EconPapers    
Economics at your fingertips  
 

ICMA Centre Discussion Papers in Finance

From Henley Business School, Reading University
Contact information at EDIRC.

Bibliographic data for series maintained by Marie Pearson ().

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.


icma-dp2018-01: Assessing Macro-Forecaster Herding: Modelling versus Testing Downloads
Michael Clements
icma-dp2017-10: Model Risk of Expected Shortfall Downloads
Emese Lazar and Ning Zhang
icma-dp2017-09: Harmful Diversification: Evidence from Alternative Investments Downloads
Emmanouil Platanakis, Athanasios Sakkas and Charles Sutcliffe
icma-dp2017-08: Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes Downloads
Emmanouil Platanakis and Charles Sutcliffe
icma-dp2017-07: Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes? Downloads
Emmanouil Platanakis, Athanasios Sakkas and Charles Sutcliffe
icma-dp2017-06: Investment Horizon and Corporate Social Performance: The Virtuous Circle of Long-Term Institutional Ownership and Responsible Firm Conduct Downloads
Ioannis Oikonomou, Chao Yin and Lei Zhao
icma-dp2017-05: Economic Crises and Globalisation as Drivers of Pension Privatisation: an Empirical Analysis Downloads
Markus Leibrecht and Joelle H. Fiong
icma-dp2017-04: Financial Crises and the Composition of Public Finances: Evidence from OECD Countries Downloads
Markus Leibrecht and Johann Scharler
icma-dp2017-03: Do forecasters target first or later releases of national accounts data? Downloads
Michael Clements
icma-dp2017-02: Tweeting About Sustainability: Can Emotional Nowcasting Discourage Greenwashing? Downloads
Andreas Hoepner, Savio Dimatteo, Joe Schauld, Pei-Shan Yi and Mirco Musolesi
icma-dp2017-01: Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables Downloads
Michael Clements and Ana Galvão
icma-dp2016-09: Sir Clive W.J. Granger's Contributions to Forecasting Downloads
Michael Clements
icma-dp2016-08: Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency Downloads
Michael Clements
icma-dp2016-07: Pension Funds and the Principles for Responsible Investment: Multiplying Stakeholder Salience? Downloads
Andreas Hoepner and Arleta Majoch
icma-dp2016-06: Multivariate Elliptical Truncated Moments Downloads
Juan Arismendi Zambrano and Simon Broda
icma-dp2016-05: Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System Downloads
Miguel Rivera-Castro, Andrea Ugolini and Juan Arismendi Z
icma-dp2016-04: Which Sentiment Indicators Matter? An Analysis of the European Commercial Real Estate Market Downloads
Steffen Heinig, Anupam Nanda and Sotiris Tsolacos
icma-dp2016-03: Corporate Carbon Emission and Financial Performance: Does Carbon Disclosure Mediate the Relationship in the UK? Downloads
Yang Stephanie Liu, Xiaoyan Zhou, Jessica Yang and Andreas Hoepner
icma-dp2016-02: Are Macroeconomic Density Forecasts Informative? Downloads
Michael Clements
icma-dp2015-09: Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships
Michael Clements
icma-dp2015-07: The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story Downloads
Chris Godfrey and Chris Brooks
icma-dp2015-06: Red versus Blue: Do Political Dimensions Influence the Investment Preferences of State Pension Funds? Downloads
Andreas Hoepner and Lisa Schopohl
icma-dp2015-05: Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011 Downloads
Emmanouil Platanakis and Charles Sutcliffe
icma-dp2015-04: Does Corporate Financial Risk Management Add Value? Evidence from Cross-Border Mergers and Acquisitions Downloads
Zhon Chen, Bo Han and Yeqin Zeng
icma-dp2015-03: 'Buying and Selling of Money for Time': Foreign Exchange and Interest Rates in Medieval Europe Downloads
Adrian Bell, Chris Brooks and Tony K. Moore
icma-dp2015-02: Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision Downloads
Michael Clements
icma-dp2015-01: The ‘Buying and Selling of Money for Time’: Foreign Exchange and Interest Rates in Medieval Europe Downloads
Adrian Bell, Chris Brooks and Tony K. Moore
icma-dp2014-19: Risk-adjusted Valuation of the Real Option to Invest Downloads
Carol Alexander and Xi Chen
icma-dp2014-18: Corporate Governance, Bank Mergers and Executive Compensation Downloads
Yan Liu, Carol Padgett and Simone Varotto
icma-dp2014-17: Systemic Risk and Bank Size Downloads
Simone Varotto and Lei Zhao
icma-dp2014-16: The Equity-like Behaviour of Sovereign Bonds Downloads
Alfonso Dufour, Andrei Stancu and Simone Varotto
icma-dp2014-15: Liquidity Risk Premia in the International Shipping Derivatives Market Downloads
Amir Alizadeh, Konstantina Kappou, Dimitris Tsouknidis and Ilias Visvikis
icma-dp2014-14: The Effects of Corporate and Country Sustainability Characteristics on the Cost of Debt: An International Investigation Downloads
Andreas Hoepner, Ioannis Oikonomou, Bert Scholtens and Michael Schröder
icma-dp2014-13: Sources of Stakeholder Salience in the Responsible Investment Movement: Why Do Investors Sign the Principles for Responsible Investment? Downloads
Arleta Majoch, Andreas Hoepner and Tessa Hebb
icma-dp2014-12: Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth Downloads
Michael Clements
icma-dp2014-11: Variety is the Spice of Life - and Boardrooms Downloads
Carol Padgett
icma-dp2014-10: Do US Macroeconomic Forecasters Exaggerate Their Differences? Downloads
Michael Clements
icma-dp2014-09: Commodity Risk Factors and the Cross-Section of Equity Returns Downloads
Chris Brooks, Adrian Fernandez-Perez, Joëlle Miffre and Ogonna Nneji
icma-dp2014-08: Monte Carlo Approximate Tensor Moment Simulations Downloads
Juan Arismendi Zambrano and Herbert Kimura
icma-dp2014-07: An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options Downloads
Juan Arismendi Zambrano and Marcel Prokopczuk
icma-dp2014-06: Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets Downloads
Michael Clements
icma-dp2014-05: Real-Time Factor Model Forecasting and the Effects of Instability Downloads
Michael Clements
icma-dp2014-04: Measuring Macroeconomic Uncertainty: US Inflation and Output Growth Downloads
Michael Clements and Ana Beatriz Galvão
icma-dp2014-03: A Multi-Asset Option Approximation for General Stochastic Processes Downloads
Juan Arismendi Zambrano
icma-dp2014-02: Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment Downloads
Michael Clements
icma-dp2014-01: Did Purchasing Power Parity Hold in Medieval Europe? Downloads
Adrian Bell, Chris Brooks and Tony K. Moore
icma-dp2013-09: Operating Inflexibility, Profitability and Capital Structure Downloads
Nicholas Zhiyao Chen, Jarrad Harford and Avraham Kamara
icma-dp2013-08: Contingent Claim-Based Expected Stock Returns Downloads
Nicholas Zhiyao Chen and Ilya A. Strebulaev
icma-dp2013-07: Liquidity Shocks and Stock Bubbles Downloads
Ogonna Nneji
icma-dp2013-06: Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios Downloads
Charles Sutcliffe
Page updated 2019-10-18
Sorted by number, 4d-year left