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Professor Frank Skinner

Professor Frank Skinner
Professor - Corporate Finance

Marie Jahoda 241

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González, MDLO., Jareño, F. and Skinner, F. (2021) 'Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis'. International Review of Financial Analysis, 0 (in press). pp. 101773 - 101773. ISSN: 1057-5219 Open Access Link

Journal article

González, MDLO., Jareño, F. and Skinner, F. (2020) 'Nonlinear autoregressive distributed lag approach: an application on the connectedness between Bitcoin returns and the other ten most relevant cryptocurrencies returns'. Mathematics, 8 (5). pp. 810 - 810. ISSN: 2227-7390 Open Access Link

Journal article

Canepa, A., de la O. González, M. and Skinner, FS. (2019) 'Hedge fund strategies: A non-parametric analysis'. International Review of Financial Analysis, 67. pp. 101436 - 101436. ISSN: 1057-5219 Open Access Link

Journal article

Dufour, A., Marra, M., Sangiorgi, I. and Skinner, F. (2019) 'Explaining Repo Specialness'. International Journal of Finance and Economics, 25 (2). pp. 172 - 196. ISSN: 1076-9307 Open Access Link

Journal article

de la GONZÁLEZ, MO., Jareño, F. and Skinner, FS. (2017) 'The financial crisis impact: An industry level analysis of the US stock market'. Applied Econometrics and International Development, 17 (2). pp. 61 - 74. ISSN: 1578-4487

Journal article

Hassan, O. and Skinner, F. (2016) 'Analyst Coverage: Does the listing location really matter?'. International Review of Financial Analysis, 46. pp. 227 - 236. ISSN: 1057-5219 Open Access Link

Journal article

Gonzalez, MDLO., Jareno, F. and Skinner, FS. (2016) 'Interest and Inflation Risk: Investor Behavior'. FRONTIERS IN PSYCHOLOGY, 7 (MAR). pp. 390. ISSN: 1664-1078 Open Access Link

Journal article

Mason, A., Agyei-Ampomah, S. and Skinner, F. (2015) 'Realism, Skill & Incentives: Current and Future Trends in Investment Management and Investment Performance'. International Review of Financial Analysis, 43. pp. 31 - 40. ISSN: 1057-5219 Open Access Link

Journal article

dela O González, M., Papageorgiou, NA. and Skinner, FS. (2015) 'Persistent Doubt: An Examination of Hedge Fund Performance'. European Financial Management, 22 (4). pp. 613 - 639. ISSN: 1354-7798 Open Access Link

Journal article

Skinner, F., Elbadry, A. and Gounopoulos, D. (2015) 'Governance Quality and Information Asymmetry'. Journal of Financial Markets Institutions and Instruments, 24 (2). pp. 127 - 157. ISSN: 1468-0416 Open Access Link

Journal article

Booth, L., Gounopoulos, D. and Skinner, F. (2014) 'The choice between callable and noncallable bonds'. Journal of Financial Research, 37 (4). pp. 435 - 460. ISSN: 0270-2592 Open Access Link

Journal article

Skinner, F., González, M. and Agyei-Ampomah, S. (2013) 'Term Structure Information and Bond Investment Strategies'. Review of Quantitative Finance and Accounting, 41 (1). pp. 53 - 74. ISSN: 0924-865X

Journal article

Diaz, A., Navarro, E., Gonzales, M. and Skinner, F. (Accepted) 'An Evaluation of Contingent Immunization'. Journal of Banking and Finance, Vol 33 (10). pp. 1874 - 1883.

Journal article

Skinner, F. and Ionnides, M. (2012) 'CoCos, Problems and Solutions', in Batten, J. and Wagner, N. (eds.) Derivative Securities Pricing and Modelling. Emerald Group Publishing Limited. , 94. pp. 71 - 92. ISBN 13: 978-1-78052-616-4.

Book chapter

de la O González, M., Skinner, FS. and Agyei-Ampomah, S. (2012) 'Term structure information and bond strategies'. Review of Quantitative Finance and Accounting, 41 (1). pp. 53 - 74. ISSN: 0924-865X Open Access Link

Journal article

Skinner, FS. and Mason, A. (2011) 'Covered interest rate parity in emerging markets'. International Review of Financial Analysis, 20 (5). pp. 355 - 363. ISSN: 1057-5219

Journal article

Diaz, A., Gonzalez, MDLO., Navarro, E. and Skinner, FS. (2009) 'An evaluation of contingent immunization'. Journal of Banking and Finance, 33 (10). pp. 1874 - 1883. ISSN: 0378-4266

Journal article

Halsworth, A. and Skinner, F. (2008) 'Visibly in trouble: Northern Rock, a post-mortem on a financial crisis'. Area, 40 (2). pp. 278 - 283. ISSN: 0004-0894

Journal article

Skinner, F. and Nuri, J. (2007) 'Hedging Emerging Market Bonds and the Rise of the Credit Default Swap'. International Review of Financial Analysis, 16 (5). pp. 452 - 470. ISSN: 1057-5219

Journal article

Papageorgiou, N. and Skinner, FS. (2006) 'Credit spreads and the zero-coupon treasury spot curve'. Journal of Financial Research, 29 (3). pp. 421 - 439. ISSN: 0270-2592

Journal article

Skinner, F. and Bali, G. (2006) 'The Original Maturity of Corporate Bonds: The Influence of Credit Rating, Asset Maturity, Security and Macroeconomic Conditions'. Financial Review, 41 (2). pp. 187 - 203. ISSN: 0732-8516

Journal article

Skinner, FS. (2005) 'Bond Yields, Taxes, and the Dimensions of Default Risk.'. The Financial Review, 30 (4). pp. 739 - 761. ISSN: 0732-8516

Journal article

Skinner, F. (2004) 'Pricing and Hedging Interest and Credit Risk Sensitive Instruments'. Butterworth-Heinemann. ISSN 10: 075066259X ISSN 13: 9780750662598

Book

Skinner, F. (2004) 'The United Kingdom', in Batten, J., Fetherston, T. and Szilagyi, P. (eds.) European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives. John Whiley and Sons. pp. 449 - 466. ISBN 13: 978-0-470-85053-4.

Book chapter

Ioannides, M. and Skinner, FS. (2003) 'Parametric Estimation of Different Interest Rates Processes'. Applied Financial Economics, 13 (6). pp. 431 - 446. ISSN: 0960-3107

Journal article

Skinner, F. and Diaz, A. (2003) 'An Empirical Study of Credit Default Swaps'. Journal of Fixed Income, 13 (1). pp. 28 - 38. ISSN: 1059-8596

Journal article

Ioannides, M. and Skinner, FS. (2003) 'Hedging Corporate Bonds'. Journal of Business Finance & Accounting, 26 (7&8). pp. 919 - 944.

Journal article

Skinner, FS. and Townend, TG. (2002) 'An empirical analysis of credit default swaps'. International Review of Financial Analysis, 11 (3). pp. 297 - 309. ISSN: 1057-5219

Journal article

Skinner, FS. and Papageorgiou, N. (2002) 'Predicting the Direction of Interest Rate Movements'. Journal of Fixed Income, 11 (4). pp. 87 - 95. ISSN: 1059-8596

Journal article

Skinner, F. and Diaz, A. (2001) 'Estimating Corporate Yield Curves'. Journal of Fixed Income, 11 (2). pp. 95 - 103. ISSN: 1059-8596

Journal article

Skinner, F., Clare, A. and Ioannides, M. (2000) 'Hedging Corporate Bonds with Stock Index Futures: A Word of Caution'. Journal of Fixed Income, 10 (2). pp. 25 - 34. ISSN: 1059-8596

Journal article

Brooks, C. and Skinner, F. (2000) 'What will be the risk-free rate and benchmark yield curve following European monetary union?'. Applied Financial Economics, 10 (1). pp. 59 - 69. ISSN: 0960-3107

Journal article

Skinner, FS. (1998) 'Hedging bonds subject to credit risk'. Journal of Banking and Finance, 22 (3). pp. 321 - 345. ISSN: 0378-4266

Journal article

Fooladi, IJ., Roberts, GS. and Skinner, F. (1997) 'Duration for bonds with default risk'. Journal of Banking and Finance, 21 (1). pp. 1 - 16. ISSN: 0378-4266

Journal article

Skinner, F. (1994) 'A Trinomial Chain Model of Bonds with Default Risk'. Financial Analysts Journal. pp. 73 - 78.

Journal article

Skinner, F. (1994) 'An Integrative Approach to Teaching Valuation Equations'. Financial Practice and Education, 4 (1). pp. 87 - 90.

Journal article