Economics at your fingertips  

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.
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.

2020-02: Individual Forecaster Perceptions of the Persistence of Shocks to GDP Downloads
Michael Clements
2020-01: Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts Downloads
Michael Clements
2018-01: Assessing Macro-Forecaster Herding: Modelling versus Testing Downloads
Michael Clements
2017-10: Model Risk of Expected Shortfall Downloads
Emese Lazar and Ning Zhang
2017-09: Harmful Diversification: Evidence from Alternative Investments Downloads
Emmanouil Platanakis, Athanasios Sakkas and Charles Sutcliffe
2017-08: Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes Downloads
Emmanouil Platanakis and Charles Sutcliffe
2017-07: Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes? Downloads
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 Downloads
Ioannis Oikonomou, Chao Yin and Lei Zhao
2017-05: Economic Crises and Globalisation as Drivers of Pension Privatisation: an Empirical Analysis Downloads
Markus Leibrecht and Joelle H. Fiong
2017-04: Financial Crises and the Composition of Public Finances: Evidence from OECD Countries Downloads
Markus Leibrecht and Johann Scharler
2017-03: Do forecasters target first or later releases of national accounts data? Downloads
Michael Clements
2017-02: Tweeting About Sustainability: Can Emotional Nowcasting Discourage Greenwashing? Downloads
Andreas Hoepner, Savio Dimatteo, Joe Schauld, Pei-Shan Yi and Mirco Musolesi
2017-01: Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables Downloads
Michael Clements and Ana Galvão
2016-09: Sir Clive W.J. Granger's Contributions to Forecasting Downloads
Michael Clements
2016-08: Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency Downloads
Michael Clements
2016-07: Pension Funds and the Principles for Responsible Investment: Multiplying Stakeholder Salience? Downloads
Andreas Hoepner and Arleta Majoch
2016-06: Multivariate Elliptical Truncated Moments Downloads
Juan Arismendi Zambrano and Simon Broda
2016-05: Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System Downloads
Miguel Rivera-Castro, Andrea Ugolini and Juan Arismendi Z
2016-04: Which Sentiment Indicators Matter? An Analysis of the European Commercial Real Estate Market Downloads
Steffen Heinig, Anupam Nanda and Sotiris Tsolacos
2016-03: 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
2016-02: Are Macroeconomic Density Forecasts Informative? Downloads
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 Downloads
Chris Godfrey and Chris Brooks
2015-06: Red versus Blue: Do Political Dimensions Influence the Investment Preferences of State Pension Funds? Downloads
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 Downloads
Emmanouil Platanakis and Charles Sutcliffe
2015-04: Does Corporate Financial Risk Management Add Value? Evidence from Cross-Border Mergers and Acquisitions Downloads
Zhon Chen, Bo Han and Yeqin Zeng
2015-03: 'Buying and Selling of Money for Time': Foreign Exchange and Interest Rates in Medieval Europe Downloads
Adrian Bell, Chris Brooks and Tony K. Moore
2015-02: Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision Downloads
Michael Clements
2015-01: 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
2014-19: Risk-adjusted Valuation of the Real Option to Invest Downloads
Carol Alexander and Xi Chen
2014-18: Corporate Governance, Bank Mergers and Executive Compensation Downloads
Yan Liu, Carol Padgett and Simone Varotto
2014-17: Systemic Risk and Bank Size Downloads
Simone Varotto and Lei Zhao
2014-16: The Equity-like Behaviour of Sovereign Bonds Downloads
Alfonso Dufour, Andrei Stancu and Simone Varotto
2014-15: Liquidity Risk Premia in the International Shipping Derivatives Market Downloads
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 Downloads
Andreas Hoepner, Ioannis Oikonomou, Bert Scholtens and Michael Schröder
2014-13: 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
2014-12: Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth Downloads
Michael Clements
2014-11: Variety is the Spice of Life - and Boardrooms Downloads
Carol Padgett
2014-10: Do US Macroeconomic Forecasters Exaggerate Their Differences? Downloads
Michael Clements
2014-09: Commodity Risk Factors and the Cross-Section of Equity Returns Downloads
Chris Brooks, Adrian Fernandez-Perez, Joëlle Miffre and Ogonna Nneji
2014-08: Monte Carlo Approximate Tensor Moment Simulations Downloads
Juan Arismendi Zambrano and Herbert Kimura
2014-07: An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options Downloads
Juan Arismendi Zambrano and Marcel Prokopczuk
2014-06: Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets Downloads
Michael Clements
2014-05: Real-Time Factor Model Forecasting and the Effects of Instability Downloads
Michael Clements
2014-04: Measuring Macroeconomic Uncertainty: US Inflation and Output Growth Downloads
Michael Clements and Ana Beatriz Galvão
2014-03: A Multi-Asset Option Approximation for General Stochastic Processes Downloads
Juan Arismendi Zambrano
2014-02: Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment Downloads
Michael Clements
2014-01: Did Purchasing Power Parity Hold in Medieval Europe? Downloads
Adrian Bell, Chris Brooks and Tony K. Moore
2013-09: Operating Inflexibility, Profitability and Capital Structure Downloads
Nicholas Zhiyao Chen, Jarrad Harford and Avraham Kamara
2013-08: Contingent Claim-Based Expected Stock Returns Downloads
Nicholas Zhiyao Chen and Ilya A. Strebulaev
Page updated 2021-12-04
Sorted by handle, 2/4d-year, number last