ICMA Centre Discussion Papers in Finance

From Henley Business School, University of Reading
Contact information at EDIRC.
Bibliographic data for series maintained by Marie Pearson ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2020-02: Individual Forecaster Perceptions of the Persistence of Shocks to GDP

Michael Clements

2020-01: Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts

Michael Clements

2018-01: Assessing Macro-Forecaster Herding: Modelling versus Testing

Michael Clements

2017-10: Model Risk of Expected Shortfall

Emese Lazar and Ning Zhang

2017-09: Harmful Diversification: Evidence from Alternative Investments

Emmanouil Platanakis, Athanasios Sakkas and Charles Sutcliffe

2017-08: Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes

Emmanouil Platanakis and Charles Sutcliffe

2017-07: Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes?

Emmanouil Platanakis, Athanasios Sakkas and Charles Sutcliffe

2017-06: Investment Horizon and Corporate Social Performance: The Virtuous Circle of Long-Term Institutional Ownership and Responsible Firm Conduct

Ioannis Oikonomou, Chao Yin and Lei Zhao

2017-05: Economic Crises and Globalisation as Drivers of Pension Privatisation: an Empirical Analysis

Markus Leibrecht and Joelle H. Fiong

2017-04: Financial Crises and the Composition of Public Finances: Evidence from OECD Countries

Markus Leibrecht and Johann Scharler

2017-03: Do forecasters target first or later releases of national accounts data?

Michael Clements

2017-02: Tweeting About Sustainability: Can Emotional Nowcasting Discourage Greenwashing?

Andreas Hoepner, Savio Dimatteo, Joe Schauld, Pei-Shan Yi and Mirco Musolesi

2017-01: Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables

Michael Clements and Ana Galvão

2016-09: Sir Clive W.J. Granger's Contributions to Forecasting

Michael Clements

2016-08: Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency

Michael Clements

2016-07: Pension Funds and the Principles for Responsible Investment: Multiplying Stakeholder Salience?

Andreas Hoepner and Arleta Majoch

2016-06: Multivariate Elliptical Truncated Moments

Juan Arismendi Zambrano and Simon Broda

2016-05: Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System

Miguel Rivera-Castro, Andrea Ugolini and Juan Arismendi Z

2016-04: Which Sentiment Indicators Matter? An Analysis of the European Commercial Real Estate Market

Steffen Heinig, Anupam Nanda and Sotiris Tsolacos

2016-03: Corporate Carbon Emission and Financial Performance: Does Carbon Disclosure Mediate the Relationship in the UK?

Yang Stephanie Liu, Xiaoyan Zhou, Jessica Yang and Andreas Hoepner

2016-02: Are Macroeconomic Density Forecasts Informative?

Michael Clements

2015-09: Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships

Michael Clements

2015-07: The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story

Chris Godfrey and Chris Brooks

2015-06: Red versus Blue: Do Political Dimensions Influence the Investment Preferences of State Pension Funds?

Andreas Hoepner and Lisa Schopohl

2015-05: Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011

Emmanouil Platanakis and Charles Sutcliffe

2015-04: Does Corporate Financial Risk Management Add Value? Evidence from Cross-Border Mergers and Acquisitions

Zhon Chen, Bo Han and Yeqin Zeng

2015-03: 'Buying and Selling of Money for Time': Foreign Exchange and Interest Rates in Medieval Europe

Adrian Bell, Chris Brooks and Tony K. Moore

2015-02: Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision

Michael Clements

2015-01: The ‘Buying and Selling of Money for Time’: Foreign Exchange and Interest Rates in Medieval Europe

Adrian Bell, Chris Brooks and Tony K. Moore

2014-19: Risk-adjusted Valuation of the Real Option to Invest

Carol Alexander and Xi Chen

2014-18: Corporate Governance, Bank Mergers and Executive Compensation

Yan Liu, Carol Padgett and Simone Varotto

2014-17: Systemic Risk and Bank Size

Simone Varotto and Lei Zhao

2014-16: The Equity-like Behaviour of Sovereign Bonds

Alfonso Dufour, Andrei Stancu and Simone Varotto

2014-15: Liquidity Risk Premia in the International Shipping Derivatives Market

Amir Alizadeh, Konstantina Kappou, Dimitris Tsouknidis and Ilias Visvikis

2014-14: The Effects of Corporate and Country Sustainability Characteristics on the Cost of Debt: An International Investigation

Andreas Hoepner, Ioannis Oikonomou, Bert Scholtens and Michael Schroder

2014-13: Sources of Stakeholder Salience in the Responsible Investment Movement: Why Do Investors Sign the Principles for Responsible Investment?

Arleta Majoch, Andreas Hoepner and Tessa Hebb

2014-12: Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth

Michael Clements

2014-11: Variety is the Spice of Life - and Boardrooms

Carol Padgett

2014-10: Do US Macroeconomic Forecasters Exaggerate Their Differences?

Michael Clements

2014-09: Commodity Risk Factors and the Cross-Section of Equity Returns

Chris Brooks, Adrian Fernandez-Perez, Joëlle Miffre and Ogonna Nneji

2014-08: Monte Carlo Approximate Tensor Moment Simulations

Juan Arismendi Zambrano and Herbert Kimura

2014-07: An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options

Juan Arismendi Zambrano and Marcel Prokopczuk

2014-06: Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets

Michael Clements

2014-05: Real-Time Factor Model Forecasting and the Effects of Instability

Michael Clements

2014-04: Measuring Macroeconomic Uncertainty: US Inflation and Output Growth

Michael Clements and Ana Beatriz Galvão

2014-03: A Multi-Asset Option Approximation for General Stochastic Processes

Juan Arismendi Zambrano

2014-02: Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment

Michael Clements

2014-01: Did Purchasing Power Parity Hold in Medieval Europe?

Adrian Bell, Chris Brooks and Tony K. Moore

2013-09: Operating Inflexibility, Profitability and Capital Structure

Nicholas Zhiyao Chen, Jarrad Harford and Avraham Kamara

2013-08: Contingent Claim-Based Expected Stock Returns

Nicholas Zhiyao Chen and Ilya A. Strebulaev