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Items where Division is "Systemic Risk Centre" and Year is 2018

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Number of items: 9.

A

Ames, Matthew, Bagnarosa, Guillaume, Peters, Gareth W. and Shevchenko, Pavel V. (2018) Understanding the interplay between covariance forecasting factor models and risk-based portfolio allocations in currency carry trades. Journal of Forecasting, 37 (8). pp. 805-831. ISSN 0277-6693

B

Bremus, Franziska and Neugebauer, Katja (2018) Reduced cross-border lending and financing costs of SMEs. Journal of International Money and Finance, 80. pp. 35-58. ISSN 0261-5606

F

Fricke, Daniel and Roukny, Tarik (2018) Generalists and specialists in the credit market. Journal of Banking and Finance. ISSN 0378-4266

M

Michaelides, Panayotis G., Tsionas, Efthymios G. and Konstantakis, Konstantinos N. (2018) Debt dynamics in Europe: a network general equilibrium GVAR approach. Journal of Economic Dynamics and Control, 93. pp. 175-202. ISSN 0165-1889

N

Nava, Noemi, Di Matteo, T. and Aste, Tomaso (2018) Dynamic correlations at different time-scales with empirical mode decomposition. Physica A: Statistical Mechanics and Its Applications, 502. pp. 534-544. ISSN 0378-4371

Nava, Noemi, Di Matteo, Tiziana and Aste, Tomaso (2018) Financial time series forecasting using empirical mode decomposition and support vector regression. Risks, 6 (1). ISSN 2227-9091

P

Phelan, Carolyn E., Marazzina, Daniele, Fusai, Gianluca and Germano, Guido (2018) Fluctuation identities with continuous monitoring and their application to price barrier options. European Journal of Operational Research, 271 (1). pp. 210-223. ISSN 0377-2217

T

Toczydlowska, Dorota and Peters, Gareth W. (2018) Financial big data solutions for state space panel regression in interest rate dynamics. Econometrics, 6 (3).

Z

Zloteanu, Mircea, Harvey, Nigel, Tuckett, David and Livan, Giacomo (2018) Digital identity: the effect of trust and reputation information on user judgement in the sharing economy. PLOS ONE, 13 (12). ISSN 1932-6203

This list was generated on Mon May 27 02:17:25 2019 BST.