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Faculty of Economics


General Financial Markets: General (includes Measurement and Data)

Title AuthorsYearJEL Codes
Climate Change and Sovereign Risk: A Regional Analysis for the CaribbeanAgarwala, M., Burke, M., Doherty-Bigara, J., Klusak, P., Mohaddes, K.[2024]C33 C53 G10 G18 H63 O44 O54 Q51 Q54
The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent FactorsPesaran, M. H., Smith, R. P.[2023]C38 G10
Text-Based Linkages and Local Risk Spillovers in the Equity MarketGe, S.[2020]C33 C58 G10 G12
Nonparametric estimation of infinite order regression and its application to the risk-return tradeoffHong, S-Y., Linton, O.[2018]C10 C58 G10
A Decade After Lehman: Taking Stock of Quantitative Easing and RegulationRamaswamy, R.[2018]E40 E50 G10 G20
Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms McIntosh, G.[2016]G10 Q40 Q56
An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market PredictabilityHong, S. Y., Linton, O. and Zhang, H. J.[2015]C10 C32 G10 G12
Why corporations in developing countries are likely to be even more susceptible to the vicissitudes of international finance than their counterparts in the developed world: A Tribute to Ajit SinghPalma, J. G.[2015]B50 D30 D43 E20 F30 F60 G10 G20 G30 N16 N16 016
Policy Shocks and Stock Market Returns: Evidence from Chinese Solar PanelsCrowley, M. A., Meng, N. and Song, H.[2015]F12 F13 G10 G14
Multivariate Variance Ratio StatisticsHong, S. Y., Linton, O. and Zhang , H. J.[2014]C10 C32 G10 G12
The effect of LNG on the rleationship between UK and Continental European natural gas marketsKoenig, P.[2012]Q41 Q47 G10
Asset price manipulation with several tradersWalther, A.[2012]D80 D82 G10 G14
The Dyanamic Location/Scale Model: with applications to intra-day financial dataAndres, P. and Harvey, A. C.[2012]C22 G10
Modelling Correlation in Carbon and Energy MarketsKoenig, P.[2011]Q41 G10
Properties of Electricity Prices and the Drivers of Interconnector RevenueParail, V.[2010]C15 C63 G10 L94

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