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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, doi: 10.1111/1467-8551.12437

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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

Baltagi, B. H., Wang, F. and Kao, C. (2020). Estimating and Testing High Dimensional Factor Models With Multiple Structural Changes. Journal of Econometrics, 220(2), doi: 10.1016/j.jeconom.2020.04.005

Bartram, S. M., Branke, J. and Motahari, M. ORCID: 0000-0003-3245-8545 (2020). Artificial Intelligence in Asset Management. Charlottesville, USA: CFA Institute Research Foundation. ISBN 195292703X

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

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

Benos, E., Payne, R. and Vasios, M. (2020). Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd-Frank Act. Journal of Financial and Quantitative Analysis, 55(1), pp. 159-192. doi: 10.1017/S0022109018001527

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.

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, nbaa039.. doi: 10.1093/jjfinec/nbaa039

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.

Cestone, G., Fumagalli, C., Kramaz, F. and Pica, G. (2020). Insurance Between Firms: The Role of Internal Labor Markets (CSEF Working Paper 386). Naples, Italy: Centre for Studies in Economics and Finance (CSEF).

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

De Amicis, C., Falconieri, S. and Tastan, M. (2020). Sentiment Analysis and Gender Differences in Earnings Conference Calls. Journal of Corporate Finance, doi: 10.1016/j.jcorpfin.2020.101809

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

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. Annals of Actuarial Science, 14(2), pp. 445-460. doi: 10.1017/S1748499520000159

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

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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

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, 25, pp. 855-902. 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

Filip, A., Huang, Z. ORCID: 0000-0003-2280-3149 and Lui, D. (2020). Cross-listing and Corporate Malfeasance: Evidence from P-chip Firms. Journal of Corporate Finance, 63, 101232.. doi: 10.1016/j.jcorpfin.2017.07.003

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

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, 145, 10129.. doi: 10.1016/j.tre.2020.102129

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 modeling and projecting cohort effects. North American Actuarial Journal, 25(1), S235-S254. doi: 10.1080/10920277.2019.1649157

Hunt, A. and Blake, D. ORCID: 0000-0002-2453-2090 (2020). Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing. North American Actuarial Journal, 25(S1), S482-S507. doi: 10.1080/10920277.2019.1649159

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, 25(1), S215-S234. 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 Holder Governance. Journal of Financial and Quantitative Analysis, pp. 1-33. doi: 10.1017/S0022109020000630

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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. ORCID: 0000-0002-6742-7370 (2020). The Contribution of Shadow Insurance to Systemic Risk. Journal of Financial Stability, 51, 100778. doi: 10.1016/j.jfs.2020.100778

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

Liu, Y., Huang, Z. ORCID: 0000-0003-2280-3149, Jiang, L. and Williamson, M. (2020). Are Investors Warned by Disclosure of Conflicts of Interest? The Moderating Effect of Investment Horizon. The Accounting Review, 95(6), pp. 291-310. doi: 10.2308/tar-2017-0284

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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M

Maglione, F. (2020). The use of compound options for credit risk modelling. (Unpublished Doctoral thesis, City, University of London)

Makinen, T., Sarno, L. ORCID: 0000-0003-1279-9748 and Zinna, G. (2020). Risky Bank Guarantees. Journal of Financial Economics, 136(2), pp. 490-522. doi: 10.1016/j.jfineco.2019.10.005

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, 88, 104757. doi: 10.1016/j.eneco.2020.104757

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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.

U

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, 66, 101819.. doi: 10.1016/j.jcorpfin.2020.101819

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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 Melicherčík, I. (2020). Simple Explicit Formula for Near-Optimal Stochastic Lifestyling. European Journal of Operational Research, 284(2), pp. 769-778. doi: 10.1016/j.ejor.2019.12.032

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