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Macroeconomics and Financial Markets

  1. 2016
  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

    Episodes of exuberance in housing markets: in search of the smoking gun

    Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martínez-García, E., Mack, A. & Grossman, V., 11/2016, In: Journal of Real Estate Finance and Economics. 53, 4, p. 419-449 31 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Pure higher-order effects in the portfolio choice model

    Niguez, T-M., Paya, I. & Peel, D. A., 11/2016, In: Finance Research Letters. 19, p. 255-260 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Examining the relationship between default risk and efficiency in Islamic and conventional banks

    Saeed, M. & Izzeldin, M., 12/2016, In: Journal of Economic Behavior and Organization. 132, Supplement, p. 127-154 28 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K.

    Peel, D. A. & Promponas, P., 12/2016, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  7. 2017
  8. Published

    Essays on international capital flows

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

    Research output: ThesisDoctoral Thesis

  9. 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/ISSNChapter

  10. Published
  11. Published

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

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

    Research output: ThesisDoctoral Thesis

  12. Published

    Loss aversion and ruinous optimal wagers in cumulative prospect theory

    Peel, D. A. & Law, D., 22/02/2017, In: Economics Bulletin. 37, 1, p. 352-360 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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