Economics and Finance Discussion Papers

From Economics and Finance Section, School of Social Sciences, Brunel University
Brunel University, Uxbridge, Middlesex UB8 3PH, UK.
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02-28: Inflation and Inflation Uncertainty in the United Kingdom: Evidence from GARCH modelling

Alexandros Kontonikas

02-27: Monetary Policy Rules and the Persistence of Inflation and Output

George Bratsiotis and Christopher Martin

02-26: Are currency crises self-fulfilling? the case of Argentina

Virginie Boinet, Oreste Napolitano and Nicola Spagnolo

02-25: The Impact of Changes in the FTSE 100 Index

Bryan Mase

02-24: Government Solvency: Revisiting some EMU Countries

Michael Arghyrou and Kul Luintel

02-23: Informal Credit Markets, Interlinkage and Migration

Yasmeen Khwaja

02-22: Efficient Option Pricing with Transaction Costs

Michael Monoyios and Alberto Montagnoli

02-21: Are International R&D Spillovers Costly for the US?

Kul Luintel and Mosahid Khan

02-20: THE ROLE AND NATURE OF MARKET SENTIMENT IN THE 1992 ERM CRISIS

Oreste Napolitano, Alberto Montagnoli and Rosaria Rita Canale

02-19: The Class of Shareholdings and its Impacts on Corporate Performance – A Case of State Shareholding Composition in Chinese Publicly Listed Companies

Guy S. Liu and Sandy Pei Sun

02-18: Openness and Efficiency of India and China Relative to the World Economy: A Comparative Study

Guy S. Liu, Xiaming Liu and Yingqi Wei

02-17: Decision Rules and Information Provision:Monitoring versus Manipulation

Elisabetta Iossa and Giuliana Palumbo

02-16: Unemployment Alters the Set-Point for Life Satisfaction

Andrew Clark and Yannis Georgellis

02-14: The Euro exchange rate efficiency and risk premium:an ecm model

Oreste Napolitano, Martin Sola and Fabio Spagnolod

02-13: Communication and antithesis in corporate annual reports: a research note

Jane Davison

02-12: Inflation Targeting and Inflation Persistence

George Bratsiotis, Jakob Madsen and Christopher Martin

02-11: HAS MONETARY POLICY REACTED TO ASSET PRICE MOVEMENTS: EVIDENCE FROM THE UK

Alexandros Kontonikas and Alberto Montagnoli

02-10: Should I Stay or Should I Go? Migration under Uncertainty: A Real Options Approach

Yasmeen Khwaja

02-08: Building and Managing Facilities for Public Services

John Bennett and Elisabetta Iossa

02-07: Partial Delegation in a Model of Currency Crisis

Virginie Boinet

02-06: COMPETITIVENESS AND THE EXTERNAL TRADE PERFORMANCE OF GREECE IN THE 1990s: A cross-sectoral investigation

Michael Arghyrou and Evelyn Bazina

02-05: Common risk factors in the US and UK interest rate swap markets:Evidence from a non-linear vector autoregression approach

Ilias Lekkos and Costas Milas

02-04: A Test for Volatility Spillovers

Martin Sola, Fabio Spagnolo and Nicola Spagnolo

02-03: Asymmetric and non-linear adjustment in the revenue-expenditure models

Gabriella Legrenzi and Costas Milas

02-02: How to avoid self-fulfilling crises

Virginie Boinet

02-01: Public Infrastructure, Congestion, and Fiscal Policy

John Bennett and Phillip Lawler

98-11: Opening a can of worms: The pitfalls of time series regression analyses of income inequality

Simon Parker

98-10: Informational Efficiency Properties of Rational Expectations Equilibria in Non-Convex Economies

Giulio Seccia

98-09: A Local Interpretation of Neural Net Outputs

John Hunter and David Fairclough

98-08: Stabilisation, Policy Targets and Unemployment in Imperfectly Competitive Economies

George Bratsiotis and Christopher Martin

98-07: Evidence from UK Establishments

Christopher Martin

98-06: Job Satisfaction, Wage changes and Quits: Evidence from Germany

Andrew Clark, Yannis Georgellis and Peter Sanfey

98-05: The Optimal Linear Taxation of Employment and Self-Employment Incomes

Simon Parker

98-04: Volatility and Volatility Spill-overs in Emerging Markets: The Case of the African Stock Markets

Gioia Pescetto and Joe Appiah-Kusi

98-03: Causes of Mortgage Repayment Failures

Gaia Garino and Peter Simmons

98-02: Beliefs CAPM

Michael Rauh and Giulio Seccia

98-01: Identifying Long-run Behaviour with Non-stationary Data

John Hunter

97-15: Discounts in Closed-End Funds with Fixed Windup Dates: Evidence from Thailand’s Stock Markets

Saumya Banerjee and Gora Gangopadhyay

97-14: Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion

Lucio Sarno and Mark Taylor

97-13: European Capital Flows and Regional Risk

Tamim Bayoumi, Lucio Sarno and Mark Taylor

97-12: Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK

Lucio Sarno and Mark Taylor

97-11: Labour Turnover: Evidence from UK Establishments

Christopher Martin

97-10: Efficiency Wages and Union-Firm Bargaining

Christopher Martin

97-09: Efficiency Wages: Combining the Shirking and Turnover Cost Models

Christopher Martin

97-08: A Model of Temporary Search Market Equilibrium

Michael Rauh

97-07: Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation

Lucio Sarno and Mark Taylor

97-06: Saving-Investment Correlations: Transitory versus Permanent

Lucio Sarno and Mark Taylor

97-05: The Effect of Divorce Costs on Marriage Formation and Dissolution

Spiros Bougheas and Yannis Georgellis

97-04: Discounts and Premiums in Closed-End Funds

Saumya Banerjee

97-03: Heterogeneous Beliefs, Price Dispersion, and Welfare-Improving Price Controls

Michael Rauh

97-02: Measuring the Excess Profits of the UK’s recently Privatised Utilities

Antonios Antoniou, David Barr and Richard Priestley

97-01: Expected Returns, Risk, and the Integration of International Bond Markets

David Barr and Richard Priestley