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Aftab, M., Ahmad, R., Ismail, I. and Phylaktis, K. ORCID: 0000-0001-9392-1682 (2020). Economic Integration and the Currency and Equity Markets Nexus. International Journal of Finance and Economics, doi: 10.1002/ijfe.2065

Aldunate, F., González, F., Prem, M. and Urzúa, F. ORCID: 0000-0003-4681-7684 (2020). Privatization and business groups: Evidence from the Chicago Boys in Chile. Explorations in Economic History, 101355.. doi: 10.1016/j.eeh.2020.101355

Ayadi, R., Bongini, P., Casu, B. ORCID: 0000-0003-3586-328X and Cucinelli, D. (2020). Bank Business Model Migrations in Europe: Determinants and Effects. British Journal of Management,

B

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586, Kyriakou, I. ORCID: 0000-0001-9592-596X, Papapostolou, N. C. ORCID: 0000-0003-4529-1182 and Pouliasis, P. K. ORCID: 0000-0002-7389-3722 (2020). Risk management of climate impact for tourism operators: An empirical analysis on ski resorts. Tourism Management, 77, 104011.. doi: 10.1016/j.tourman.2019.104011

Baudot, L., Huang, Z. ORCID: 0000-0003-2280-3149 and Wallace, D. (2020). Stakeholder Perceptions of Risk in Mandatory Corporate Responsibility Disclosure. Journal of Business Ethics, doi: 10.1007/s10551-020-04476-7

Beber, A., Driessen, J., Neuberger, A. ORCID: 0000-0002-5344-1083 and Tuijp, P. (2020). Pricing Liquidity Risk with Heterogeneous Investment Horizons. Journal of Financial and Quantitative Analysis, pp. 1-67. doi: 10.1017/S0022109020000137

Beck, T. ORCID: 0000-0001-8382-2066, Hoseini, M. and Uras, B. R. (2020). Trade Credit and Access to Finance: Evidence from Ethiopian Retailers. Journal of African Economies, 29(2), pp. 146-172. doi: 10.1093/jae/ejz018

Beck, T. ORCID: 0000-0001-8382-2066, Silva, A. and Da-Rocha-Lopes, S. (2020). Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins. The Review of Financial Studies, doi: 10.1093/rfs/hhaa067

Bennouri, M., De Amicis, C. and Falconieri, S. (2020). Welcome on board: A note on gender quotas regulation in Europe. Economic Letters, 190, 109055.. doi: 10.1016/j.econlet.2020.109055

Blake, D. ORCID: 0000-0002-2453-2090 (2020). How bright are the prospects for UK trade and prosperity post-Brexit?. Journal of Self-Governance and Management Economics, 8(1), pp. 7-99. doi: 10.22381/JSME8120201

Blake, D. ORCID: 0000-0002-2453-2090 (2020). Longevity Risk and Capital Markets: The 2018-19 Update. Annals of Actuarial Science, 14(2), pp. 219-261. doi: 10.1017/S1748499520000202

Blake, D. ORCID: 0000-0002-2453-2090 (2020). Nudges and Networks: How to use behavioural economics to improve the life cycle savings-consumption balance (PI-2009). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090 (2020). Striking similarities: The origins of the European Economic Community. City, University of London.

Blake, D. ORCID: 0000-0002-2453-2090 (2020). The UK is the Eurozone's Dumping Ground. City, University of London.

Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I., Haig, A., Blower, D. and MacPhee, L. (2020). Grouping Individual Investment Preferences in Retirement Savings: A Cluster Analysis of a USS Members Risk Attitude Survey (PI-2003). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I., Haig, A., Blower, D. and MacPhee, L. (2020). One size fits all: How many default funds does a pension scheme need?. London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090, Kallestrup-Lamb, M., Kjaergaard, S. and Rosenkjold, C. (2020). Insight into Stagnating Life Expectancy: Analysing Cause of Death Patterns across Socio-economic Groups (PI-2001). London, UK: Pensions Institute.

Blouin, J., Fich, E. M., Rice, E. and Tran, A. ORCID: 0000-0001-7090-8063 (2020). Corporate Tax Cuts, Merger Activity, and Shareholder Wealth. Journal of Accounting and Economics, 101315.. doi: 10.1016/j.jacceco.2020.101315

Boffelli, S., Novotny, J. and Urga, G. (2020). A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets. Journal of Financial Econometrics, doi: 10.2139/ssrn.2480464

C

Cairns, A. J. G., Blake, D. ORCID: 0000-0002-2453-2090, Kessler, A.R. and Kessler, M. (2020). The Impact of Covid-19 on Future Higher-Age Mortality. London, UK: Pensions Institute.

Carletti, E., De Marco, F., Ioannidou, V. ORCID: 0000-0002-7996-2346 and Sette, E. (2020). Banks As Patient Lenders: Evidence from a Tax Reform (10.2139/ssrn.3362192). BAFFI CAREFIN Centre.

Clare, A. ORCID: 0000-0002-4180-6778, Glover, S., Seaton, J., Smith, P. N. and Thomas, S. ORCID: 0000-0001-5438-4263 (2020). Measuring sequence of returns risk. Journal of Retirement, 8(1), pp. 65-79. doi: 10.3905/JOR.2020.1.066

Colacito, R., Riddiough, S. J. and Sarno, L. ORCID: 0000-0003-1279-9748 (2020). Business Cycles and Currency Returns. Journal of Financial Economics, 137(3), pp. 659-678. doi: 10.1016/j.jfineco.2020.04.005

Cotugno, M., D'Amato, A., Gallo, A. ORCID: 0000-0002-8355-1689 and Stefanelli, V. (2020). DO SUPERVISORY ENFORCEMENT ACTIONS AFFECT board composition?. Corporate Governance: An International Review, doi: 10.1111/corg.12336

D

Degryse, H., Ioannidou, V. ORCID: 0000-0002-7996-2346, Liberti, J. M. and Sturgess, J. (2020). How Do Laws and Institutions Affect Recovery Rates for Collateral?. Review of Corporate Finance Studies, 9(1), pp. 1-43. doi: 10.1093/rcfs/cfz011

Della Corte, P., Kozhan, R. and Neuberger, A. ORCID: 0000-0002-5344-1083 (2020). The Cross-Section of Currency Volatility Premia. Journal of Financial Economics, doi: 10.1016/j.jfineco.2020.08.010

Dergiades, T. and Pouliasis, P. K. ORCID: 0000-0002-7389-3722 (2020). Should Stock Returns Predictability be “hooked on” Long Horizon Regressions?. International Journal of Finance and Economics,

Dowd, K., Cairns, J. G. and Blake, D. ORCID: 0000-0002-2453-2090 (2020). CBDX: A Workhorse Mortality Model from the Cairns-Blake-Dowd Family (PI-2002). London, UK: Pensions Institute.

Dupuy, P., James, J. and Marsh, I. W. ORCID: 0000-0002-0483-8658 (2020). Attractive and non-attractive currencies. Journal of International Money and Finance, 110, 102253.. doi: 10.1016/j.jimonfin.2020.102253

E

Elyasiani, E., Hasan, I., Kalotychou, E., Pouliasis, P. K. ORCID: 0000-0002-7389-3722 and Staikouras, S. (2020). Banks’ equity performance and the term structure of interest rates. Financial Markets, Institutions And Instruments, doi: 10.1111/fmii.12125

F

Falconieri, S., De Amicis, C. and Tastan, M. (2020). Sentiment Analysis and Gender Differences in Earnings Conference Calls. City, University of London.

Fang, B., Hope, O-K., Huang, Z. ORCID: 0000-0003-2280-3149 and Moldovan, R. (2020). The Effects of MiFID II on Sell-Side Analysts, Buy-Side Analysts, and Firms. Review of Accounting Studies, doi: 10.1007/s11142-020-09545-w

Fernandez-Perez, A., Fuertes, A. ORCID: 0000-0001-6468-9845, Gonzalez-Fernandez, M. and Miffre, J. (2020). Fear of hazards in commodity futures markets. Journal of Banking and Finance, 119, p. 105902. doi: 10.1016/j.jbankfin.2020.105902

Fu, R., Kraft, A. ORCID: 0000-0003-1641-1982, Tian, X., Zhang, H. and Zuo, L. (2020). Financial Reporting Frequency and Corporate Innovation. The Journal of Law and Economics, 63(3), pp. 501-530. doi: 10.1086/708706

Fullwood, J., James, J. and Marsh, I. W. ORCID: 0000-0002-0483-8658 (2020). Volatility and the cross-section of returns on FX options. Journal of Financial Economics,

Fusai, G. ORCID: 0000-0001-9215-2586, Mignacca, D., Human, B. and Nardon, A. (2020). Equally Diversified or Equally Weighted?. Risk Magazine,

G

Giamouzi, M. and Nomikos, N. ORCID: 0000-0003-1621-2991 (2020). Identifying shipowners’ risk attitudes over gains and losses: Evidence from the dry bulk freight market. Transportation Research Part E: Logistics and Transportation Review, doi: 10.​1016/​j.​tre.​2020.​102129

Gietzmann, M., Isidro, H. and Raonic, I. ORCID: 0000-0003-2982-8445 (2020). The Rise of Covenant-Lite Bond Contracting. JAAF: Journal of Accounting Auditing and Finance,

H

Henig, S., Tsolacos, S. and Nanda, A. (2020). Which sentiment indicators matter? An analysis of the European commercial real estate market. Journal of Real Estate Research, doi: 10.1080/08965803.2020.1845562

Hunt, A. and Blake, D. (2020). A Bayesian approach to modelling and projecting cohort effects. North American Actuarial Journal, doi: 10.1080/10920277.2019.1649157

Hunt, A. and Blake, D. ORCID: 0000-0002-2453-2090 (2020). Identifiability in Age/Period Mortality Models. Annals of Actuarial Science, 14(2), pp. 461-499. doi: 10.1017/S1748499520000111

Hunt, A. and Blake, D. ORCID: 0000-0002-2453-2090 (2020). Identifiability in Age/Period/Cohort Mortality Models. Annals of Actuarial Science, 14(2), pp. 500-536. doi: 10.1017/S1748499520000123

Hunt, A. and Blake, D. (2020). On the Structure and Classification of Mortality Models. North American Actuarial Journal, doi: 10.1080/10920277.2019.1649156

K

Keswani, A. ORCID: 0000-0001-9096-7677, Medhat, M., Miguel, A. F. and Ramos, S. (2020). Uncertainty Avoidance and Mutual Funds. Journal of Corporate Finance, 65, 101748.. doi: 10.1016/j.jcorpfin.2020.101748

Keswani, A. ORCID: 0000-0001-9096-7677, Tran, A. ORCID: 0000-0001-7090-8063 and Volpin, P. ORCID: 0000-0002-9287-0972 (2020). Institutional Debt Holdings and Governance. Journal of Financial and Quantitative Analysis, doi: 10.1017/S0022109020000630

Khalaf, L., Leccadito, A. and Urga, G. (2020). Multilevel and Tail Risk Management. Journal of Financial Econometrics,

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Lasfer, M. ORCID: 0000-0003-2338-672X, Golubov, A. and Vitkova, V. (2020). Active catering to dividend clienteles: Evidence from takeovers. Journal of Financial Economics, 137(3), pp. 815-836. doi: 10.1016/j.jfineco.2020.04.002

Leong, S. H., Bellavite Pellegrini, C. and Urga, G. (2020). The Contribution of Shadow Insurance to Systemic Risk. Journal of Financial Stability,

Li, J., Li, J., Zhu, X., Yao, Y. and Casu, B. ORCID: 0000-0003-3586-328X (2020). Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.. International Review of Financial Analysis, 71, 101544.. doi: 10.1016/j.irfa.2020.101544

Lucchini, L., Alessandretti, L., Lepri, B., Gallo, A. ORCID: 0000-0002-8355-1689 and Baronchelli, A. ORCID: 0000-0002-0255-0829 (2020). From code to market: Network of developers and correlated returns of cryptocurrencies. Science Advances, 6(51), eabd2204.. doi: 10.1126/sciadv.abd2204

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Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X, Tamvakis, M. ORCID: 0000-0002-5056-0159 and Di Iorio, F. (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Energy Economics, 104757.. doi: 10.1016/j.eneco.2020.104757

Marsh, I. ORCID: 0000-0002-0483-8658, Baeckstrom, Y. and Sylvester, J. (2020). Financial Advice and Gender: Wealthy Individual Investors in the UK. Journal of Corporate Finance,

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Neuberger, A. ORCID: 0000-0002-5344-1083 and Payne, R. G. (2020). The Skewness of the Stock Market at Long Horizons. The Review of Financial Studies, doi: 10.1093/rfs/hhaa048

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Pazaj, E. (2020). Corporate policies and asset prices. (Unpublished Doctoral thesis, City, University of London)

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Reynolds, B., Blake, D. ORCID: 0000-0002-2453-2090 and Lyddon, R. (2020). Managing Euro Risk: Saving Investors from Systemic Risk. London, UK: Politeia. ISBN 9781916357518

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Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Di Iorio, F. (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Energy Economics, 88, 104757.. doi: 10.1016/j.eneco.2020.104757

Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Di Iorio, F. (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Denver, Colorado: J.P. Morgan Center for Commodities, University of Colorado at Denver.

Tian, H., Yim, A. ORCID: 0000-0002-8063-6572 and Newton, D. (2020). Tail-Heaviness, Asymmetry, and Profitability Forecasting by Quantile Regression. Management Science, doi: 10.1287/mnsc.2020.3694

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Urga, G., Akgun, O. and Pirotte, A. (2020). Forecasting Using Heterogeneous Panels with Cross-Sectional Dependence. International Journal of Forecasting, doi: 10.1016/j.ijforecast.2019.11.007

Urzúa, F. ORCID: 0000-0003-4681-7684, Gonzalez, F. and Prem, M. (2020). The Privatization Origins of Political Corporations: Evidence from the Pinochet Regime. The Journal of Economic History, doi: 10.1017/S0022050719000780

Urzúa, F. ORCID: 0000-0003-4681-7684, Sertsios, G. and Larrain, B. (2020). The Going Public Decision of Business Group Firms. Journal of Corporate Finance,

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Vakratsas, D., Keswani, A. ORCID: 0000-0001-9096-7677 and Stolin, D. (2020). Advertising persuasion in dual markets. Managerial and Decision Economics, doi: 10.1002/mde.3229

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Černý, A. ORCID: 0000-0001-5583-6516 (2020). Semimartingale theory of monotone mean--variance portfolio allocation. Mathematical Finance, doi: 10.1111/mafi.12241

Černý, A. ORCID: 0000-0001-5583-6516 and Ruf, J. (2020). Simplified stochastics calculus with applications in Economics and Finance. European Journal of Operational Research, doi: 10.1016/j.ejor.2020.12.037