City Research Online

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Abbassi, P., Iyer, R., Peydró, J.L. & Tous, F.R.view all authors (2016). Securities trading by banks and credit supply: Micro-evidence from the crisis. Journal of Financial Economics, 121(3), pp. 569-594. doi: 10.1016/j.jfineco.2016.05.005

Abouarghoub, W., Nomikos, N. ORCID: 0000-0003-1621-2991 & Petropoulos, F. (2017). On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry. Transportation Research Part E: Logistics and Transportation Review, 113, pp. 225-238. doi: 10.1016/j.tre.2017.10.012

Accominotti, O., Cen, J., Chambers, D. & Marsh, I. W. ORCID: 0000-0002-0483-8658view all authors (2019). Currency regimes and the carry trade. Journal of Financial and Quantitative Analysis, 54(5), pp. 2233-2260. doi: 10.1017/s002210901900019x

Acharya, V., Gabarro, M. & Volpin, P. ORCID: 0000-0002-9287-0972 (2021). Competition for Managers and Corporate Governance. Journal of Law, Finance, and Accounting, 6(1), pp. 179-219. doi: 10.1561/108.00000053

Acharya, V., Pagano, M. & Volpin, P. (2016). Seeking Alpha: Excess risk taking and competition for managerial talent. The Review of Financial Studies, 29(10), pp. 2565-2599. doi: 10.1093/rfs/hhw036

Acharya, V. V. & Volpin, P. (2010). Corporate Governance Externalities. Review of Finance, 14(1), pp. 1-33. doi: 10.1093/rof/rfp002

Acosta-Smith, J., Ferrara, G. & Rodriguez-Tous, F. ORCID: 0000-0001-8394-2770 (2024). Bank Capital Regulation and Derivatives Clearing. International Journal of Finance and Economics,

Adekanye, F.A.Z. (1993). Commercial bank performance in a developing country : a case study of Nigeria. (Unpublished Doctoral thesis, City University London)

Adland, R. & Alizadeh-Masoodian, A. ORCID: 0000-0003-1588-6214 (2018). Explaining price differences between physical and derivative freight contracts. Transportation Research Part E: Logistics and Transportation Review, 118, pp. 20-33. doi: 10.1016/j.tre.2018.07.002

Afonin, A., Bredin, D., Cuthbertson, K. ORCID: 0000-0003-2004-2630 , Muckley, C. B. & Nitzsche, D.view all authors (2018). Carbon portfolio management. International Journal of Finance and Economics, 23(4), pp. 349-361. doi: 10.1002/ijfe.1620

Aftab, M. & Phylaktis, K. ORCID: 0000-0001-9392-1682 (2022). Economic Integration and Exchange Market Pressure in a Policy Uncertain World. Journal of International Money and Finance, 128, article number 102701. doi: 10.1016/j.jimonfin.2022.102701

Aftab, M., Ahmad, R., Ismail, I. & Phylaktis, K. ORCID: 0000-0001-9392-1682view all authors (2020). Economic Integration and the Currency and Equity Markets Nexus. International Journal of Finance and Economics, 26(4), pp. 5278-5301. doi: 10.1002/ijfe.2065

Agyei-Ampomah, S., Clare, A., Mason, A. & Thomas, S.view all authors (2015). On luck versus skill when performance benchmarks are style-consistent. Journal of Banking & Finance, 59, pp. 127-145. doi: 10.1016/j.jbankfin.2015.05.013

Ahoniemi, K., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Olmo, J. (2016). Overnight News and Daily Equity Trading Risk Limits. Journal of Financial Econometrics, 14(3), pp. 525-551. doi: 10.1093/jjfinec/nbu032

Ahrends, M., Drobetz, W. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2018). Corporate Cash Holdings in the Shipping Industry. Transportation Research Part E: Logistics and Transportation Review, 112, pp. 107-124. doi: 10.1016/j.tre.2017.10.016

Akgun, O., Pirotte, A. & Urga, G. (2021). Heterogeneity and cross-sectional dependence in panels: Heterogeneous vs. homogeneous estimators. Revue d'Economie Politique, Vol. 1(1), pp. 19-55. doi: 10.3917/redp.311.0025

Akgun, O., Pirotte, A., Urga, G. ORCID: 0000-0002-6742-7370 & Yang, Z.view all authors (2024). Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts. International Journal of Forecasting, 40(1), pp. 202-228. doi: 10.1016/j.ijforecast.2023.02.001

Al-Sarraf, J.A. (2023). Essays on Diversity and Firm Performance. (Unpublished Doctoral thesis, City, University of London)

Albuquerque, R. & Schroth, E. (2015). The Value of Control and the Costs of Illiquidity. Journal of Finance, 70(4), pp. 1405-1455. doi: 10.1111/jofi.12207

Aldunate, F., González, F., Prem, M. & Urzúa, F. ORCID: 0000-0003-4681-7684view all authors (2020). Privatization and business groups: Evidence from the Chicago Boys in Chile. Explorations in Economic History, 78, article number 101355. doi: 10.1016/j.eeh.2020.101355

Alexandridis, G., Hoepner, A., Huang, Z. ORCID: 0000-0002-9489-0168 & Oikonomou, I.view all authors (2022). Corporate social responsibility culture and international M&As. The British Accounting Review, 54(1), article number 101035. doi: 10.1016/j.bar.2021.101035

Alexeev, V., Urga, G. & Yao, W. (2019). Asymmetric jump beta estimation with implications for portfolio risk management. International Review of Economics and Finance, 62, pp. 20-40. doi: 10.1016/j.iref.2019.02.014

Alizadeh-Masoodian, A. ORCID: 0000-0003-1588-6214, Huang, C-Y. & Marsh, I. W. ORCID: 0000-0002-0483-8658 (2019). Modelling the Volatility of TOCOM Energy Futures: A Regime Switching Realised Volatility Approach. Energy Economics, article number 104434. doi: 10.1016/j.eneco.2019.06.019

Alizadeh-Masoodian, A. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2005). Agricultural Reforms and Use of Market Mechanisms for Risk Management. Cass Business School, City University London.

Alizadeh-Masoodian, A., Strandenes, S.P. & Thanopoulou, H. (2016). Capacity retirement in the dry bulk market: A vessel based logit model. Transportation Research Part E: Logistics and Transportation Review, 92, pp. 28-42. doi: 10.1016/j.tre.2016.03.005

Alizadeh-Masoodian, A. & Talley, W.K. (2010). Dynamics of the Forward Curve and Volatility of Energy Futures Prices. London: SSRN.

Alizadeh-Masoodian, A., Thanopoulou, H. & Strandenes, S.P. (2017). Capacity adjustment decisions in the service industry under stochastic revenue: the case of the shipping industry.

Alizadeh-Masoodian, A., Thanopoulou, H. & Strandenes, S.P. (2015). Capacity retirement in the dry bulk market: A vessel based logit model. Paper presented at the IAME Annual Conference 2015, 24-26 Aug 2015, Kuala Lumpur, Malaysia.

Alizadeh-Masoodian, A., Thanopoulou, H. & Yip, T.L. (2017). Investors' behaviour and dynamics of ship prices: a heterogeneous agent model. Transportation Research Part E Logistics and Transportation Review, 106, pp. 98-114. doi: 10.1016/j.tre.2017.07.012

Allen, H.L. (1990). Chartism in the foreign exchange market. (Unpublished Doctoral thesis, City University London)

Amici, G., Ballotta, L. ORCID: 0000-0002-2059-6281 & Semeraro, P. (2024). Multivariate Additive Subordination with Applications in Finance. European Journal of Operational Research, 321(3), pp. 1004-1020. doi: 10.1016/j.ejor.2024.10.010

Anastassopoulou, N. (2006). Credit risk measurement and modelling. (Unpublished Doctoral thesis, City University London)

Andonov, A., Kräussl, R. ORCID: 0000-0001-8933-9278 & Rauh, J. (2021). Institutional Investors and Infrastructure Investing. The Review of Financial Studies, 34(8), pp. 3880-3934. doi: 10.1093/rfs/hhab048

Andrada-Felix, J., Fernandez-Rodriguez, F. & Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2016). Combining Nearest Neighbor Predictions and Model-Based Predictions of Realized Variance: Does it Pay?. International Journal of Forecasting, 32(3), pp. 695-715. doi: 10.1016/j.ijforecast.2015.10.004

Andrew, M. ORCID: 0000-0002-5256-4882 & Culley, J. (2024). Housing Tenure Outcomes of Young Adults in England Since 2000: Reviewing the Evidence. London, UK: .

Andrew, M. ORCID: 0000-0002-5256-4882 & Culley, J. (2024). Leasehold Reform Bill: Written evidence submitted by Dr Mark Andrew and Dr James Culley (LFRB23). UK Parliament.

Andrew, M. ORCID: 0000-0002-5256-4882 & Culley, J. (2023). Leasehold Reform Proposals in England and Wales: The unconsidered financial implications of reducing the premium in lease extensions. UK Centre for Collaborative Housing Evidence.

Andrew, M. ORCID: 0000-0002-5256-4882 & Culley, J. (2023). Leasehold Reform Proposals in England and Wales: The unintended consequences of proposals to reduce the premium in short leasehold extensions. .

Andrew, M. ORCID: 0000-0002-5256-4882, Culley, J. & Sleptcovac, M. (2024). Leasehold extensions: The Relativity conundrum and the time value of housing. .

Andrew, M. & Larceneux, F. (2019). The role of emotion in a housing purchase: An empirical analysis of the anatomy of satisfaction from off-plan apartment purchases in France. Environment and Planning A: Economy and Space, 51(6), pp. 1370-1388. doi: 10.1177/0308518x18817539

Andrew, Mark, Allmendinger, P., Ball, M. , Cameron, G., Evans, A., Gibb, K., Goody, J., Holmans, A., Kasparova, D., Meen, G., Monk, S., Muellbauer, J., Murphy, A., Whitehead, C. & Wilson, A.view all authors (2005). Affordability targets: Implications for Housing Supply. London: The Office of the Deputy Prime Minister.

Andrew, Mark, Meen, G., Kasparova, D. , Wood, G., Ball, M., Goody, J., Whitehead, C. & Pyrce, G.view all authors (2008). Recent Developments in the Communities and Local Government Affordability Model. Communities and Local Government Publications.

Andriosopoulos, D. & Lasfer, M. (2014). The Market Valuation of Share Repurchases in Europe. Journal of Banking and Finance, 55, pp. 327-339. doi: 10.1016/j.jbankfin.2014.04.017

Andriosopoulos, K., Chan, Ka Kei, Dontis-Charitos, P. & Staikouras, S.view all authors (2016). Wealth and risk implications of the Dodd-Frank Act on the U.S. financial intermediaries. Journal of Financial Stability, 33, pp. 366-379. doi: 10.1016/j.jfs.2016.09.006

Andriosopoulos, K., Doumpos, M., Papapostolou, N. C. & Pouliasis, P. K.view all authors (2013). Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms. Transportation Research Part E: Logistics and Transportation Review, 52, pp. 16-34. doi: 10.1016/j.tre.2012.11.006

Angwin, D. N., Urs, U., Appadu, N. , Thanos, I. C., Vourloumis, S. & Kastanakis, M. N.view all authors (2022). Does merger & acquisition (M&A) strategy matter? A contingency perspective. European Management Journal, 40(6), pp. 847-856. doi: 10.1016/j.emj.2022.09.004

Anim-Odame, W.K. (2008). Residential Real Estate Investment in Emerging Economies: The Case of Ghana. (Unpublished Doctoral thesis, City University London)

Anson, M. & Capie, F. (2022). The Bank of England's profits across 300 years: Wars, financial crises and distribution. Financial History Review, 29(1), pp. 98-119. doi: 10.1017/s0968565022000038

Appadu, N., Faelten, A., Moeller, S. & Vitkova, V.view all authors (2014). Assessing market attractiveness for mergers and acquisitions: the M&A Attractiveness Index Score. European Journal of Finance, 22(8-9), pp. 732-755. doi: 10.1080/1351847x.2014.888362

Arezki, R., Beck, T., DeYoung, R. , Duca, J. V., Loungani, P. & Murphy, A.view all authors (2015). Conference on Housing, Stability, and the Macroeconomy: International Perspectives. Journal of Money, Credit and Banking, 47(S1), pp. 1-11. doi: 10.1111/jmcb.12185

Argimón, I., Arque, G. & Rodriguez Tous, F. (2012). Does the Intensity of Prudential Regulation Affect Banks? Evidence from the 2007-2009 Crises. Journal of Governance and Regulation, 1(3), pp. 14-26. doi: 10.22495/jgr_v1_i3_p2

Aristidou, A. (2007). Market microstructure issues related to the Greek capital market. (Unpublished Doctoral thesis, City University London)

Arkoulis, Angelos George (2001). Important factors for shipping companies in raising funds in the equity and high yield bond public capital markets. (Submitted Doctoral thesis, City University Business School)

Arnaboldi, F., Casu, B. ORCID: 0000-0003-3586-328X, Gallo, A. , Kalotychou, E. & Sarkisyan, A.view all authors (2021). Gender diversity and bank misconduct. Journal of Corporate Finance, 71, article number 101834. doi: 10.1016/j.jcorpfin.2020.101834

Arping, S. & Falconieri, S. (2010). Strategic versus financial investors: the role of strategic objectives in financial contracting. Oxford Economic Papers, 62(4), pp. 691-714. doi: 10.1093/oep/gpp038

Asanga, S., Asimit, A.V., Badescu, A. & Haberman, S.view all authors (2014). Portfolio Optimization under Solvency Constraints: A Dynamical Approach. North American Actuarial Journal, 18(3), pp. 394-416. doi: 10.1080/10920277.2014.910127

Aslam, M.N. (2024). Profit and Loss Sharing Finance – Application, Risk Management and Theories of Capital Structure. (Unpublished Doctoral thesis, City, University of London)

Assi, J. A. (2003). Applications of Fuzzy Set Theory, Fuzzy Measure Theory and Fuzzy Differential Calculus. (Unpublished Doctoral thesis, City, University of London)

Aterido, R., Beck, T. & Iacovone, L. (2013). Access to Finance in Sub-Saharan Africa: Is There a Gender Gap?. World Development, 47, pp. 102-120. doi: 10.1016/j.worlddev.2013.02.013

Audzeyeva, A. & Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2018). On the predictability of emerging market sovereign credit spreads. Journal of International Money and Finance, 88, pp. 140-157. doi: 10.1016/j.jimonfin.2018.07.005

Aurelio, V. & Xiao, X. ORCID: 0000-0002-0564-9795 (2023). Default risk and option returns. Management Science, 70(4), pp. 2144-2167. doi: 10.1287/mnsc.2023.4796

Ayadi, R., Bongini, P., Casu, B. ORCID: 0000-0003-3586-328X & Cucinelli, D.view all authors (2023). Bank Business Models in MENA and African Countries: The Relevance of Contextual Variables. Review of Corporate Finance, 3(3), pp. 329-359. doi: 10.1561/114.00000043

Ayadi, R., Bongini, P., Casu, B. ORCID: 0000-0003-3586-328X & Cucinelli, D.view all authors (2020). Bank Business Model Migrations in Europe: Determinants and Effects. British Journal of Management, 32(4), pp. 1007-1026. doi: 10.1111/1467-8551.12437

Ayadi, R., Naceur, S., Casu, B. & Quinn, B.view all authors (2016). Does Basel compliance matter for bank performance?. Journal of Financial Stability, 23, pp. 15-32. doi: 10.1016/j.jfs.2015.12.007

Ayyagari, M., Beck, T. ORCID: 0000-0001-8382-2066 & Hoseini, M. (2019). Finance, Law and Poverty: Evidence from India. Journal of Corporate Finance, 60, article number 101515. doi: 10.1016/j.jcorpfin.2019.101515

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Bae, J. ORCID: 0000-0003-1580-8718 & Yu, J. (2023). Misstatement verifiability and managers’ earnings warning decisions. Journal of Accounting and Public Policy, 42(6), article number 107152. doi: 10.1016/j.jaccpubpol.2023.107152

Bae, J. ORCID: 0000-0003-1580-8718, Yu Hung, C. & van Lent, L. (2023). Mobilizing Text As Data. European Accounting Review, 32(5), pp. 1085-1106. doi: 10.1080/09638180.2023.2218423

Baeckstrom, Y., Marsh, I. ORCID: 0000-0002-0483-8658 & Sylvester, J. (2021). Financial Advice and Gender: Wealthy Individual Investors in the UK. Journal of Corporate Finance, 71, article number 101882. doi: 10.1016/j.jcorpfin.2021.101882

Baeckström, Y., Marsh, I. W. ORCID: 0000-0002-0483-8658 & Silvester, J. (2021). Variations in investment advice provision: A study of financial advisors of millionaire investors. Journal of Economic Behavior & Organization, 188, pp. 716-735. doi: 10.1016/j.jebo.2021.05.008

Baeckström, Y. (2018). Wealthy investors and financial advisors perceptual variations, portfolio recommendations and gender differences. (Unpublished Doctoral thesis, City, University of London)

Bailey, W., Muradoglu, G., Onay, C. & Phylaktis, K. ORCID: 0000-0001-9392-1682view all authors (2024). Foreign investors, firm level productivity, and European economic integration. Journal of Corporate Finance, 85, article number 102564. doi: 10.1016/j.jcorpfin.2024.102564

Ballester, L., Casu, B. & González-Urteaga, A. (2016). Bank fragility and contagion: Evidence from the bank CDS market. Journal of Empirical Finance, 38(A), pp. 394-416. doi: 10.1016/j.jempfin.2016.01.011

Ballotta, L. ORCID: 0000-0002-2059-6281 (2024). Is the VIX Just Volatility? The Devil is in the (De)tails. Wilmott, 2024(130), doi: 10.54946/wilm.12022

Ballotta, L. ORCID: 0000-0002-2059-6281 (2023). Once upon a time there was a magic formula. Wilmott Magazine, 2023(126), pp. 70-72. doi: 10.54946/wilm.11151

Ballotta, L. ORCID: 0000-0002-2059-6281 (2024). The calibration conundrum. Wilmott, 2024(134), pp. 18-20. doi: 10.54946/wilm.12087

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586 & Marazzina, D. (2024). Counting jumps: does the counting process count?. Quantitative Finance, 24(11), pp. 1621-1640. doi: 10.1080/14697688.2024.2357731

Ballotta, L. ORCID: 0000-0002-2059-6281 & Grégory, R. (2022). Smiles & Smirks: Volatility and leverage by jumps. European Journal of Operational Research, 298(3), pp. 1145-1161. doi: 10.1016/j.ejor.2021.08.023

Ballotta, L. ORCID: 0000-0002-2059-6281 (2023). Demystifying generic beliefs on jump models. Wilmott, 2023(124), pp. 70-73. doi: 10.54946/wilm.11110

Ballotta, L. (2010). Efficient pricing of ratchet equity-indexed annuities in a variance-gamma economy. North American Actuarial Journal, 14(3), pp. 355-368. doi: 10.1080/10920277.2010.10597639

Ballotta, L. (2005). A Levy process-based framework for the fair valuation of participating life insurance contracts. Insurance: Mathematics and Economics, 37(2), pp. 173-196. doi: 10.1016/j.insmatheco.2004.10.001

Ballotta, L. ORCID: 0000-0002-2059-6281 (2022). Powering up Fourier valuation to any dimension. Wilmott, 2022(121), pp. 68-71. doi: 10.54946/wilm.11051

Ballotta, L. & Bonfiglioli, E. (2016). Multivariate Asset Models Using Levy Processes and Applications. The European Journal of Finance, 22(13), pp. 1320-1350. doi: 10.1080/1351847x.2013.870917

Ballotta, L., Deelstra, G. & Rayée, G. (2017). Multivariate FX models with jumps: triangles, Quantos and implied correlation. European Journal of Operational Research, 260(3), pp. 1181-1199. doi: 10.1016/j.ejor.2017.02.018

Ballotta, L., Deelstra, G. & Rayée, G. (2015). Quanto Implied Correlation in a Multi-Lévy Framework. London: SSRN.

Ballotta, L. ORCID: 0000-0002-2059-6281, Eberlein, E., Schmidt, T. & Zeineddine, R.view all authors (2021). Fourier based methods for the management of complex life insurance products. Insurance: Mathematics and Economics, 101(B), pp. 320-341. doi: 10.1016/j.insmatheco.2021.08.009

Ballotta, L. ORCID: 0000-0002-2059-6281, Eberlein, E., Schmidt, T. & Zeineddine, R.view all authors (2019). Variable annuities in a Lévy-based hybrid model with surrender risk. Quantitative Finance, 20(5), pp. 867-886. doi: 10.1080/14697688.2019.1687929

Ballotta, L. ORCID: 0000-0002-2059-6281 & Fusai, G. ORCID: 0000-0001-9215-2586 (2015). Counterparty credit risk in a multivariate structural model with jumps. Finance, Revue de l'Association Française de Finance, Vol. 3(1), pp. 39-74. doi: 10.3917/fina.361.0039

Ballotta, L. ORCID: 0000-0002-2059-6281 & Fusai, G. ORCID: 0000-0001-9215-2586 (2017). A Gentle Introduction to Value at Risk (10.2139/ssrn.2942138). SSRN Working Paper Series.

Ballotta, L. ORCID: 0000-0002-2059-6281 & Fusai, G. ORCID: 0000-0001-9215-2586 (2018). Tools from Stochastic Analysis for Mathematical Finance: A Gentle Introduction (10.2139/ssrn.3183712). SSRN Working Paper Series.

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 & Pouliasis, P. K. ORCID: 0000-0002-7389-3722view all authors (2020). Risk management of climate impact for tourism operators: An empirical analysis on ski resorts. Tourism Management, 77, article number 104011. doi: 10.1016/j.tourman.2019.104011

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586, Loregian, A. & Perez, M. F.view all authors (2019). Estimation of Multivariate Asset Models with Jumps. Journal of Financial and Quantitative Analysis, 54(5), pp. 2053-2083. doi: 10.1017/s0022109018001321

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586 & Marazzina, D. (2019). Integrated Structural Approach to Credit Value Adjustment. European Journal of Operational Research, 272(3), pp. 1143-1157. doi: 10.1016/j.ejor.2018.07.026

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586 & Marena, M. (2016). A Gentle Introduction to Default Risk and Counterparty Credit Modelling (10.2139/ssrn.2816355). SSRN Working Paper Series.

Ballotta, L., Gerrard, R. J. G. & Kyriakou, I. (2017). Hedging of Asian options under exponential Lévy models: computation and performance. The European Journal of Finance, 23(4), pp. 297-323. doi: 10.1080/1351847x.2015.1066694

Ballotta, L. & Haberman, S. (2009). Investment Strategies and Risk Management for Participating Life Insurance Contracts. London: SSRN.

Ballotta, L. & Haberman, S. (2003). Pricing of guaranteed annuity conversion options.. INSURANCE MATHEMATICS & ECONOMICS, 32(1), pp. 87-108.

Ballotta, L., Haberman, S. & Wang, N. (2006). Guarantees in with-profit and unitized with-profit life insurance contracts: Fair valuation problem in presence of the default option. Journal of Risk and Insurance, 73(1), pp. 97-121. doi: 10.1111/j.1539-6975.2006.00167.x

Ballotta, L. & Kyprianou, A.E. (2001). A note on the alpha-quantile option. Applied Mathematical Finance, 8(3), pp. 137-144. doi: 10.1080/13504860210122375

Ballotta, L. & Kyriakou, I. (2014). Convertible bond valuation in a jump diffusion setting with stochastic interest rates. Quantitative Finance, 15(1), pp. 115-129. doi: 10.1080/14697688.2014.935464

Ballotta, L. & Kyriakou, I. (2014). Monte carlo simulation of the CGMY process and option pricing. Journal of Futures Markets, 34(12), pp. 1095-1121. doi: 10.1002/fut.21647

Ballotta, L., Loregian, A. & Fusai, G. (2015). Multivariate Lévy Models by Linear Combination: Estimation. London: SSRN.

Baltagi, B. H., Kao, C. & Wang, F. (2017). Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model. Econometric Reviews, 36(6-9), pp. 853-882. doi: 10.1080/07474938.2017.1307580

Baltagi, B. H., Kao, C. & Wang, F. (2017). Identification and estimation of a large factor model with structural instability. Journal of Econometrics, 197(1), pp. 87-100. doi: 10.1016/j.jeconom.2016.10.007

Baltagi, B. H., Wang, F. & Kao, C. (2020). Estimating and Testing High Dimensional Factor Models With Multiple Structural Changes. Journal of Econometrics, 220(2), pp. 349-365. doi: 10.1016/j.jeconom.2020.04.005

Banti, C. & Phylaktis, K. ORCID: 0000-0001-9392-1682 (2024). Are Institutional Investors the Culprit of Rising Global House Prices?. Real Estate Economics, doi: 10.1111/1540-6229.12514

Banti, C. & Phylaktis, K. (2019). Global liquidity, house prices and policy responses. Journal of Financial Stability, 43, pp. 79-96. doi: 10.1016/j.jfs.2019.05.015

Banti, C., Phylaktis, K. & Sarno, L. (2012). Global liquidity risk in the foreign exchange market. Journal of International Money and Finance, 31(2), pp. 267-291. doi: 10.1016/j.jimonfin.2011.11.010

Banti, Chiara (2013). Essays in FX market microstructure. (Unpublished Doctoral thesis, City University London)

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

Bartram, S. M., Branke, J., Rossi, G. D. & Motahari, M. ORCID: 0000-0003-3245-8545view all authors (2021). Machine Learning for Active Portfolio Management. The Journal of Financial Data Science, 3(3), pp. 9-30. doi: 10.3905/jfds.2021.1.071

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, 2(4), pp. 745-790. doi: 10.1561/114.00000029

Bas, Tugba (2012). Capital structure and debt maturity choices of firms in developing countries. (Unpublished Doctoral thesis, City University London)

Batchelor, R. (2010). Worst-Case Scenarios in Forecasting: How Bad Can Things Get?. Foresight: The International Journal of Applied Forecasting, 18, pp. 27-32.

Batchelor, R. & Zarkesh, F. (2000). Variance rationality: a direct test. In: Gardes, F. & Prat, G. (Eds.), Price Expectations in Goods and Financial Markets. (pp. 156-271). London and New York: Edward Elgar.

Batchelor, R.A. & Ramyar, R. (2006). Magic numbers in the Dow. London: Cass Business School, City of London.

Bathia, D., Bredin, D. & Nitzsche, D. (2016). International Sentiment Spillovers in Equity Returns. International Journal of Finance and Economics, 21(4), pp. 332-359. doi: 10.1002/ijfe.1549

Battaglia, F. & Gallo, A. (2017). Strong boards, ownership concentration and EU banks' systemic risk-taking: Evidence from the financial crisis. Journal of International Financial Markets, Institutions and Money, 46, pp. 128-146. doi: 10.1016/j.intfin.2016.08.002

Baudot, L., Demek, K. & Huang, Z. (2017). The Accounting Profession’s Engagement with Accounting Standards: Conceptualizing Accounting Complexity through Big 4 Comment Letters. Auditing: A Journal of Practice and Theory, 37(2), pp. 175-196. doi: 10.2308/ajpt-51898

Baudot, L., Huang, Z. ORCID: 0000-0003-2280-3149 & Wallace, D. (2021). Stakeholder Perceptions of Risk in Mandatory Corporate Responsibility Disclosure. Journal of Business Ethics, 172(1), pp. 151-174. doi: 10.1007/s10551-020-04476-7

Beber, A., Brandt, M. W. & Kavajecz, K. A. (2009). Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market. Review of Financial Studies, 22(3), pp. 925-957. doi: 10.1093/rfs/hhm088

Beber, A., Brandt, M. W. & Kavajecz, K. A. (2011). What Does Equity Sector Orderflow Tell Us About the Economy?. The Review of Financial Studies, 24(11), pp. 3688-3730. doi: 10.1093/rfs/hhr067

Beber, A., Driessen, J., Neuberger, A. ORCID: 0000-0002-5344-1083 & Tuijp, P.view all authors (2020). Pricing Liquidity Risk with Heterogeneous Investment Horizons. Journal of Financial and Quantitative Analysis, pp. 1-67. doi: 10.1017/S0022109020000137

Beck, T (2014). Finance and growth: Too much of a good thing?: Comments on "financial development and economic growth: Known knowns, known unknowns, and unknown unknowns". Revue d'Economie du Developpement, 22(2), pp. 67-73. doi: 10.3917/edd.282.0067

Beck, T. (2013). Bank Financing for SMEs – Lessons from the Literature. National Institute Economic Review, 225(1), R23-R38. doi: 10.1177/002795011322500105

Beck, T. (2015). Cross-border banking and financial deepening: The African experience. Journal of African Economies, 24(suppl ), i32-i45. doi: 10.1093/jae/eju028

Beck, T. (2013). Finance, growth and fragility: The role of government. International Journal of Banking, Accounting and Finance, 5(1/2), pp. 49-77. doi: 10.1504/ijbaaf.2013.058088

Beck, T. (2014). Finance, growth, and stability: Lessons from the crisis. Journal of Financial Stability, 10(1), pp. 1-6. doi: 10.1016/j.jfs.2013.12.006

Beck, T. (2014). Ireland's banking system - Looking forward. Economic and Social Review, 45(1), pp. 113-134.

Beck, T. (2015). Macroprudential Policies and Housing Prices: A New Database and Empirical Evidence for Central, Eastern, and Southeastern Europe Discussion of Vandenbussche, Vogel, and Detragiache. Journal of Money, Credit and Banking, 47(S1), pp. 379-381. doi: 10.1111/jmcb.12207

Beck, T. (2016). Regulatory Cooperation on Cross-Border Banking – Progress and Challenges After the Crisis. National Institute Economic Review, 235(1), R40-R49. doi: 10.1177/002795011623500114

Beck, T. & Behr, P. (2017). Individual versus Village Lending: Evidence from Montenegro. Review of Development Economics, 21(4), e67-e87. doi: 10.1111/rode.12308

Beck, T., Behr, P. & Guettler, A. (2013). Gender and Banking: Are Women Better Loan Officers?. Review of Finance, 17(4), pp. 1279-1321. doi: 10.1093/rof/rfs028

Beck, T., Behr, P. & Madestam, A. (2018). Sex and credit: Do gender interactions matter for credit market outcomes?. Journal of Banking and Finance, 87, pp. 380-396. doi: 10.1016/j.jbankfin.2017.10.018

Beck, T. & Brown, M. (2015). Foreign bank ownership and household credit. Journal of Financial Intermediation, 24(4), pp. 466-486. doi: 10.1016/j.jfi.2013.10.002

Beck, T., Chen, T., Lin, C. & Song, F. M.view all authors (2016). Financial innovation: The bright and the dark sides. Journal of Banking and Finance, 72, pp. 28-51. doi: 10.1016/j.jbankfin.2016.06.012

Beck, T., Colciago, A. & Pfajfar, D. (2014). The role of financial intermediaries in monetary policy transmission. Journal of Economic Dynamics and Control, 43, pp. 1-11. doi: 10.1016/j.jedc.2014.04.010

Beck, T. & Cull, R. (2014). SME Finance in Africa. Journal of African Economies, 23(5), pp. 583-613. doi: 10.1093/jae/eju016

Beck, T., De Jonghe, O. & Schepens, G. (2013). Bank competition and stability: Cross-country heterogeneity. Journal of Financial Intermediation, 22(2), pp. 218-244. doi: 10.1016/j.jfi.2012.07.001

Beck, T., Degryse, H., De Haas, R. & Van Horen, N.view all authors (2018). When Arm’s Length Is Too Far. Relationship Banking over the Credit Cycle. Journal of Financial Economics, 127(1), pp. 174-196. doi: 10.1016/j.jfineco.2017.11.007

Beck, T., Degryse, H. & Kneer, C. (2014). Is more finance better? Disentangling intermediation and size effects of financial systems. Journal of Financial Stability, 10, pp. 50-64. doi: 10.1016/j.jfs.2013.03.005

Beck, T., Demirguc-Kunt, A., Laeven, L. & Levine, R.view all authors (2008). Finance, Firm Size, and Growth. Journal of Money, Credit and Banking, 40(7), pp. 1379-1405. doi: 10.1111/j.1538-4616.2008.00164.x

Beck, T., Demirguc-Kunt, A. & Maksimovic, V. (2008). Financing patterns around the world: Are small firms different?. Journal of Financial Economics, 89(3), pp. 467-487. doi: 10.1016/j.jfineco.2007.10.005

Beck, T., Demirguc-Kunt, A. & Merrouche, O. (2013). Islamic vs. conventional banking: Business model, efficiency and stability. Journal of Banking & Finance, 37(2), pp. 433-447. doi: 10.1016/j.jbankfin.2012.09.016

Beck, T., Demirguc-Kunt, A. & Singer, D. (2013). Is Small Beautiful? Financial Structure, Size and Access to Finance. World Development, 52, pp. 19-33. doi: 10.1016/j.worlddev.2013.05.014

Beck, T. ORCID: 0000-0001-8382-2066 & Gambacorta, L. (2019). New evidence on the effectiveness of macroprudential policies. Journal of Financial Intermediation, 42, article number 100834. doi: 10.1016/j.jfi.2019.100834

Beck, T. ORCID: 0000-0001-8382-2066, Homanen, M. & Uras, B. R. (2018). Finance and Demand for Skill: Evidence from Uganda. Journal of Development Studies, 55(12), pp. 2495-2512. doi: 10.1080/00220388.2018.1539477

Beck, T. ORCID: 0000-0001-8382-2066, Hoseini, M. & 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

Beck, T., Ioannidou, V. & Schaefer, L. (2018). Foreigners vs. Natives: Bank Lending Technologies and Loan Pricing. Management Science, 64(8), pp. 3792-3820. doi: 10.1287/mnsc.2016.2706

Beck, T., Levine, R. & Levkov, A. (2010). Big Bad Banks? The Winners and Losers from Bank Deregulation in the United States. The Journal of Finance, 65(5), pp. 1637-1667. doi: 10.1111/j.1540-6261.2010.01589.x

Beck, T., Lin, C. & Ma, Y. (2014). Why Do Firms Evade Taxes? The Role of Information Sharing and Financial Sector Outreach. The Journal Of Finance, 69(2), pp. 763-817. doi: 10.1111/jofi.12123

Beck, T., Liping, L. & Yang, R. (2015). Finance and Growth for Microenterprises: Evidence from Rural China. World Development, 67, pp. 38-56. doi: 10.1016/j.worlddev.2014.10.008

Beck, T. ORCID: 0000-0001-8382-2066, Ongena, S. & Şendeniz-Yüncü, İ. (2018). Keep walking? Geographical proximity, religion, and relationship banking. Journal of Corporate Finance, 55, pp. 49-68. doi: 10.1016/j.jcorpfin.2018.07.005

Beck, T., Pamuk, H. & Uras, B.R. (2017). Entrepreneurial Saving Practices and Reinvestment: Theory and Evidence. Review of Development Economics, 21(4), pp. 1205-1228. doi: 10.1111/rode.12300

Beck, T., Senbet, L. & Simbanegavi, W. (2014). Financial Inclusion and Innovation in Africa: An Overview. Journal of African Economies, 24(suppl ), i3-i11. doi: 10.1093/jae/eju031

Beck, T. ORCID: 0000-0001-8382-2066, Silva, A. & Da-Rocha-Lopes, S. (2021). Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins. The Review of Financial Studies, 34(4), pp. 1747-1788. doi: 10.1093/rfs/hhaa067

Beck, T., Todorov, R. & Wagner, W. (2014). Supervising cross-border banks: theory, evidence and policy. Economic Policy, 28(73), pp. 5-44. doi: 10.1111/1468-0327.12001

Beck, T., Uras, B. R., Ramrattan, R & Pamuk, H.view all authors (2018). Payment instruments, finance and development. Journal of Development Economics, 133, pp. 162-186. doi: 10.1016/j.jdeveco.2018.01.005

Beck, T. & Wagner, W. (2016). Supranational Supervision - How Much and for Whom?. International Journal of Central Banking, 12(2), pp. 221-268.

Beck, T., de Haan, J. & DeYoung, R. (2014). A Conference on Postcrisis Banking. Journal of Money, Credit and Banking, 46(s1), pp. 1-11. doi: 10.1111/jmcb.12075

Bellavite Pellegrini, C., Cincinelli, P., Meoli, M. & Urga, G. ORCID: 0000-0002-6742-7370view all authors (2022). The Role of Shadow Banking in Systemic Risk in the European Financial System. Journal of Banking and Finance, 138, article number 106422. doi: 10.1016/j.jbankfin.2022.106422

Bellavite Pellegrini, C., Cincinelli, P., Meoli, M. & Urga, G. ORCID: 0000-0002-6742-7370view all authors (2022). The Contribution of (Shadow) Banks and Real Estate to Systemic Risk in China. Journal of Financial Stability, 60, article number 101018. doi: 10.1016/j.jfs.2022.101018

Belvisi, M, Pianeti, R & Urga, G. (2016). Modelling financial markets comovements during crises: A dynamic multi-factor approach. Advances in Econometrics, 35, pp. 317-360. doi: 10.1108/S0731-905320150000035008

Bennouri, M., Falconieri, S. ORCID: 0000-0002-7633-562X & Weaver, D. (2023). The Cost of Fragmentation: Lessons from Initial Public Offerings. The European Journal of Finance, 30(2), pp. 205-228. doi: 10.1080/1351847x.2023.2206972

Bennouri, M., De Amicis, C. & Falconieri, S. (2020). Welcome on board: A note on gender quotas regulation in Europe. Economic Letters, 190, article number 109055. doi: 10.1016/j.econlet.2020.109055

Bennouri, M. & Falconieri, S. (2008). The Optimality of Uniform Pricing in IPOs: An Optimal Auction Approach. Review of Finance, 12(4), pp. 673-700. doi: 10.1093/rof/rfn006

Benos, E., Payne, R. & 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

Benos, E., Payne, R. & Vasios, M. (2016). Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act. UK: Bank of England, ISSN 1749-9135.

Beqiri, Z. (2016). Essays on banking in developing countries. (Unpublished Doctoral thesis, City, University of London)

Bergamelli, M., Bianchi, A., Khalaf, L. & Urga, G.view all authors (2019). Combining P-values to Test for Multiple Structural Breaks in Cointegrated Regressions. Journal of Econometrics, 211(2), pp. 461-482. doi: 10.1016/j.jeconom.2019.01.013

Bergamelli, M., Novotny, J. & Urga, G. (2015). MAXIMUM NON-EXTENSIVE ENTROPY BLOCK BOOTSTRAP FOR NON-STATIONARY PROCESSES. L'Actualité Economique, 91(1-2), pp. 115-139. doi: 10.7202/1036916ar

Bergamelli, Michele (2015). Structural breaks and outliers detection in time-series econometrics: Methods and applications. (Unpublished Doctoral thesis, City University London)

Berger, A. N., Frame, W. S. & Ioannidou, V. ORCID: 0000-0002-7996-2346 (2016). Reexamining the empirical relation between loan risk and collateral: The roles of collateral liquidity and types. Journal of Financial Intermediation, 26, pp. 28-46. doi: 10.1016/j.jfi.2015.11.002

Bermudez, A. (2004). Valuation of convertible bonds modelling and implementation. (Unpublished Doctoral thesis, City, University of London)

Bertolini, Lorenzo (2011). Trading foreign exchange carry portfolios. (Unpublished Doctoral thesis, City University London)

Besar, Dwityapoetra Soeyasa (2011). Essays on Indonesian Banking: Competition, Efficiency, and its Role in Monetary Policy Transmission. (Unpublished Doctoral thesis, City University London)

Bessler, W., Blake, D., Lückoff, P. & Tonks, I.view all authors (2018). Fund Flows, Manager Changes, and Performance Persistence. Review of Finance, 22(5), pp. 1911-1947. doi: 10.1093/rof/rfx017

Bessler, W., Blake, D., Lückoff, P. & Tonks, I.view all authors (2014). Why Does Mutual Fund Performance Not Persist? The impact and interaction of fund flows and manager changes (PI-1009). London, UK: Pensions Institute.

Bezerianos, George (2013). 2-Factor Models in Credit and Energy Markets. (Unpublished Doctoral thesis, City University London)

Bhattacharya, U., Kumar, A., Visaria, S. ORCID: 0000-0001-7406-4929 & Zhao, J.view all authors (2024). Do Women Receive Worse Financial Advice?. The Journal of Finance, 79(5), pp. 3261-3307. doi: 10.1111/jofi.13366

Biagini, S. & Černý, A. (2011). Admissible strategies in semimartingale portfolio selection. SIAM Journal on Control and Optimization, 49(1), pp. 42-72. doi: 10.1137/090774458

Biagini, S. & Černý, A. ORCID: 0000-0001-5583-6516 (2019). Convex duality and Orlicz spaces in expected utility maximization. Mathematical Finance, 30(1), pp. 85-127. doi: 10.1111/mafi.12209

Biais, B., Mariotti, T., Rochet, J.C. & Villeneuve, S.view all authors (2010). Large risks, limited liability, and dynamic moral hazard. Econometrica, 78(1), pp. 73-118. doi: 10.3982/ecta7261

Biffis, E. & Blake, D. (2013). Informed intermediation of longevity exposures. Journal of Risk and Insurance, 80(3), pp. 559-584. doi: 10.1111/j.1539-6975.2013.01524.x

Biffis, E. & Blake, D. (2014). Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers (PI - 1207). London, UK: Pensions Institute, ISSN 1367-580X.

Biffis, E. & Blake, D. (2014). Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers. North American Actuarial Journal, 18(1), pp. 14-21. doi: 10.1080/10920277.2013.872552

Bilinski, P. ORCID: 0000-0002-0499-6429 (2024). Beyond the street EPS surprise – when ‘other surprises’ matter in explaining earnings announcement returns. Accounting and Business Research, doi: 10.1080/00014788.2024.2400875

Bilinski, P. ORCID: 0000-0002-0499-6429 & Yim, A. ORCID: 0000-0002-8063-6572 (2022). Accounting Firms in the European M&A Advisory Market. British Journal of Management, 33(4), pp. 1820-1842. doi: 10.1111/1467-8551.12571

Bilinski, P. ORCID: 0000-0002-0499-6429 (2021). Analyst Information Intermediation during the COVID-19 Pandemic (10.2139/ssrn.3807974). Elsevier BV, ISSN 1556-5068.

Bilinski, P. ORCID: 0000-0002-0499-6429 (2023). Analyst Research Activity During the COVID-19 Pandemic. Abacus, 59(4), pp. 1041-1073. doi: 10.1111/abac.12291

Bilinski, P. (2014). Do analysts disclose cash flow forecasts with earnings estimates when earnings quality is low?. Journal of Business Finance and Accounting, 41(3-4), pp. 401-434. doi: 10.1111/jbfa.12056

Bilinski, P. ORCID: 0000-0002-0499-6429 (2022). The content of tweets and the usefulness of YouTube and Instagram in corporate communication. The European Accounting Review, 33(1), pp. 279-311. doi: 10.1080/09638180.2022.2084759

Bilinski, P. ORCID: 0000-0002-0499-6429 & Bradshaw, M. (2021). Analyst Dividend Forecasts and Their Usefulness to Investors. The Accounting Review, 97(4), pp. 75-104. doi: 10.2308/TAR-2018-0518

Bilinski, P. ORCID: 0000-0002-0499-6429, Cumming, D, Hass, L. , Stathopoulos, K. & Walker, M.view all authors (2018). Strategic distortions in analyst forecasts in the presence of short-term institutional investors. Accounting and Business Research, 49(3), pp. 305-341. doi: 10.1080/00014788.2018.1510303

Bilinski, P., Liu, W. & Strong, N. (2012). Does liquidity risk explain low firm performance following seasoned equity offerings?. Journal of Banking and Finance, 36(10), pp. 2770-2785. doi: 10.1016/j.jbankfin.2012.07.009

Bilinski, P. ORCID: 0000-0002-0499-6429 & Lyssimachou, D. (2018). Dividend Guidance to Manage Analyst Dividend Expectations. International Review of Financial Analysis, 60, pp. 53-68. doi: 10.1016/j.irfa.2018.08.013

Bilinski, P. & Lyssimachou, D. (2014). Risk Interpretation of the CAPM's Beta: Evidence from a New Research Method. Abacus, 50(2), pp. 203-226. doi: 10.1111/abac.12028

Bilinski, P. ORCID: 0000-0002-0499-6429 & Michael, E. (2018). Analyst Revenue Forecast Reporting and the Quality of Revenues and Expenses. Journal of Business Finance and Accounting, 46(1-2), pp. 136-158. doi: 10.1111/jbfa.12355

Bilinski, P. & Mohamed, A. (2015). The Signaling Effect of Durations between Equity and Debt Issues. Financial Markets, Institutions, & Instruments, 24(2-3), pp. 159-190. doi: 10.1111/fmii.12027

Bilinski, P. & Strong, N. (2013). Managers' private information, investor underreaction and long-run SEO performance. European Financial Management, 19(5), pp. 956-990. doi: 10.1111/j.1468-036x.2011.00616.x

Bilinski, P. ORCID: 0000-0002-0499-6429 & Yim, A. ORCID: 0000-0002-8063-6572 (2018). Knowledge Spillover and Accounting Firms’ Competitive Strength in the M&A Advisory Market (10.2139/ssrn.2695819). .

Blake, D. ORCID: 0000-0002-2453-2090 (2023). Target2: The Silent Bailout System That Keeps the Euro Afloat. Journal of Risk and Financial Management, 16(12), article number 506. doi: 10.3390/jrfm16120506

Blake, D. ORCID: 0000-0002-2453-2090, Cairns, A. J. G., Kallestrup-Lamb, M. & Rangvid, J.view all authors (2023). Longevity risk and capital markets: the 2021–22 update. Journal of Demographic Economics, 89(3), pp. 299-312. doi: 10.1017/dem.2023.2

Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L.view all authors (2022). Smart defaults: Determining the number of default funds in a pension scheme. The British Accounting Review, 54(4), article number 101042. doi: 10.1016/j.bar.2021.101042

Blake, D. ORCID: 0000-0002-2453-2090 & Li, J. (2024). Longevity risk and capital markets: the 2022–2023 update. The Geneva Papers on Risk and Insurance - Issues and Practice, 49(2), pp. 229-233. doi: 10.1057/s41288-024-00314-3

Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2024). Mental time travel and the valuation of financial investments: analysing five biases that cause pricing anomalies. Review of Behavioral Finance, doi: 10.1108/rbf-11-2023-0303

Blake, D. ORCID: 0000-0002-2453-2090 (2001). An Assessment of the Adequacy and Objectivity of the Information Provided by the Board of the Equitable Life Assurance Society in Connection with the Compromise Scheme Proposal of 6 December 2001. London, UK: Pensions Institute.

Blake, D. (2018). Brexit and the City. London: City, University of London.

Blake, D. ORCID: 0000-0002-2453-2090 (2016). Chapter 1: Introduction from “We Need a National Narrative: Building a Consensus around Retirement Income”, the Report of the Independent Review of Retirement Income. In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.), We Need a National Narrative: Building a Consensus around Retirement Income. (pp. 29-60). London, UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090 (2016). Chapter 2: How to ensure that savers can get the best products in retirement. In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.), We Need a National Narrative: Building a Consensus around Retirement Income. (pp. 61-198). London, UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090 (2016). Chapter 3: Supporting savers to make the right choice at retirement for them and their family and how to build on the lessons of auto-enrolment. In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.), We Need a National Narrative: Building a Consensus around Retirement Income. (pp. 199-436). London, UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090 (2016). Chapter 4: Helping savers to manage longevity risk. In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.), We Need a National Narrative: Building a Consensus around Retirement Income. (pp. 437-468). London, UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090 (2016). Chapter 5: The role of the National Employment Savings Trust in helping savers to access good quality retirement products. In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.), We Need a National Narrative: Building a Consensus around Retirement Income. (pp. 469-490). London, UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090 (2016). Chapter 6: The role of collective pension schemes and how these could be introduced in the UK. In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.), We Need a National Narrative: Building a Consensus around Retirement Income. (pp. 491-538). London, UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090 (2016). Chapter 7: Conclusion: Developing a National Narrative. In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.), We Need a National Narrative: Building a Consensus around Retirement Income. (pp. 539-595). London, UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090 (1999). Financial System Requirements for Successful Pension Reform (PI-9906). Lodnon, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090 (2003). Financial System Requirements for Successful Pension Reform. Pensions, 9(1), pp. 59-87. doi: 10.1057/palgrave.pm.5940250

Blake, D. ORCID: 0000-0002-2453-2090 (2022). The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated. Journal of Risk and Financial Management, 15(6), article number 245. doi: 10.3390/jrfm15060245

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. (2018). Longevity: A New Asset Class. Journal of Asset Management, 19(5), pp. 278-300. doi: 10.1057/s41260-018-0084-9

Blake, D. ORCID: 0000-0002-2453-2090 (2018). Longevity: A New Asset Class (PI-1805). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090 (2021). Making Astrology Look Respectable: On the Extraordinary Abuse of Economic Models in the EU Referendum Debate. Advances in Politics and Economics, 4(4), pp. 15-79. doi: 10.22158/ape.v4n4p15

Blake, D. (2019). Modelling Socio-Economic Differences in Mortality Using a New Affluence Index. ASTIN Bulletin - The Journal of the International Actuarial Association, 49(3), pp. 555-590. doi: 10.1017/asb.2019.14

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), article number 217. doi: 10.3390/jrfm15050217

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. (2014). On the Disclosure of the Cost of Investment Management (PI-1407). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090 (2002). Out of the GAR Frying Pan into the GIR Fire: An Independent Evaluation of the Current State of the With-Profits Fund of the Equitable Life Assurance Society. London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090 (2023). Productivity and exports – how SMART planning can resolve the UK’s two most serious economic crises. London, UK: City, Univeristy of London.

Blake, D. ORCID: 0000-0002-2453-2090 (2021). Striking Similarities: The Origins of the European Economic Community. Advances in Politics and Economics, 4(1), pp. 1-19. doi: 10.22158/ape.v4n1p1

Blake, D. ORCID: 0000-0002-2453-2090 (2020). Striking similarities: The origins of the European Economic Community. City, University of London.

Blake, D. (2018). Target2: The silent bailout system that keeps the Euro afloat. London: 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 (2021). The UK is the Eurozone’s Dumping Ground. Review of Economics and Finance, 19, pp. 124-141. doi: 10.35341/1923-7529.2021.19.13

Blake, D. (2014). The consequences of not having to buy an annuity (PI-1409). London, UK: Pensions Institute.

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