| Title | Authors | Year | JEL Codes |
|---|
| Green Transmission: Monetary Policy in the Age of ESG | Patozi, A.
| [2023] | E52 G12 G14 G30 |
| Political markets as equity price factors | Auld, T. | [2022] | C38 C51 D72 G12 G14 G15 |
| Betting and financial markets are cointegrated on election night | Auld, T. | [2022] | C51 D72 G12 G14 G15 |
| Do Consumption-based Asset Pricing Models Explain Own-history Predictability in Stock Market Returns? | Ashby, M., Linton, O. B.
| [2022] | C52 C58 G12 |
| Specification Lasso and an Application in Financial Markets | Dong, C. and Li, S. | [2021] | C14 G12 |
| Testing and Modelling Time Series with Time Varying Tails | Palumbo, D. | [2021] | C12 C18 C51 C52 C46 C58 G12 |
| Modelling Demand for ESG | Ahmed, M. F., Gao, Y. and Satchell, S. | [2020] | G11 G12 G14 G23 G34 |
| Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks | Geraci, M. V., Gnabo, J-Y. and Veredas, D.
| [2020] | G11 G12 G14 |
| Nonparametric Euler Equation Identification and Estimation | Escanciano, J C., Hoderlein, S., Lewbel, A., Linton, O., Srisuma, S. | [2020] | C14 D91 E21 G12 |
| A Dynamic Network of Arbitrage Characteristics | Ge, S., Li, S. and Linton, O. | [2020] | C14 G11 G12 |
| Text-Based Linkages and Local Risk Spillovers in the Equity Market | Ge, S. | [2020] | C33 C58 G10 G12 |
| A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model | Ge, S. | [2020] | C10 C58 F36 G12 G15 |
| Exchange Rate Risk and Business Cycles | Lloyd, S. P. and Marin, E. A. | [2019] | E43 F31 G12 |
| Foreign Direct Investment as a Determinant of Cross-Country Stock Market Comovement | Anagnostopoulos, A., Atesagaoglu, O., Faraglia, E., Giannitsarou, C. | [2019] | G15 F21 F23 G12 F44 |
| Lessons from Australia’s National Electricity Market 1998-2018: the strengths and weaknesses of the reform experience | Simshauser, P. | [2019] | D52 D53 G12 L94 Q40 |
| The Impact of Corporate QE on Liquidity: Evidence from the UK | Boneva, L., Elliott, D., Kaminska, I., Linton, O., McLaren, N. and Morley, B. | [2019] | G12 G23 E52 E58 |
| Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information | Koo, B., La Vecchia, D., Linton, O. | [2019] | C13 C14 C22 G12 |
| On the impact of government-initiated CfD’s in Australia’s National Electricity Market | Simshauser, P. | [2019] | D52 D53 G12 L94 Q40 |
| Debt Seniority and Sovereign Debt Crises | Ari, A., Corsetti, G. and Dedola, L. | [2018] | F34 G12 H63 |
| Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing | Lloyd, S. P. | [2017] | E32 E43 E44 E52 E58 G12 G14 |
| Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure | Lloyd, S. P. | [2017] | C32 C58 E43 E47 G12 |
| Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes | Pesaran, Hashem. and Johnsson. Ida. | [2016] | C83 D84 G12 G14 |
| Spline-DCS for Forecasting Trade Volume in High-Frequency Finance | Ito, R. | [2016] | C22 C51 C53 C58 G12 |
| Nonparametric Euler Equation Identification and Estimation | Escanciano, J. C., Hoderlein, S., Lewbel, A. and Linton, O. | [2015] | C14 D91 E21 G12 |
| An investigation into Multivariate Variance Ratio Statistics
and their application to Stock Market Predictability | Hong, S. Y., Linton, O. and Zhang, H. J. | [2015] | C10 C32 G10 G12 |
| Multivariate Variance Ratio Statistics | Hong, S. Y., Linton, O. and Zhang , H. J. | [2014] | C10 C32 G10 G12 |
| Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data | Ito, R. | [2013] | C22 C51 C53 C58 G01 G12 |
| Testing CAPM with a Large Number of Assets (Updated 28th March 2012) | Pesaran, M. and Yamagata, T. | [2012] | C12 C15 C23 G11 G12 |
| Predictability of Asset Returns and the Efficient Market Hypothesis | Pesaran, M. H. | [2010] | G12 G14 |
