis, Antonis, 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. (KAR id:33974)

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Alexandridis, Antonis, Kampouridis, Michael (2013) Temperature Forecasting in the Concept of Weather Derivatives: A Comparison between Wavelet Networks and Genetic Programing. In: 13th Engineering Applications of Neural Networks, 13-16 September, 2013, Halkidiki, Greece. (KAR id:37248)

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Alexandridis, Antonis, Karlis, Dimitrios, Papastamos, Dimitrios, Andritsos, Dimitrios (2019) Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis. Journal of the Operational Research Society, 70 (10). pp. 1769-1783. ISSN 0160-5682. (doi:10.1080/01605682.2018.1468864) (KAR id:66824)

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Alexandridis, Antonis, Livanis, E. (2008) Forecasting Crude Oil Prices Using Wavelet Neural Networks. In: 5th ?????, 8 May, 2008, Athens, Greece. (KAR id:29621)

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Alexandridis, Antonis, Livanis, E., Zapranis, Achilleas, Tsinaslanidis, Prodromos (2013) Business Failure Prediction using Neural Networks and Wavelet Neural Networks. In: 12th Hellenic Finance and Accounting Association, 13-14 December, 2013, Thessaloniki, Greece. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41247)

Alexandridis, Antonis, Zapranis, Achilleas (2012) Modeling and Pricing European Temperature in the Context of Weather Derivative Pricing. In: Proceedings of the 4th International Conference on Accounting & Finance. . (KAR id:32015)

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Alexandridis, Antonis, Zapranis, Achilleas (2014) Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification. John Wiley & Sons, New Jersey, USA, 264 pp. ISBN 978-1-118-59252-6. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41084)

Alexandridis, Antonis, Zapranis, Achilleas (2013) Weather Derivatives: Modeling and Pricing Weather-Related Risk. Springer, 300 pp. ISBN 978-1-4614-6070-1. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:32016)

Alexandridis, Antonis, Zapranis, Achilleas (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. (KAR id:29616)

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Alexandridis, Antonis, Zapranis, Achilleas (2013) Wind Derivatives: Modeling and Pricing. Computational Economics, 41 (3). pp. 299-326. ISSN 0927-7099. (doi:10.1007/s10614-012-9350-y) (KAR id:32017)

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Andrews, Doug W. and Bonnar, Stephen and Curtis, Lori and Oberoi, Jaideep S and Pittea, Aniketh and Tapadar, Pradip (2020) Impact of Choice of Risk Assessment Time Horizons on Defined Benefit Pension Schemes. Working paper. TBC (Submitted) (KAR id:81154)

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Andrews, Doug W., Oberoi, Jaideep S (2018) From traditional reverse mortgages to broader home equity participation. In: European Financial Management Association Annual Conference, 27 - 30 June 2018, Milan, Italy. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71073)

Andrews, Doug W., Oberoi, Jaideep S (2015) Home Equity Release Loans for Long Term Care Needs. In: Hot Topics in Health and Care, June 2015, Staple Inn, London. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:51348)

Andrews, Doug W., Oberoi, Jaideep S (2017) Home Equity Release for UK Seniors: A Twenty-First Century Product Design. In: 31st International Congress of Actuaries, 4 - 8 June 2018, Berlin, Germany. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71077)

Andrews, Doug W., Oberoi, Jaideep S (2015) Home Equity Release: An Improved Market Structure and Pricing Approach. In: Actuarial Teachers' and Researchers' Conference, 13-14 July 2015, Dublin. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71087)

Andrews, Doug W., Oberoi, Jaideep S (2015) Home equity release for long term care financing: an improved market structure and pricing approach. Annals of Actuarial Science, 9 (1). pp. 85-107. ISSN 1748-4995. (doi:10.1017/S1748499514000268) (KAR id:48176)

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Andrews, Doug W., Oberoi, Jaideep S (2015) Home equity release: An alternative product and its pricing. In: ASTIN, AFIR/ERM and IACA Colloquia, August 2015, Sydney. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:51346)

Andrews, Doug W., Oberoi, Jaideep S (2013) Practical Considerations in Evaluating a Long-term Care Securitization. In: Colloquium of the International Actuarial Association, June 24-26, 2013, Lyon. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:48178)

Andrews, Doug W. and Oberoi, Jaideep S (2018) Structuring and Pricing Home Equity Release with Better Sharing of House Price Risks. Working paper. tbc (Submitted) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:70633)

Andrews, Doug W. and Oberoi, Jaideep S (2016) Waterloo International Workshop on the Implications of Aging on Asset Values. N/A. (Submitted) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71084)

Andrews, Doug W., Oberoi, Jaideep S, Rybczynski, Kathleen, Tapadar, Pradip (2015) Future Equity Patterns and Baby Boomer Retirements. Society of Actuaries, 38 pp. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:48177)

Andrews, Doug W. and Oberoi, Jaideep S and Rybczynski, Kathleen and Tapadar, Pradip and Wirijanto, Tony (2014) Does Population Age Structure Affect Asset Values? Can it be Deflationary? N/A, https://uwaterloo.ca/statistics-and-actuarial-science/events/university-waterloo-and-university-kent-invite-you-one-day. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:48179)

Andrews, Doug W., Oberoi, Jaideep S, Wirijanto, Tony, Zhou, Chenggang (2016) Investigating the Link between Population Aging and Deflation. Society of Actuaries, 49 pp. (KAR id:70624)

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Argyropoulos, Christos, Panopoulou, Ekaterini (2017) A Survey on Risk Forecast Evaluation. In: 16th Conference on Research on Economic Theory and Econometrics, July 10-14, 2017, Milos, Greece. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64364)

Argyropoulos, Christos, Panopoulou, Ekaterini, Voukelatos, Nikolaos, Zheng, Teng (2019) Hedge Fund Return Predictability in the Presence of Model Risk. In: 13th International Conference on Computational and Financial Econometrics, 14-16 December 2019, London. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:79323)

Assaf, A. George, Barros, Carlos P., Matousek, Roman (2011) Productivity and efficiency analysis of Shinkin banks: Evidence from bootstrap and Bayesian approaches. Journal of Banking and Finance, 35 (2). pp. 331-342. ISSN 0378-4266. (doi:10.1016/j.jbankfin.2010.08.017) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39089)

Assaf, A. George, Barros, Carlos P., Matousek, Roman (2011) Technical efficiency in Saudi Arabian banks. Expert Systems with Applications, 38 (5). pp. 5781-5786. ISSN 0957-4174. (doi:10.1016/j.eswa.2010.10.054) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39092)

Assaf, A. George, Matousek, Roman, Tsionas, Efthymios G. (2013) Turkish bank efficiency: Bayesian estimation with undesirable outputs. Journal of Banking and Finance, 37 (2). pp. 506-517. ISSN 0378-4266. (doi:10.1016/j.jbankfin.2012.09.009) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39083)

ap Gwilym, Rhys, Kanas, Angelos, Molyneux, Philip (2013) U.S. prompt corrective action and bank risk. Journal of International Financial Markets, Institutions and Money, 26 (1). pp. 239-257. ISSN 1042-4431. (doi:10.1016/j.intfin.2013.06.002) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41123)

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Babalos, Vassilios, Mamatzakis, Emmanuel C., Matousek, Roman (2015) The performance of US equity mutual funds. Journal of Banking and Finance, 52 . pp. 217-229. ISSN 0378-4266. (doi:10.1016/j.jbankfin.2014.12.008) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:55861)

Baden-Fuller, Charles, Dean, Alison, McNamara, Peter, Hilliard, Bill (2006) Raising the Returns to Venture Finance. Journal of Business Venturing, 21 (3). pp. 265-285. ISSN 0883-9026. (doi:10.1016/j.jbusvent.2005.02.009) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9141)

Barde, Sylvain (2016) Direct comparison of agent-based models of herding in financial markets. Journal of Economic Dynamics and Control, 73 . pp. 329-353. ISSN 0165-1889. (doi:10.1016/j.jedc.2016.10.005) (KAR id:58181)

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Barros, Carlos P., Gil-Alana, Luis, Matousek, Roman (2011) Fractional Integration of Nominal Exchange Rates: Evidence from CEECs in the Light of EMU Enlargement. Review of International Economics, 19 (1). pp. 77-92. ISSN 0965-7576. (doi:10.1111/j.1467-9396.2010.00933.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39103)

Barros, Carlos P., Gil-Alana, Luis, Matousek, Roman (2012) Mean reversion of short-run interest rates: Empirical evidence from new EU countries. European Journal of Finance, 18 (2). pp. 89-107. ISSN 1351-847X. (doi:10.1080/1351847X.2011.601659) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39086)

Barros, Carlos P., Managi, Shunsuke, Matousek, Roman (2009) Productivity growth and biased technological change: Credit banks in Japan. Journal of International Financial Markets, Institutions and Money, 19 (5). pp. 924-936. ISSN 1042-4431. (doi:10.1016/j.intfin.2009.07.006) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39107)

Barros, Carlos P., Managi, Shunsuke, Matousek, Roman (2012) The technical efficiency of the Japanese banks: Non-radial directional performance measurement with undesirable output. Omega, 40 (1). pp. 1-8. ISSN 0305-0483. (doi:10.1016/j.omega.2011.02.005) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39088)

Batzias, F., Kamarinopoulos, L., Pollalis, Y.A., Kanas, Angelos (2012) Suggesting a New Scheme of 2nd Order Cybernetics to Integrate the Principle Think Globally-Act Locally for Maximising Environmental Sustainability. Latest Trends in Environmental and Manufacturing Engineering, . pp. 165-171. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41256)

Bellotti, Tony, Matousek, Roman, Stewart, Chris (2011) Are rating agencies' assignments opaque? Evidence from international banks. Expert Systems with Applications, 38 (4). pp. 4206-4214. ISSN 0957-4174. (doi:10.1016/j.eswa.2010.09.085) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39099)

Bellotti, Tony, Matousek, Roman, Stewart, Chris (2011) A note comparing support vector machines and ordered choice models' predictions of international banks' ratings. Decision Support Systems, 51 (3). pp. 682-687. ISSN 0167-9236. (doi:10.1016/j.dss.2011.03.008) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39090)

Bernales, Alejandro, Verousis, Thanos, Voukelatos, Nikolaos (2016) Do Investors Follow the Herd in Option Markets? Journal of Banking and Finance, . ISSN 0378-4266. E-ISSN 1872-6372. (doi:10.1016/j.jbankfin.2016.02.002) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:54000)

Bernales, Alejandro, Verousis, Thanos, Voukelatos, Nikolaos (2014) Do Investors Follow the Herd? Evidence from the Options Market. In: 4th International Conference of the Financial Engineering and Banking Society, June 2014, Surrey. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41458)

Bernales, Alejandro, Verousis, Thanos, Voukelatos, Nikolaos (2015) Do investors follow the herd in option markets? In: Do investors follow the herd in option markets? 32nd International Conference of the French Finance Association. . (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:50207)

Bernales, Alejandro, Verousis, Thanos, Voukelatos, Nikolaos (2015) Do investors follow the herd in option markets? In: Do investors follow the herd in option markets? The Future of Financial Institutions and Markets: Navigating the Challenges Ahead. . (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:50209)

Bernales, Alejandro, Verousis, Thanos, Voukelatos, Nikolaos, Zhang, Mengyu (2020) What do we know about individual equity options? Journal of Futures Markets, 40 (1). pp. 67-91. ISSN 0270-7314. E-ISSN 1096-9934. (doi:10.1002/fut.22066) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:76823)

Bevilacqua, Mattia, Morelli, David, Uzan, Paola Sultana Renée (2019) Asymmetric implied market volatility and terrorist attacks. International Review of Financial Analysis, . ISSN 1057-5219. (doi:10.1016/j.irfa.2019.101417) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:79243)

Bonnar, Stephen, Curtis, Lori, Leon-Ledesma, Miguel A., Oberoi, Jaideep S, Rybczynski, Kathleen, Zhou, Chenggang (2017) Population Structure and Asset Values. In: 31st International Congress of Actuaries, 4 - 8 June 2018, Berlin, Germany. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71078)

Bonnar, Stephen, Curtis, Lori, Leon-Ledesma, Miguel A., Oberoi, Jaideep S, Rybczynski, Kathleen, Zhou, Chenggang (2018) Population Structure and Asset Values. In: 4th International Conference on Applied Theory, Macro and Empirical Finance, 02 - 03 April, 2018, Thessaloniki, Greece. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71079)

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. (KAR id:24846)

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Calnan, Michael .W. and Cant, Sarah L. and Gabe, Jonathan (1991) Changing Expectations about Health and Welfare: Going Private? Project report. Centre for Health Services Studies (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:40879)

Cantia, Catalin, Tunaru, Radu (2016) A factor model for joint default probabilities, pricing of CDS, index swaps and index tranches. Insurance: Mathematics and Economics, 72 . pp. 21-35. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2016.10.004) (KAR id:57915)

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Caporale, Guglielmo Maria, Matousek, Roman (2011) Money, Banking and Financial Markets in Central and Eastern Europe: 20 years of transition. Review of International Economics, 19 (1). pp. 46-48. ISSN 0965-7576. (doi:10.1111/j.1467-9396.2010.00930.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39101)

Caporale, Guglielmo Maria, Matousek, Roman, Stewart, Chris (2011) EU banks rating assignments: Is there heterogeneity between new and old member countries? Review of International Economics, 19 (1). pp. 189-206. ISSN 0965-7576. (doi:10.1111/j.1467-9396.2010.00940.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39105)

Caporale, Guglielmo Maria, Matousek, Roman, Stewart, Chris (2012) Ratings assignments: Lessons from international banks. Journal of International Money and Finance, 31 (6). pp. 1593-1606. ISSN 0261-5606. (doi:10.1016/j.jimonfin.2012.02.018) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39084)

Chadha, Jagjit S., Breedon, Francis (2003) Investigating excess returns from nominal bonds. Oxford Bulletin of Economics and Statistics, 65 (1). ISSN 0305-9049. (doi:10.1111/1468-0084.00043) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:10968)

Chadha, Jagjit S., MacMillan, Peter, Nolan, Charles (2007) Independence day for the 'Old Lady': A natura experiment on the implications of central bank independence. Manchester School, 75 (3). pp. 311-327. ISSN 1463-6786. (doi:10.1111/j.1467-9957.2007.01019.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:4646)

Christensen, John and Hampton, Mark 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 (KAR id:23115)

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Church, Clive H. (2005) Switzerland: An Introduction. In: Kälin, Christian H., ed. Switzerland Investment Handbook: Investment, Business, Real Estate and Residence, Economy, Law and Taxation. John Wiley & Sons, pp. 3-16. ISBN 978-0-470-01801-9. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:34942)

Church, Clive H. and Dardanelli, Paolo and Mueller, Sean (2013) Switzerland's Approach to EU Engagement: a Financial Services Perspective. Discussion paper. City of London, London (KAR id:33523)

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Dean, Alison, Baden-Fuller, Charles (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 currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9139)

Dean, Alison, Baden-Fuller, Charles (2003) Market Entry, Pricing Decisions, & Financial Options. In: Strategic Management Society, 1 November 2003, Baltimore. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9140)

Degl'Innocenti, Marta, Matousek, Roman, Tzeremes, Nickolaos G. (2018) Financial Centres’ Competitiveness and Economic Convergence: Evidence from the EU Regions. Environment and Planning A, 50 (1). pp. 133-156. ISSN 0308-518X. E-ISSN 1472-3409. (doi:10.1177/0308518X17740894) (KAR id:64161)

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Degl’Innocenti, Marta, Matousek, Roman, Sevic, Zeljko, Tzeremes, Nickolaos (2017) Bank efficiency and financial centres: Does geographical location matter? Journal of International Financial Markets, Institutions and Money, 46 . pp. 188-198. ISSN 1042-4431. (doi:10.1016/j.intfin.2016.10.002) (KAR id:60225)

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Diana, Alex, Griffin, Jim E., Oberoi, Jaideep S, Yao, Ji (2019) Machine-Learning Methods for Insurance Applications - a survey. Society of Actuaries, 27 pp. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71090)

Doshi, Hitesh, Oberoi, Jaideep S (2016) The ETF-Index Volatility Spread. In: 10th International Conference on Computational and Financial Econometrics, 9 - 11 Dec 2016, Seville, Spain. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71083)

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Ebrahim, M.S., Hudson, R., Iqbal, Abdullah, Shah, M.E. (2016) Dispelling the Myth of a Value Premium: Contrary Evidence of Malaysian Crony Capitalism. International Journal of Banking Accounting and Finance, 7 (1). pp. 1-33. ISSN 1755-3830. E-ISSN 1755-3849. (doi:10.1504/IJBAAF.2016.079164) (KAR id:43793)

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Economou, Fotini, Katsikas, Epameinondas, Vickers, Gregory (2016) Testing for herding in the Athens Stock Exchange during the crisis period. Finance Research Letters, 18 . pp. 334-341. ISSN 1544-6123. (doi:10.1016/j.frl.2016.05.011) (KAR id:55491)

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El Kalak, Izidin, Azevedo, Alcino, Hudson, Robert (2016) Reviewing the Hedge Funds Literature I: Hedge Funds and Hedge Funds' Managerial Characteristics. International Review of Financial Analysis, 48 . pp. 85-97. ISSN 1057-5219. (doi:10.1016/j.irfa.2016.09.008) (KAR id:57280)

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El Kalak, Izidin, Azevedo, Alcino, Hudson, Robert (2016) Reviewing the Hedge Funds Literature II: Hedge Funds’ Returns and Risk Management Characteristics. International Review of Financial Analysis, 48 . pp. 55-66. ISSN 1057-5219. (doi:10.1016/j.irfa.2016.09.006) (KAR id:57285)

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El Kalak, Izidin, Azevedo, Alcino, Hudson, Robert, Karim, Mohamad (2017) Stock Liquidity and SMEs’ Likelihood of Bankruptcy: Evidence from the US Market. Research in International Business and Finance, 42 . pp. 1383-1393. ISSN 0275-5319. (doi:10.1016/j.ribaf.2017.07.077) (KAR id:62395)

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El Kalak, Izidin, Hudson, Robert (2016) The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model. International Review of Financial Analysis, 43 . pp. 135-145. ISSN 1057-5219. (doi:10.1016/j.irfa.2015.11.009) (KAR id:55638)

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Fabozzi, Frank J., Leccadito, Arturo, Tunaru, Radu (2014) Extracting market information from equity options with exponential Lévy processes. Journal of Economic Dynamics and Control, 38 (1). pp. 125-141. ISSN 0165-1889. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41199)

Fabozzi, Frank J., Paletta, Tommaso, Stanescu, Silvia, Tunaru, Radu (2016) An Improved Method for Pricing and Hedging Long Dated American Options. European Journal of Operational Research (ABS 4), 254 (2). pp. 656-666. ISSN 0377-2217. (doi:10.1016/j.ejor.2016.04.002) (KAR id:55269)

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Fabozzi, Frank J., Paletta, Tommaso, Tunaru, Radu (2017) An Improved Least Squares Monte Carlo Valuation Method Based on Heteroscedasticity. European Journal of Operational Research, 263 (2). pp. 698-706. ISSN 0377-2217. (doi:10.1016/j.ejor.2017.05.048) (KAR id:61868)

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Fan, Yaoyao, Boateng, Agyenim, King, Timothy, MacRae, Claire (2019) Board-CEO friendship ties and firm value: Evidence from US firms. International Review of Financial Analysis, 65 . p. 101373. ISSN 1057-5219. (doi:10.1016/j.irfa.2019.101373) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:75266)

Ferreira, Alex Luiz, Leon-Ledesma, Miguel A. (2007) Does the real interest parity hypothesis hold? Evidence for developed and emerging markets. Journal of International Money and Finance, 26 (3). pp. 364-382. ISSN 0261-5606. (doi:10.1016/j.jimonfin.2006.11.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:2779)

Flavin, Thomas J., Morley, Ciara E., Panopoulou, Ekaterini (2014) Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission. Journal of International Financial Markets, Institutions and Money, 33 . pp. 137-154. ISSN 1042-4431. (doi:10.1016/j.intfin.2014.08.001) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:43010)

Freeman, Mark C., Groom, Ben, Panopoulou, Ekaterini, Pantelidis, Theologos (2015) Declining discount rates and the Fisher Effect: Inflated past, discounted future? Journal of Environmental Economics and Management, 73 . pp. 32-49. ISSN 0095-0696. (doi:10.1016/j.jeem.2015.06.003) (KAR id:50708)

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Freeman, Mark, Groom, Ben, Panopoulou, Ekaterini, Pantelidis, Theologos (2015) Declining discount rates and the Fisher Effect: Inflated past, discounted future? In: Journal of Environmental Economics and Management. 73. pp. 32-49. Elsevier (doi:10.1016/j.jeem.2015.06.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:45206)

Freeman, Mark and Groom, Ben and Panopoulou, Ekaterini and Pantelidis, Theologos (2014) Declining discount rates and the `Fisher Effect': Inflated past, discounted future? Working paper. Kent Business School (KAR id:45151)

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Fujii, Hidemichi, Managi, Shunsuke, Matousek, Roman (2014) Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach. Journal of Banking and Finance, 38 (1). pp. 41-50. ISSN 0378-4266. (doi:10.1016/j.jbankfin.2013.09.022) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39081)

Fujii, Hidemichi, Managi, Shunsuke, Matousek, Roman, Rughoo, Aarti (2017) Bank Efficiency, Productivity and Convergence in EU countries: A Weighted Russell Directional Distance Model. Europen Journal of Finance, . ISSN 1351-847X. E-ISSN 1466-4364. (doi:10.1080/1351847X.2017.1303527) (KAR id:60716)

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Fukuyama, Hirofumi, Matousek, Roman (2011) Efficiency of Turkish banking: Two-stage network system. Variable returns to scale model. Journal of International Financial Markets, Institutions and Money, 21 (1). pp. 75-91. ISSN 1042-4431. (doi:10.1016/j.intfin.2010.08.004) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39095)

Fukuyama, Hirofumi, Matousek, Roman (2017) Modelling Bank Performance: A Network DEA Approach. European Journal of Operational Research, 259 (2). pp. 721-732. ISSN 0377-2217. (doi:10.1016/j.ejor.2016.10.044) (KAR id:58462)

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Funnell, Warwick N., Antonelli, Valerio, D'Alessio, Raffaele (2018) Accounting and Psychiatric Power in Italy: The Royal Insane Hospital of Turin in the 19th Century. Critical Perspectives on Accounting, . ISSN 1045-2354. (doi:10.1016/j.cpa.2018.08.004) (KAR id:68770)

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Gadsby, Erica W., Segar, Julia, Allen, Pauline, Checkland, Kath, Coleman, Anna, Mcdermott, Imelda, Peckham, Stephen (2013) Personal Budgets, Choice and Health – a review of international evidence from 11 OECD countries: A Review of International Evidence from 11 OECD Countries. International Journal of Public and Private Health care Management and Economics, 3 (3). pp. 15-28. ISSN 2155-6423. E-ISSN 2155-6431. (doi:10.4018/ijpphme.2013070102) (KAR id:41307)

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Georgoutsos, D.A., Kanas, Angelos, Kouretas, G., Siakkali, K., Chrisostomidou, E. (2006) The Stock Market of Cyprus: Institutional Framework and Performance of an Emerging Market. Institute of Research, Cyprus (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:42958)

Gill, M., Randall, A. (2015) Insurance Fraudsters: A study for the ABI. Perpetuity Research & Consultancy International (PRCI) Ltd, 63 pp. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:50246)

Giovannoni, Francesco, Makris, Miltiadis (2014) Reputational bidding. International Economic Review, 55 (3). pp. 693-710. ISSN 1468-2354. (doi:10.1111/iere.12067) (KAR id:69625)

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Gousia, Katerina (2014) Financial literacy and long-term care insurance coverage. In: International Long-term Care Policy Network Conference 2014, 31 August - 3 September 2014, LSE, London. (KAR id:46760)

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Grant, Kevin, Matousek, Roman, Meyer, Martin S., Tzeremes, Nickolaos (2017) A Research Note on Multinationality and Firm Performance: Nonparametric Frontier Analysis. International Journal of Operations & Production Management, 37 (10). pp. 1408-1424. ISSN 0144-3577. (doi:10.1108/IJOPM-04-2015-0229) (KAR id:60579)

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Grassi, Stefano, Nicolosi, Marco, Stanghellini, Elena (2014) Item Response Models to measure Corporate Social Responsibility. Applied Financial Economics, 24 (22). pp. 1449-1464. ISSN 0960-3107. (doi:10.1080/09603107.2014.925070) (KAR id:49294)

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Griffin, Jim E., Mitrodima, Gelly, Oberoi, Jaideep S (2015) Decomposing the scale and shape dynamics of stock return distributions: A joint quantile model. In: Quantitative Methods in Finance Conference, 15 - 18 Dec 2015, Sydney, Australia. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71086)

Griffin, Jim E., Mitrodima, Gelly, Oberoi, Jaideep S (2016) Robustly Modelling the Scale and Shape Dynamics of Stock return Distributions. In: Financial Management Association Latin America Conference, 16 - 17 Feb 2017, Mexico City. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71082)

Griffin, Jim E., Mitrodima, Gelly, Oberoi, Jaideep S (2018) Robustly modelling the scale and shape dynamics of stock return distributions. In: 2018 IAAE International Association for Applied Econometrics Conference, 26 - 29 June 2018, Montreal, Canada. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71075)

Griffin, Jim E. and Oberoi, Jaideep S and Oduro, Samuel Dua (2018) Estimating The Probability Of Informed Trading: A Bayesian Approach. Working paper. tbc (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71272)

Gschwandtner, Adelina and Hauser, M. (2013) Profit Persistence and Stock Returns: Discussion Paper No. 13/20. Discussion paper. School of Economics, University of Kent (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:45746)

Gschwandtner, Adelina, Hauser, Michael (2016) Profit Persistence and Stock Returns. Applied Economics, 48 (37). pp. 3538-3549. ISSN 0003-6846. E-ISSN 1466-4283. (doi:10.1080/00036846.2016.1142652) (KAR id:60159)

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Haastrup, Toni and Eun, Yong-Soo, eds. (2014) Regionalising Global Crises: The Financial Crisis and New Frontiers in Regional Governance. Palgrave Macmillan, UK, 208 pp. ISBN 978-1-137-34756-5. E-ISBN 978-1-137-34757-2. (doi:10.1057/9781137347572) (KAR id:43046)

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Halkos, George E., Matousek, Roman, Tzeremes, Nickolaos G. (2014) Pre-evaluating technical efficiency gains from possible mergers and acquisitions: evidence from Japanese regional banks. Review of Quantitative Finance and Accounting, 46 (1). pp. 47-77. ISSN 0924-865X. (doi:10.1007/s11156-014-0461-5) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:55859)

Hampton, Mark 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 currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:23056)

Hampton, Mark P., Christensen, John (2011) Looking for Plan B: What next for island hosts of offshore finance? Round Table: Commonwealth Journal of International Affairs, 100 (413). pp. 169-181. ISSN 1474-029X. (doi:10.1080/00358533.2011.565629) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:27741)

Hanif, Muhammad, Iqbal, Abdullah (2014) An Evaluation of Takaful Insurance: Case of Pakistan. Journal of Islamic Economics, Banking and Finance, 13 (1). ISSN 2070-4658. E-ISSN 2070-4666. (doi:10.2139/ssrn.2386497) (KAR id:62898)

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Hanif, Muhammad, Iqbal, Abdullah (2012) Inside-Out: Perception of Key Finance Professionals about Theory and Practice of Islamic Banking. International Journal of Humanities and Social Science, 2 (4). pp. 198-208. ISSN 2220-8488. E-ISSN 2221-0989. (KAR id:43726)

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Hanif, Muhammad, Iqbal, Abdullah, Shah, Zulfiqar (2019) Risk and Returns in Shari’a Compliant Cross-section Stocks : Evidence from an Emerging Market. Journal of Islamic Accounting and Business Research, 10 (5). pp. 621-643. ISSN 1759-0817. (doi:10.1108/JIABR-03-2016-0030) (KAR id:62903)

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Hanif, Muhammad, Iqbal, Abdullah, Shah, Zulfiqar (2016) Risk and Returns of Shar??ah Compliant Stocks on the Karachi Stock Exchange: A CAPM and SCAPM Approach. Journal of King Abdul Aziz University: Islamic Economics, 29 (2). pp. 37-54. ISSN 1658-4244. E-ISSN 7383-1018. (KAR id:59755)

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Hanif, Muhammad, Shah, Zulfiqar, Iqbal, Abdullah (2015) Impact of Real Sector Variables on Shari’a Compliant Stock Returns. Pakistan Journal of Commerce and Social Sciences, 9 (1). pp. 1-17. ISSN 1997-8553. (KAR id:55807)

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Hasan, Mohammad S., Sultan, Jahangir, Ahmed, Rashad (2020) Meteor shower and global asset allocation. European Journal of Finance, . ISSN 1351-847X. E-ISSN 1466-4364. (In press) (KAR id:80921)

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Ioannou, Christos A., Makris, Miltiadis (2019) An Experimental Study of Uncertainty in Coordination Games. International Economic Review, 60 (2). pp. 751-799. ISSN 0020-6598. E-ISSN 1468-2354. (doi:10.1111/iere.12367) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:69581)

Iqbal, Abdullah (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. (doi:10.1111/j.1468-5957.2007.02070.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9653)

Iqbal, Abdullah (2011) The long-run performance of firms making multiple rights issues. In: IFABS 2011, 30 Jun - 2 Jul 2011, Rome, Italy. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64807)

Iqbal, Abdullah (2005) The performance of firms making multiple rights issues in the UK. In: 12th Annual Conference of the Multinational Finance Society, 3-6 Jul 2005, Athens, Greece. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64800)

Iqbal, Abdullah, Akbar, Saeed, Shiwakoti, Radha K. (2013) The long run performance of UK firms making multiple rights issues. International Review of Financial Analysis, 28 (June). pp. 156-165. ISSN 1057-5219. (doi:10.1016/j.irfa.2013.03.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:43725)

Iqbal, Abdullah, Espenlaub, Susanne, Strong, Norman (2009) Earnings management around UK open offers. European Journal of Finance, 15 (1). pp. 29-51. ISSN 1351-847X. (doi:10.1080/13518470701705652) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9654)

Iqbal, Abdullah, Espenlaub, Susanne, Strong, Norman (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 currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9651)

Iqbal, Abdullah, Hanif, Muhammad, Shah, Zulfiqar (2013) Impact of Real-Sector Macroeconomic Variables on Shari’a Compliant Cross-Section Stock Returns. In: 5th SAICON Conference 2013, 04-06 Dec 2013, Bhurban, Murree, Pakistan. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64810)

Iqbal, Abdullah, Hanif, Muhammad, Shah, Zulfiqar (2014) Risk and Returns in Shari’a Compliant Cross-section Stocks: Developing an Asset Pricing Model. In: 4th Islamic Banking Conference 2014, 23-24 Jun 2014, Lancaster, UK. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64814)

Iqbal, Abdullah, Kanwer, Aneel (2007) Exploring time variation of stock betas in Pakistan. In: 9th ISINI Conference, 22-26 Aug 2007, Bacau, Romania. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64802)

Iqbal, Abdullah, Khan, Iram A., Ahmad, Zeeshan (2009) Earnings Management around Privatizations: Evidence from Pakistan. In: The Asian Finance Association 2009 International Conference, 30 Jun - 3 Jul 2009, Brisbane, Australia. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64805)

Iqbal, Abdullah, Kume, Ortenca (2014) Global financial crisis and capital structure of European firms. In: 6th SAICON Conference 2014, 11-13 Aug 2014, Islamabad, Pakistan. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64811)

Iqbal, Abdullah, Kume, Ortenca (2013) Impact of financial crisis on capital structure of European firms. In: 20th Annual Conference of the Multinational Finance Society 2013, 30 Jun - 3 Jul 2013, Izmir, Turkey. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64808)

Iqbal, Abdullah and Nguyen, Nguyet Thi Minh and Shiwakoti, Radha K. (2015) Does earnings management spread through board interlocks? Working paper. Kent, UK (Submitted) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:64817)

Iqbal, Abdullah and Nguyen, Nguyet Thi Minh and Shiwakoti, Radha K. (2019) There’s no smoke without fire: Does the context of earnings management predict the existence of earnings management and future stock returns? Working paper. Kent, UK (Submitted) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:64815)

Iqbal, Abdullah, Strong, Norman, Espenlaub, Susanne (2004) Earnings management and corporate governance around UK rights issues. In: 11th Annual Conference of the Multinational Finance Society, 4-7 Jul 2004, Istanbul, Turkey. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64799)

Iqbal, Abdullah, Strong, Norman, Espenlaub, Susanne (2003) Earnings management and the performance of UK open offering firms. In: 2003 ISINI CONFERENCE, 20-23 August 2003, Lille, France. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64797)

Iqbal, Abdullah, Strong, Norman, Espenlaub, Susanne (2002) Earnings management and the performance of UK rights issuers. In: Northern Finance Association Conference 2002, 25-27 September 2002, Banff, Canada. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64798)

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Jones, Karen C., Netten, Ann, Fernández, José-Luis, Knapp, Martin R J., Challis, David J., Glendinning, Caroline, Jacobs, Sally, Manthorpe, Jill, Moran, Nicola, Stevens, Martin, and others. (2012) The impact of Individual Budgets on the targeting of support: findings from a national evaluation of pilot projects in England. Public Money & Management, 32 (6). pp. 417-424. ISSN 0954-0962. (doi:10.1080/09540962.2012.728781) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:34455)

Jupe, Robert E. (2007) 'The worst of all worlds?' New Labour, Network Rail and the third way. In: APIRA 2007. . (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:3948)

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Kalli, Maria, Ellington, Michael (2019) Stock Market Liquidity and Return Predictability: A Bayesian Nonparametric Approach. Review of Financial Studies, . ISSN 0893-9454. (In press) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:78658)

Kamarianakis, Yiannis, Kanas, Angelos, Prastacos, Poulicos (2006) Modeling traffic volatility dynamics in an urban network. Transportation Research Record, 1923 . pp. 18-27. ISSN 0361-1981. (doi:10.3141/1923-03) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41158)

Kampouridis, Michael, Alsheddy, Abdullah, Tsang, Edward (2013) On the investigation of hyper-heuristics on a financial forecasting problem. Annals of Mathematics and Artificial Intelligence, 68 (4). pp. 225-246. ISSN 1573-7470. (doi:10.1007/s10472-012-9283-0) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:40193)

Kampouridis, Michael, Chen, Shu-Heng, Tsang, Edward (2012) Microstructure Dynamics and Agent-Based Financial Markets: Can Dinosaurs Return? Advances in Complex Systems, 15 (S02). p. 1250060. ISSN 1793-6802. (doi:10.1142/S0219525912500609) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:40194)

Kanas, Angelos (2014) Bank Dividends, Real GDP Growth, and Default Risk. International Jounral of Finance & Economics, . ISSN 1099 - 1158. (doi:10.1002/ijfe.1491) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41117)

Kanas, Angelos (2013) Bank dividends, risk, and regulatory regimes. Journal of Banking and Finance, 37 (1). pp. 1-10. ISSN 0378-4266. (doi:10.1016/j.jbankfin.2012.05.018) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41124)

Kanas, Angelos (2014) Bond futures, inflation-indexed bonds, and inflation risk premium. Journal of International Financial Markets, Institutions and Money, 28 (1). pp. 82-99. ISSN 1042-4431. (doi:10.1016/j.intfin.2013.09.007) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41120)

Kanas, Angelos (2004) Contagion in banking due to BCCI'S failure: Evidence from national equity indices. International Journal of Finance and Economics, 9 (3). pp. 245-255. ISSN 1076-9307. (doi:10.1002/ijfe.224) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41160)

Kanas, Angelos (2000) Exchange Rate Economic Exposure under Collusive Pricing and Hedging using Asian Options. Economica Internazional, 53 (1). pp. 53-67. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41175)

Kanas, Angelos (1996) Exchange Rate Economic Exposure when Market Share Matters and Hedging using Currency Options. Management International Review, 36 (1). pp. 67-84. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41188)

Kanas, Angelos (1996) Exchange Rate Exposure,Business Exposure and Hedging using Currency Options. Journal of Multinmational Fianancial Management, 2/3 . pp. 1-19. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41186)

Kanas, Angelos (1996) Global Foreign Exchange Markets and Hedging Exchange Rate Risk. In: Investment Banking: Theory and Practice. Euromoney Institutional Investor, London, pp. 157-170. ISBN 978-1-85564-414-4. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41260)

Kanas, Angelos (2001) Hedging Exchange Rate Economic Exposure: Real Options or Currency Options? Economia Internazionale, 54 (1). pp. 1-14. ISSN 0012-981X. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41167)

Kanas, Angelos (2013) Implied volatility and the risk-return relation: A note. International Journal of Finance and Economics, 18 (2). pp. 159-164. ISSN 1076-9307. (doi:10.1002/ijfe.449) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41129)

Kanas, Angelos (1997) Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis. Journal of Multinational Financial Management, 7 (1). pp. 27-42. ISSN 1042-444X. (doi:10.1016/S1042-444X(97)00003-0) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41166)

Kanas, Angelos (2002) Is exchange rate volatility influenced by stock return volatility? Evidence from the US, the UK and Japan. Applied Economics Letters, 9 (8). pp. 501-503. ISSN 1350-4851. (doi:10.1080/13504850110095783) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41165)

Kanas, Angelos (2004) Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios. Empirical Economics, 29 (3). pp. 575-592. ISSN 0377-7332. (doi:10.1007/s00181-004-0199-3) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41162)

Kanas, Angelos (1998) Linkages between the US and European equity markets: Further evidence from cointegration tests. Applied Financial Economics, 8 (6). pp. 607-614. ISSN 0960-3107. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41182)

Kanas, Angelos (1998) Long-run benefits from international equity diversification: a note on the Canadian evidence. Applied Economics Letters, 5 (10). pp. 659-663. ISSN 1350-4851. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41178)

Kanas, Angelos (2002) Mean and variance spillovers among size-sorted UK equity portfolios. Applied Economics Letters, 9 (5). pp. 319-323. ISSN 1350-4851. (doi:10.1080/13504850110065858) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41164)

Kanas, Angelos (2008) Modeling regime transition in stock index futures markets and forecasting implications. Journal of Forecasting, 27 (8). pp. 649-669. ISSN 0277-6693. (doi:10.1002/for.1084) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41143)

Kanas, Angelos (2005) Modelling the US/UK real exchange rate-real interest rate differential relation: A multivariate regime switching approach. Manchester School, 73 (2). pp. 123-140. ISSN 1463-6786. (doi:10.1111/j.1467-9957.2005.00439.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41135)

Kanas, Angelos (2012) Modelling the risk-return relation for the S&P 100: The role of VIX. Economic Modelling, 29 (3). pp. 795-809. ISSN 0264-9993. (doi:10.1016/j.econmod.2011.10.010) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41128)

Kanas, Angelos (2001) Neural Network vs Linear Models of Stock Returns: An Application to the UK and German Stock Market Indicies. In: Fuzzy Sets in Management, Economics and Marketing. World Scientific Publishing Co, pp. 181-193. ISBN 978-981-02-4753-9. E-ISBN 978-981-281-089-2. (doi:10.1142/9789812810892_0012) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41259)

Kanas, Angelos (2001) Neural network linear forecasts for stock returns. International Journal of Finance & Economics, 6 (3). pp. 245-254. (doi:10.1002/ijfe.156) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41172)

Kanas, Angelos (2003) Non-linear cointegration between stock prices and dividends. Applied Economics Letters, 10 (7). pp. 401-405. ISSN 1350-4851. (doi:10.1080/1350485022000044020) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41163)

Kanas, Angelos (2003) Non-linear forecasts of stock returns. Journal of Forecasting, 22 (4). pp. 299-315. ISSN 0277-6693. (doi:10.1002/for.858) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41151)

Kanas, Angelos (1997) Nonlinear dependence in British pound exchange rates. Applied Economics Letters, 4 (10). pp. 631-633. ISSN 1350-4851. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41183)

Kanas, Angelos (2005) Nonlinearity in the stock price-dividend relation. Journal of International Money and Finance, 24 (4). pp. 583-606. ISSN 0261-5606. (doi:10.1016/j.jimonfin.2005.03.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41149)

Kanas, Angelos (2008) On real interest rate dynamics and regime switching. Journal of Banking and Finance, 32 (10). pp. 2089-2098. ISSN 0378-4266. (doi:10.1016/j.jbankfin.2006.10.027) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41145)

Kanas, Angelos (2006) Purchasing power parity and Markov regime switching. Journal of Money Credit and Banking, 38 (6). pp. 1669-1687. ISSN 0022-2879. (doi:10.1353/mcb.2006.0083) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41137)

Kanas, Angelos (2005) Pure Contagion Effects in International Banking: The Case of BCCI failure. Journal of Applied Economics, 8 (1). pp. 101-123. ISSN 1514-0326. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41159)

Kanas, Angelos (2009) Real exchange rate, stationarity, and economic fundamentals. Journal of Economics and Finance, 33 (4). pp. 393-409. ISSN 1055-0925. (doi:10.1007/s12197-008-9041-7) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41136)

Kanas, Angelos (2009) Real exchange rates and developing countries. International Journal of Finance and Economics, 14 (3). pp. 280-299. ISSN 1076-9307. (doi:10.1002/ijfe.378) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41138)

Kanas, Angelos (2005) Real or monetary? The US/UK real exchange rate, 1921-2002. Journal of International Financial Markets, Institutions and Money, 15 (1). pp. 21-38. ISSN 1042-4431. (doi:10.1016/j.intfin.2004.01.004) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41139)

Kanas, Angelos (2005) Regime linkages between the Mexican currency market and emerging equity markets. Economic Modelling, 22 (1). pp. 109-125. ISSN 0264-9993. (doi:10.1016/j.econmod.2004.05.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41156)

Kanas, Angelos (2005) Regime linkages in the US/UK real exchange rate-real interest differential relation. Journal of International Money and Finance, 24 (2). pp. 257-274. ISSN 0261-5606. (doi:10.1016/j.jimonfin.2004.12.006) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41134)

Kanas, Angelos (2009) Regime switching in stock index and futures markets: A note on the NIKKEI evidence. International Journal of Finance and Economics, 14 (4). pp. 394-399. ISSN 1076-9307. (doi:10.1002/ijfe.390) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41142)

Kanas, Angelos (2004) Testing for "pure" contagion effects in international banking: The case of BCCI's failure. International Journal of Theoretical and Applied Finance, 7 (3). pp. 289-301. ISSN 0219-0249. (doi:10.1142/S0219024904002438) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41161)

Kanas, Angelos (1998) Testing for a unit root in ERM exchange rates in the presence of structural breaks: Evidence from the bootstrap. Applied Economics Letters, 5 (7). pp. 407-410. ISSN 1350-4851. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41180)

Kanas, Angelos (2014) Uncovering a positive risk-return relation: The role of implied volatility index. Review of Quantitative Finance and Accounting, 42 (1). pp. 159-170. ISSN 0924-865X. (doi:10.1007/s11156-012-0317-9) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41122)

Kanas, Angelos (1998) Volatility spillovers across equity markets: European evidence. Applied Financial Economics, 8 (3). pp. 245-256. ISSN 0960-3107. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41179)

Kanas, Angelos (2000) Volatility spillovers between stock returns and exchange rate changes: International evidence. Journal of Business Finance and Accounting, 27 (3-4). pp. 447-467. ISSN 0306-686X. (doi:10.1111/1468-5957.00320) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41174)

Kanas, Angelos (2014) The impact of prompt corrective action on the default risk of the U.S. commercial banking sector. Review of Quantitative Finance and Accounting, 43 (2). pp. 393-404. ISSN 0924-865X. E-ISSN 1573-7179. (doi:10.1007/s11156-013-0378-4) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41126)

Kanas, Angelos (1997) The monetary exchange rate model within the ERM: Cointegration tests and implications concerning the German dominance hypothesis. Applied Financial Economics, 7 (6). pp. 587-598. ISSN 0960-3107. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41181)

Kanas, Angelos (2008) A multivariate regime switching approach to the relation between the stock market, the interest rate and output. International Journal of Theoretical and Applied Finance, 11 (7). pp. 657-671. ISSN 0219-0249. (doi:10.1142/S021902490800497X) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41147)

Kanas, Angelos (1999) A note on the long-run benefits from international equity diversification for a UK investor diversifying in the US equity market. Applied Economics Letters, 6 (1). pp. 47-53. ISSN 1350-4851. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41177)

Kanas, Angelos (2009) A note on the relation between the equity risk premium and the term structure. Journal of Economics and Finance, 34 (1). pp. 89-95. ISSN 1055-0925. (doi:10.1007/s12197-008-9069-8) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41140)

Kanas, Angelos (2009) The relation between the equity risk premium and the bond maturity premium in the UK: 1900-2006. Journal of Economics and Finance, 33 (2). pp. 111-127. ISSN 1055-0925. (doi:10.1007/s12197-008-9038-2) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41144)

Kanas, Angelos (2013) The risk-return relation and VIX: Evidence from the S&P 500. Empirical Economics, 44 (3). pp. 1291-1314. ISSN 0377-7332. (doi:10.1007/s00181-012-0639-4) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41127)

Kanas, Angelos, Genius, Margarita (2005) Regime (non)stationarity in the US/UK real exchange rate. Economics Letters, 87 (3). pp. 407-413. ISSN 0165-1765. (doi:10.1016/j.econlet.2005.01.009) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41148)

Kanas, Angelos, Ioannidis, Christos (2010) Causality from real stock returns to real activity: Evidence of regime-dependence. International Journal of Finance and Economics, 15 (2). pp. 180-197. ISSN 1076-9307. (doi:10.1002/ijfe.383) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41132)

Kanas, Angelos, Ioannidis, Christos (2012) Revisiting the forward-spot relation: An application of the nonparametric long-run correlation coefficient. Journal of Economics and Finance, 36 (1). pp. 148-161. ISSN 1055-0925. (doi:10.1007/s12197-010-9135-x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41131)

Kanas, Angelos, Ioannidis, Christos (2007) Stock Market and the Macroeconomy : A Regime Switching Approach. Economia Internazionale, 60 (2). pp. 181-206. ISSN 0012-981X. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41155)

Kanas, Angelos, Kouretas, Georgios P. (2001) Black and official exchange rate volatility and foreign exchange controls: Evidence from Greece. International Journal of Finance and Economics, 6 (1). pp. 13-25. ISSN 1076-9307. (doi:10.1002/ijfe.140) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41171)

Kanas, Angelos, Kouretas, Georgios P. (2002) Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries. The Financial Review, 37 (2). pp. 137-163. (doi:10.2139/ssrn.246825) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41153)

Kanas, Angelos, Kouretas, Georgios P. (2008) Overview of the special issue on Euro area expansion: Current state and future prospects. Journal of International Money and Finance, 27 (2). pp. 165-168. ISSN 0261-5606. (doi:10.1016/j.jimonfin.2007.12.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41146)

Kanas, Angelos, Kouretas, Georgios P. (2007) Regime dependence between the official and parallel foreign currency markets for US dollars in Greece. Journal of Macroeconomics, 29 (2). pp. 431-449. ISSN 0164-0704. (doi:10.1016/j.jmacro.2005.11.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41154)

Kanas, Angelos, Kouretas, Georgios P. (2001) Volatility Spillovers between the Black Market and Official Market for Foreign Currency in Greece. Journal of Financial Research, 24 (3). pp. 443-461. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41152)

Kanas, Angelos, Kouretas, Georgios P. (2005) A cointegration approach to the lead-lag effect among size-sorted equity portfolios. International Review of Economics & Finance, 14 (2). pp. 181-201. ISSN 1059-0560. (doi:10.1016/j.iref.2003.12.004) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41157)

Kanas, Angelos, Tsiotas, Georgios (2005) Real interest rates linkages between the USA and the UK in the postwar period. International Journal of Finance and Economics, 10 (3). pp. 251-262. ISSN 1076-9307. (doi:10.1002/ijfe.271) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41133)

Kanas, Angelos, Vasiliou, Dimitrios, Eriotis, Nikolaos (2012) Revisiting bank profitability: A semi-parametric approach. Journal of International Financial Markets, Institutions and Money, 22 (4). pp. 990-1005. ISSN 1042-4431. (doi:10.1016/j.intfin.2011.10.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41130)

Kanas, Angelos, Yannopoulos, Andreas (2001) Comparing linear and nonlinear forecasts for stock returns. International Review of Economics and Finance, 10 (4). pp. 383-398. ISSN 1059-0560. (doi:10.1016/S1059-0560(01)00092-2) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41170)

Kanwer, Aneel and Iqbal, Abdullah (2008) Exploring Time Variation of Stock Betas in Pakistan. In: Issues in Global Business and Management Research: Proceedings of the 2008 International Online Conference on Business and Management (IOCBM 2008). Universal Publishers, Boca Raton, Florida, USA, pp. 49-71. ISBN 978-1-59942-944-1. (KAR id:64803)

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Katsikas, Epameinondas, Brahma, Sanjukta, Wangeci, Susan (2015) Effects of interest and exchange rates on bank stock returns. Evidence from Kenya. In: International Conference of the Financial Engineering and Banking Society, 11 - 13 June 2015, Audencia Nantes School of Management, France.. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:54192)

Katsikas, Epameinondas, Manes Rossi, Francesca, Orelli, Rebecca (2017) Towards Integrated Reporting: Accounting Change in the Public Sector. SpringerBriefs in Accounting . Springer, New York, USA, 125 pp. ISBN 978-3-319-47234-8. E-ISBN 978-3-319-47235-5. (doi:10.1007/978-3-319-47235-5) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:57122)

Kirsanova, Tatiana, Satchi, Mathan, Vines, David, Wren-Lewis, Simon (2007) Optimal fiscal policy rules in a monetary union. Journal of Money Credit and Banking, 39 (7). pp. 1759-1784. ISSN 0022-2879. E-ISSN 1538-4616. (doi:10.1111/j.1538-4616.2007.00086.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:545)

Kume, Ortenca, Iqbal, Abdullah (2014) Impact of Financial Crisis on Firms’ Capital Structure in UK, France, and Germany. Multinational Finance Journal, 18 (3/4). pp. 249-280. ISSN 1096-1879. (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:46656)

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Laker, B. (2018) Cryptocurrency and the future of cash. The Daily Telegraph, . ISSN 0307-1235. (KAR id:69688)

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Leccadito, Arturo, Paletta, Tommaso, Tunaru, Radu (2016) Pricing and Hedging Basket Options with Exact Moment Matching. Insurance: Mathematics and Economics, 69 . pp. 59-69. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2016.03.013) (KAR id:55064)

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Leccadito, Arturo, Toscano, Pietro, Tunaru, Radu (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. (doi:10.1142/S0219024912500586) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33016)

Leccadito, Arturo, Tunaru, Radu, Urga, Giovanni (2015) Trading strategies with implied forward credit default swap spreads. Journal of Banking and Finance, 58 . pp. 361-375. ISSN 0378-4266. E-ISSN 1872-6372. (doi:10.1016/j.jbankfin.2015.04.018) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:50883)

Luo, Pengfei, Wang, Huamao, Yang, Zhaojun (2016) Investment and financing for SMEs with a partial guarantee and jump risk. European Journal of Operational Research, 249 (3). pp. 1161-1168. ISSN 0377-2217. (doi:10.1016/j.ejor.2015.09.032) (KAR id:44795)

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Ma, Yue, Kanas, Angelos (2004) Intrinsic bubbles revisited: Evidence from nonlinear cointegration and forecasting. Journal of Forecasting, 23 (4). pp. 237-250. ISSN 0277-6693. (doi:10.1002/for.909) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41150)

Ma, Yue, Kanas, Angelos (2000) Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM. Journal of International Money and Finance, 19 (1). pp. 135-152. ISSN 0261-5606. (doi:10.1016/S0261-5606(99)00045-5) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41173)

Ma, Yue, Kanas, Angelos (2000) Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM. Journal of International Financial Markets, Institutions and Money, 10 (1). pp. 69-82. ISSN 1042-4431. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41176)

Mahmud, Mahreen (2015) Essays on Small Scale Finance and Recipient Behaviour. Doctor of Philosophy (PhD) thesis, University of Kent,. (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:54355)

Mallick, Sushanta, Matousek, Roman, Tzeremes, Nickolaos G. (2016) Financial development and productive inefficiency: A robust conditional directional distance function approach. Economics Letters, 145 . pp. 196-201. ISSN 0165-1765. (doi:10.1016/j.econlet.2016.06.019) (KAR id:56129)

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Mamatzakis, Emmanuel, Matousek, Roman, Vu, Anh Nguyet (2016) What is the impact of bankrupt and restructured loans on Japanese bank efficiency? Journal of Banking and Finance, 72 . S187-S202. ISSN 0378-4266. (doi:doi.org/10.1016/j.jbankfin.2015.04.010) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:55862)

Manca, Andrea, Epstein, David M., Torgerson, David J., Moffett, Jennifer A. Klaber, Coulton, Simon, Farrin, Amanda (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. (doi:10.1017/S0266462306050859) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:27954)

Maran, Laura, Funnell, Warwick N., Castellini, Monia (2019) Accounting and the enactment of power: Municipal Reform by Peter Leopold 1774-1775. Accounting, Auditing & Accountability Journal, 32 (4). pp. 1146-1174. ISSN 0951-3574. (doi:10.1108/AAAJ-10-2017-3180) (KAR id:69804)

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Markellos, Rafael, Siriopoulos, Costas, Sirlantzis, Konstantinos (1995) Investigation of chaos in the emerging markets and the issue of financial management. Budapest Management Review (Vezetestudomany), 26 (11). pp. 13-20. ISSN 0133-0179. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:51899)

Markellos, Rafael, Siriopoulos, Costas, Sirlantzis, Konstantinos (1995) Testing non-linearities and chaos in emerging stock markets: implications for financial management. In: 4th Annual Meeting of the European Financial Management Association. . European Financial Management Association (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:51896)

Matousek, Roman (2011) Banking in Central and Eastern Europe in 1980-2006: From Communism to capitalism. Economica, 78 (310). p. 397. ISSN 0013-0427. (doi:10.1111/j.1468-0335.2009.00782.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39098)

Matousek, Roman and Stavarek, Daniel, eds. (2012) Financial Integration in the European Union. Routledge, 280 pp. ISBN 978-0-415-69076-8. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39073)

Matousek, Roman, ed. (2013) Money Banking and Financial Markets in Central and Eastern Europe. Palgrave Macmillan Studies in Banking and Financial Institutions, 1 . Palgrave Macmillan, 304 pp. ISBN 978-0-230-23168-9. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39076)

Matousek, Roman, Rughoo, Aarti, Sarantis, Nicholas, George Assaf, A. (2015) Bank performance and convergence during the financial crisis: Evidence from the ‘old’ European Union and Eurozone. Journal of Banking and Finance, 52 . pp. 208-216. ISSN 0378-4266. (doi:10.1016/j.jbankfin.2014.08.012) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:55860)

Matousek, Roman, Sarantis, Nicholas (2009) The bank lending channel and monetary transmission in Central and Eastern European countries. Journal of Comparative Economics, 37 (2). pp. 321-334. ISSN 0147-5967. (doi:10.1016/j.jce.2008.09.008) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:39106)

Matousek, Roman, Tzeremes, Nickolaos G. (2016) CEO compensation and bank efficiency: An application of conditional nonparametric frontiers. European Journal of Operational Research, 251 (1). pp. 264-273. ISSN 0377-2217. (doi:10.1016/j.ejor.2015.10.035) (KAR id:55858)

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Meligkotsidou, Loukia, Panopoulou, Ekaterini, Vrontos, Ioannis D., Vrontos, Spyridon D. (2014) Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach. In: IAAE 2014 Annual Conference, June 2014, Queen Mary University, London, UK. (Submitted) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:45203)

Meligkotsidou, Loukia, Panopoulou, Ekaterini, Vrontos, Ioannis D., Vrontos, Spyridon D. (2013) Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach. In: 7th Annual Methods in International Finance Network Workshop, September, 2013, Namur, Belgium. (Submitted) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:45218)

Meligkotsidou, Loukia, Panopoulou, Ekaterini, Vrontos, Ioannis D., Vrontos, Spyridon D. (2014) Out-of-sample equity premium prediction: A complete subset quantile regression approach. In: Conference on Econometric Methods for Banking and Finance, September 12-13, 2014, Bank of Portugal, Lisbon, Portugal. (Unpublished) (KAR id:44194)

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Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis D. and Vrontos, Spyridon D. (2013) Out-of-sample equity premium prediction: A complete subset quantile regression approach. Working paper. Kent Business School 10.2139/ssrn.2335084. (doi:10.2139/ssrn.2335084) (KAR id:45149)

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Meligkotsidou, Loukia, Panopoulou, Ekaterini, Vrontos, Ioannis D., Vrontos, Spyridon D. (2017) Quantile Forecast Combinations in Realized Volatility Prediction. In: 7th International Conference of the Financial Engineering and Banking Society, 1 June 2017 - 3 June 2017, Glasgow. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64362)

Meligkotsidou, Loukia, Panopoulou, Ekaterini, Vrontos, Ioannis D., Vrontos, Spyridon D. (2014) A Quantile Regression Approach to Equity Premium Prediction. Journal of Forecasting, 33 (7). pp. 558-576. ISSN 0277-6693. E-ISSN 1099-131X. (doi:10.1002/for.2312) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:43020)

Meligkotsidou, Loukia, Panopoulou, Ekaterini, Vrontos, Ioannis D., Vrontos, Spyridon D. (2016) Quantile forecast combinations. In: 10th International Conference on Computaional and Financial Econometrics, 9-11 December 2016, Sevilla, Spain. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64355)

Meligkotsidou, Loukia, Panopoulou, Ekaterini, Vrontos, Ioannis D., Vrontos, Spyridon D. (2016) Quantile forecast combinations in realised volatility prediction. In: 9th International Conference on Computational and Financial Econometrics, 12-14 December 2015, Senate House, London. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64356)

Messis, P, Alexandridis, Antonis, Zapranis, Achilleas (2015) Cross-sectional conditional risk return analysis in the sorted beta framework: A novel Two Factor Model. In: 14th Hellenic Finance and Accounting Association. . (KAR id:53562)

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Messis, P, Alexandridis, Antonis, Zapranis, Achilleas (2014) Testing and comparing conditional CAPM with a new approach in the cross-sectional framework. In: International work-conference on Time Series 2014, June 25th-27th, 2014, Granada, Spain. (KAR id:41264)

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Mitrodima, Evangelia, Oberoi, Jaideep S (2013) Component value at risk models with countercyclical adjustments for improved economic performance. In: Computational and Financial Econometrics Conference, Dec 2013, London. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:48180)

Morell, Joseph (2017) Macro-Finance Essays on the Term Structure of Interest Rates. Doctor of Philosophy (PhD) thesis, University of Kent,. (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:67200)

Morelli, David 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. (doi:10.1016/j.mulfin.2006.12.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:2938)

Morelli, David A. (2003) Capital Asset Pricing Models on UK Securities using ARCH. Applied Financial Economics, 13 (3). pp. 211-223. ISSN 0960-3107. (doi:10.1080/09603100110115174) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9219)

Morelli, David A. (2014) Momentum Profits and conditional time-varying systematic risk. Journal of International Financial Markets, Institutions and Money, 29 (1). pp. 242-255. ISSN 1042-4431. (doi:10.1016/j.intfin.2013.11.007) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:46743)

Morelli, David 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. (doi:10.1016/S1057-5219(01)00066-7) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9217)

Morelli, David A. (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 currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9218)

Moultrie, Thomas A., Thomas, R. Guy (1997) The right to underwrite? An actuarial perspective with a difference. Journal of Actuarial Practice, 5 (1). pp. 125-146. ISSN 1064-6647. (KAR id:29799)

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Nguyen, Nguyet Thi Minh (2017) Earnings management: detection, application and contagion. Doctor of Philosophy (PhD) thesis, University of Kent,. (KAR id:59823)

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Nica, Melania, Oberoi, Jaideep S (2018) Self Dealing and Optimal Compensation. In: Financial Management Association 2018 Annual Conference, 10 - 13 Oct 2018, San Diego, USA. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71070)

Nica, Melania, Oberoi, Jaideep S (2018) Self Dealing and Optimal Compensation. In: European Financial Management Association Annual Conference, 27 - 30 June 2018, Milan, Italy. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71072)

Nica, Melania, Oberoi, Jaideep S (2018) Self Dealing and Optimal Compensation. In: 4th International Conference on Applied Theory, Macro and Empirical Finance, 02 - 03 April, 2018, Thessaloniki, Greece. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71080)

Nica, Melania and Oberoi, Jaideep S (2018) Stakeholder Incentives, Self Dealing and Optimal Compensation. Working paper. tbc (Submitted) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:70632)

Nikolaos, Giannellis, Kanas, Angelos, Papadopoulos, Athanasios P. (2010) Asymmetric volatility spillovers between stock market and real activity: Evidence from the UK and the US. Panoeconomicus, 57 (4). pp. 429-445. ISSN 1452-595X. (doi:10.2298/PAN1004429G) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41141)

Nizalova, Olena (2014) The Wage Elasticity of Informal Care Supply: Do Long-Term Care Policies Matter? In: 10th World Congress “Health Economics in the Age of Longevity”, July 13, 2014 - July 16, 2014, Trinity College, Dublin, Ireland. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:46751)

Nizalova, Olena, Nizalov, Denis, Smal, V. (2007) Economically Distressed Areas in Ukraine: Methods and Examples of Delimitation. Regional Studies, . pp. 159-169. ISSN 0034-3404. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:35672)

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Oberoi, Jaideep S (2018) Consumption based asset pricing. In: Financial Management Association 2018 Annual Conference, 10 - 13 Oct 2018, San Diego, USA. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71071)

Oberoi, Jaideep S (2017) Discussion of: Firms' Capital Structure Choices and Endogenous Dividend Policies by Hursit Celil and Mengyang Chi. In: Financial Management Association Latin America Conference, 16 - 17 Feb 2017, Mexico City. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71081)

Oberoi, Jaideep S (2018) Discussion of: Institutional Investors and Home-Biased REITs by Gianluca Mattarocci and Lucia Gibilaro. In: European Financial Management Association Annual Conference, 27 - 30 June 2018, Milan, Italy. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71074)

Oberoi, Jaideep S (2014) Discussion of: The effect of asymmetric volatility and jumps on the pricing of VIX derivatives by Yang-Ho Park. In: IFSID Third Conference on Derivatives, 25 - 26 Sep 2014, Montreal, Canada. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71089)

Oberoi, Jaideep S (2016) Illiquidity Premium: A Survey. Not for publication (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:70630)

Oberoi, Jaideep S (2014) Why do firms actively vary the interest rate mix of their debt? In: 39th Spanish Economic Association Conference, 11 -13 December 2014, Palma de Majorca, Spain. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71088)

Oberoi, Jaideep S, Bonnar, Stephen, Maynard, Alex (2017) Predicting Long-Term Asset Returns Using Demographic Data. In: 31st International Congress of Actuaries, 4 - 8 June 2018, Berlin, Germany. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71076)

Oberoi, Jaideep S and Mitrodima, Evangelia (2015) Value at Risk models with long memory features and their economic performance. Working paper. Social Science Research Network 10.2139/ssrn.2649348. (doi:10.2139/ssrn.2649348) (KAR id:50894)

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Oberoi, Jaideep S, Tapadar, Pradip (2016) International Personal Wealth Flows: A Report on Selected Countries. Not for publication (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:70627)

Omede, P. I. (2019) A Tale of Two Markets: How Lower-end Borrowers Are Punished for Bank Regulatory Failures in Nigeria. Journal of Consumer Policy, . ISSN 0168-7034. (doi:10.1007/s10603-019-09439-8) (KAR id:80026)

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Palczewski, Jan, Poulsen, Rolf, Schenk-Hoppé, Klaus Reiner, Wang, Huamao (2015) Dynamic portfolio optimization with transaction costs and state-dependent drift. European Journal of Operational Research, 243 (3). pp. 921-931. ISSN 0377-2217. (doi:10.1016/j.ejor.2014.12.040) (KAR id:41208)

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Paletta, Tommaso (2015) Computational Methods for Pricing and Hedging Derivatives. Doctor of Philosophy (PhD) thesis, University of Kent,. (KAR id:49180)

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Panopoulou, Ekaterini and Kalyvitis, Sarantis (2014) Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach. In: Gallegati, Marco and Semmler, Willi, eds. Wavelet Applications in Economics and Finance. Dynamic Modeling and Econometrics in Economics and Finance, 20 . Springer International Publishing, pp. 249-261. ISBN 978-3-319-07060-5. E-ISBN 978-3-319-07061-2. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:43025)

Panopoulou, Ekaterini, Pantelidis, Theologos (2014) The Fisher effect in the presence of time-varying coefficients. Computational Statistics & Data Analysis, 100 . pp. 495-511. ISSN 0167-9473. E-ISSN 1613-9658. (doi:10.1016/j.csda.2014.08.015) (KAR id:43024)

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Panopoulou, Ekaterini, Pantelidis, Theologos (2014) Regime-switching models for exchange rates. The European Journal of Finance, 21 (12). pp. 1023-1069. ISSN 1351-847X. E-ISSN 1466-4364. (doi:10.1080/1351847X.2014.904240) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:43023)

Panopoulou, Ekaterini, Pantelidis, Theologos (2014) Speculative behavior and oil price predictability. In: 8th Annual Methods in International Finance Network Workshop, December 2014, Paris, France. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:45153)

Panopoulou, Ekaterini, Pantelidis, Theologos (2014) Speculative behavior and oil price predictability. In: 10th BMRC-DEMS Conference on Macro and Financial Economics/Econometrics, May 2014, Brunel University, UK. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:45207)

Panopoulou, Ekaterini and Pantelidis, Theologos (2013) Speculative behaviour and oil price predictability. Working paper. Kent Business School Working Paper 289 (KAR id:44193)

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Panopoulou, Ekaterini, Pantelidis, Theologos (2015) Speculative behaviour and oil price predictability. Economic Modelling, 47 . pp. 128-136. ISSN 0264-9993. (doi:10.1016/j.econmod.2015.02.019) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:50603)

Panopoulou, Ekaterini and Plastira, Sotiria (2014) Combination Forecasts of Bond and Stock Returns: An Asset Allocation Perspective. Working paper. Kent Business School (KAR id:45141)

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Panopoulou, Ekaterini, Plastira, Sotiria (2012) Combination forecasts of bond and stock returns: An asset allocation perspective. In: 6th Computational and Financial Econometrics Conference, December 2012, Oviedo, Spain. (doi:10.2139/ssrn.2402286) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:45219)

Panopoulou, Ekaterini, Plastira, Sotiria (2014) Fama French factors and US stock return predictability. Journal of Asset Management, 15 (2). pp. 110-128. ISSN 1470-8272. E-ISSN 1479-179X. (doi:10.1057/jam.2014.15) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:43022)

Panopoulou, Ekaterini, Souropanis, Ioannis (2017) The Role of Technical Indicators in Exchange Rate Forecasting. In: Conference on Non-linear and Time-varying Models in Economics and Finance, 28 April 2017, Brunel University. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64361)

Panopoulou, Ekaterini, Souropanis, Ioannis (2019) The role of technical indicators in exchange rate forecasting. Journal of Empirical Finance, . ISSN 0927-5398. (doi:10.1016/j.jempfin.2019.07.004) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:75519)

Panopoulou, Ekaterini, Voukelatos, Nikolaos (2015) The Role of Strategy Distinctiveness in Hedge Fund Performance. In: 9th International Conference on Computational and Financial Econometrics, 12-14 December 2015, Senate House, London. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:53408)

Panopoulou, Ekaterini, Voukelatos, Nikolaos (2016) The Role of Strategy Distinctiveness in Hedge Fund Performance. In: 8th Conference of the International Finance and Banking Society, 1-3 June 2016, Barcelona. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:56930)

Panopoulou, Ekaterini, Voukelatos, Nikolaos (2017) The Role of Strategy Distinctiveness in Hedge Fund Performance. In: 7th International Conference of the Financial Engineering and Banking Society, 1 June 2017 - 3 June 2017, Glasgow. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:62170)

Panopoulou, Ekaterini, Vrontos, Spyridon (2015) Hedge fund return predictability; To combine forecasts or combine information? Journal of Banking & Finance, 56 . pp. 103-122. ISSN 0378-4266. E-ISSN 1872-6372. (doi:10.1016/j.jbankfin.2015.03.004) (KAR id:50706)

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Panopoulou, Ekaterini, Vrontos, Spyridon D. (2014) Hedge Fund return predictability. In: The 13th Conference on Research on Economic Theory and Econometrics (C.R.E.T.E. 2014), July, 2014, Milos Island, Greece. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:45199)

Panopoulou, Ekaterini, Vrontos, Spyridon D. (2014) Hedge Fund return predictability. In: International French Finance Conference 2014 -AFFI 2014, May 2014, IAE AIX Graduate School of Management, Aix-en-Provence, France. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:45211)

Panopoulou, Ekaterini, Vrontos, Spyridon D. (2013) Hedge Fund return predictability. In: Banking, Finance, Money and Institutions: The Post Crisis Era, November 2014, University of Surrey, Guildford, UK. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:45216)

Panopoulou, Ekaterini and Vrontos, Spyridon D. (2014) Hedge fund return predictability; To combine forecasts or combine information? Working paper. Kent Business School (KAR id:45147)

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Panopoulou, Ekaterini, Vrontos, Spyridon D. (2017) A comprehensive approach to survival analysis of hedge funds. In: 9th International Conference on Computational and Financial Econometrics, 12-14 December 2015, Senate House, London. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:64360)

Pappas, Vasileios, Ongena, Steven, Izzeldin, Marwan, Fuertes, Ana-Maria (2016) A Survival Analysis of Islamic and Conventional Banks. Journal of Financial Services Research, 51 (2). pp. 221-256. ISSN 0920-8550. E-ISSN 1573-0735. (doi:10.1007/s10693-016-0239-0) (KAR id:66101)

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Pavlidis, Efthymios, Shackleton, Mark B., Voukelatos, Nikolaos (2012) Foreign Exchange Implied. Variance and the Forward Premium Puzzle. In: Time-Varying Correlation and Volatility Symposium, May 2012, Wolverhampton. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:30039)

Pavlidis, Efthymios, Shackleton, Mark B., Voukelatos, Nikolaos (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. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:30040)

Pavlidis, Efthymios, Shackleton, Mark B., Voukelatos, Nikolaos (2012) Foreign Exchange Implied. Variance and the Forward Premium Puzzle. In: 9th Applied Financial Economics (AFE) Conference, June 2012, Samos. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:30041)

Peluso, Daniela M. (2017) Fearless girl facing Charging Bull simply restates outdated gender stereotypes. Public art and gender politics clash in corporate America. The Conversation, . ISSN 2201-5639. E-ISSN 2201-5639. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:63720)

Peluso, Daniela M. (2015) Traversing and Translating High Finance. Review of: Mapping the frontiers of high finance: Art, anthropology & the material culture of markets by UNSPECIFIED. Anthropology Today, 31 (3). p. 21. ISSN 0268-540X. (doi:10.1111/1467-8322.12180) (KAR id:60711)

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Peluso, Daniela M. (2019) Turning a blind eye: the complicit trespassing of ‘Chinese walls’ in financial institutions in New York. Critique of Anthropology, . ISSN 0308-275X. E-ISSN 1460-3721. (In press) (KAR id:75625)

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Saeed, Momna, Izzeldin, Marwan, Hassan, Kabir, Pappas, Vasileios (2020) The Inter-temporal relationship between Risk, Capital and Efficiency: The case of Islamic and conventional banks. Pacific-Basin Finance Journal, . ISSN 0927-538X. (In press) (doi:10.1016/j.pacfin.2020.101328) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:80791)

Sanghera, Balihar, Satybaldieva, Elmira (2020) Selling debt: interrogating the moral claims of the financial elites in Central Asia. Capital and Class, . ISSN 0309-8168. E-ISSN 2041-0980. (In press) (KAR id:81021)

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Shackleton, Mark B., Voukelatos, Nikolaos (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. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:30038)

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 90-76998-96-5. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9855)

Shiwakoti, Radha K., Ashton, John K., Keasey, Kevin (2004) Conversion, Performance and Executive Compensation in UK Building Societies. Corporate Governance: An International Review, 12 (3). pp. 361-370. ISSN 0964-8410. (doi:10.1111/j.1467-8683.2004.00377.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9846)

Shiwakoti, Radha K., Iqbal, Abdullah, Funnell, Warwick N. (2018) Organizational Form, Business Strategies and the Demise of Demutualized Building Societies in the UK, 1987-2007. Journal of Banking and Finance, . ISSN 0378-4266. (doi:10.1016/j.jbankfin.2018.05.002) (KAR id:64829)

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Shiwakoti, Radha K., Keasey, Kevin, 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. (doi:10.1111/j.1467-629x.2007.00244.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:9854)

Simper, Richard, Hall, Maximilian J. B., Liu, Wenbin, Zelenyuk, Valentin, Zhou, Zhongbao (2015) How relevant is the choice of risk management control variable to non-parametric bank profit efficiency analysis? The case of South Korean banks. Annals of Operations Research, 250 (1). pp. 105-127. ISSN 0254-5330. E-ISSN 1572-9338. (doi:10.1007/s10479-015-1946-x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:61972)

Siriopoulos, Costas and Markellos, Rafael and Sirlantzis, Konstantinos (1996) Applications of artificial neural networks in emerging financial markets. In: Refenes, A-P and Abu-Mustafa, Y and Moody, J and Weigend, A, eds. Neural Networks in Financial Engineering. World Scientific, London, pp. 284-302. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:53243)

Siriopoulos, Costas, Sirlantzis, Konstantinos (1994) Chaos and nonlinear dynamics in financial time series. In: Proceedings of the 7th Greek Statistical Conference. . pp. 261-268. Greek Statistical Institute (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:51895)

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Siriopoulos, Costas, Sirlantzis, Konstantinos (1996) Nonlinear time series analysis in emerging stock markets. Estadistica, 48 . pp. 211-234. ISSN 0120-1751. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:51900)

Sirlantzis, Konstantinos, Siriopoulos, Costas (1993) Deterministic Chaos in Stock Markets. In: 4th International Workshop on Parallel Applications in the Statistics and Economics - PASE '93, Ascona, Switzerland. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:51886)

Sirlantzis, Konstantinos, Siriopoulos, Costas (1993) Deterministic Chaos in stock markets: empirical results from monthly returns. Neural Network World, 3 (6). pp. 855-864. ISSN 1210-0552. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:51898)

Sirlantzis, Konstantinos, Siriopoulos, Costas (1993) Nonlinear dynamics in the Athens Stock Exchange returns. In: 1st Greek Conference on Nonlinear Systems and Chaotic Dynamics, Patras, Greece. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:51893)

Sirlantzis, Konstantinos, Siriopoulos, Costas (1993) Randomness and Chaos in the Athens Stock Exchange Returns. Deltion Ellinikon Trapezon (Hellenic Bank Association Bulletin), 39-40 . pp. 63-66. ISSN 1105-9923. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:51892)

Sirlantzis, Konstantinos, Siriopoulos, Costas (1993) Stock market volatility and deterministic chaos. Spoudai - Journal of Economics and Business, 43 (3-4). pp. 193-212. ISSN 1105-8919. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:51897)

Song, Dandan, Wang, Huamao, Yang, Zhaojun (2014) Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk. Journal of Mathematical Economics, 51 . pp. 1-11. ISSN 0304-4068. (doi:10.1016/j.jmateco.2014.02.009) (KAR id:38469)

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Song, Yang (2016) Performance Management in Chinese Commercial Banks. Doctor of Philosophy (PhD) thesis, University of Kent,. (KAR id:57089)

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Stanescu, Silvia (2013) On the forward futures price difference for the UK Commercial property market. In: Qantitive methods in Finance, 17 - 20 December 2013, Sydney, Australia. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:40803)

Stanescu, Silvia, Tunaru, Radu (2013) Analysing the difference between Forward and Future prices for the UK Commercial Property Market. In: 30th International Conference for the French Finance Association, 28 - 31 May 2013, Lyon, France. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:40823)

Stanescu, Silvia and Tunaru, Radu (2012) Investment Strategies with VIX and VSTOXX. Working paper. University of Kent 271. (doi:271) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33177)

Stanescu, Silvia, Tunaru, Radu (2013) Investment strategies with VIX and VSTOXX. In: European Fiancial Management Association, 26 - 29 June 2013, Reading, United Kingdom. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:40822)

Stanescu, Silvia, Tunaru, Radu (2013) Managing Commercial Real Estate Risk after the Subprime Crisis. In: PRMIA Webinar. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33180)

Stanescu, Silvia and Tunaru, Radu (2013) Quantifying the uncertainty in VaR and expected shortfall estimates. In: Bell, Adrian R. and Brooks, Chris and Prokopczuk, Marcel, eds. Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar, pp. 357-372. ISBN 978-0-85793-608-0. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33173)

Stanescu, Silvia and Tunaru, Radu and Candradewi, Made Reina (2012) Analysing the Difference between Forward and Futures Prices for the UK Commercial Property Market. Working paper. University of Kent 269. (doi:269) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33176)

Stanescu, Silvia, Tunaru, Radu, Candradewi, Made Reina (2012) Analysing the Difference between Forward and Futures Prices for the UK Commercial Property Market. In: European Financial Management Association (EFMA) 2012 Conference, 27-30 Jun 2012, Barcelona, Spain. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33178)

Stanescu, Silvia, Tunaru, Radu, Candradewi, Made Reina (2012) Analysing the Difference between Forward and Futures Prices for the UK Commercial Property Market. In: World Finance Conference, 2-4 Jul 2012, Rio de Janeiro, Brazil. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33179)

Stanescu, Silvia, Tunaru, Radu, Candradewi, Made Reina (2014) Forward–futures price differences in the UK commercial property market: Arbitrage and marking-to-model explanations. International Review of Financial Analysis, 34 . pp. 177-188. ISSN 1057-5219. (doi:10.1016/j.irfa.2014.05.012) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:42024)

Sultan, Jahangir, Alexandridis, Antonios K., Hasan, Mohammad, Guo, Xuxi (2019) Hedging Performance of Multiscale Hedge Ratios. Journal of Futures Markets, 39 (12). pp. 1613-1632. ISSN 0270-7314. E-ISSN 1096-9934. (doi:10.1002/fut.22047) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:75617)

Sweeting, Paul (2016) The Cost and Value of Defined Benefit Pension Schemes, and the Implications for Defined Contribution Pension Provision. Discussion paper. Pensions Institute, Kent, UK wp1607. (doi:wp1607) (KAR id:57936)

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Sweeting, Paul (2011) Financial Enterprise Risk Management. International Series on Actuarial Science . Cambridge University Press, Cambridge, 562 pp. ISBN 978-0-521-11164-5. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:47892)

Sweeting, Paul (2011) Longevity Indices. In: McWilliam, Emma, ed. Longevity Risk. Risk Books. ISBN 978-1-906348-53-3. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:47899)

Sweeting, Paul (2010) Longevity Indices and Pension Fund Risk. In: ICA 2010 - Congress Proceedings. . (KAR id:47883)

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Sweeting, Paul (2010) Longevity Indices and Pension Fund Risk. Discussion paper. Pensions Institute, Pensions Institute - Cass Business School (KAR id:47895)

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Sweeting, Paul (2010) Making the Most of Experience Data - an Augmented Beta-Binomial Approach. Discussion paper. Pensions Institute, Pensions Institute - Cass Business School (KAR id:47894)

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Sweeting, Paul (2011) Making the Most of Experience Data: An Augmented Beta-Binomial Approach. In: 2011 Living to 100 Monograph. . (KAR id:47897)

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Sweeting, Paul (2009) Tax-Efficient Pension Choices in the UK. Annals of Actuarial Science, 4 (II). pp. 177-197. ISSN 1748-4995. (KAR id:47889)

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Sweeting, Paul (2010) A Trend-Change Extension of the Cairns-Blake-Dowd Model. In: ICA 2010 - Congress Proceedings. . (KAR id:47886)

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Sweeting, Paul (2011) A Trend-Change Extension of the Cairns-Blake-Dowd Model. Annals of Actuarial Science, 5 (2). pp. 143-162. ISSN 1748-4995. (doi:10.1017/S1748499511000017) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:47890)

Sweeting, Paul (2011) The Usefulness of Stochastic Mortality Modelling. Annals of Actuarial Science, 5 (2). pp. 139-141. ISSN 1748-4995. (doi:10.1017/S1748499511000212) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:47891)

Sweeting, Paul (2011) What SSAP24 can tell us about accounting quality. British Actuarial Journal, 16 (3). pp. 723-775. ISSN 1357-3217. (doi:10.1017/S1357321711000183) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:47887)

Sweeting, Paul, Christie, Alexandre, Gladwyn, Edward (2015) The Missing Link - Economic Exposure and Pension Plan Risk. Annals of Actuarial Science, . ISSN 1748-4995. (KAR id:47898)

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Sweeting, Paul, Fotiou, Fotis (2013) Calculating and communicating tail association and the risk of extreme loss. British Actuarial Journal, 18 (1). pp. 13-72. ISSN 1357-3217. (doi:10.1017/S1357321712000347) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:47888)

Sweeting, Paul and Zhao, Yiwei (2012) Modelling the cohort effect in CBD models using a piecewise linear approach. Discussion paper. Pensions Institute (KAR id:47893)

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Tang, Liyan (2011) Debt Equivalence of Listed Chinese SOE's Unfunded Pension Obligations. In: 34th European Accounting Association Annual Congress, 20-22 April 2011, Rome, Italy. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41299)

Tapadar, Pradip and Alai, Daniel H. and Sweeting, Paul and Oberoi, Jaideep S and Wood, Nick (2017) Actuarial Teachers and Researchers Conference 2017. N/A. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:71085)

Thomas, R. Guy (1998) Actuarial values. In: Transactions of the 26th International Congress of Actuaries. . pp. 95-110. Institute and Faculty of Actuaries, Glasgow, UK ISBN 0-901066-47-8. (KAR id:75128)

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Thomas, R. Guy (2009) Demand elasticity, risk classification and loss coverage: when can community rating work? ASTIN Bulletin, 39 (2). pp. 403-428. ISSN 0515-0361. (doi:10.2143/AST.39.2.2044641) (KAR id:29802)

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Thomas, R. Guy (2011) Free Capital: How 12 private investors made millions in the stock market. Harriman House, 279 pp. ISBN 978-1-906659-74-5. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:29805)

Thomas, R. Guy (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. (doi:10.1080/14636778.2012.662046) (KAR id:29804)

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Thomas, R. Guy (2001) Genetics and insurance: an actuarial perspective with a difference. In: 27th International Congress of Actuaries, 17-22 Mar 2002, Cancun, Mexico. (Unpublished) (KAR id:74569)

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Thomas, R. Guy (2012) Hur tolv privata investerare blivit rika på aktier. Lind & Co, Stockholm, 302 pp. ISBN 978-91-7461-109-0. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33405)

Thomas, R. Guy (1996) Indemnities for long-term price risk in the UK housing market. Journal of Property Finance, 7 (3). pp. 38-52. ISSN 0958-868X. (doi:10.1108/09588689610127145) (KAR id:29798)

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Thomas, R. Guy (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. (doi:10.1111/j.1539-6975.2008.00294.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:15263)

Thomas, R. Guy (2017) Loss Coverage: Why Insurance Works Better with Some Adverse Selection. Cambridge University Press, Cambridge, UK, 274 pp. ISBN 978-1-107-49590-6. E-ISBN 978-1-108-15882-4. (doi:10.1017/9781316178843) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:61806)

Thomas, R. Guy (2017) Loss Coverage: Why Insurance Works Better with Some Adverse Selection. In: Actuarial Teachers and Researchers Conference, 17-18 July 2017, Canterbury. (Unpublished) (KAR id:65183)

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Thomas, R. Guy (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. (doi:10.1057/gpp.2011.32) (KAR id:29803)

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Thomas, R. Guy (2007) Some novel perspectives on risk classification. Geneva Papers on Risk and Insurance - Issues and Practice, 32 (1). pp. 105-132. ISSN 1018-5895. (doi:10.1057/palgrave.gpp.2510118) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:8122)

Thomas, R. Guy (2008) Taxable and tax-advantaged portfolio management for UK personal investors. British Tax Review, 2008 (1). pp. 34-55. ISSN 0007-1870. (KAR id:29801)

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Thomas, R. Guy, Smith, A.D. (1998) Positive theory and actuarial practice. The Actuary, 1998 (8). pp. 16-17. ISSN 0960-457X. (KAR id:75129)

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Tjerkstra, Rennie J. (1987) The Efficacious Use of Electronic Spreadsheets in Accountancy Teaching and Assessment. In: BAA South Eastern Regional Conference. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:35158)

Tjerkstra, Rennie J. (1994) A Review of the Efficacious Use of Electronic Spreadsheets in Accountancy Teaching and Assessment. In: 5th Annual CTI-AFM Conference, March 1994, Coventry, UK. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:35162)

Tjerkstra, Rennie J. (1988) Using Electronic Spreadsheet Models in Accountancy Teaching and Assessment. In: European Accounting Association Congress, April 1988, Nice, France. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:35159)

Tjerkstra, Rennie J., Ibrahim, M., Owen, Gareth (1993) Conversations with Kappa and Guru: A Comparative Analysis of the Benefits Derived from Applying Expert Systems to a Business Studies Programme. In: 4th Annual CTI-AFM Conference, 1993, Nottingham, UK. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:35161)

Tjerkstra, Rennie J., Owen, Gareth (1992) Spreadsheet Modelling and Management Accounting: Student Perceptions. In: 3rd Annual CTI-AFM Conference, 1992, Bradford, UK. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:35160)

Tsinaslanidis, Prodromos, Alexandridis, Antonis, Zapranis, Achilleas, Livanis, E. (2014) Dynamic Time Warping as a Similarity Measure: Applications in Finance. In: Hellenic Finance and Accounting Association, 12-13 December, 2014, Volos, Greece. (KAR id:43498)

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Tunaru, Diana, Fabozzi, Frank J. (2020) Not Everyone is a Follower: The Behaviour of Interest Rate and Equity Markets within Major Economies relative to the US. International Journal of Finance and Economics, . ISSN 1076-9307. E-ISSN 1099-1158. (In press) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:81840)

Tunaru, R.S. (2017) Dividend Derivatives. Quantitative Finance, 18 (1). pp. 63-81. ISSN 1469-7688. E-ISSN 1469-7696. (doi:10.1080/14697688.2017.1322218) (KAR id:61555)

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Tunaru, Radu (2016) Entropy Concepts Applied to Option Pricing. Annals of the University of Craiova, Mathematics and Computer Science Series, 43 (1). pp. 108-117. ISSN 1223-6934. E-ISSN 2246-9958. (KAR id:57952)

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Tunaru, Radu (2015) Model Risk in Financial Markets: From Financial Engineering to Risk Management. World Scientific, 350 pp. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:50302)

Jokivuolle, Esa and Tunaru, Radu, eds. (2017) Preparing for the Next Financial Crisis: Policies, Tools and Models. Cambridge University Press, 188 pp. E-ISBN 978-1-316-88456-0. (doi:10.1017/9781316884560) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:67223)

Tunaru, Radu (2017) Real-Estate Derivatives: From Econometrics to Financial Engineering. Oxford University Press, Oxford, 288 pp. ISBN 978-0-19-874292-0. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:61618)

Tunaru, Radu, Voukelatos, Nikolaos (2017) Insurance Against Volatility Risk or Negative Skewness as Reflected by Option Returns in Emerging European Markets. In: 2017 Annual Meetings of the European Financial Management Association, June 28- July 1, 2017, Athens. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:62171)

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Valchev, Stoyan, Tunaru, Radu, Fabozzi, Frank J. (2015) Multiperiod conditional valuation of barrier options with incomplete information. Quantitative Finance, 15 (7). pp. 1093-1102. ISSN 1469-7688. E-ISSN 1469-7696. (doi:10.1080/14697688.2014.945472) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:50882)

Verousis, Thanos, Voukelatos, Nikolaos (2016) Cross-Sectional Dispersion and Expected Returns. In: 2016 Financial Management Association Annual Meeting, 19-22 October 2016, Las Vegas. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:58300)

Verousis, Thanos, Voukelatos, Nikolaos (2018) Cross-Sectional Dispersion and Expected Returns. Quantitative Finance, 18 (5). ISSN 1469-7688. (doi:10.1080/14697688.2017.1414515) (KAR id:65041)

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Verousis, Thanos, Voukelatos, Nikolaos (2015) Cross-sectional dispersion and expected returns. In: 11th BMRC-DEMS Conference on Macro and Financial Economics/Econometrics. . (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:50206)

Verousis, Thanos, Voukelatos, Nikolaos (2015) Cross-sectional dispersion and expected returns. In: 5th International Conference of the Financial Engineering and Banking Society - Banking, Financial markets, risk and financial vulnerability. . (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:50208)

Verousis, Thanos, Voukelatos, Nikolaos (2019) Option-implied information and stock herding. International Journal of Finance & Economics, 24 (4). pp. 1429-1442. ISSN 1076-9307. E-ISSN 1099-1158. (doi:10.1002/ijfe.1741) (KAR id:74111)

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Verousis, Thanos, ap Gwilym, Owain, Voukelatos, Nikolaos (2016) Commonality in equity options liquidity: Evidence from NYSE LIFFE. European Journal of Finance, 22 (12). pp. 1204-1223. ISSN 1351-847X. E-ISSN 1466-4364. (doi:10.1080/1351847X.2016.1188836) (KAR id:54804)

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Verousis, Thanos, ap Gwilym, Owain, Voukelatos, Nikolaos (2014) Equity option liquidity after the introduction of the Premium Based Tick Size on NYSE LIFFE Amsterdam. In: 7th Financial Risks International Forum – Big Data in Finance and Insurance, March 2014, Paris. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41456)

Verousis, Thanos, ap Gwilym, Owain, Voukelatos, Nikolaos (2014) The Impact of a Premium Based Tick Size Change on Equity Option Liquidity. In: 2014 FMA European Conference, 11-13 June, 2014, Maastricht. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41642)

Verousis, Thanos, ap Gwilym, Owain, Voukelatos, Nikolaos (2014) The Impact of a Premium Based Tick Size on Equity Option Liquidity. In: 31st Spring International Conference of the French Finance Association, May 2014, Aix-en-Provence. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41457)

Verousis, Thanos, ap Gwilym, Owain, Voukelatos, Nikolaos (2015) The Impact of a Premium-Based Tick Size on Equity Option Liquidity. Journal of Futures Markets, 36 (4). pp. 397-417. ISSN 0270-7314. E-ISSN 1096-9934. (doi:10.1002/fut.21734) (KAR id:52141)

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Vickerman, Roger W. (2006) The private finance of public infrastructure: the role of banks. In: Emmerich, Norbert and Roßbach, Peter, 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 currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:6686)

Vickerstaff, Sarah, Macvarish, Jan, Taylor-Gooby, Peter, Loretto, Wendy, Harrison, T. (2012) Trust and confidence in pensions: A literature review. Department for Work and Pensions, 20 pp. ISBN 978-1-908523-57-0. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33219)

Voukelatos, Nikolaos (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. (doi:10.1080/09603107.2010.515202) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:28642)

Voukelatos, Nikolaos (2013) The Performance of Option Trading Strategies in the EU Periphery. In: 5th International Finance and Banking (IFABS) Conference, 26th to 28th June 2013, Nottingham. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:34458)

Voukelatos, Nikolaos (2013) The Performance of Option Trading Strategies in the EU Periphery. In: 3rd International Conference of the Financial Engineering and Banking Society (FEBS), 6th to 8th June 2013, Paris. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:34459)

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Wang, Huamao, Yang, Zhaojun, Zhang, Hai (2015) Entrepreneurial Finance with Equity-for-Guarantee Swap and Idiosyncratic Risk. European Journal of Operational Research, 241 (3). pp. 863-871. ISSN 0377-2217. (doi:10.1016/j.ejor.2014.09.013) (KAR id:41207)

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Whitten, S.P., Thomas, R. Guy (1999) A non-linear stochastic asset model for actuarial use. British Actuarial Journal, 5 (5). pp. 919-953. ISSN 1357-3217. (doi:10.1017/S1357321700000751) (KAR id:29800)

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Woods, Daniel, Agrafiotis, Ioannis, Nurse, Jason R. C., Creese, Sadie (2017) Mapping the Coverage of Security Controls in Cyber Insurance Proposal Forms. Journal of Internet Services and Applications, 8 (8). ISSN 1867-4828. (doi:10.1186/s13174-017-0059-y) (KAR id:67473)

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Wouters, Oliver J., Cylus, Jonathan, Yang, Wei, Thomson, Sarah, McKee, Martin (2016) Medical savings accounts: assessing their impact on efficiency, equity and financial protection in health care. Health Economics, Policy and Law, . pp. 1-15. ISSN 1744-1331. E-ISSN 1744-134X. (doi:10.1017/S1744133116000025) (KAR id:54225)

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Yang, Wei (2016) How does the pharmaceutical industry influence prescription? A qualitative study of provider payment incentives and drug remunerations in hospitals in Shanghai. Health Economics, Policy and Law, . ISSN 1744-1331. E-ISSN 1744-134X. (doi:10.1017/S1744133116000086) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:54226)

Yang, Wei (2009) The development and challenges in health care policy and health care financing in contemporary China. Transition Studies Review, 16 (2). pp. 328-342. (doi:10.1007/s11300-009-0062-5) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:36987)

Yang, Wei, Kanavos, Panos (2012) The less healthy urban population: income-related health inequality in China. BMC Public Health, 12 . p. 804. ISSN 1471-2458. (doi:10.1186/1471-2458-12-804) (KAR id:36986)

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Yang, Wei, Wu, X. (2017) Providing comprehensive health insurance coverage in rural China: a critical appraisal of the New Cooperative Medical Scheme and ways forward. Global Policy, 8 (S2). pp. 110-116. ISSN 1758-5880. E-ISSN 1758-5899. (doi:10.1111/1758-5899.12209) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:36984)

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Zapranis, Achilleas, Alexandridis, Antonis (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. (KAR id:29619)

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Zapranis, Achilleas, Alexandridis, Antonis (2009) Forecasting Cash Money Withdrawals Using Wavelet Analysis and Wavelet Neural Networks. International Journal of Financial Economics and Econometrics, . ISSN 0975-2072. (KAR id:29260)

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Zapranis, Achilleas, Alexandridis, Antonis (2008) Forecasting Cash Money Withdrawals Using Wavelet Analysis and Wavelet Neural Networks. In: 5th Applied Financial Economics, 3-5 July 2008, Samos, Greece. (KAR id:29620)

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Zapranis, Achilleas, Alexandridis, Antonis (2009) Model Identification in Wavelet Neural Networks Framework. In: 5th IFIP Conference on Artificial Intelligence Applications & Innovations, 23-25 April 2009, Thessaloniki, Greece. (KAR id:29618)

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Zapranis, Achilleas, Alexandridis, Antonis (2007) Modeling Temperature Time-Dependent Mean Reversion with Neural Networks in the Context of Weather Derivatives Pricing. In: HERCMA, September 2007, Athens, Greece. (KAR id:29623)

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Zapranis, Achilleas, Alexandridis, Antonis (2011) Modeling and Forecasting CAT and HDD Indices For Weather Derivative Pricing. Neural Computing & Applications, 20 (6). pp. 787-801. ISSN 0941-0643. (doi:10.1007/s00521-010-0494-1) (KAR id:29257)

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Zapranis, Achilleas, Alexandridis, Antonis (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. (KAR id:29617)

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Zapranis, Achilleas, Alexandridis, Antonis (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. (doi:10.1080/13504860802006065) (KAR id:29256)

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Zapranis, Achilleas, Alexandridis, Antonis (2007) Wavelet Neural Networks For Weather Derivatives Pricing. In: 6th Hellenic Finance and Accounting Association, 14-15 December 2007, Patra, Greece. (KAR id:29622)

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Zapranis, Achilleas, Alexandridis, Antonis (2006) Weather Analysis & Weather Derivative Pricing. In: 5th Hellenic Finance and Accounting Association, 15-16 December 2006, Thessaloniki, Greece. (KAR id:29625)

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Zapranis, Achilleas, Alexandridis, Antonis (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. (doi:10.1016/j.neucom.2009.01.018) (KAR id:29258)

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Zapranis, Achilleas, Alexandridis, Antonis (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. (KAR id:29624)

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Zhou, Zhongbao, Jin, Qianying, Xiao, Helu, Wu, Qian, Liu, Wenbin (2017) Estimation of cardinality constrained portfolio efficiency via segmented DEA. Omega, 76 . pp. 28-37. ISSN 0305-0483. (doi:10.1016/j.omega.2017.03.006) (KAR id:61881)

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Zhou, Zhongbao, Xiao, Helu, Jin, Qianying, Liu, Wenbin (2017) DEA Frontier Improvement and Portfolio Rebalancing: An Application of China Mutual Funds on Considering Sustainability Information Disclosure. European Journal of Operational Research, 269 (1). pp. 111-131. ISSN 0377-2217. (doi:10.1016/j.ejor.2017.07.010) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:62286)

This list was generated on Sat Jul 11 22:32:12 2020 BST.