Working Papers

2014

2013

13-01: Guglielmo Maria Caporale, Luis A. Gil-Alana and Yuliya Lovcha, The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-memory Model
13-02: Omaima A. G. Hassan and Ray Barrell, Accounting for the determinants of banks’ credit ratings
13-03: John Hunter and Seyedeh Asieh Tabaghdehi , Cointegration and US Regional Gasoline Prices: Testing market efficiency from the stationarity of price proportions
13-04: Guglielmo Maria Caporale, Roberta De Santis and Alessandro Girardi, Trade Intensity and Output Synchronisation: On the Endogeneity Properties of the EMU
13-05: Guglielmo Maria Caporale and Luis Alberiko Gil-Alana, Long Memory in the Ukrainian Stock Market
13-06: R. Barrell, D. Karim and A. Ventouri, Financial Liberalization and Capital Adequacy in Models of Financial Crises
13-07: Guglielmo Maria Caporale, John Hunter and Faek Menla Ali, On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010
13-08: John Hunter and Faek Menla Ali, The Monetary Model of the US Dollar– Japanese Yen Exchange Rate: An Empirical Investigation
13-09: Guglielmo Maria Caporale and Luis A. Gil-Alana, Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate
13-10: Guglielmo Maria Caporale, Faek Menla Ali and Nicola Spagnolo, Exchange Rate Uncertainty and International Portfolio Flows
13-11: Jan Fidrmuc, Jarko Fidrmuc and Shuo Huang, Whither China? Reform and Economic Integration among Chinese Regions
13-12: Nahla Samargandi, Jan Fidrmuc and Sugata Ghosh, Financial development and economic growth in an oil-rich economy: The case of Saudi Arabia
13-13: Jan Fidrmuc and J.D. Tena, National minimum wage and employment of young workers in the UK
13-14: S. Bhaumik, M. Karanasos and A. Kartsaklas, Derivatives Trading and the Volume-Volatility Link in the Indian Stock Market
13-15: Vassilis Babalos, Guglielmo Maria Caporale and Nikolaos Philippas, Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?
13-16: Aris Kartsaklas and Menelaos Karanasos, Long Run Dependencies in Stock Volatility and Trading Volume
13-17: Aris Kartsaklas, Trader Type Effects on the Volatility- Volume Relationship. Evidence from the KOSPI 200 Index Futures Market
13-18: Guglielmo Maria Caporale, Stefano Di Colli and Juan Sergio Lopez, Bank Lending Procyclicality And Credit Quality During Financial Crises
13-19: John Hunter and Seyedeh Asieh Tabaghdehi, Extracting Long-run Information from Energy Prices: The role of Exogeneity
13-20: Carlos Pestana Barros, Guglielmo Maria Caporale, and Bruno Damásio, Foreign Direct Investment in the Asian Economies
13-21: Nahla Samargandi, Jan Fidrmuc and Sugata Ghosh, Is the Relationship between Financial Development and Economic Growth Monotonic for Middle Income Countries?
13-22: Amedeo Piolatto and Matthew D. Rablen, Prospect Theory and Tax Evasion: A Reconsideration of the Yitzhaki Puzzle
13-23: Guy Liu and Ali Mirzaei, Industrial Growth: Does Bank Competition, Concentration and Stability Constraint Matter? Evidence from developed and emerging economies
13-24: Ray Barrell and Dilruba Karim, What should we do about (Macro) Pru? Macro Prudential Policy and Credit
13-25: Evangelos V. Dioikitopoulos, Marina-Selini Katsaiti and Philip Shaw, A Growth Model of Weight Preferences, Food Consumption and Public Policy
13-26: Qiwei Chen, Ying Jiang and Len Skerratt, Did the market overreact to the mandatory switch to IFRS in Europe?
13-27: Guglielmo Maria Caporale, Luis Gil-Alana, Alex Plastun and Inna Makarenko, Long Memory in the Ukrainian Stock Market and Financial Crises
13-28: Luca Agnello, Guglielmo Maria Caporale and Ricardo M. Sousa, Fiscal Adjustments and Business Cycle Synchronization
13-29: Guglielmo Maria Caporale, Luis Gil-Alana, and Yuliya Lovcha, Testing Unemployment Theories: A Multivariate Long Memory Approach

2012

12-01: Carlos P. Barros, Guglielmo Maria Caporale and Luis A. Gil-Alana, Long Memory in German Energy Price Indices
12-02: Jan Fidrmuc and Ariane Tichit, How I Learned to Stop Worrying and Love the Crisis
12-03: Jan Fidrmuc and Elira Karaja, Uncertainty, informational spillovers and policy reform: A gravity model approach
12-04: Matthew D. Rablen, Audit Probability Versus Effectiveness: The Beckerian Approach Revisited
12-05: Ray Barrell, Philip Davis, Iana Liadze, and Dilruba Karim, Off-Balance Sheet Exposures and Banking Crises in OECD Countries
12-06: Carlos P. Barros and Guglielmo Maria Caporale, Banking Consolidation in Nigeria, 2000-2010
12-07: Guglielmo Maria Caporale and Luis A. Gil-Alana, Persistence and Cycles in US Hours Worked
12-08: Guglielmo Maria Caporale, Mauro Costantini and Antonio Paradiso, Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal
12-09: Carlos P. Barros, Guglielmo Maria Caporale and Luis A. Gil-Alana, Long Memory in Angolan Macroeconomic Series: Mean Reversion Versus Explosive Behaviour.
12-10: Alessandra Canepa, Robust Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors: a Bootstrap Approach
12-11: Sanjay Banerji, Alexia Ventouri and Zilong Wang, The sovereign spread in Asian emerging economies: The significance of external versus internal factors
12-12: Georgios E. Chortareas, Claudia Girardone and Alexia Ventouri, Financial Freedom and Bank Efficiency: Evidence from the European Union
12-13: Ray Barrell and Dilruba Karim, The Role of Capital, Liquidity and Credit
12-14: Konstantinos Drakos and Panagiotis T. Konstantinou, Investment Decisions in Manufacturing: Assessing the Effects of Real Oil Prices and their Uncertainty
12-15: Qiwei Chen, Risk and Seasonal Effects: International Evidence
12-16: Qiwei Chen and Ying Jiang, The Impact of Mandatory IFRS Adoption on Accrual Anomaly and Earning Conservatism
12-17: Guglielmo Maria Caporale and Luis A. Gil-Alana, Persistence in Youth Unemployment
12-18: Ugur Akgun and Ioana Chioveanu, Loyalty Discounts
12-19: Ioana Chioveanu and Jidong Zhou, Price Competition with Consumer Confusion
12-20: Simon Burke and John Hunter, Arbitrage, Market Definition and Monitoring a Time Series Approach
12-21: Laurence D. Booth, Dimitrios Gounopoulos and Frank S. Skinner, The choice among non-callable bonds and make whole, claw back and otherwise ordinary callable bonds
12-22: Guglielmo Maria Caporale, Luis A. Gil-Alana and Robert Mudida, Testing the Marshall-Lerner Condition in Kenya
12-23: Javier Coto-Martinez and Juan C. Reboredo, The Relative Price of Non-Traded Goods under Imperfect Competition
12-24: Weonho Yang, Jan Fidrmuc and Sugata Ghosh, Government Spending Shocks and the Multiplier: New Evidence from the U.S. Based on Natural Disasters
12-25: Guglielmo Maria Caporale and Alessandro Girardi, Business Cycles, International Trade and Capital Flows: Evidence from Latin America
12-26: Guglielmo Maria Caporale and Luis A. Gil-Alana, Persistence and Cycles in the US Federal Funds Rate
12-27: Guglielmo Maria Caporale and Luis A. Gil-Alana, Testing the PPP Hypothesis in the Sub-Saharan Countries

2011

Page last updated: Thursday 02 February 2012