City Research Online

Items where Schools and Departments is "Finance" and Year is 2012

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Number of items: 44.

Argimón, I., Arque, G. and 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

Banti, C., Phylaktis, K. and 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

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 (Unpublished Doctoral thesis, City University London)

Bilinski, P., Liu, W. and 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

Brun-Aguerre, R., Fuertes, A. and 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

Cavezzali, Elisa (2012). Essays on sell-side analyst industry. (Unpublished Doctoral thesis, City University London)

Cespa, G. and Vives, X. (2012). Dynamic trading and asset prices: Keynes vs. Hayek. Review of Economic Studies, 79(2), pp. 539-580. doi: 10.1093/restud/rdr040

Chan, Ka Kei (2012). Theoretical essays on bank risk-taking and financial stability. (Unpublished Doctoral thesis, City University London)

Chiaramonte, L. and Casu, B. (2012). The determinants of bank CDS spreads: Evidence from the financial crisis. The European Journal of Finance, 19(9), pp. 861-887. doi: 10.1080/1351847X.2011.636832

Chrystal, A. (2012). Debt and monetary policy: comments on Jagjit S Chadha, Luisa Corrado and Jack Meaning's paper "Reserves, liquidity and money: an assessment of balance sheet policies", and further thoughts. In: Are central bank balance sheets in Asia too large? BIS Papers No 66. . Bank for International Settlements.

Corte, P. D., Sarno, L. and Sestieri, G. (2012). The predictive information content of external imbalances for exchange rate returns: How much is it worth?. Review of Economics and Statistics, 94(1), pp. 100-115. doi: 10.1162/REST_a_00157

Della Corte, P., Sarno, L. and Tsiakas, I. (2012). Volatility and Correlation Timing in Active Currency Management. In: James, J., Marsh, I. W. and Sarno, L. (Eds.), Handbook of Exchange Rates. (pp. 421-447). New Jersey, USA: Wiley. ISBN 9780470768839

Duffuor, K., Marsh, I. W. and Phylaktis, K. (2012). Order flow and exchange rate dynamics: an application to emerging markets. International Journal of Finance and Economics, 17(3), pp. 290-304. doi: 10.1002/ijfe.451

Dumitru, A-M. and Urga, G. (2012). Identifying jumps in financial assets: A comparison between nonparametric jump tests. Journal of Business and Economic Statistics, 30(2), pp. 242-255. doi: 10.1080/07350015.2012.663250

Eichengreen, B., Mody, A., Nedeljkovic, M. and Sarno, L. (2012). How the Subprime Crisis went global: Evidence from bank credit default swap spreads. Journal of International Money and Finance, 31(5), pp. 1299-1318. doi: 10.1016/j.jimonfin.2012.02.002

Favara, G., Schroth, E. and Valta, P. (2012). Strategic Default and Equity Risk Across Countries. The Journal of Finance, 67(6), pp. 2051-2095. doi: 10.1111/j.1540-6261.2012.01781.x

Ferreira, M. A., Keswani, A., Miguel, A. F. and Ramos, S. (2012). The flow-performance relationship around the world. Journal of Banking & Finance, 36(6), pp. 1759-1780. doi: 10.1016/j.jbankfin.2012.01.019

Franks, J., Mayer, C., Volpin, P. and Wagner, H. F. (2012). The life cycle of family ownership: International evidence. Review of Financial Studies, 25(6), pp. 1675-1712. doi: 10.1093/rfs/hhr135

Fuertes, A. (2012). Country and Time Variation in Exchange Rate Pass Through: What Drives it?. Journal of International Money and Finance, 31(4), pp. 818-844. doi: 10.1016/j.jimonfin.2012.01.009

Ghalanos, Alexios (2012). Higher moment models for risk and portfolio management. (Unpublished Doctoral thesis, City University London)

Hobson, D.E. and Neuberger, A. (2012). Robust bounds for forward start options. Mathematical Finance, 22(1), pp. 31-56. doi: 10.1111/j.1467-9965.2010.00473.x

Kao, C., Trapani, L. and Urga, G. (2012). Asymptotics for Panel Models with Common Shocks. Econometric Reviews, 31(4), pp. 390-439. doi: 10.1080/07474938.2011.607991

Kashefi Pour, Eilnaz (2012). Leverage and Debt Maturity: The Implication of Size and Market Quotation. (Unpublished Doctoral thesis, City University London)

Keswani, A. and Stolin, D. (2012). Investor reaction to Mutual fund performance: Evidence from UK distribution channels. Journal of Financial Research, 35(3), pp. 425-450. doi: 10.1111/j.1475-6803.2012.01323.x

Liu, W. (2012). Essays on economic value of intraday covariation estimators for risk prediction. (Unpublished Doctoral thesis, City University London)

Liu, Wei (2012). Essays on the economic value of intraday covariation estimators for risk prediction. (Unpublished Doctoral thesis, City University London)

Maini, Vincenzo (2012). Price and liquidity discovery, jumps and co-jumps using high frequency data from the foreign exchange markets. (Unpublished Doctoral thesis, City University London)

Mariano, B. (2012). Market power and reputational concerns in the ratings industry. Journal of Banking & Finance, 36(6), pp. 1616-1626. doi: 10.1016/j.jbankfin.2012.01.012

Marsh, I. W. and Miao, T. (2012). High-frequency information content in end-user foreign exchange order flows. The European Journal of Finance, 18(9), pp. 865-884. doi: 10.1080/1351847X.2011.601652

Marsh, I. W. and Payne, R. (2012). Banning short sales and market quality: The UK's experience. Journal of Banking and Finance, 36(7), pp. 1975-1986. doi: 10.1016/j.jbankfin.2012.03.005

Menkhoff, L., Sarno, L., Schmeling, M. and Schrimpf, A. (2012). Carry trades and global foreign exchange volatility. The Journal Of Finance, 67(2), pp. 681-718. doi: 10.1111/j.1540-6261.2012.01728.x

Menkhoff, L., Sarno, L., Schmeling, M. and Schrimpf, A. (2012). Currency momentum strategies. Journal of Financial Economics, 106(3), pp. 660-684. doi: 10.1016/j.jfineco.2012.06.009

Neuberger, A. (2012). Realized Skewness. The Review of Financial Studies, 25(11), pp. 3423-3455. doi: 10.1093/rfs/hhs101

Nomikos, N. and Andriosopoulos, K. (2012). Modelling energy spot prices: Empirical evidence from NYMEX. Energy Economics, 34(4), pp. 1153-1169. doi: 10.1016/j.eneco.2011.10.001

Pagano, M. and Volpin, P. (2012). Securitization, transparency, and liquidity. Review of Financial Studies, 25(8), pp. 2417-2453. doi: 10.1093/rfs/hhs074

Payne, R. and Friederich, S. (2012). Computer-based trading and market abuse. Foresight - Government Office for Science.

Phylaktis, K. (2012). Guest editorial, emerging markets finance: Overview of the special issue. Journal of International Money and Finance, 31(4), pp. 673-679. doi: 10.1016/j.jimonfin.2012.01.004

Raonic, I. and Isidro, H. (2012). Firm Incentives, Institutional Complexity and the Quality of "Harmonized" Accounting Numbers. The International Journal of Accounting, 47(4), pp. 407-436. doi: 10.1016/j.intacc.2012.10.007

Saleh, Nashwa (2012). Towards a New Model for Early Warning Signals for Systemic Financial Fragility and Near Crises: An Application to OECD Countries. (Unpublished Doctoral thesis, City University London)

Sarno, L., Schneider, P. and Wagner, C. (2012). Properties of foreign exchange risk premiums. Journal of Financial Economics, 105(2), pp. 279-310. doi: 10.1016/j.jfineco.2012.01.005

Sherman, Meadhbh (2012). An examination of the factors influencing mutual fund performance. (Unpublished Doctoral thesis, City Univeristy London)

Tamvakis, M. ORCID: 0000-0002-5056-0159 (2012). The Future of Biofuels in Asia. London: Czarnikow Group.

Trapani, L. (2012). On the asymptotic t-test for large nonstationary panel models. Computational Statistics & Data Analysis, 56(11), pp. 3286-3306. doi: 10.1016/j.csda.2011.03.004

Yim, A. (2012). Are Positive Reactions to Bad News Plausible? The Consideration of Fraud Detection in Audit and Reporting Delays. SSRN: SSRN Working Paper.

This list was generated on Sat Sep 19 04:25:05 2020 UTC.