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Bas, T., Yaz Gulnur, M. & Phylaktis, K. ORCID: 0000-0001-9392-1682 (2022).
Capital Structures of Small Family Firms in Developing Countries.
Review of Corporate Finance,
Bellavite Pellegrini, C., Cincinelli, P., Meoli, M. & Urga, G. ORCID: 0000-0002-6742-7370 (2022).
The Contribution of (Shadow) Banks and Real Estate to Systemic Risk in China.
Journal of Financial Stability,
Bellavite Pellegrini, C., Cincinelli, P., Meoli, M. & Urga, G. ORCID: 0000-0002-6742-7370 (2022).
The Role of Shadow Banking in Systemic Risk in the European Financial System.
Journal of Banking and Finance,
Blake, D. ORCID: 0000-0002-2453-2090 (2022).
Nudges and Networks: How to Use Behavioural Economics to Improve the Life-Cycle Savings-Consumption Balance.
Journal of Risk and Financial Management, 15(5),
217.
doi: 10.3390/jrfm15050217
Blake, D. ORCID: 0000-0002-2453-2090 & Kearns, H. (2022).
Looking into longevity: Q & A with Professor David Blake.
London, UK: Insight Investment.
Cairns, A. J. G., Blake, D. ORCID: 0000-0002-2453-2090, Dowd, K. , Coughlan, G. D., Jones, O. & Rowney, J. (2022).
A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives: With an Application to the UK Universities Superannuation Scheme.
European Actuarial Journal,
doi: 10.1007/s13385-022-00309-1
Cincinelli, P., Pellini, E. ORCID: 0000-0001-9402-3526 & Urga, G.
ORCID: 0000-0002-6742-7370 (2022).
Systemic Risk in the Chinese Financial System: A Panel Granger Causality Analysis.
International Review of Financial Analysis, 82,
102179.
doi: 10.1016/j.irfa.2022.102179
Clare, A. ORCID: 0000-0002-4180-6778, Sherman, M., O'Sullivan, N. , Gao, J. & Zhu, S. (2022).
Manager characteristics: Predicting fund performance.
International Review of Financial Analysis, 80,
102049.
doi: 10.1016/j.irfa.2022.102049
Cuthbertson, K., Nitzsche, D. ORCID: 0000-0003-2441-1288 & O'Sullivan, N. (2022).
Mutual fund performance persistence: Factor models and portfolio size.
International Review of Financial Analysis, 81,
102133.
doi: 10.1016/j.irfa.2022.102133
Danielle, L. & Bilinski, P. ORCID: 0000-0002-0499-6429 (2022).
Does corporate social responsibility affect the institutional ownership of firms in the hospitality and tourism industry?.
Tourism Economics,
doi: 10.1177/13548166211069899
Dowd, K. & Blake, D. ORCID: 0000-0002-2453-2090 (2022).
Good Practice Principles in Modelling Defined Contribution Pension Plans.
Journal of Risk and Financial Management, 15(3),
108.
doi: 10.3390/jrfm15030108
Dowd, K. & Blake, D. ORCID: 0000-0002-2453-2090 (2022).
Projecting Mortality Rates to Extreme Old Age with the CBDX Model.
Forecasting, 4(1),
pp. 208-218.
doi: 10.3390/forecast4010012
Fuertes, A-M. ORCID: 0000-0001-6468-9845, Liu, Z. & Tang, W. (2022).
Risk-neutral skewness and commodity futures pricing.
Journal of Futures Markets,
doi: 10.1002/fut.22308
Gallo, A. ORCID: 0000-0002-8355-1689 & Park, M. (2022).
CLO (Collateralized Loan Obligation) Market and Corporate Lending.
Journal of Money, Credit and Banking,
doi: 10.1111/jmcb.12941
Ioannidou, V. ORCID: 0000-0002-7996-2346, Pavanini, N. & Peng, Y. (2022).
Collateral Requirements and Adverse Selection in Lending Markets.
Journal of Financial Economics, 144(1),
pp. 93-121.
doi: 10.1016/j.jfineco.2021.12.010
Kazuhiro, H. & Sun, C. (2022). A Toolkit for Exploiting Contemporaneous Stock Correlations. Journal of Empirical Finance, 65, pp. 99-124. doi: 10.1016/j.jempfin.2021.11.003
Nomikos, N. ORCID: 0000-0003-1621-2991 & Tsouknidis, D. (2022).
Disentangling Demand and Supply Shocks in the Shipping Freight Market: their Impact on Shipping Investments.
Maritime Policy & Management,
doi: 10.1080/03088839.2021.2017041
Urga, G. ORCID: 0000-0002-6742-7370 & Spreng, L. (2022).
Combining p-values for Multivariate Predictive Ability Testing.
Journal of Business and Economic Statistics,
doi: 10.1080/07350015.2022.2067545
van Binsbergen, J. H., Han, X. & Lopez-Lira, A. (2022). Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases. The Review of Financial Studies,
Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2022).
Simplified stochastic calculus via semimartingale representations.
Electronic Journal of Probability, 27,
pp. 1-32.
doi: 10.1214/21-EJP729