Home > Research > Macroeconomics and Financial Markets > Publications & Outputs

Research

View graph of relations

Macroeconomics and Financial Markets

51 - 100 out of 137Page size: 50
RSS feed of this list
  1. 2018
  2. Published

    Relative productivity and search unemployment in an open economy

    Bertinelli, L., Cardi, O. & Restout, R., 09/2018, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  3. Published

    Dynamic factor model with infinite-dimensional factor space: forecasting

    Forni, M., Giovannelli, A., Lippi, M. & Soccorsi, S., 1/08/2018, In: Journal of Applied Econometrics. 33, 5, p. 625-642 18 p.

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

  4. Published

    Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market

    Pavlidis, E., Paya, I. & Peel, D. A., 1/08/2018, In: Journal of Money, Credit and Banking. 50, 5, p. 833-856 24 p.

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

  5. Published

    A Novel Model of Costly Technical Efficiency

    Tsionas, M. & Izzeldin, M., 16/07/2018, In: European Journal of Operational Research. 268, 2, p. 653-664 12 p.

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

  6. Published

    On the Persistence and Dynamics of Big 4 Real Audit Fees: Evidence from the UK

    Kacer, M., Peel, D. A., Peel, M. J. & Wilson, N., 05/2018, In: Journal of Business Finance and Accounting. 45, 5-6, p. 714-727 14 p.

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

  7. Published

    The Spurious Effect of ARCH Errors on Linearity Tests: A Theoretical Note and an Alternative Maximum Likelihood Approach

    Pavlidis, E. & Tsionas, E., 04/2018, In: Studies in Nonlinear Dynamics and Econometrics. 22, 2, 8 p., 20160055.

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

  8. E-pub ahead of print

    Bayesian CV@R/super-quantile regression

    Tsionas, E. & Izzeldin, M., 20/03/2018, (E-pub ahead of print) In: Journal of Applied Statistics.

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

  9. Published

    Capital and Earnings Management: Evidence from Alternative Banking Business Models

    El Nahass, M., Izzeldin, M. & Steele, G. R., 03/2018, In: The International Journal of Accounting. 53, 1, p. 20-32 13 p.

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

  10. Published

    Forecasting Using Alternative Measures of Model-Free Option-Implied Volatility

    Yao, X. & Izzeldin, M., 02/2018, In: Journal of Futures Markets. 38, 2, p. 199-218 20 p.

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

  11. Published

    Forewarned: A Sceptic’s Guide to Prediction

    Schaer, O. & Spavound, S., 2018, In: Foresight: The International Journal of Applied Forecasting. 48, p. 17-18 2 p.

    Research output: Contribution to Journal/Magazine › Book/Film/Article review

  12. 2017
  13. Published

    Testing for speculative bubbles using spot and forward prices

    Pavlidis, E., Paya, I. & Peel, D. A., 11/2017, In: International Economic Review. 58, 4, p. 1191-1226 36 p.

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

  14. Published

    Exuberance in the U.K. Regional Housing Markets

    Pavlidis, E., Paya, I., Peel, D. A. & Yusupova, A. Y., 05/2017, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  15. Published

    Fiscal stabilization vs. passivity

    Bai, Y. & Leeper, E., 05/2017, In: Economics Letters. 154, p. 105-108 4 p.

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

  16. Published

    Nominal targeting in an economy with government debt

    Bai, Y., Kirsanova, T. & Leith, C., 05/2017, In: European Economic Review. 94, p. 103-125 23 p.

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

  17. Published

    Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility

    Peel, D. A., 05/2017, In: Economics Letters. 154, p. 45-47 3 p.

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

  18. Published

    Bayesian estimation of agent-based models

    Grazzini, J., Richiardi, M. & Tsionas, E., 04/2017, In: Journal of Economic Dynamics and Control. 77, p. 26-47 22 p.

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

  19. Published

    Pre-Decision Side-Bet Sequences

    Kaivanto, K. K. & Peel, D. A., 04/2017, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  20. 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/Magazine › Journal article › peer-review

  21. Published

    Essays on international capital flows

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

    Research output: Thesis › Doctoral Thesis

  22. 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

  23. 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

  24. Published

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

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

    Research output: Thesis › Doctoral Thesis

  25. 2016
  26. 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/Magazine › Journal article › peer-review

  27. 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

  28. 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/Magazine › Journal article › peer-review

  29. 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/Magazine › Journal article › peer-review

  30. 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/Magazine › Journal article › peer-review

  31. Published

    Macroprudential regulation, credit spreads and the role of monetary policy

    Tayler, W. J. & Zilberman, R., 10/2016, In: Journal of Financial Stability. 26, C, p. 144-158 15 p.

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

  32. Published

    Measuring nonfundamentalness for structural VARs

    Soccorsi, S., 10/2016, In: Journal of Economic Dynamics and Control. 71, p. 86-101 16 p.

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

  33. Published

    Modeling changes in U.S. monetary policy

    Nguyen, A., Pavlidis, E. & Peel, D. A., 09/2016, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  34. Published

    Wealth fluctuations and investment in risky assets: the UK micro evidence on households asset allocation

    Paya, I. & Wang, P., 09/2016, In: Journal of Empirical Finance. 38, Part A, p. 221-235 15 p.

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

  35. Published

    Handbook of Economic Forecasting, Volume 2A, Graham Elliot, Allan Timmermann (Eds.) (2013)

    Pavlidis, E., 07/2016, In: International Journal of Forecasting. 32, 3, p. 895 1 p.

    Research output: Contribution to Journal/Magazine › Book/Film/Article review

  36. Published

    Will the crisis “tear us apart”? evidence from the EU

    Pappas, V., Ingham, H., Izzeldin, M. & Steele, G., 07/2016, In: International Review of Financial Analysis. 46, p. 346-360 15 p.

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

  37. 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/Magazine › Journal article › peer-review

  38. Published

    Changes in the global oil market

    Bataa, E., Izzeldin, M. & Osborn, D., 05/2016, In: Energy Economics. 56, p. 161-176 16 p.

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

  39. Published

    Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach

    Tran, K. C. & Tsionas, E., 16/03/2016, In: European Journal of Operational Research. 249, 3, p. 1113-1123 11 p.

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

  40. E-pub ahead of print

    A survival analysis of Islamic and conventional banks

    Pappas, V., Ongena, S., Izzeldin, M. & Fuertes, A-M., 12/02/2016, (E-pub ahead of print) In: Journal of Financial Services Research. 51, 2, p. 221-256 36 p.

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

  41. Published

    Eurosystem debts do matter

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

    Research output: Other contribution

  42. Published

    Directional distance functions: optimal endogenous directions

    Atkinson, S. & Tsionas, E., 02/2016, In: Journal of Econometrics. 190, 2, p. 301-314 14 p.

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

  43. Published

    Bayesian analysis of multivariate stable distributions using one-dimensional projections

    Tsionas, E., 01/2016, In: Journal of Multivariate Analysis. 143, p. 185-193 9 p.

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

  44. Published

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

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

    Research output: Thesis › Doctoral Thesis

  45. Published

    Modelling financial volatility using Bayesian and conventional methods

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

    Research output: Thesis › Doctoral Thesis

  46. 2015
  47. Published

    Fiscal policy effects in a heterogeneous-agent OLG economy with an aging population

    Nishiyama, S., 12/2015, In: Journal of Economic Dynamics and Control. 61, p. 114-132 19 p.

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

  48. Published

    Loan loss provisioning rules, procyclicality and financial volatility

    Agénor, P-R. & Zilberman, R., 12/2015, In: Journal of Banking and Finance. 61, C, p. 301-315 15 p.

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

  49. Published

    Banks’ risk endogenous to strategic management choices

    Delis, M. D., Hasan, I. & Tsionas, M., 10/2015, In: British Journal of Management. 26, 4, p. 637-656 20 p.

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

  50. Published

    Testing for linear and nonlinear Granger Causality in the real exchange rate-consumption relation

    Pavlidis, E., Paya, I. & Peel, D., 07/2015, In: Economics Letters. 132, p. 13-17 5 p.

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

  51. Published

    A Polynomial Optimization Approach to Principal-Agent Problems

    Renner, P. & Schmedders, K., 03/2015, In: Econometrica. 83, 2, p. 729-769 41 p.

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

  52. Published

    Dynamic technical and allocative efficiencies in European banking

    Tsionas, E. G., Assaf, A. G. & Matousek, R., 03/2015, In: Journal of Banking and Finance. 52, p. 130-139 10 p.

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

  53. Published

    Monetary and fiscal policy under deep habits

    Leith, C., Moldovan, I. & Rossi, R., 03/2015, In: Journal of Economic Dynamics and Control. 52, p. 55-74 20 p.

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

  54. Published

    Money targeting, heterogeneous agents, and dynamic instability

    Motta, G. & Tirelli, P., 03/2015, In: Macroeconomic Dynamics. 19, 2, p. 288-310 23 p.

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

Previous 1 2 3 Next

Back to top