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Macroeconomics and Financial Markets

  1. 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

  2. Published

    A cost system approach to the stochastic directional technology distance function with undesirable outputs: the case of U.S. banks in 2001-2010

    Malikov, E., Kumbhakar, S. & Tsionas, E., 11/2016, In: Journal of Applied Econometrics. 31, 7, p. 1407-1429 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Habit and long memory in UK lottery sale

    McHale, I. & Peel, D., 10/2010, In: Economics Letters. 109, 1, p. 7-10 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Non-linearities in financial bubbles: theory and Bayesian evidence from S&P500

    Michaelides, P. G., Tsionas, E. & Konstantakis, K. N., 06/2016, In: Journal of Financial Stability. 24, p. 61-70 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Uncertainty shocks in emerging economies: a global to local approach for identification

    Miescu, M., 10/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  6. Published

    Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy

    Miescu, M. & Mumtaz, H., 31/10/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  7. 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

  8. Published

    Forward guidance shocks

    Miescu, M., 23/03/2022, Lancaster: Lancaster University, Department of Economics, 42 p. (Economics Working Papers Series; vol. 2022/003).

    Research output: Working paper

  9. Published

    THE EXPANSIONARY EFFECTS OF HOUSING CREDIT SUPPLY SHOCKS

    Miescu, M. S., Motta, G., Pontiggia, D. & Rossi, R., 17/10/2023, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  10. Published

    The Impact of ECB and FED announcements on the Euro interest rates

    Monticini, A., Peel, D. & Vaciago, G., 11/2011, In: Economics Letters. 113, 2, p. 139-142 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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