Economics at your fingertips  

Essex Finance Centre Working Papers

From University of Essex, Essex Business School
Contact information at EDIRC.

Bibliographic data for series maintained by Nikolaos Vlastakis ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

25847: Does Easing Financing Matter for Firm Performance? Downloads
Udichibarna Bose, Sushanta Mallick and Serafeim Tsoukas
25125: Central Bank Announcements: Big News for Little People? Downloads
Michael Lamla and Dmitri Vinogradov
24921: Assessing the vulnerability to price spikes in agricultural commodity markets Downloads
Athanasios Triantafyllou, George Dotsis and Alexandros Sarris
24771: Inflation and Deflationary Biases in Inflation Expectations Downloads
Michael Lamla, Damian PJaifar and Lea Rendell
24735: Oil Price Uncertainty and the Macroeconomy Downloads
Athanasios Triantafyllou, Nikolaos Vlastakis and Neil Kellard
24137: Testing for Episodic Predictability in Stock Returns Downloads
Matei Demetrescu, Iliyan Georgiev, Paulo Rodrigues and AM Robert Taylor
24136: A Generalised Fractional Differencing Bootstrap for Long Memory Processes Downloads
George Kapetanios, Fotis Papailias and AM Robert Taylor
24072: Deterministic Parameter Change Models in Continuous and Discrete Time Downloads
Marcus Chambers and AM Robert Taylor
23878: Temporal aggregation of seasonally near-integrated processes Downloads
Tomás del Barrio Castro, Paulo Rodrigues and AM Robert Taylor
23707: State-level wage Phillips curves Downloads
George Kapetanios, Menelaos Tasiou, Simon Price and Alexia Ventouri
23582: Does tax enforcement matter for the cost of bank loans? Evidence from the United States Downloads
Theodora Bermpei and Antonios Kalyvas
23409: Risk, Financial Stability and FDI Downloads
Neil M Kellard, Alexandros Kontonikas, Michael Lamla, Stefano Maiani and Geoffrey Wood
23347: The Implications of Central Bank Transparency for Uncertainty and Disagreement Downloads
Boonlert Jitmaneeroj, Michael Lamla and Andrew Wood
23321: Credit Default Swap Spreads: Funding Liquidity Matters! Downloads
Chiara Banti, Neil Kellard and Radu-Dragomir Manac
23320: Time varying cointegration and the UK Great Ratios Downloads
George Kapetanios, Stephen Millard, Simon Price and Katerina Petrova
23198: Detecting Regimes of Predictability in the U.S. Equity Premium Downloads
David Harvey, Stephen J Leybourne, Robert Sollis and AM Robert Taylor
22666: Machine Learning Macroeconometrics A Primer Downloads
Dimitris Korobilis
22665: Variational Bayes inference in high-dimensional time-varying parameter models Downloads
Dimitris Korobilis and Gary Koop
21684: Time-Varying Parameters in Continuous and Discrete Time Downloads
Marcus Chambers and AM Robert Taylor
21470: Robust Tests for Deterministic Seasonality and Seasonal Mean Shifts Downloads
Sam Astill and AM Robert Taylor
21329: Forecasting with High-Dimensional Panel VARs Downloads
Gary Koop and Dimitris Korobilis
21268: Competition and Risk-Taking in Investment banking Downloads
Degl’Innocenti, M, Franco Fiordelisi, Claudia Girardone and N Radić
21162: Testing for Parameter Instability in Predictive Regression Models Downloads
I Georgiev, Di Harvey, Stephen Leybourne and Am Taylor
21006: A Bootstrap Stationarity Test for Predictive Regression Invalidity Downloads
I Georgiev, Di Harvey, Stephen Leybourne and Amr Taylor
20937: Measuring Dynamic Connectedness with Large Bayesian VAR Models Downloads
Dimitris Korobilis and Kamil Yilmaz
20781: Exchange rate predictability and dynamic Bayesian learning Downloads
Joscha Beckmann, Gary Koop, Dimitris Korobilis and R Schüssler
20571: Monetary Policy and Corporate Bond Returns Downloads
Alexandros Kontonikas, P Maio and Zivile Zekaite
20329: Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem Downloads
D Harris, H Kew and Am Taylor
20328: A UK financial conditions index using targeted data reduction: forecasting and structural identification Downloads
G Kapetanios, Sg Price and Garry Young
19565: Forecasting with many predictors using message passing algorithms Downloads
Dimitris Korobilis
19480: Bank capital and profitability:Evidence from a global sample Downloads
Paolo Coccorese and Claudia Girardone
18832: Unit Root Tests and Heavy-Tailed Innovations Downloads
I Georgiev, Paulo Rodrigues and Robert Taylor
18626: Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions Downloads
Dimitris Korobilis and Davide Pettenuzzo
18195: Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty Downloads
Joseph Byrne, Shuo Cao and Dimitris Korobilis
18194: Decomposing Global Yield Curve Co-Movement Downloads
Joseph Byrne, Shuo Cao and Dimitris Korobilis
17454: Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order Downloads
Giuseppe Cavaliere, Luca De Angelis, A Rahbek and Robert Taylor
16807: Semi-Parametric Seasonal Unit Root Tests Downloads
Tomás del Barrio Castro, Paulo Rodrigues and Robert Taylor
16588: Governance, efficiency and risk taking in Chinese banking Downloads
Y Dong, Claudia Girardone and J Kuo
16511: "What's the Use of Having a Reputation If You Can't Ruin It Every Now and Then?" Regulatory Enforcement Actions on Banks and the Structure of Loan Syndicates Downloads
Manthos Delis, M Iosifidi, Sotirios Kokas, Steven Ongena and Dimitrios Xefteris
16024: Public-Private Partnerships as Collaborative Projects: testing the theory on cases from EU and Russia Downloads
Dmitri Vinogradov and E Shadrina
15847: Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point Downloads
D Harris, Stephen Leybourne and Robert Taylor
15772: Learning or Leaning: Persistent and Transitory Spillovers from FDI Downloads
Rb Davies, Michael Lamla and M Schiffbauer
15627: Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies Downloads
Udichibarna Bose, Ronald MacDonald and Serafeim Tsoukas
15626: Illiquidity in the stock and FX markets: an investigation of their cross-market dynamics Downloads
Chiara Banti
15373: Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures Downloads
Stuart Snaith, Neil Kellard and N Ahmad
Page updated 2019-12-09
Sorted by numeric handle