City Research Online

Article

Alitab, D., Bormetti, G., Corsi, F. ORCID: 0000-0003-2683-4479 & Majewski, A. A.view all authors (2019). A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing. Journal of Financial Econometrics, 18(1), pp. 121-157. doi: 10.1093/jjfinec/nbz001

Alitab, D., Bormetti, G., Corsi, F. & Majewski, A. A.view all authors (2019). A realized volatility approach to option pricing with continuous and jump variance components. Decisions in Economics and Finance, 42(2), pp. 639-664. doi: 10.1007/s10203-019-00241-2

Banal-Estanol, A., Macho-Stadler, I. & Pérez-Castrillo, D. (2019). Evaluation in research funding agencies: Are structurally diverse teams biased against?. Research Policy, 48(7), pp. 1823-1840. doi: 10.1016/j.respol.2019.04.008

Banal-Estanol, A., Macho-Stadler, I. & Pérez-Castrillo, D. (2019). The steps of funding academic research: from grant application in partnership until award and output. Revue Economique, Vol. 7(5), pp. 625-653. doi: 10.3917/reco.705.0625

Ben-Gad, M. ORCID: 0000-0001-8641-4199, Ben-Haim, Y. & Peled, D. (2019). Allocating Security Expenditures under Knightian Uncertainty: an Info-Gap Approach. Defence and Peace Economics, 31(7), pp. 830-850. doi: 10.1080/10242694.2019.1625518

Bormetti, G., Casarin, R., Corsi, F. ORCID: 0000-0003-2683-4479 & Livieri, G.view all authors (2019). A Stochastic Volatility Model With Realized Measures for Option Pricing. Journal of Business & Economic Statistics, 38(4), pp. 856-871. doi: 10.1080/07350015.2019.1604371

Buccheri, G., Bormetti, G., Corsi, F. ORCID: 0000-0003-2683-4479 & Lillo, F.view all authors (2019). Comment on: Price Discovery in High Resolution. Journal of Financial Econometrics, 19(3), pp. 439-451. doi: 10.1093/jjfinec/nbz008

Buccheri, G. & Corsi, F. ORCID: 0000-0003-2683-4479 (2019). HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies. Journal of Financial Econometrics, 19(4), pp. 614-649. doi: 10.1093/jjfinec/nbz025

Calcagnile, L. M., Corsi, F. ORCID: 0000-0003-2683-4479 & Marmi, S. (2019). Entropy and Efficiency of the ETF Market. Computational Economics, 55(1), pp. 143-184. doi: 10.1007/s10614-019-09885-z

Cerrone, C. ORCID: 0000-0003-1551-6723 & Engel, C. (2019). Deciding on behalf of others does not mitigate selfishness. Economics Letters, 183, article number 108616. doi: 10.1016/j.econlet.2019.108616

De Weerdt, J., Genicot, G. & Mesnard, A. (2019). Asymmetry of Information within Family Networks. Journal of Human Resources, 54(1), pp. 225-254. doi: 10.3368/jhr.54.1.0616.8023r1

Dukhanina, E., Massol, O. & Leveque, F. (2019). Policy measures targeting a more integrated gas market: Impact of a merger of two trading zones on prices and arbitrage activity in France. Energy Policy, 132, pp. 583-593. doi: 10.1016/j.enpol.2019.05.044

Faggio, G. ORCID: 0000-0001-9766-859X (2019). Relocation of Public Sector Workers: Evaluating a place-based policy. Journal of Urban Economics, 111, pp. 53-75. doi: 10.1016/j.jue.2019.03.001

Giannakopoulos, N. & Laliotis, I. (2019). Industrial Relations Reform, Firm-Level Bargaining and Nominal Wage Floors. Manchester School, 88(1), pp. 37-59. doi: 10.1111/manc.12273

Hening, A., Nguyen, D. H., Ungureanu, S. C. ORCID: 0000-0002-3707-4738 & Wong, T. K.view all authors (2019). Asymptotic harvesting of populations in random environments. Journal of Mathematical Biology, 78(1-2), pp. 293-329. doi: 10.1007/s00285-018-1275-1

Hiber, C. A. L., Palmer, C. & Pinchbeck, E. ORCID: 0000-0002-5638-3923 (2019). The energy costs of historic preservation. Journal of Urban Economics, 114, article number 103197. doi: 10.1016/j.jue.2019.103197

Hilari, K. ORCID: 0000-0003-2091-4849, Behn, N., Marshall, J. , Simpson, A., Thomas, S., Northcott, S., Flood, C. ORCID: 0000-0001-5170-7792, McVicker, S., Jofre-Bonet, M., Moss, B., James, K. & Goldsmith, K.view all authors (2019). Adjustment with aphasia after stroke: study protocol for a pilot feasibility randomised controlled trial for SUpporting wellbeing through PEeR Befriending (SUPERB). Pilot and Feasibility Studies, 5(1), article number 14. doi: 10.1186/s40814-019-0397-6

Kleine, M. & Minaudier, C. (2019). Negotiating under Political Uncertainty: National Elections and the Dynamics of International Co-operation. British Journal of Political Science, 49(1), pp. 315-337. doi: 10.1017/s000712341600051x

Kuper, H., Lyra, T. M., Moreira, M. E. L. , de Albuquerque, M. S. V., de Araújo, T. V. B., Fernandes, S., Jofre-Bonet, M. ORCID: 0000-0002-2055-2166, Larson, H., Lopes de Melo, A. P., Mendes, C. H. F., Moreira, M. C. N., do Nascimento, M. A. F., Penn-Kekana, L., Pimentel, C., Pinto, M., Simas, C. & Valongueiro, S.view all authors (2019). Social and economic impacts of congenital Zika syndrome in Brazil: Study protocol and rationale for a mixed-methods study.. Wellcome Open Research, 3, doi: 10.12688/wellcomeopenres.14838.2

Pilbeam, K. ORCID: 0000-0002-5609-8620 (2019). Brexit and its Impact on the Pound in the Foreign Exchange Market. Economists’ Voice, 16(1), article number 20190026. doi: 10.1515/ev-2019-0026

Pilbeam, K. ORCID: 0000-0002-5609-8620, Asteriou, D & Sarantidis, A (2019). The Behaviour of Banking Stocks During the Financial Crisis and Recessions. Evidence from Changes-in-Changes Panel Data. Scottish Journal of Political Economy, 66(1), pp. 154-179. doi: 10.1111/sjpe.12191

Pilbeam, K. ORCID: 0000-0002-5609-8620 & Preston, H. (2019). An Empirical Investigation of the Performance of Japanese Mutual Funds: Skill or Luck?. International Journal of Financial Studies, 7(1), article number 6. doi: 10.3390/ijfs7010006

Pinchbeck, E. ORCID: 0000-0002-5638-3923 (2019). Convenient primary care and emergency hospital utilisation. Journal of Health Economics, 68, article number 102242. doi: 10.1016/j.jhealeco.2019.102242

Rupérez Micola, A., Aparicio Fenoll, A., Banal-Estanol, A. & Bris, A.view all authors (2019). TV or not TV? The impact of subtitling on english skills. Journal of Economic Behavior and Organization, 158, pp. 487-499. doi: 10.1016/j.jebo.2018.12.019

Schlegel, J. C. ORCID: 0000-0002-8385-8349, Klaus, B. & Karakaya, M. (2019). Top Trading Cycles, Consistency, and Acyclic Priorities for House Allocation with Existing Tenants. Journal of Economic Theory, 184, article number 104948. doi: 10.1016/j.jet.2019.104948

Stamboglis, N. & Jacobs, R. (2019). Factors Associated with Patient Satisfaction of Community Mental Health Services: A Multilevel Approach. Community Mental Health Journal, 56(1), pp. 50-64. doi: 10.1007/s10597-019-00449-x

Xuening, Z., Wang, W., Wang, H. & Haerdle, W.view all authors (2019). Network quantile autoregression. Journal of Econometrics, 212(1), pp. 345-358. doi: 10.1016/j.jeconom.2019.04.034

Yaman, F. ORCID: 0000-0002-5752-6922 (2019). Structural estimation of labor adjustment costs with temporally disaggregated data. Economic Inquiry, 57(4), pp. 1939-1962. doi: 10.1111/ecin.12804

Zahran, M. S. A. Z. (2019). The response of remittances inflows to asymmetric oil price shocks in Egypt. Review of Economics and Political Science, 8(6), pp. 520-539. doi: 10.1108/reps-01-2019-0009

Book Section

Bircan, C. & Saka, O. ORCID: 0000-0002-1822-1309 (2019). Elections and Economic Cycles: What Can We Learn from the Recent Turkish Experience? In: Crony Capitalism in the Middle East: Business and Politics from Liberalization to the Arab Spring. . Oxford University Press.

Conference or Workshop Item

Booth, P., Gibbins, N. & Galanis, S. ORCID: 0000-0003-4286-7449 (2019). Design Spaces in Visual Analytics Based on Goals: Analytical Behaviour, Exploratory Investigation, Information Design & Perceptual Tasks. In: Proceedings of the 52nd Hawaii International Conference on System Sciences. 52nd Hawaii International Conference on System Sciences, 08 - 11 January 2019, Maui, Hawaii, USA. doi: 10125/59600

Booth, P., Gibbins, N. & Galanis, S. ORCID: 0000-0003-4286-7449 (2019). Towards a Theory of Analytical Behaviour: A Model of Decision-Making in Visual Analytics. In: Proceedings of the 52nd Hawaii International Conference on System Sciences. 52nd Hawaii International Conference on System Sciences, 08 - 11 January 2019, Maui, Hawaii, USA.

Monograph

Aligishiev, Z., Ben-Gad, M. ORCID: 0000-0001-8641-4199, Mountford, A. & Pearlman, J. ORCID: 0000-0001-6301-3966view all authors (2019). Turning It Up To Eleven: Re-Evaluating the Role of Financial Frictions in the 2007–2008 Economic Crisis (19/08). London, UK: City, University of London.

Andrikopoulos, A., Dassiou, X. ORCID: 0000-0001-5535-7793 & Tsionas, M. G. (2019). Product Durability and Exchange Rate Exposure in International Triopolies (19/16). London, UK: Department of Economics, City, University of London.

Ben-Gad, M. ORCID: 0000-0001-8641-4199, Ben Haim, Y. & Peled, D. (2019). Allocating Security Expenditures under Knightian Uncertainty: an Info-Gap Approach (19/06). London, UK: Department of Economics, City, University of London.

Dassiou, X. ORCID: 0000-0001-5535-7793 & Glycopantis, D. (2019). The importance of reputation in the auditing of companies: A game theory analysis (19/01). London, UK: City, University of London.

Deak, S., Levine, P., Mirza, A. & Pearlman, J. ORCID: 0000-0001-6301-3966view all authors (2019). Designing Robust Monetary Policy Using Prediction Pools (19/11). London, UK: Department of Economics, City, University of London.

Faggio, G. ORCID: 0000-0001-9766-859X, Schluter, T. & vom Berge, P. (2019). Interaction of Public and Private Employment: Evidence from a German Government Move (19/09). London, UK: Department of Economics, City University of London.

Faggio, G. ORCID: 0000-0001-9766-859X, Silva, O. & Strange, W.C. (2019). Tales of the City: What Do Agglomeration Cases Tell Us About Agglomeration in General? (19/10). London, UK: City, University of London.

Galanis, S. ORCID: 0000-0003-4286-7449 (2019). Dynamic Consistency, Valuable Information and Subjective Beliefs (19/02). London, UK: Department of Economics, City, University of London.

Galanis, S. ORCID: 0000-0003-4286-7449 (2019). Speculative Trade and the Value of Public Information (20/04). London, UK: City, University of London.

Galanis, S. ORCID: 0000-0003-4286-7449, Ioannou, C. & Kotronis, S. (2019). Information Aggregation Under Ambiguity: Theory and Experimental Evidence (20/05). London, UK: City, University of London.

Galanis, S. ORCID: 0000-0003-4286-7449 & Kotronis, S. (2019). Updating Awareness and Information Aggregation (19/03). London, UK: Department of Economics, City, University of London.

Iori, G. ORCID: 0000-0001-9443-9353 & Gurgone, A. (2019). A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements (19/05). London, UK: Department of Economics, City, University of London.

Laliotis, I. ORCID: 0000-0002-8206-044X, Moscelli, G. & Monastiriotis, V. (2019). Summertime and the drivin’ is easy? Daylight Saving Time and Vehicle Accidents (19/14). London, UK: Department of Economics, City University of London.

Laliotis, I. ORCID: 0000-0002-8206-044X, Mujaheed, S., Stavropoulou, C. ORCID: 0000-0003-4307-1848 & Dimitrios, K.view all authors (2019). Retirement and Household Expenditure in Turbulent Times (GreeSE Paper No. 137). London: LSE GreeSE paper series.

Levine, P., Pearlman, J. ORCID: 0000-0001-6301-3966, Wright, S. & Yang, B.view all authors (2019). Information, VARs and DSGE Models (DP16/19). Surrey, UK: Department of Economics, University of Surrey.

Maynou, L., McGuire, A. & Serra-Sastre, V. ORCID: 0000-0002-6329-4507 (2019). Exploring the Impact of New Medical Technology on Workforce Planning (19/07). London, UK: City, University of London.

Suziedelyte, A. ORCID: 0000-0003-2420-9231 (2019). Is it only a game? Video games and violence (19/15). London, UK: Department of Economics, City University of London.

Yaman, F. ORCID: 0000-0002-5752-6922, Cubi-Molla, P. & Ungureanu, S. (2019). Which Decision Theory Describes Life Satisfaction Best? Evidence from Annual Panel Data (19/12). London, UK: Department of Economics, City, University of London.

Report

Dassiou, X. ORCID: 0000-0001-5535-7793 (2019). Independent review of ESO regulatory and incentives framework. London, UK: OFGEM.

Thesis

Bordea, E. (2019). Essays on the effect of immigration and assimilation on immigrants’ health and health behaviours: evidence from the United Kingdom and Russian Federation. (Unpublished Doctoral thesis, City, University of London)

El Said, A. (2019). Essays on the effectiveness and cyclicality of macroprudential policies in emerging markets: assessing the role of sovereign risk and implications for capital flows and financial inclusion. (Unpublished Doctoral thesis, City, University of London)

Hosseini, Amir (2019). Essays on the political economy of institutional reforms. (Unpublished Doctoral thesis, City, University of London)

Khan, S-E-R. (2019). Growth & Labour Market in Developing Countries. (Unpublished Doctoral thesis, University of Kent)

Radu, X. F. (2019). Topics in wellbeing and adaption to health states. (Unpublished Doctoral thesis, City, University of London)

Working Paper

Celik, L., Karabay, B. & McLaren, J. (2019). Fast-Track Authority: A Hold-Up Interpretation (10.2139/ssrn.3139181). .

Recchioni, M. C., Tedeschi, G., Ouellette, M. S. & Iori, G. ORCID: 0000-0001-9443-9353view all authors (2019). Why do financial markets asymmetrically smile? A simple formula in the multi-factor Heston model. City, University of London.

Taskin, A. A. & Yaman, F. ORCID: 0000-0002-5752-6922 (2019). Credit Supply, Homeownership and Mortgage Debt (19/17). London, UK: Department of Economics, City, University of London.