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Number of items at this level: 521.

A

Abbassi, P., Iyer, R., Peydró, J.L. & Tous, F.R. (2016). Securities trading by banks and credit supply: Micro-evidence from the crisis. Journal of Financial Economics, 121(3), pp. 569-594. doi: 10.1016/j.jfineco.2016.05.005

Acharya, V., Pagano, M. & Volpin, P. (2016). Seeking Alpha: Excess risk taking and competition for managerial talent. The Review of Financial Studies, 29(10), pp. 2565-2599. doi: 10.1093/rfs/hhw036

Acharya, V. V. & Volpin, P. (2010). Corporate Governance Externalities. Review of Finance, 14(1), pp. 1-33. doi: 10.1093/rof/rfp002

Adekanye, F.A.Z. (1993). Commercial bank performance in a developing country : a case study of Nigeria. (Unpublished Doctoral thesis, City University London)

Agyei-Ampomah, S., Clare, A., Mason, A. & Thomas, S. (2015). On luck versus skill when performance benchmarks are style-consistent. Journal of Banking & Finance, 59, pp. 127-145. doi: 10.1016/j.jbankfin.2015.05.013

Ahoniemi, K., Fuertes, A. & Olmo, J. (2016). Overnight News and Daily Equity Trading Risk Limits. Journal of Financial Econometrics, 14(3), pp. 525-551. doi: 10.1093/jjfinec/nbu032

Albuquerque, R. & Schroth, E. (2015). The Value of Control and the Costs of Illiquidity. Journal of Finance, 70(4), pp. 1405-1455. doi: 10.1111/jofi.12207

Alizadeh-Masoodian, A. & Adland, R. (2017). What determines the differential between timecharter rates and FFAs?. Transportation Research Part E,

Alizadeh-Masoodian, A. & Nomikos, N.K. (2005). Agricultural Reforms and Use of Market Mechanisms for Risk Management. Cass Business School, City University London.

Alizadeh-Masoodian, A., Strandenes, S.P. & Thanopoulou, H. (2016). Capacity retirement in the dry bulk market: A vessel based logit model. Transportation Research Part E: Logistics and Transportation Review, 92, pp. 28-42. doi: 10.1016/j.tre.2016.03.005

Alizadeh-Masoodian, A. & Talley, W.K. (2010). Dynamics of the Forward Curve and Volatility of Energy Futures Prices. London: SSRN.

Alizadeh-Masoodian, A., Thanopoulou, H. & Strandenes, S.P. (2017). Capacity adjustment decisions in the service industry under stochastic revenue: the case of the shipping industry.

Allen, H.L. (1990). Chartism in the foreign exchange market. (Unpublished Doctoral thesis, City University London)

Anastassopoulou, N. (2006). Credit risk measurement and modelling. (Unpublished Doctoral thesis, City University London)

Andrada-Felix, J., Fernandez-Rodriguez, F. & Fuertes, A. (2016). Combining Nearest Neighbor Predictions and Model-Based Predictions of Realized Variance: Does it Pay?. International Journal of Forecasting, 32(3), pp. 695-715. doi: 10.1016/j.ijforecast.2015.10.004

Andrew, Mark, Allmendinger, P., Ball, M., Cameron, G., Evans, A., Gibb, K., Goody, J., Holmans, A., Kasparova, D., Meen, G., Monk, S., Muellbauer, J., Murphy, A., Whitehead, C. & Wilson, A. (2005). Affordability targets: Implications for Housing Supply. London: The Office of the Deputy Prime Minister.

Andrew, Mark, Meen, G., Kasparova, D., Wood, G., Ball, M., Goody, J., Whitehead, C. & Pyrce, G. (2008). Recent Developments in the Communities and Local Government Affordability Model. Communities and Local Government Publications.

Andriosopoulos, D. & Lasfer, M. The Market Valuation of Share Repurchases in Europe. Journal of Banking and Finance, 55, pp. 327-339. doi: 10.1016/j.jbankfin.2014.04.017

Andriosopoulos, K., Chan, Ka Kei, Dontis-Charitos, P. & Staikouras, S. (2016). Wealth and risk implications of the Dodd-Frank Act on the U.S. financial intermediaries. Journal of Financial Stability, doi: 10.1016/j.jfs.2016.09.006

Anim-Odame, W.K. (2008). Residential Real Estate Investment in Emerging Economies: The Case of Ghana. (Unpublished Doctoral thesis, City University London)

Appadu, N., Faelten, A., Moeller, S. & Vitkova, V. (2014). Assessing market attractiveness for mergers and acquisitions: the M&A Attractiveness Index Score. European Journal of Finance, 22(8-9), pp. 732-755. doi: 10.1080/1351847X.2014.888362

Arezki, R., Beck, T., DeYoung, R., Duca, J. V., Loungani, P. & Murphy, A. (2015). Conference on Housing, Stability, and the Macroeconomy: International Perspectives. Journal of Money, Credit and Banking, 47(S1), pp. 1-11. doi: 10.1111/jmcb.12185

Argimón, I., Arque, G. & Rodriguez Tous, F. (2012). Does the Intensity of Prudential Regulation Affect Banks? Evidence from the 2007-2009 Crises. Journal of Governance and Regulation, 1(3), pp. 14-26. doi: 10.22495/jgr_v1_i3_p2

Aristidou, A. (2007). Market microstructure issues related to the Greek capital market. (Unpublished Doctoral thesis, City University London)

Arping, S. & Falconieri, S. (2010). Strategic versus financial investors: the role of strategic objectives in financial contracting. Oxford Economic Papers, 62(4), pp. 691-714. doi: 10.1093/oep/gpp038

Ayadi, R., Naceur, S., Casu, B. & Quinn, B. (2016). Does Basel compliance matter for bank performance?. Journal of Financial Stability, 23, pp. 15-32. doi: 10.1016/j.jfs.2015.12.007

B

Ballester, L., Casu, B. & González-Urteaga, A. (2016). Bank fragility and contagion: Evidence from the bank CDS market. Journal of Empirical Finance, 38(A), pp. 394-416. doi: 10.1016/j.jempfin.2016.01.011

Ballotta, L. (2010). Efficient pricing of ratchet equity-indexed annuities in a variance-gamma economy. North American Actuarial Journal, 14(3), pp. 355-368. doi: 10.1080/10920277.2010.10597639

Ballotta, L. (2005). A Levy process-based framework for the fair valuation of participating life insurance contracts. Insurance: Mathematics and Economics, 37(2), pp. 173-196. doi: 10.1016/j.insmatheco.2004.10.001

Ballotta, L. & Bonfiglioli, E. (2016). Multivariate Asset Models Using Levy Processes and Applications. The European Journal of Finance, 22(13), doi: 10.1080/1351847X.2013.870917

Ballotta, L., Deelstra, G. & Rayée, G. (2017). Multivariate FX models with jumps: triangles, Quantos and implied correlation. European Journal of Operational Research, doi: 10.1016/j.ejor.2017.02.018

Ballotta, L., Deelstra, G. & Rayée, G. (2015). Quanto Implied Correlation in a Multi-Lévy Framework. London: SSRN.

Ballotta, L., Fusai, G. & Marazzina, D. (2015). Integrated Structural Approach to Counterparty Credit Risk with Dependent Jumps. City University.

Ballotta, L., Gerrard, R. J. G. & Kyriakou, I. (2017). Hedging of Asian options under exponential Lévy models: computation and performance. The European Journal of Finance, 23(4), pp. 297-323. doi: 10.1080/1351847X.2015.1066694

Ballotta, L. & Haberman, S. (2009). Investment Strategies and Risk Management for Participating Life Insurance Contracts. London: SSRN.

Ballotta, L. & Haberman, S. (2003). Pricing of guaranteed annuity conversion options.. INSURANCE MATHEMATICS & ECONOMICS, 33(1), pp. 87-108.

Ballotta, L., Haberman, S. & Wang, N. (2006). Guarantees in with-profit and unitized with-profit life insurance contracts: Fair valuation problem in presence of the default option. Journal of Risk and Insurance, 73(1), pp. 97-121. doi: 10.1111/j.1539-6975.2006.00167.x

Ballotta, L. & Kyprianou, A.E. (2001). A note on the alpha-quantile option. Applied Mathematical Finance, 8(3), pp. 137-144. doi: 10.1080/13504860210122375

Ballotta, L. & Kyriakou, I. (2014). Convertible bond valuation in a jump diffusion setting with stochastic interest rates. Quantitative Finance, doi: 10.1080/14697688.2014.935464

Ballotta, L. & Kyriakou, I. (2014). Monte carlo simulation of the CGMY process and option pricing. Journal of Futures Markets, doi: 10.1002/fut.21647

Ballotta, L., Loregian, A. & Fusai, G. (2015). Multivariate Lévy Models by Linear Combination: Estimation. London: SSRN.

Banti, C., Phylaktis, K. & Sarno, L. (2012). Global liquidity risk in the foreign exchange market. Journal of International Money and Finance, 31(2), pp. 267-291. doi: 10.1016/j.jimonfin.2011.11.010

Banti, Chiara (2013). Essays in FX market microstructure. (Unpublished Doctoral thesis, City University London)

Bas, Tugba (2012). Capital structure and debt maturity choices of firms in developing countries. (Unpublished Doctoral thesis, City University London)

Batchelor, R. (2010). Worst-Case Scenarios in Forecasting: How Bad Can Things Get?. Foresight: The International Journal of Applied Forecasting, 18, pp. 27-32.

Batchelor, R. & Zarkesh, F. (2000). Variance rationality: a direct test. In: F. Gardes & G. Prat (Eds.), Price Expectations in Goods and Financial Markets. (pp. 156-271). London and New York: Edward Elgar. ISBN 978 1 84064 322 0

Batchelor, R.A. & Ramyar, R. (2006). Magic numbers in the Dow. London: Cass Business School, City of London.

Bathia, D., Bredin, D. & Nitzsche, D. (2016). International Sentiment Spillovers in Equity Returns. International Journal of Finance and Economics, 21(4), pp. 332-359. doi: 10.1002/ijfe.1549

Battaglia, F. & Gallo, A. (2017). Strong boards, ownership concentration and EU banks' systemic risk-taking: Evidence from the financial crisis. Journal of International Financial Markets, Institutions and Money, 46, pp. 128-146. doi: 10.1016/j.intfin.2016.08.002

Baudot, L., Huang, Z. & Demek, K. (2017). The Accounting Profession’s Engagement with Accounting Standards: Conceptualizing Accounting Complexity through Big 4 Comment Letters. Auditing: A Journal of Practice and Theory,

Beck, T. (2015). Cross-border banking and financial deepening: The African experience. Journal of African Economies, 24(Sup 1), i32-i45. doi: 10.1093/jae/eju028

Beck, T. (2013). Finance, growth and fragility: The role of government. International Journal of Banking, Accounting and Finance, 5(1-2), pp. 49-77. doi: 10.1504/IJBAAF.2013.058088

Beck, T. (2014). Finance, growth, and stability: Lessons from the crisis. Journal of Financial Stability, 10, pp. 1-6. doi: 10.1016/j.jfs.2013.12.006

Beck, T. (2014). Ireland's banking system - Looking forward. Economic and Social Review, 45(1), pp. 113-134.

Beck, T. (2015). Macroprudential Policies and Housing Prices: A New Database and Empirical Evidence for Central, Eastern, and Southeastern Europe Discussion of Vandenbussche, Vogel, and Detragiache. Journal of Money, Credit and Banking, 47(S1), pp. 379-381. doi: 10.1111/jmcb.12207

Beck, T. (2016). Regulatory Cooperation on Cross-Border Banking – Progress and Challenges After the Crisis. National Institute Economic Review, 235(1), R40-R49. doi: 10.1177/002795011623500114

Beck, T. & Behr, P. (2017). Individual versus Village Lending: Evidence from Montenegro. Review of Development Economics, doi: 10.1111/rode.12308

Beck, T., Behr, P. & Guettler, A. (2013). Gender and Banking: Are Women Better Loan Officers?. Review of Finance, 17(4), pp. 1279-1321. doi: 10.1093/rof/rfs028

Beck, T. & Brown, M. (2015). Foreign bank ownership and household credit. Journal of Financial Intermediation, 24(4), pp. 466-486. doi: 10.1016/j.jfi.2013.10.002

Beck, T., Chen, T., Lin, C. & Song, F. M. (2016). Financial innovation: The bright and the dark sides. Journal of Banking and Finance, 72, pp. 28-51. doi: 10.1016/j.jbankfin.2016.06.012

Beck, T., Colciago, A. & Pfajfar, D. (2014). The role of financial intermediaries in monetary policy transmission. Journal of Economic Dynamics and Control, 43, pp. 1-11. doi: 10.1016/j.jedc.2014.04.010

Beck, T. & Cull, R. (2014). SME Finance in Africa. Journal of African Economies, 23(5), pp. 583-613. doi: 10.1093/jae/eju016

Beck, T., De Jonghe, O. & Schepens, G. (2013). Bank competition and stability: Cross-country heterogeneity. Journal of Financial Intermediation, 22(2), pp. 218-244. doi: 10.1016/j.jfi.2012.07.001

Beck, T., Degryse, H. & Kneer, C. (2014). Is more finance better? Disentangling intermediation and size effects of financial systems. Journal of Financial Stability, 10, pp. 50-64. doi: 10.1016/j.jfs.2013.03.005

Beck, T., Degryse, H., Van Horen, N. & De Haas, R. (2017). When Arm’s Length Is Too Far. Relationship Banking over the Credit Cycle. Journal of Financial Economics,

Beck, T., Demirguc-Kunt, A., Laeven, L. & Levine, R. (2008). Finance, Firm Size, and Growth. Journal of Money, Credit and Banking, 40(7), pp. 1379-1405. doi: 10.1111/j.1538-4616.2008.00164.x

Beck, T., Demirguc-Kunt, A. & Maksimovic, V. (2008). Financing patterns around the world: Are small firms different?. Journal of Financial Economics, 89(3), pp. 467-487. doi: 10.1016/j.jfineco.2007.10.005

Beck, T., Demirguc-Kunt, A. & Merrouche, O. (2013). Islamic vs. conventional banking: Business model, efficiency and stability. Journal of Banking & Finance, 37(2), pp. 433-447. doi: 10.1016/j.jbankfin.2012.09.016

Beck, T., Ioannidou, V. & Schaefer, L. (2016). Foreigners vs. Natives: Bank Lending Technologies and Loan Pricing. Management Science,

Beck, T., Levine, R. & Levkov, A. (2010). Big Bad Banks? The Winners and Losers from Bank Deregulation in the United States. The Journal of Finance, 65(5), pp. 1637-1667. doi: 10.1111/j.1540-6261.2010.01589.x

Beck, T., Lin, C. & Ma, Y. (2014). Why Do Firms Evade Taxes? The Role of Information Sharing and Financial Sector Outreach. The Journal Of Finance, 69(2), pp. 763-817. doi: 10.1111/jofi.12123

Beck, T., Liping, L. & Yang, R. (2015). Finance and Growth for Microenterprises: Evidence from Rural China. World Development, 67, pp. 38-56. doi: 10.1016/j.worlddev.2014.10.008

Beck, T., Pamuk, H. & Uras, B.R. (2017). Entrepreneurial Saving Practices and Reinvestment: Theory and Evidence. Review of Development Economics, doi: 10.1111/rode.12300

Beck, T. & Wagner, W. (2016). Supranational Supervision - How Much and for Whom?. International Journal of Central Banking, 12(2), pp. 221-268.

Belvisi, M, Pianeti, R & Urga, G. (2016). Modelling financial markets comovements during crises: A dynamic multi-factor approach. Advances in Econometrics, 35, pp. 317-360. doi: 10.1108/S0731-905320150000035008

Bennouri, M. & Falconieri, S. (2008). The Optimality of Uniform Pricing in IPOs: An Optimal Auction Approach. Review of Finance, 12(4), pp. 673-700. doi: 10.1093/rof/rfn006

Benos, E., Payne, R. & Vasios, M. (2016). Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act. UK: Bank of England, ISSN 1749-9135.

Beqiri, Z. (2016). Essays on banking in developing countries. (Unpublished Doctoral thesis, City, University of London)

Bergamelli, M., Novotny, J. & Urga, G. (2015). MAXIMUM NON-EXTENSIVE ENTROPY BLOCK BOOTSTRAP FOR NON-STATIONARY PROCESSES. L'Actualité Economique, 91(1-2), pp. 115-139.

Bergamelli, Michele (2015). Structural breaks and outliers detection in time-series econometrics: Methods and applications. (Unpublished Doctoral thesis, City University London)

Bertolini, Lorenzo (2011). Trading foreign exchange carry portfolios. (Unpublished Doctoral thesis, City University London)

Besar, Dwityapoetra Soeyasa (2011). Essays on Indonesian Banking: Competition, Efficiency, and its Role in Monetary Policy Transmission. (Unpublished Doctoral thesis, City University London)

Bessler, W., Blake, D., Lückoff, P. & Tonks, I. (2017). Fund Flows, Manager Changes, and Performance Persistence*. Review of Finance, doi: 10.1093/rof/rfx017

Bessler, W., Blake, D., Lückoff, P. & Tonks, I. (2014). Why Does Mutual Fund Performance Not Persist? The impact and interaction of fund flows and manager changes (Report No. PI-1009). London, UK: Pensions Institute.

Bezerianos, George (2013). 2-Factor Models in Credit and Energy Markets. (Unpublished Doctoral thesis, City University London)

Biagini, S. & Černý, A. (2011). Admissible strategies in semimartingale portfolio selection. SIAM Journal on Control and Optimization, 49(1), pp. 42-72. doi: 10.1137/090774458

Biais, B., Mariotti, T., Rochet, J.C. & Villeneuve, S. (2010). Large risks, limited liability, and dynamic moral hazard. Econometrica, 78(1), pp. 73-118. doi: 10.3982/ECTA7261

Biffis, E. & Blake, D. (2013). Informed intermediation of longevity exposures. Journal of Risk and Insurance, 80(3), pp. 559-584. doi: 10.1111/j.1539-6975.2013.01524.x

Biffis, E. & Blake, D. (2014). Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers (Report No. PI - 1207). London, UK: Pensions Institute, ISSN 1367-580X.

Biffis, E. & Blake, D. (2014). Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers. North American Actuarial Journal, 18(1), pp. 14-21. doi: 10.1080/10920277.2013.872552

Bilinski, P. (2014). Do analysts disclose cash flow forecasts with earnings estimates when earnings quality is low?. Journal of Business Finance and Accounting, 41(3/4), pp. 401-434. doi: 10.1111/jbfa.12056

Bilinski, P., Liu, W. & Strong, N. (2012). Does liquidity risk explain low firm performance following seasoned equity offerings?. Journal of Banking and Finance, 36(10), pp. 2770-2785. doi: 10.1016/j.jbankfin.2012.07.009

Bilinski, P. & Lyssimachou, D. (2014). Risk Interpretation of the CAPM's Beta: Evidence from a New Research Method. Abacus, 50(2), pp. 203-226. doi: 10.1111/abac.12028

Bilinski, P. & Mohamed, A. (2015). The Signaling Effect of Durations between Equity and Debt Issues. Financial Markets, Institutions, & Instruments, 24(2-3), pp. 159-190. doi: 10.1111/fmii.12027

Bilinski, P. & Strong, N. (2013). Managers' private information, investor underreaction and long-run SEO performance. European Financial Management, 19(5), pp. 956-990. doi: 10.1111/j.1468-036X.2011.00616.x

Blake, D. (2017). Network Centrality and Delegated Investment Performance. Journal of Financial Economics,

Blake, D. (2014). On the Disclosure of the Cost of Investment Management (Report No. PI-1407). London, UK: Pensions Institute.

Blake, D. (2014). The consequences of not having to buy an annuity (Report No. PI-1409). London, UK: Pensions Institute.

Blake, D. & Boardman, T. (2013). Spend more today safely: Using behavioral economics to improve retirement expenditure decisions with SPEEDOMETER plans. Risk Management and Insurance Review, 17(1), pp. 83-112. doi: 10.1111/rmir.12007

Blake, D., Boardman, T. & Cairns, A. J. G. (2014). Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds. North American Actuarial Journal, 18(1), pp. 258-277. doi: 10.1080/10920277.2014.883229

Blake, D., Byrne, A. & Mannion, G. (2010). Pension Plan Decisions. Review of Behavioural Finance, 2(1), pp. 19-36. doi: 10.1108/19405979201000002

Blake, D., Cairns, A.J.G., Coughlan, G. D., Dowd, K. & MacMinn, R. (2013). The New Life Market. Journal of Risk and Insurance, 80(3), pp. 501-558. doi: 10.1111/j.1539-6975.2012.01514.x

Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I. (2014). Improved inference in the evaluation of mutual fund performance using panel bootstrap methods. Journal of Econometrics, 183(2), pp. 202-210. doi: 10.1016/j.jeconom.2014.05.010

Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I. (2017). New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods (Report No. PI - 1404). London, UK: Pension Institute, ISSN 1367 - 580X.

Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I. (2017). New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods. Journal of Financial and Quantitative Analysis, pp. 1-21. doi: 10.1017/S0022109017000229

Blake, D., Courbage, C., MacMinn, R. & Sherris, M. (2011). Longevity Risk and Capital Markets: The 2010-2011 Update. The Geneva Papers On Risk And Insurance: Issues And Practice, 36(4), doi: 10.1057/gpp.2011.27

Blake, D., El Karoui, N., Loisel, S. & MacMinn, R. (2017). Longevity Risk and Capital Markets: The 2015-16 Update. Insurance: Mathematics and Economics,

Blake, D. & Haig, A. (2014). How do savers think about and respond to risk? Evidence from a population survey and lessons for the investment industry. London: Cass Business School, ISSN 1367-580X.

Blake, D. & Hunt, A. (2016). Basis Risk and Pension Schemes: A Relative Modelling Approach (Report No. PI-1601). London, UK: Pensions Institute.

Blake, D. & Morales, M. (2017). Longevity Risk and Capital Markets: The 2014-15 Update. Journal Of Risk And Insurance, 84, pp. 279-297. doi: 10.1111/jori.12213

Blake, D., Rossi, A., Timmermann, T., Tonks, I. & Wermers, R. (2015). Decentralization in Pension Fund Management. Journal of Investment Management, 13(3),

Blake, D., Rossi, A.G., Timmermann, A., Tonks, I. & Wermers, R. (2013). Decentralized Investment Management: Evidence from the Pension Fund Industry. Journal of Finance, 68(3), pp. 1133-1178. doi: 10.1111/jofi.12024

Blake, D. & Turner, J.A. (2014). Longevity Insurance Annuities. Benefits Quarterly, 30(1), pp. 39-47.

Blake, D., Wright, D. & Zhang, Y. (2014). Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners. Journal of Economic Dynamics and Control, 38(1), pp. 105-124. doi: 10.1016/j.jedc.2013.11.001

Blake, D., Wright, D. & Zhang, Y. (2013). Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion. Journal of Economic Dynamics and Control, 37(1), pp. 195-209. doi: 10.1016/j.jedc.2012.08.001

Boffelli, S., Skintzi, V. D. & Urga, G. (2016). High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers. Journal of Financial Econometrics, 15(1), pp. 62-105. doi: 10.1093/jjfinec/nbv023

Boffelli, S. & Urga, G. (2015). Macroannouncements, Bond Auctions and Rating Actions in the European Government Bond Spreads. Journal of International Money and Finance, 53, pp. 148-173. doi: 10.1016/j.jimonfin.2015.01.004

Boubaker, S., Derouiche, I. & Lasfer, M. (2015). Geographic Location, Excess Control Rights, and Cash Holdings. International Review of Financial Analysis, 42, pp. 24-37. doi: 10.1016/j.irfa.2014.07.008

Boutin, X., Cestone, G., Fumagalli, C., Pica, G. & Serrano-Velarde, N. (2013). The deep-pocket effect of internal capital markets. Journal of Financial Economics, 109(1), pp. 122-145. doi: 10.1016/j.jfineco.2013.02.003

Bouye, E. (2003). Some applications of copulae to finance. (Unpublished Doctoral thesis, City University London)

Bozcuk, A. & Lasfer, M. (2005). The information content of institutional trades on the London Stock Exchange. Journal of Financial and Quantitative Analysis, 40(3), pp. 621-644. doi: 10.1017/S0022109000001897

Bredin, D., Cuthbertson, K., Nitzsche, D. & Thomas, D. C. (2014). Performance and performance persistence of UK closed-end equity funds. International Review of Financial Analysis, 34, pp. 189-199. doi: 10.1016/j.irfa.2014.05.011

Britten-Jones, M., Neuberger, A. & Nolte, I. (2011). Improved Inference in Regression with Overlapping Observations. Journal of Business Finance & Accounting, 38(5-6), pp. 657-683. doi: 10.1111/j.1468-5957.2011.02244.x

Bruche, M. (2011). Creditor coordination, liquidation timing, and debt valuation. Journal of Financial and Quantitative Analysis, 46(5), pp. 1407-1436. doi: 10.1017/S0022109011000330

Bruche, M. & Gonzalez-Aguado, C. (2010). Recovery rates, default probabilities, and the credit cycle. Journal of Banking & Finance, 34(4), pp. 754-764. doi: 10.1016/j.jbankfin.2009.04.009

Bruche, M. & Llobet, G (2013). Preventing Zombie Lending. The Review of Financial Studies, doi: 10.1093/rfs/hht064

Bruche, M. & Naqvi, H. (2010). A structural model of debt pricing with creditor-determined liquidation. Journal of Economic Dynamics and Control, 34(5), pp. 951-967. doi: 10.1016/j.jedc.2010.01.005

Bruche, M. & Segura, A. (2017). Debt Maturity and the Liquidity of Secondary Debt Markets. Journal of Financial Economics, 124(3), pp. 599-613. doi: 10.1016/j.jfineco.2017.04.002

Bruche, M. & Suarez, J. (2010). Deposit insurance and money market freezes. Journal of Monetary Economics, 57(1), pp. 45-61. doi: 10.1016/j.jmoneco.2009.11.007

Brun-Aguerre, R., Fuertes, A. & Greenwood-Nimmo, M. (2016). Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through into Import Prices. Journal of the Royal Statistical Society Series A: Statistics in Society, doi: 10.1111/rssa.12213

Brun-Aguerre, R., Fuertes, A. & Phylaktis, K. (2012). Exchange rate pass-through into import prices revisited: What drives it?. Journal of International Money and Finance, 31(4), pp. 818-844. doi: 10.1016/j.jimonfin.2012.01.009

Brunovsky, P., Černý, A. & Komadel, J. (2017). Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions. European Journal of Operational Research,

Brunovsky, P., Černý, A. & Winkler, M. (2017). Erratum to: A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics. Applied Mathematics and Optimization, 75(1), p. 149. doi: 10.1007/s00245-016-9398-5

Brutting, Milena (2011). Goodwill impairment: causes and impact. (Unpublished Doctoral thesis, City University London)

Bussiere, M. & Phylaktis, K. (2016). Emerging markets finance: Issues of international capital flows - Overview of the special issue. Journal of International Money and Finance, 60, pp. 1-7. doi: 10.1016/j.jimonfin.2015.09.007

Byrne, P., Jackson, C. & Lee, S. (2013). Bias or rationality? The case of UK commercial real estate investment. Journal of European Real Estate Research, 6(1), pp. 6-33. doi: 10.1108/17539261311312960

C

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