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Macroeconomics and Financial Markets

  1. 2021
  2. Published

    Equity Market Connectedness across Regimes of Geopolitical Risks: Historical Evidence and Theory

    Jalloul, M. & Miescu, M., 1/04/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  3. 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/MagazineJournal articlepeer-review

  4. 2020
  5. 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/MagazineJournal articlepeer-review

  6. Published

    Macroprudential Policy in the Euro Area

    Fernandez-Gallardo, A. & Paya, I., 7/10/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  7. Published

    Forecasting Stock Returns with Large Dimensional Factor Models

    Giovannelli, A., Massacci, D. & Soccorsi, S., 1/09/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  8. 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/MagazineJournal articlepeer-review

  9. Published

    Financial shocks and economic activity: A high frequency approach

    Miescu, M. & Mumtaz, H., 1/07/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  10. 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/MagazineJournal articlepeer-review

  11. 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/MagazineJournal articlepeer-review

  12. Published

    An augmented first-order approach for incentive problems

    Renner, P., 28/05/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

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