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Items where Schools and Departments is "Economics" and Year is 2019

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Number of items: 55.

Article

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

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

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

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

Buccheri, G., Bormetti, G., Corsi, F. ORCID: 0000-0003-2683-4479 and Lillo, F. (2019). Comment on: Price Discovery in High Resolution. Journal of Financial Econometrics, doi: 10.1093/jjfinec/nbz008

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

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

Celik, L. ORCID: 0000-0002-7668-6358, Akoz, K. K. and Arbatli, C. E. (2019). Manipulation through Biased Product Reviews. The Journal of Industrial Economics,

Dukhanina, E., Massol, O. and 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. (2019). Relocation of Public Sector Workers: Evaluating a place-based policy. Journal of Urban Economics, doi: 10.1016/j.jue.2019.03.001

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

Hening, A., Nguyen, D. H., Ungureanu, S. C. ORCID: 0000-0002-3707-4738 and Wong, T. K. (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. and Pinchbeck, E. ORCID: 0000-0002-5638-3923 (2019). The energy costs of historic preservation. Journal of Urban Economics, 114, 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. and Goldsmith, K. (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, 14.. doi: 10.1186/s40814-019-0397-6

Huang, R., Pilbeam, K. ORCID: 0000-0002-5609-8620 and Pouliot, W (2019). Do Actively Managed US Mutual Funds Produce Positive Alpha?. Journal of Economic Behavior and Organization, doi: 10.1016/j.jebo.2019.03.006

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. and Valongueiro, S. (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, doi: 10.1515/ev-2019-0026

Pilbeam, K. ORCID: 0000-0002-5609-8620, Asteriou, D and 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, doi: 10.1111/sjpe.12191

Pilbeam, K. ORCID: 0000-0002-5609-8620 and Preston, H. (2019). An Empirical Investigation of the Performance of Japanese Mutual Funds: Skill or Luck?. International Journal of Financial Studies, 7(1), 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, p. 102242. doi: 10.1016/j.jhealeco.2019.102242

Rupérez Micola, A., Aparicio Fenoll, A., Banal-Estanol, A. and Bris, A. (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. and Karakaya, M. (2019). Top Trading Cycles, Consistency, and Acyclic Priorities for House Allocation with Existing Tenants. Journal of Economic Theory, 104948.. doi: 10.1016/j.jet.2019.104948

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

Xuening, Z., Wang, W., Wang, H. and Haerdle, W. (2019). Network quantile autoregression. Journal of Econometrics, 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, 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, doi: 10.1108/reps-01-2019-0009

Conference or Workshop Item

Booth, P., Gibbins, N. and 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. (pp. 1597-1606). Honolulu: University of Hawai'i at Manoa. ISBN 978-0-9981331-2-6

Booth, P., Gibbins, N. and 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. (pp. 1607-1616). Honolulu: University of Hawaii at Manoa. ISBN 978-0-9981331-2-6

Monograph

Aligishiev, Z., Ben-Gad, M. ORCID: 0000-0001-8641-4199, Mountford, A. and Pearlman, J. ORCID: 0000-0001-6301-3966 (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 and 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. and 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 and 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. and Pearlman, J. ORCID: 0000-0001-6301-3966 (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. and 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. and 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. and 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 and 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 and 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. and 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 and Dimitrios, K. (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. and Yang, B. (2019). Information, VARs and DSGE Models (DP16/19). Surrey, UK: Department of Economics, University of Surrey.

Maynou, L., McGuire, A. and 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. and 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)

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

Working Paper

Alfarno, S., Banal-Estanol, A., Camacho, E., Iori, G. ORCID: 0000-0001-9443-9353 and Kapar, B. (2019). Centralized vs Decentralized Markets in the Laboratory: The Role of Connectivity. City, University of London.

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

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

Taskin, A. A. and 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.

This list was generated on Sat Sep 19 04:27:06 2020 UTC.