Items where Subject is "HG Finance"

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Number of items at this level: 189.

A

Ahmed, Shamim and Tsvetanov, Daniel (2016) The predictive performance of commodity futures risk factors. Journal of Banking and Finance, 71. pp. 20-36. ISSN 0378-4266

Alexander, C and Barbosa, A (2008) Hedging index exchange traded funds. Journal of Banking and Finance, 32 (2). pp. 326-337. ISSN 0378-4266

Alexander, C and Dakos, M (2019) A critical investigation of cryptocurrency data and analysis. Quantitative Finance. ISSN 1469-7688

Alexander, C O and Johnson, A (1992) Are foreign exchange markets really efficient? Economics Letters, 40 (4). pp. 449-453. ISSN 0165-1765

Alexander, C O and Leigh, C T (1997) On the covariance matrices used in value at risk models. Journal of Derivatives, 4 (3). pp. 50-62. ISSN 1074-1240

Alexander, Carol (1996) Evaluating the use of RiskMetrics as a risk measurement tool for your operation: advantages and limitations. Derivatives: Use, Trading and Regulation, 2 (3). pp. 277-285. ISSN 1753-9641

Alexander, Carol (2001) Market models: a guide to financial data analysis. John Wiley & Sons, Chichester. ISBN 9780471899754

Alexander, Carol (2008) Market risk analysis I: quantitative methods in finance. John Wiley & Sons, Chichester. ISBN 978-0470998007

Alexander, Carol (2008) Market risk analysis II: practical financial econometrics. John Wiley & Sons, Chichester. ISBN 978-0470998014

Alexander, Carol (2008) Market risk analysis III: pricing, hedging and trading financial instruments. John Wiley & Sons, Chichester. ISBN 978-0470997895

Alexander, Carol (2008) Market risk analysis IV: value-at-risk models. Wiley Finance Series, 4 . John Wiley & Sons, Chichester. ISBN 9780470997888

Alexander, Carol (2000) Measuring operational risks with Bayesian belief networks. Derivatives Use, Trading and Regulation, 6 (2). pp. 166-196. ISSN 1357-0927

Alexander, Carol (2004) Normal mixture diffusion with uncertain volatility: modelling short- and long-term smile effects. Journal of Banking and Finance, 28 (12). pp. 2957-2980. ISSN 0378-4266

Alexander, Carol (1999) Optimal hedging using cointegration. Philosophical Transactions A: Mathematical, Physical and Engineering Sciences, 357 (1758). pp. 2039-2058. ISSN 1471-2962

Alexander, Carol (1996) The handbook of risk management and analysis. John Wiley & Sons, Chichester. ISBN 9780471953098

Alexander, Carol and Barbosa, Andreza (2007) Effectiveness of minimum-variance hedging. Journal of Portfolio Management, 33 (2). pp. 46-59. ISSN 0095-4918

Alexander, Carol and Barbosa, Andreza (2005) The spider in the hedge. Review of Futures Markets, 14 (1). pp. 93-116. ISSN 0898-011X

Alexander, Carol, Choi, Jaehjuk, Park, Heungji and Sohn, Sungbin (2019) BitMEX Bitcoin derivatives: price discovery, informational efficiency and hedging effectiveness. Journal of Futures Markets, 40 (1). pp. 23-43. ISSN 0270-7314

Alexander, Carol and Dimitriu, Anca (2005) Detecting switching strategies in equity hedge funds returns. Journal of Alternative Investments, 8 (1). pp. 7-13. ISSN 1520-3255

Alexander, Carol and Dimitriu, Anca (2004) Equity indexing: optimize your passive investments. Quantitative Finance, 4 (3). C30-C33. ISSN 1469-7688

Alexander, Carol and Dimitriu, Anca (2005) Indexing and statistical arbitrage. Journal of Portfolio Management, 31 (2). pp. 50-63. ISSN 0095-4918

Alexander, Carol and Dimitriu, Anca (2005) Indexing, cointegration and equity market regimes. International Journal of Finance & Economics, 10 (3). pp. 213-231. ISSN 1076-9307

Alexander, Carol and Dimitriu, Anca (2005) Rank alpha funds of hedge funds. Journal of Alternative Investments, 8 (2). pp. 48-61. ISSN 1520-3255

Alexander, Carol and Dimitriu, Anca (2004) Sources of outperformance in equity markets. Journal of Portfolio Management, 30 (4). pp. 170-185. ISSN 0095-4918

Alexander, Carol and Giblin, Ian (1997) Multivariate embedding methods: forecasting high-frequency financial data in the first INFFC. Journal of Computational Intelligence in Finance, 5 (6). pp. 17-24. ISSN 1092-7018

Alexander, Carol, Giblin, Ian and Weddington, Wayne (2002) Cointegration and asset allocation: a new active hedge fund strategy. Research in International Business and Finance, 16. pp. 65-90. ISSN 0275-5319

Alexander, Carol and Kaeck, Andreas (2012) Does model fit matter for hedging? Evidence from FTSE 100 options. Journal of Futures Markets, 32 (7). pp. 609-638. ISSN 0270-7314

Alexander, Carol and Kaeck, Andreas (2008) Regime dependent determinants of credit default swap spreads. Journal of Banking and Finance, 32 (6). pp. 1008-1021. ISSN 0378-4266

Alexander, Carol, Kaeck, Andreas and Nogueira, Leonardo M (2009) Model risk adjusted hedge ratios. Journal of Futures Markets, 29 (11). pp. 1021-1049. ISSN 0270-7314

Alexander, Carol, Korovilas, Dimitris and Kapraun, Julia (2016) Diversification with volatility products. Journal of International Money and Finance, 65. pp. 213-235. ISSN 0261-5606

Alexander, Carol and Lazar, Emese (2009) Modelling regime-specific stock price volatility. Oxford Bulletin of Economics and Statistics, 71 (6). pp. 761-797. ISSN 0305-9049

Alexander, Carol and Lazar, Emese (2006) Normal mixture GARCH (1, 1): applications to exchange rate modelling. Journal of Applied Econometrics, 21 (3). pp. 307-336. ISSN 0883-7252

Alexander, Carol, Lazar, Emese and Silvia, Stanescu (2013) Forecasting VaR using analytic higher moments for GARCH processes. International Review of Financial Analysis, 30. pp. 36-45. ISSN 1057-5219

Alexander, Carol and Nogueira, Leonardo M (2007) Model-free hedge ratios and scale-invariant models. Journal of Banking and Finance, 31 (6). pp. 1839-1861. ISSN 0378-4266

Alexander, Carol and Nogueira, Leonardo M (2007) Model-free price hedge ratios for homogeneous claims on tradable assets. Quantitative Finance, 7 (5). pp. 473-479. ISSN 1469-7688

Alexander, Carol, Prokopczuk, Marcel and Sumawong, Anannit (2013) The (de)merits of minimum-variance hedging: application to the crack spread. Energy Economics, 36. pp. 698-707. ISSN 0140-9883

Alexander, Carol, Rubinov, Alexander, Kalepky, Markus and Leontsinis, Stamatis (2012) Regime-dependent smile-adjusted delta hedging. Journal of Futures Markets, 32 (3). pp. 203-229. ISSN 0270-7314

Alexander, Carol and Scourse, Andrew (2004) Bivariate normal mixture spread option valuation. Quantitative Finance, 4 (6). pp. 637-648. ISSN 1469-7688

Alexander, Carol and Sheedy, Elizabeth (2008) Developing a stress testing framework based on market risk models. Journal of Banking and Finance, 32 (10). pp. 2220-2236. ISSN 0378-4266

Alexander, Carol and Venkatramanan, Aanand (2012) Analytic approximations for multi-asset option pricing. Mathematical Finance, 22 (4). pp. 667-689. ISSN 0960-1627

Alexander, Carol and Venkatramanan, Aanand (2008) Commodity options. In: Fabozzi, Frank J, Fuss, Roland and Kaiser, Dieter G (eds.) The handbook of commodity investing. Frank J Fabozzi Series . Wiley, Hoboken, New Jersey, pp. 570-595. ISBN 978-0470117644

Alexander, Carol O (1995) Common volatility in the foreign exchange market. Applied Financial Economics, 5 (1). pp. 1-10. ISSN 0960-3107

Antoniades, Andreas (2018) Gazing into the abyss of indebted society: the social power of money and debt. Political Studies Review, 16 (4). pp. 279-288. ISSN 1478-9299

Antoniades, Andreas and Panizza, Ugo (2017) How ‘demos’ met ‘cracy’: debt, inequality, money. Third World Thematics: A TWQ Journal, 2 (6). pp. 727-743. ISSN 2380-2014

Apergis, Nicholas and Mamatzakis, Emmanuel (2012) What are the driving factors behind the rise of spreads and CDSs of Euro-area sovereign bonds? A FAVAR model for Greece and Ireland. Working Paper. Levy Economics Institute of Bard College.

Apergis, Nicholas, Mamatzakis, Emmanuel and Staikuras, Christos (2011) Testing for regime changes in Greek sovereign debt crisis. International Advances in Economic Research, 17 (3). pp. 258-273. ISSN 1083-0898

Appleton, Samuel James (2015) The World Bank and the origins of the Washington Consensus: negotiating the imperatives of American finance. Doctoral thesis (PhD), University of Sussex.

Ayana Aga, Gemechu (2012) Four essays on financial systems and economic performance. Doctoral thesis (PhD), University of Sussex.

B

Babalos, Vasilios, Mamatzakis, Emmanuel C and Matousek, Roman (2015) The performance of US equity mutual funds. Journal of Banking and Finance, 52. pp. 217-229. ISSN 0378-4266

Babalos, Vassilios, Mamatzakis, Emmanuel and Philippas, Nikolaos (2013) Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model. Applied Financial Economics, 23 (8). pp. 629-647. ISSN 0960-3107

Bagheri, Akbar, Bagheri Geigal, Oveis and Lari, Mahmoud (2013) Investigating the relationship between the price to earnings ratio with the return of adjusted stock in capital market of Iran. Research Journal of Applied Sciences, Engineering and Technology, 5 (17). pp. 4411-4414. ISSN 2040-7467

Banerjee, Shonali Ayesha (2020) Intimate technologies for development: micro-philanthropy, crowdfunding platforms, and NGO fundraising in India. Doctoral thesis (PhD), University of Sussex.

Barrow, Michael (2003) An economic analysis of the UK landfill permits scheme. Fiscal Studies, 24 (3). pp. 361-381. ISSN 0143-5671

Belfrage, Claes and Gammon, Earl (2017) Aesthetic international political economy. Millennium, 45 (2). pp. 223-232. ISSN 0305-8298

Berg, Christian, Hack, Stefan and Blome, Constantin (2014) How IT can enable sustainability throughout supply chains. In: Scholz, Christian and Zentes, Joachim (eds.) Beyond sustainability. Nomos, Baden-Baden, pp. 184-202. ISBN 3848706806

Bircan, Çağatay and Saka, Orkun (2021) Lending cycles and real outcomes: costs of political misalignment. The Economic Journal. ISSN 0013-0133

Blome, C, Groetsch, V, Henke, M and Tang, C S (2012) A comparative study of financial and operational measures in the automotive industry. In: Khan, Omera and Zsidisin, George A (eds.) Handbook for supply chain risk management: case studies, effective practices, and emerging trends. J Ross Publishing Inc, Fort Lauderdale. ISBN 9781604270389

Blome, Constantin and Henke, Michael (2008) Single versus multiple sourcing: a supply risk management perspective. In: Zsidisin, George A and Ritchie, Bob (eds.) Supply chain risk: a handbook of assessment management and performance. International series in operations research and management science (124). Springer-Verlag, New York. ISBN 9780387799339

Blome, Constantin and Herrmann, Jan (2011) Green procurement setzt auf nachhaltige Zulieferer. In: Weise, C and Damer, M (eds.) Consulting 2011: Das Jahrbuch der Unternehmensberatung. FAZ-Institut, Frankfurt am Main, pp. 168-173. ISBN 9783899817065

Blome, Constantin, Hollos, Daniel and Paulraj, Antony (2014) Green procurement and green supplier development: antecedents and effects on supplier performance. International Journal of Production Research, 52 (1). pp. 32-49. ISSN 0020-7543

Blome, Constantin, Paulraj, Antony and Schuetz, Kai (2014) Supply chain collaboration and sustainability: a profile deviation analysis. International Journal of Operations and Production Management, 34 (5). pp. 639-663. ISSN 0144-3577

Blome, Constantin, Schoenherr, Tobias and Eckstein, Dominik (2014) The impact of knowledge transfer and complexity on supply chain flexibility: a knowledge-based view. International Journal of Production Economics, 147 (Part B). pp. 307-316. ISSN 0925-5273

Blome, Constantin, Schoenherr, Tobias and Rexhausen, Daniel (2013) Antecedents and enablers of supply chain agility and its effect on performance. International Journal of Production Research, 51 (4). pp. 1295-1318. ISSN 0020-7543

Blome, Constantin and Schonherr, Tobias (2011) Supply risk management in financial crises: A multiple case-study approach. International Journal of Production Economics, 134 (1). pp. 43-57. ISSN 0925-5273

Boahen, Eric Owusu and Mamatzakis, Emmanuel C (2015) Does religion matter for earnings management? Working Paper. Social Science Research Network.

Brissimis, Sophocles N, Delis, Manthos D and Papanikolaou, Nikolaos I (2008) Exploring the nexus between banking sector reform and performance: evidence from newly acceded EU countries. Journal of Banking and Finance, 32 (12). pp. 2674-2683. ISSN 0378-4266

C

Carmona, René and Coulon, Michael (2013) A survey of commodity markets and structural models for electricity prices. In: Benth, Fred Espen, Kholodnyi, Valery A and Laurence, Peter (eds.) Quantitative energy finance: modeling, pricing, and hedging in energy and commodity markets. Springer-Verlag, New York, pp. 41-83. ISBN 9781461472476

Carmona, René, Coulon, Michael and Schwarz, Daniel (2013) Electricity price modeling and asset valuation: a multi-fuel structural approach. Mathematics and Financial Economics, 7 (2). pp. 167-202. ISSN 1862-9679

Carmona, René, Coulon, Michael and Schwarz, Daniel (2012) The valuation of clean spread options: linking electricity, emissions and fuels. Quantitative Finance, 12 (12). pp. 1951-1965. ISSN 1469-7688

Chatwin, Chris and LawalSalami, Lasisi (2015) Exploitation du satellite de communications nigérian en appui de l’inclusion numérique et financière en milieu rural Africain. In: Semaine africaine de la microfinance, 29th June 2015 to 3rd July 2015, Dakar, Senegal.

Chen, Ding, Guo, B, Newton, D and Zhang, Xiaoxiang (2017) The role of credit risk in asset pricing and the price of irrationality. In: The 3rd Symposium on Quantitative Finance and Risk Analysis (QFRA), 15th - 16th June 2017, Corfu, Greece.

Chen, Ding, Härkönen, Hannu J and Newton, David P (2014) Advancing the universality of quadrature methods to any underlying process for option pricing. Journal of Financial Economics, 114 (3). pp. 600-612. ISSN 0304-405X

Chen, Yuxi (2022) The impacts of dividend-smoothing risk, institutional investors and investor behaviour on equity pricing. Doctoral thesis (PhD), University of Sussex.

Christodoulakis, George and Mamatzakis, Emmanuel (2013) Behavioural asymmetries in the G7 foreign exchange market. International Review of Financial Analysis, 29. pp. 261-270. ISSN 1057-5219

Colenso, Peter John (2011) Building a theoretical framework to understand the role of aid in achieving the education Millennium Development Goals in fragile states. Doctoral thesis (EdD), University of Sussex.

Cominetta, Matteo (2011) Essays on financial contagion in emerging market economies. Doctoral thesis (DPhil), University of Sussex.

Coulon, Michael and Howison, Sam (2009) Stochastic behaviour of the electricity bid stack: from fundamental drivers to power price. Journal of Energy Markets, 2 (1). pp. 29-69. ISSN 1756-3607

Coulon, Michael, Jacobsson, Christian and Ströjby, Jonas (2014) Hourly resolution forward curves for power: statistical modeling meets market fundamentals. In: Prokopczuk, Marcel (ed.) Energy pricing models: recent advances, methods and tools. Palgrave Macmillan. ISBN 9781137377340

Coulon, Michael, Powell, Warren B and Sircar, Ronnie (2013) A model for hedging load and price risk in the Texas electricity market. Energy Economics, 40. pp. 976-988. ISSN 0140-9883

D

Dakos, Michael (2022) Topics in crypto asset and blockchain finance. Doctoral thesis (PhD), University of Sussex.

David-Barrett, Liz (2010) Avoiding corruption risks in the city: The Bribery Act 2010. Working Paper. City of London Economic Development.

Delis, Manthos D and Papanikolaou, Nikolaos I (2009) Determinants of bank efficiency: evidence from a semi-parametric mathodology. Managerial Finance, 35 (3). pp. 260-275. ISSN 0307-4358

Dontis-Charitos, P, Jory, S R, Ngo, T N and Nowman, K B (2013) A multi-country analysis of the 2007–2009 financial crisis: empirical results from discrete and continuous time models. Applied Financial Economics, 23 (11). pp. 929-950. ISSN 0960-3107

Drobetz, Wolfgang, Gounopoulos, Dimitrios, Merikas, Andreas and Schroder, Henning (2013) Capital structure decisions of globally-listed shipping companies. Transportation Research Part E: Logistics and Transportation Review, 52. pp. 49-76. ISSN 1366-5545

Dubinsky, Andrew, Johannes, Michael, Kaeck, Andreas and Seeger, Norman J (2019) Option pricing of earnings announcement risks. Review of Financial Studies, 32 (2). pp. 646-687. ISSN 0893-9454

E

Eastwood, Robert (2003) Do higher solvency ratios reduce the costs of bailing out insured banks? International Journal of Finance and Economics, 9 (1). pp. 39-48. ISSN 1099-1158

F

Farooqi, Javeria, Jory, Surendranath and Ngo, Thanh (2017) Institutional investors’ activism and credit ratings. Journal of Economics and Finance, 41 (1). pp. 51-77. ISSN 1055-0925

Forstl, Kai, Blome, Constantin, Henke, Michael and Schonherr, Tobias (2011) Towards a supply risk management capability process model: An analysis of what constitutes excellence in supply risk management across different industry sectors. In: Wu, Desheng Dash (ed.) Quantitative financial risk management. Computational risk management (1). Springer, Heidelberg, pp. 265-280. ISBN 9783642193385

Forstl, Kai, Reuter, Carsten, Hartmann, Evi and Blome, Constantin (2010) Managing supplier sustainability risks in a dynamically changing environment: sustainable supplier management in the chemical industry. Journal of Purchasing and Supply Management, 16 (2). pp. 118-130. ISSN 1478-4092

G

Gottschalk, Ricardo, Jones, Stephany and Rosser, Andrew (2005) Development in international financial policies. In: OECD, --- (ed.) Fostering Development in a Global Economy: A Whole of Government Perspective. The development dimension . OECD Publishing, Paris, France, pp. 83-117. ISBN ISBN: 9789264010147

Gounopoulos, Dimitrios (2011) Associations between management forecast accuracy and pricing of IPOs in Athens Stock Exchange. Multinational Finance Journal, 15 (3/4). pp. 235-272.

Gounopoulos, Dimitrios, Molyneux, Philip, Staikouras, Sotiris K, Wilson, John O S and Zhao, Gang (2013) Exchange rate risk and the equity performance of financial intermediaries. International Review of Financial Analysis, 29. pp. 271-282. ISSN 10575219

Grammatikos, Theoharry and Papanikolaou, Nikolaos I (2013) What lies behind the "Too-Small-To-Survive" banks. Working Paper. Luxembourg School of Finance, Luxembourg.

Gregory, Julian Andrew (2020) Exploring the governance of private finance for the electricity sector in sub-Saharan Africa. Doctoral thesis (PhD), University of Sussex.

Grötsch, Volker M, Blome, Constantin and Schleper, Martin C (2013) Antecedents of proactive supply chain risk management- a contingency theory perspective. International Journal of Production Research, 51 (10). pp. 2842-2867. ISSN 0020-7543

H

Healy, Geraldine and Ahamed, M Mostak (2019) Gender pay gap, voluntary interventions and recession: the case of the British financial services sector. British Journal of Industrial Relations, 57 (2). pp. 302-327. ISSN 1467-8543

Hearn, Bruce (2014) Size and liquidity effects in Nigeria: an industrial sector study. Journal of Developing Areas, 48 (3). pp. 1-30. ISSN 0022-037X

Hearn, Bruce (2014) The liquidity-cost implications from the attraction of regional primary listings: evidence from West Africa. Research in International Business and Finance, 30 (1). pp. 91-110. ISSN 0275-5319

Hearn, Bruce and Piesse, Jenifer (2013) A reassessment of stock market integration in SADC: the determinants of liquidity and price discovery in Namibia. Applied Financial Economics, 23 (2). pp. 123-138. ISSN 0960-3107

Hearn, Bruce, Randøy, Trond and Oxelheim, Lars (2018) The institutional determinants of private equity involvement in business groups – the case of Africa. Journal of World Business, 53 (2). pp. 118-133. ISSN 1090-9516

Hollos, Daniel, Blome, Constantin and Foerstl, Kai (2012) Does sustainable supplier co-operation affect performance? International Journal of Production Research, 50 (11). pp. 2968-2986. ISSN 0020-7543

I

Iglesias-Rodriguez, Pablo (2018) Supervisory cooperation in the single market for financial services: united in diversity? Fordham International Law Journal, 41 (3). a2 589-668. ISSN 0747-9395

Izadi Zadeh Darjezi, Javad (2012) Interim accounting earnings and price momentum. Doctoral thesis (PhD), University of Sussex.

Izadi Zadeh Darjezi, Javad and Khansalar, Ehsan (2013) Frequency of financial reports. International Journal of Business and Management, 8 (17). pp. 121-128. ISSN 1833-8119

J

Jafarinejad, Mohammad, Jory, Surendranath R and Ngo, Thanh N (2015) The effects of institutional ownership on the value and risk of diversified firms. International Review of Financial Analysis, 40. pp. 207-219. ISSN 1057-5219

Johnson, Oliver W (2011) The evolution of donor-recipient relations in electricity reform: rethinking the principal-agent framework. Doctoral thesis (DPhil), University of Sussex.

Jory, Surendranath and Ngo, Thanh Ngoc (2014) Cross-border acquisitions of state-owned enterprises. Journal of International Business Studies, 45 (9). pp. 1096-1114. ISSN 0047-2506

Jory, Surendranath R, Madura, Jeff and Ngo, Thanh N (2012) Deal structure decision in the global market for divested assets. International Review of Financial Analysis, 24. pp. 104-116. ISSN 1057-5219

Jory, Surendranath R and Ngo, Thanh N (2015) The wealth effects of acquiring foreign divested assets. International Business Review, 24 (2). pp. 235-245. ISSN 0969-5931

K

Kaeck, Andreas (2013) Hedging surprises, jumps, and model misspecification: a risk management perspective on hedging S&P 500 options. Review of Finance, 17 (4). pp. 1535-1569. ISSN 1572-3097

Kaeck, Andreas and Alexander, Carol (2013) Continuous-time VIX dynamics: on the role of stochastic volatility of volatility. International Review of Financial Analysis, 28. pp. 46-56. ISSN 10575219

Kaeck, Andreas and Alexander, Carol (2013) Stochastic volatility jump-diffusions for European equity index dynamics. European Financial Management, 19 (3). pp. 470-496. ISSN 1354-7798

Kaeck, Andreas and Alexander, Carol (2012) Volatility dynamics for the S&P 500: further evidence from non-affine, multi-factor jump diffusions. Journal of Banking and Finance, 36 (11). pp. 3110-3121. ISSN 0378-4266

Kaeck, Andreas, Rodrigues, Paulo and Seeger, Norman (2018) Model complexity and out-of-sample performance: evidence from S&P 500 index returns. Journal of Economic Dynamics and Control, 90. pp. 1-29. ISSN 0165-1889

Kaeck, Andreas and Seeger, Norman J (2019) VIX derivatives, hedging and vol-of-vol risk. European Journal of Operational Research, 283 (2). pp. 767-782. ISSN 0377-2217

Karouzakis, Nikolaos, Hatgioannides, John and Andriosopoulos, Kostas (2018) Convexity adjustment for constant maturity swaps in a multi-curve framework. Annals of Operations Research, 266 (1-2). pp. 159-181. ISSN 0254-5330

Kawai, Norifumi and Ko, Jong-Hwan (2012) The dark sides of institutionalized informal connections: evidence from the Japanese banking sector in the post-bubble crisis era. International Journal of Business, 17 (3). pp. 238-257. ISSN 1083-4346

Knafo, Samuel and Jai Dutta, Sahil (2016) Patient capital in the age of financialized managerialism. Socio-Economic Review, 14 (4). pp. 771-788. ISSN 1475-1461

Koutsomanoli-Filippaki, Anastasia, Mamatzakis, Emmanuel and Pasiouras, Fotios (2013) A quantile regression approach to bank efficiency measurement. In: Pasiouras, Fotios (ed.) Efficiency and productivity growth: modelling in the financial services industry. John Wiley & Sons Ltd, pp. 253-262. ISBN 9781119967521

L

Ledermann, Daniel and Alexander, Carol (2012) Further properties of random orthogonal matrix simulation. Mathematics and Computers in Simulation, 83. pp. 56-79. ISSN 0378-4754

Lovo, Stefania (2011) The role of market imperfections in shaping rural household livelihoods: evidence from South Africa. Doctoral thesis (DPhil), University of Sussex.

M

Mamatzakis, E (2015) Risk and efficiency in the Central and Eastern European banking industry under quantile analysis. Quantitative Finance, 15 (3). pp. 553-567. ISSN 1469-7688

Mamatzakis, E and Koutsomanoli-Filippaki, A (2014) Testing the rationality of DOE's energy price forecasts under asymmetric loss preferences. Energy Policy, 68. pp. 567-575. ISSN 0301-4215

Mamatzakis, Emmanuel (2013) Are there any animal spirits behind the scenes of the Euro area sovereign debt crisis? Working Paper. Hellenic Observatory or the LSE.

Mamatzakis, Emmanuel (2013) Does regulation in credit, labour and business matter for bank performance in the EU-10 economies? International Journal of the Economics of Business, 20 (3). pp. 341-385. ISSN 1357-1516

Mamatzakis, Emmanuel and Bagntasarian, Anachit (2019) Testing for the underlying dynamics of bank capital buffer and performance nexus. Review of Quantitative Finance and Accounting, 52 (2). pp. 347-380. ISSN 0924-865X

Mamatzakis, Emmanuel and Bermpei, Theodora (2014) What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis. International Review of Financial Analysis, 35. pp. 102-117. ISSN 1057-5219

Mamatzakis, Emmanuel and Bermpei, Theodora (2016) What is the effect of unconventional monetary policy on bank performance? Journal of International Money and Finance, 67. pp. 239-263. ISSN 0261-5606

Mamatzakis, Emmanuel and Bermpei, Theodora (2015) The effect of corporate governance on the performance of US investment banks. Financial Markets, Institutions And Instruments, 24 (2-3). pp. 191-239. ISSN 0963-8008

Mamatzakis, Emmanuel and Kalyvas, Antonios Nikolaos (2014) Does business regulation matter for banks in the European Union? International Review of Financial Analysis, 32. pp. 278-324. ISSN 1057-5219

Mamatzakis, Emmanuel, Matousek, Roman and Vu, Anh Nguyet (2016) What is the impact of bankrupt and restructured loans on Japanese bank efficiency? Journal of Banking and Finance, 72 (Supp.). S187-S202. ISSN 0378-4266

Mamatzakis, Emmanuel and Psillaki, Maria (2017) What drives bank performance in transitions economies? The impact of reforms and regulations. Research in International Business and Finance, 39a. pp. 578-594. ISSN 0275-5319

Mamatzakis, Emmanuel and Tsionas, Mike G (2015) How are market preferences shaped? The case of sovereign debt of stressed euro-area countries. Journal of Banking and Finance, 16. pp. 106-116. ISSN 0378-4266

Mamatzakis, Emmanuel, Tsionas, Mike G, Kumbhakar, Subal C and Koutsomanoli-Fili, Anastasia (2015) Does labour regulation affect technical and allocative efficiency? Evidence from the banking industry. Journal of Banking and Finance, 61 (Supp 1). S84-S98. ISSN 0378-4266

Mamatzakis, Emmanuel C and Koutsomanoli-Filippaki, Anastasia I (2011) Efficiency under quantile regression: what is the relationship with risk in the EU banking industry? Review of Financial Economics, 20 (2). pp. 84-95. ISSN 1058-3300

Mamatzakis, Emmanuel C and Vu, Anh N (2018) The interplay between quantitative easing, risk and competition: The case of Japanese banking. Financial Markets, Institutions and Instruments, 27 (1). pp. 3-46. ISSN 0963-8008

Martins, Pedro Miguel Gaspar (2010) Essays on the macroeconomic management of foreign aid flows in Africa. Doctoral thesis (DPhil), University of Sussex.

Matousek, Roman (2011) [Review] Stephan Barisitz (2007) Banking in central and eastern Europe 1980-2006: from communism to capitalism. Economica, 78 (310). p. 397. ISSN 0013-0427

Mazzucato, Mariana (2013) Financing innovation: creative destruction vs. destructive creation. Industrial and Corporate Change, 22 (4). pp. 851-867. ISSN 0960-6491

Mazzucato, Mariana (2016) Smart and inclusive growth: reforming the risk-reward nexus in innovation. Project Report. Innovation for Growth – i4g.

Mazzucato, Mariana (2016) An entrepreneurial society needs an entrepreneurial state. Harvard Business Review. ISSN 0017-8012

Mazzucato, Mariana (2016) The green entrepreneurial state. Working Paper. SPRU Working Paper Series.

Moazeni, S, Coulon, M, Arciniegas Rueda, I, Song, B and Powell, W B (2016) A non-parametric structural hybrid modeling approach for electricity prices. Quantitative Finance, 16 (2). pp. 213-230. ISSN 1469-7688

Mottaghi, Aliasghar (2011) Accrual accounting, cash accounting and the estimation of future cash flows. Doctoral thesis (DPhil), University of Sussex.

N

Naidoo, Chantal Pauline (2020) Transcending the interregnum: exploring how financial systems relate to sustainability transition processes. Doctoral thesis (PhD), University of Sussex.

P

Paiardini, Paola (2014) The impact of economic news on bond prices: evidence from the MTS platform. Journal of Banking and Finance, 49. pp. 302-322. ISSN 0378-4266

Papanikolaou, Nikolaos (2013) Bank off-balance-sheet leverage: some lessons to be learned from the financial crisis. In: Galizia, Federico (ed.) Managing systemic exposures: a risk management framework for SIFIs and their markets. Risk books/Incisive Media Investments Ltd, London, UK, pp. 93-109. ISBN 9781782720102

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This list was generated on Wed Oct 4 17:40:52 2023 BST.