City Research Online

Article

Asteriou, D., Masatci, K. & Pilbeam, K. (2016). Exchange rate volatility and international trade: International evidence from the MINT countries. Economic Modelling, 58, pp. 133-140. doi: 10.1016/j.econmod.2016.05.006

Audrino, F., Corsi, F. & Filipova, K. (2016). Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators. Econometric Reviews, 35(2), pp. 232-256. doi: 10.1080/07474938.2013.833809

Auriol, E. & Mesnard, A. (2016). Sale of Visas: a Smuggler's Final Song?. Economica, 83(332), pp. 646-678. doi: 10.1111/ecca.12204

Banal-Estanol, A., Eckhause, J. & Massol, O. (2016). Incentives for early adoption of carbon capture technology: Further considerations from a European perspective. Energy Policy, 90, pp. 246-252. doi: 10.1016/j.enpol.2015.12.006

Begiazi, K., Asteriou, D. & Pilbeam, K. (2016). A Multivariate Analysis of United States and Global Real Estate Investment Trusts. International Economics and Economic Policy, 13(3), pp. 467-482. doi: 10.1007/s10368-016-0349-z

Belke, A. & Pilbeam, K. (2016). Exports, growth and financial stability in the euro area and beyond. International Economics and Economic Policy, 13(3), pp. 339-343. doi: 10.1007/s10368-016-0354-2

Ben-Gad, M. ORCID: 0000-0001-8641-4199 (2016). Could an end to corporate tax help Britain’s Brexit-burdened finances?. The Conversation,

Ben-Gad, M. ORCID: 0000-0001-8641-4199 (2016). Greece economy rallies while Germany stutters but restraint still required. The Conversation,

Celik, L. ORCID: 0000-0002-7668-6358 (2016). Competitive provision of tune-ins under common private information. International Journal of Industrial Organization, 44, pp. 113-122. doi: 10.1016/j.ijindorg.2015.10.002

Celik, L. ORCID: 0000-0002-7668-6358 & Karabay, B. (2016). Veto players and equilibrium uniqueness in the Baron-Ferejohn model. Theory and Decision, 81(1), pp. 33-52. doi: 10.1007/s11238-015-9520-1

Che, X. & Klumpp, T. (2016). Entry Deterrence in Dynamic Second-Price Auctions. American Economic Journal: Microeconomics, 8(2), pp. 168-201. doi: 10.1257/mic.20140137

Corsi, F., Marmi, S. & Lillo, F (2016). When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification. Operations Research, 64(5), pp. 1073-1088. doi: 10.1287/opre.2015.1464

Daouli, J., Demoussis, M., Giannakopoulos, N. & Laliotis, I. ORCID: 0000-0002-8206-044Xview all authors (2016). The 2011 Industrial Relations Reform and Nominal Wage Adjustments in Greece. Journal of Labor Research, 37(4), pp. 460-483. doi: 10.1007/s12122-016-9232-5

Dassiou, X., Langham, P., Nancarrow, C. , Scharaschkin, A. & Ward, D.view all authors (2016). New development: Exploring public service markets. Public Money and Management, 36(2), pp. 149-152. doi: 10.1080/09540962.2016.1118942

Defever, F., Fischer, C & Suedekum, J (2016). Relational contracts and supplier turnover in the global economy. Journal of International Economics, 103, pp. 147-165. doi: 10.1016/j.jinteco.2016.09.002

Denis, A. & Toporowski, J. (2016). Microfoundations: Introduction. Review of Political Economy, 28(1), pp. 90-91. doi: 10.1080/09538259.2016.1108127

Fitzsimons, E., Malde, B., Mesnard, A. & Vera-Hernández, M.view all authors (2016). Nutrition, information and household behavior: Experimental evidence from Malawi. Journal of Development Economics, 122, pp. 113-126. doi: 10.1016/j.jdeveco.2016.05.002

Galanis, S. ORCID: 0000-0003-4286-7449 (2016). The value of information in risk-sharing environments with unawareness. Games and Economic Behavior, 97, pp. 1-18. doi: 10.1016/j.geb.2016.03.001

Girma, S., Lancheros, S. & Riaño, A. ORCID: 0000-0002-8824-4055 (2016). Global Engagement and Returns Volatility. Oxford Bulletin of Economics and Statistics, 78(6), pp. 814-833. doi: 10.1111/obes.12150

Härdle, W.K., Wang, W. & Yu, L. (2016). TENET: Tail-Event driven NETwork risk. Journal of Econometrics, 192(2), pp. 499-513. doi: 10.1016/j.jeconom.2016.02.013

Janssens, W., Goedecke, J., de Bree, GJ , Aderibigbe, SA, Akande, TM & Mesnard, A.view all authors (2016). The Financial Burden of Non-Communicable Chronic Diseases in Rural Nigeria: Wealth and Gender Heterogeneity in Health Care Utilization and Health Expenditures. PLOS ONE, 11(11), article number e0166121. doi: 10.1371/journal.pone.0166121

Jiang, H., Wongsa-art, P. & Xia, Y. (2016). Asymmetric conditional correlations in stock returns. The Annals of Applied Statistics, 10(2), doi: 10.1214/16-aoas924

Melina, G., Yang, S-C. S. & Zanna, L-F. (2016). Debt sustainability, public investment, and natural resources in developing countries: The DIGNAR model. Economic Modelling, 52(B), pp. 630-649. doi: 10.1016/j.econmod.2015.10.007

Mesnard, A. & Seabright, P. (2016). Migration and The Equilibrium Prevalence of Infectious Diseases. Journal of Demographic Economics, 82(1), pp. 1-26. doi: 10.1017/dem.2015.12

Miessi Sanches, F.A., Silva Junior, D. & Srisuma, S. (2016). Ordinary Least Squares Estimation of a Dynamic Game Model. International Economic Review, 57(2), pp. 623-634. doi: 10.1111/iere.12170

Montes-Rojas, G. (2016). An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation. Economics Letters, 145, pp. 221-224. doi: 10.1016/j.econlet.2016.06.022

Montes-Rojas, G., Bera, A. K. & Sosa-Escudero, W. (2016). A New Robust and Most Powerful Test in the Presence of Local Misspeci cation. Communications in Statistics - Theory and Methods, 46(16), pp. 8187-8198. doi: 10.1080/03610926.2016.1177077

Taskin, A. A. & Yaman, F. (2016). Does Homeownership Prolong the Duration of Unemployment?. Real Estate Economics, 47(3), pp. 845-883. doi: 10.1111/1540-6229.12173

Wang, W., Fan, Y., Härdle, W.K. & Zhu, L.view all authors (2016). Single index based CoVaR with very high dimensional covariates. Journal of Business & Economic Statistics, 36(2), pp. 212-226. doi: 10.1080/07350015.2016.1180990

Wang, W., Härdle, W.K., Cabrera, B.L. & Okhrin, O.view all authors (2016). Localising temperature risk. Journal of the American Statistical Association, 111(516), pp. 1491-1508. doi: 10.1080/01621459.2016.1180985

Yaman, F. & Danzer, A. M. (2016). Ethnic concentration and language fluency of immigrants: Evidence from the guest-worker placement in Germany. Journal of Economic Behavior & Organization, 131(Part A), pp. 151-165. doi: 10.1016/j.jebo.2016.08.012

Book Section

Jefferies, C. (2016). Mining, market volatility and exchange rate management in early modern Mexico: Zacatecas and Guadalajara 1578-1669. In: Depeyrot, G. & Flynn, D. (Eds.), From underground to end-users: Global Monetary History in Scientific Context. (pp. 83-89). Belgium: Moneta.

Conference or Workshop Item

Mykhayliv, D. & Zauner, K. (2016). The Financial and Economic Performance of Social Banks. Paper presented at the European Economics and Finance Society Fifteenth Annual EEFS Conference, 16-19 Jun 2016, Amsterdam, Netherlands.

Monograph

Asteriou, D., Pilbeam, K. & Tomuleasa, I. (2016). The Impact of Economic Freedom, Business Regulation and Corruption on Bank Profitability and Bank Stability: Evidence from Europe. .

Chen, S., Härdle, W.K. & Wang, W. (2016). Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach (16/06). London, UK: Department of Economics, City, University of London.

Cui, W., Härdle, W.K. & Wang, W. (2016). Estimation of NAIRU with In ation Expectation Data (16/05). London, UK: Department of Economics, City, Univeristy of London.

Defever, F. & Reyes, J-D. (2016). Does the Elimination of Export Requirements in Special Economic Zones A ect Export Performance? Evidence from the Dominican Republic (16/04). Department of Economics, City, University of London: City, University of London.

Delaney, L. (2016). Equilibrium Investment in High Frequency Trading Technology: A Real Options Approach (15/14). London, UK: Department of Economics, City University London.

Faggio, G. (2016). Relocation of Public Sector Workers: Evaluating a place-based policy (16/10). London, UK: Department of Economics, City, University of London.

Hache, E. & Massol, O. (2016). Sanctions against Iran: An assessment of their global impact through the lens of international methanol prices. City University London.

Jofre-Bonet, M., Serra-Sastre, V. & Vandoros, S. (2016). Better Health in Times of Hardship? (16/09). London, UK: Department of Economics, City, University of London.

Mesnard, A. & Auriol, E. (2016). To Control Migration Flows and Defeat Human Smuggling, Sell Visas (092). Washington DC: Center for Global Development.

Ortega, J. & Verdugo, G. (2016). Moving up or down? Immigration and the selection of natives across occupations and locations. Unpublished.

Temizsoy, A., Iori, G. & Montes-Rojas, G. (2016). Network Centrality and Funding Rates in the e-MID Interbank Market (16/08). London, UK: Department of Economics, City, University of London.

Zbonakova, L., Härdle, W.K. & Wang, W. (2016). Time Varying Quantile Lasso (16/07). London, UK: Department of Economics, City, University of London.

Report

Dassiou, X. (2016). Charter Review price setting models - a rail and road comparison study. BBC Trust.

Thesis

Temizsoy, A. (2016). The effects of crisis on the interbank markets and sovereign risk: empirical investigations. (Unpublished Doctoral thesis, City University London)

Working Paper

Micola, A. R., Fenoll, A. A., Banal-Estanol, A. & Bris, A.view all authors (2016). TV or not TV? The impact of subtitling on English skills (491). Turin, Italy: Collegio Carlo Alberto.