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Macroeconomics and Financial Markets

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  1. Chapter
  2. Published

    New empirical evidence on the Tote-SP anomaly and its implications for models of risky choice in gambling markets

    Peel, D. A., Simmons, R. & Buraimo, B., 2017, The Economics of Sports Betting. Rodriguez, P., Humphreys, B. R. & Simmons, R. (eds.). Cheltenham: Edward Elgar, p. 92-104 13 p. 6. (New Horizons in the Economics of Sport).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  3. Published

    Computing All Solutions to Polynomial Equations in Economics

    Kubler, F., Schmedders, K. & Renner, P., 2014, Handbook of Computational Economics. Elsevier, Vol. 3. p. 599-652 54 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  4. Doctoral Thesis
  5. Published

    An econometric analysis of global agricultural commodity prices

    Spavound, S., 2019, Lancaster University. 116 p.

    Research output: Thesis › Doctoral Thesis

  6. Published

    The simplification, solution and estimation of a small open DSGE model: Evidence from the UK and Canada

    Li, J., 2019, Lancaster University. 280 p.

    Research output: Thesis › Doctoral Thesis

  7. Unpublished

    An Econometric Analysis of Global Commodity Prices

    George, R., 2019, (Unpublished) Lancaster University. 190 p.

    Research output: Thesis › Doctoral Thesis

  8. Published

    Three essays on the predictive content and predictability of the nominal exchange rates in a changing world

    Promponas, P., 2017, Lancaster University. 135 p.

    Research output: Thesis › Doctoral Thesis

  9. Published

    Volatility and return forecasting: time series and options-based methods

    Yao, X., 2017, Lancaster University. 219 p.

    Research output: Thesis › Doctoral Thesis

  10. Published

    Essays on international capital flows

    Wang, X., 2017, Lancaster University. 164 p.

    Research output: Thesis › Doctoral Thesis

  11. Published

    An econometric analysis of U.K. regional real estate markets

    Yusupova, A. Y., 2016, Lancaster University. 123 p.

    Research output: Thesis › Doctoral Thesis

  12. Published

    Modelling financial volatility using Bayesian and conventional methods

    Li, X., 2016, Lancaster University. 193 p.

    Research output: Thesis › Doctoral Thesis

  13. Published

    Essays on monetary policy

    Nguyen, A. D. M., 2015, Lancaster University. 126 p.

    Research output: Thesis › Doctoral Thesis

  14. Other contribution
  15. Published

    Eurosystem debts do matter

    Whittaker, J., 1/02/2016, 10 p.

    Research output: Other contribution

  16. Journal article
  17. Published

    A Non‐parametric Estimation of Productivity with Idiosyncratic and Aggregate Shocks: The Role of Research and Development (R&D) and Corporate Tax: The Role of Research and Development (R&D) and Corporate Tax

    Bournakis, I. & Tsionas, M., 12/01/2024, In: Oxford Bulletin of Economics and Statistics. 86, 3, p. 641-671

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  18. Published

    Endogenous uncertainty and the macroeconomic impact of shocks to inflation expectations

    Rossi, L., Fasani, S. & Grazzini, J., 30/11/2023, In: Journal of Monetary Economics. 140, Supplement, p. S48-S63

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  19. Published

    Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D

    De Silva, D., Hubbard, T., Schiller, A. & Tsionas, M., 30/04/2023, In: Quarterly Review of Economics and Finance. 88, p. 278-294 17 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  20. Published

    Monetary policy uncertainty and firm dynamics

    Fasani, S., Mumtaz, H. & Rossi, L., 31/01/2023, In: Review of Economic Dynamics. 47, p. 278-296 19 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  21. Published

    Estimating Monotone Concave Stochastic Production Frontiers

    Tsionas, M., 30/06/2022, In: Journal of Business and Economic Statistics. 40, 3, p. 1403-1414 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  22. Published

    Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach

    Tsionas, M., Izzeldin, M., Henningsen, A. & Paravalos, E., 31/03/2022, In: Empirical Economics. 62, 3, p. 1345-1363 19 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  23. Published

    Yield Spread Determinants of Sukuk and Conventional Bonds

    Saeed, M., Elnahass, M., Izzeldin, M. & Tsionas, M., 31/12/2021, In: Economic Modelling. 105, 17 p., 105664.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  24. Published

    On the Contribution of the Markowitz Model of Utility to Explain Risky Choice in Experimental Research

    Georgalos, K., Paya, I. & Peel, D. A., 1/02/2021, In: Journal of Economic Behavior and Organization. 182, p. 527-543 17 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  25. Published

    Speculative Bubbles in Segmented Markets: Evidence from Chinese Cross-Listed Stocks

    Pavlidis, E. & Vasilopoulos, K., 1/12/2020, In: Journal of International Money and Finance. 109, 21 p., 102222.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  26. Published

    The Inter-temporal relationship between Risk, Capital and Efficiency: The case of Islamic and conventional banks

    Saeed, M., Izzeldin, M., Hassan, M. K. & Pappas, V., 1/09/2020, In: Pacific-Basin Finance Journal. 62, 22 p., 101328.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  27. Published

    Return predictability of variance differences: A fractionally cointegrated approach

    Li, Z., Izzeldin, M. & Yao, X., 1/07/2020, In: Journal of Futures Markets. 40, 7, p. 1072-1089 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  28. Published

    Return Predictability of Variance Differences: a fractionally co-integrated approach

    Li, Z., Izzeldin, M. & Yao, X., 1/07/2020, In: The Journal of Futures Markets . 40, 7, p. 1072-1089 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  29. Published

    A novel cluster HAR-type model for forecasting realized volatility

    Yao, X., Izzeldin, M. & Li, Z., 1/10/2019, In: International Journal of Forecasting. 35, p. 1318-1331 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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