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

Acar, O. A. ORCID: 0000-0003-1993-0921, Dahl, D. W., Fuchs, C. & Schreier, M.view all authors (2021). The Signal Value of Crowdfunded Products. Journal of Marketing Research, 58(4), pp. 644-661. doi: 10.1177/00222437211012451

Acar, O. A. ORCID: 0000-0003-1993-0921 & Deichmann, D. Does Crowdsourcing Need a Cash Prize to Work?. Harvard Business Review,

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, P. & Montes-Rojas, G. (2014). Informal Jobs and Trade Liberalisation in Argentina. Journal of Development Studies, doi: 10.1080/00220388.2014.919381

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 (Unpublished Doctoral thesis, City University London)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

Afshar, A.K. (1994). The effect of corporate divestment on shareholder wealth: the UK experience. (Unpublished Doctoral thesis, City University London)

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, doi: 10.1002/ijfe.2065

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, 102701. doi: 10.1016/j.jimonfin.2022.102701

Aggarwal, A., Beck, M. B., Cann, M. , Ford, T., Georgescu, D., Morjaria, N., Smith, A., Taylor, Y., Tsanakas, A., Witts, L. & Ye, I.view all authors (2016). Model risk – daring to open up the black box. British Actuarial Journal, 21(2), pp. 229-296. doi: 10.1017/S1357321715000276

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

Akgun, O., Pirotte, A. & Urga, G. (2021). Heterogeneity and cross-sectional dependence in panels: Heterogeneous vs. homogeneous estimators. Revue d'Economie Politique, 131(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 (2023). Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts. International Journal of Forecasting, doi: 10.1016/j.ijforecast.2023.02.001

Aksoy, Y. & Melina, G. (2011). U.S. fiscal indicators, inflation and output. North American Journal of Economics and Finance, 22(3), pp. 221-236. doi: 10.1016/j.najef.2011.02.001

Aksoy, Y. & Melina, G. (2012). An empirical investigation of US fiscal expenditures and macroeconomic outcomes. Economics Letters, 114(1), pp. 64-68. doi: 10.1016/j.econlet.2011.09.017

Al-Najmawi, J.S. (2021). Toward a model of Islamic individual giving behaviour: An explanatory analysis. (Unpublished Doctoral thesis, City, University of London)

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 (Unpublished Doctoral thesis, City, University of London)

Albanis, G.T. (2001). Financial prediction using non linear classification techniques. (Unpublished Doctoral thesis, City University 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, 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), 101035. doi: 10.1016/j.bar.2021.101035

Alexandrou, G. A. (2000). Wealth and Earnings Implications of Corporate Divestments: An Empirical Analysis of Stock Returns and Analysts’ Forecasts of Earnings. (Unpublished Doctoral thesis, City, University of London)

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

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

Ali, S.A.H. (1995). The impact of computer technology on accounting and auditing in the Middle East with special emphasis on Arabisation, transfer of technology and training. (Unpublished Doctoral thesis, City University London)

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, 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, doi: 10.1007/s10203-019-00241-2

Alizadeh-Masoodian, A. (2001). An Econometric Analysis of the Dry Bulk Shipping Industry; Seasonality, Market Efficiency and Risk Premia. (Unpublished Doctoral thesis, 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.

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

Amissah, E., Bougheas, S., Defever, F. ORCID: 0000-0001-6462-0522 & Falvey, R.view all authors (2021). Financial System Architecture and the Patterns of International Trade. European Economic Review, 136, 103751. doi: 10.1016/j.euroecorev.2021.103751

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

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

Andriesz, E., Asteriou, D. & Pilbeam, K. (2003). The linkage between financial liberalization and economic development: empirical evidence from Poland (03/03). London, UK: Department of Economics, City University London.

Andrikopoulos, A. & Dassiou, X. ORCID: 0000-0001-5535-7793 (2022). Bank market power and performance of financial technology firms. International Journal of Finance and Economics, doi: 10.1002/ijfe.2727

Andrikopoulos, A. & Dassiou, X. (2016). Market Structure and Exchange Rate Exposure: The Case of Consumable Goods (16/12). London, UK: Department of Economics, 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.

Andrikopoulos, A., Dassiou, X. ORCID: 0000-0001-5535-7793 & Zheng, M. (2020). Exchange-rate Exposure and Brexit: The case of FTSE, DAX and IBEX. International Review of Financial Analysis, 68, 101437. doi: 10.1016/j.irfa.2019.101437

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, doi: 10.1016/j.jfs.2016.09.006

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

Anyfantaki, S., Kalyvitis, S., Katsimi, M. & Thomaidou, E.view all authors (2018). Export pricing at the firm level with panel data. Athens, Greece: Bank of Greece Printing Works.

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

Arauner, A.H. (1996). The impact of international cross-listing on the cost of capital. (Unpublished Doctoral thesis, City University London)

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)

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, 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

Asimit, A.V. & Badescu, A. (2010). Extremes on the discounted aggregate claims in a time dependent risk model. Scandinavian Actuarial Journal(2), pp. 93-104. doi: 10.1080/03461230802700897

Asimit, A.V. ORCID: 0000-0002-7706-0066, Boonen, T. J., Chi, Y. & Chong, W. F.view all authors (2021). Risk Sharing with Multiple Indemnity Environments. European Journal of Operational Research, 295(2), pp. 587-603. doi: 10.1016/j.ejor.2021.03.012

Asimit, A.V. ORCID: 0000-0002-7706-0066, Cheung, K. C., Chong, W. F. & Hu, J.view all authors (2020). Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Insurance: Mathematics and Economics, 95, pp. 17-27. doi: 10.1016/j.insmatheco.2020.08.001

Asimit, A.V., Chi, Y. & Hu, J. (2015). Optimal non-life reinsurance under Solvency II Regime. Insurance: Mathematics and Economics, 65, pp. 627-637. doi: 10.1016/j.insmatheco.2015.09.006

Asimit, A.V., Furman, E., Tang, Q. & Vernic, R.view all authors (2011). Asymptotics for risk capital allocations based on Conditional Tail Expectation. Insurance: Mathematics and Economics, 49(3), pp. 310-324. doi: 10.1016/j.insmatheco.2011.05.002

Asimit, A.V. ORCID: 0000-0002-7706-0066, Gao, T., Hu, J. & Kim, E.view all authors (2018). Optimal Risk Transfer: A Numerical Optimisation Approach. North American Actuarial Journal, 22(3), pp. 341-364. doi: 10.1080/10920277.2017.1421472

Asimit, A.V., Gerrard, R. J. G., Yanxi, H. & Peng, L.view all authors (2016). Tail Dependence Measure for Examining Financial Extreme Co-movements. Journal of Econometrics, 194(2), pp. 330-348. doi: 10.1016/j.jeconom.2016.05.011

Asimit, A.V. ORCID: 0000-0002-7706-0066, Hu, J. & Xie, Y. (2019). Optimal Robust Insurance with a Finite Uncertainty Set. Insurance: Mathematics and Economics, 87, pp. 67-81. doi: 10.1016/j.insmatheco.2019.03.009

Asimit, A.V. & Jones, B. (2008). Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks. ASTIN Bulletin, 38(1), pp. 147-159. doi: 10.2143/AST.38.1.2030407

Asimit, A.V. & Jones, B. (2008). Dependence and the asymptotic behavior of large claims reinsurance. Insurance: Mathematics and Economics, 43(3), pp. 407-411. doi: 10.1016/j.insmatheco.2008.08.007

Asimit, A.V. & Jones, B. (2007). Extreme behavior of bivariate elliptical distributions. Insurance: Mathematics and Economics, 41(1), pp. 53-61. doi: 10.1016/j.insmatheco.2006.09.002

Asimit, A.V. & Jones, B. (2007). Extreme behavior of multivariate phase-type distributions. Insurance: Mathematics and Economics, 41(2), pp. 223-233. doi: 10.1016/j.insmatheco.2006.10.016

Asimit, A.V. & Li, J. (2016). Extremes for coherent risk measures. Insurance: Mathematics and Economics, 71, pp. 332-341. doi: 10.1016/j.insmatheco.2016.10.003

Asimit, A.V. ORCID: 0000-0002-7706-0066, Peng, L., Wang, R. & Yu, A.view all authors (2019). An efficient approach to quantile capital allocation and sensitivity analysis. Mathematical Finance,

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

Asteriou, D., Pilbeam, K. ORCID: 0000-0002-5609-8620 & Pouliot, W. (2023). Does ESG investing pay-off? An analysis of the Eurozone area before and during the Covid-19 pandemic. International Journal of Finance & Economics, doi: 10.1002/ijfe.2865

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

Asteriou, D., Pilbeam, K. ORCID: 0000-0002-5609-8620 & Pratiwi, C. (2020). Public Debt and Economic Growth: Panel Data Evidence for Asian Countries. Journal of Economics and Finance, doi: 10.1007/s12197-020-09515-7

Asteriou, D., Pilbeam, K. ORCID: 0000-0002-5609-8620 & Tomuleasa, I. (2021). The Impact of Economic Freedom, Regulation, Corruption and Transparency on Bank Profitability and Bank Stability: Evidence from the Eurozone Area. Journal of Economic Behavior and Organization, 184, pp. 150-177. doi: 10.1016/j.jebo.2020.08.023

Attiglah, M. A. (2006). Dynamic scholastic control applications in finance and insurance. (Unpublished Doctoral thesis, City, University of London)

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, doi: 10.1287/mnsc.2023.4796

Auvray, T., Durand, C., Rabinovich, J. & Rikap, C. ORCID: 0000-0003-4153-4490view all authors (2021). Corporate financialization’s conservation and transformation: from Mark I to Mark II. Review of Evolutionary Political Economy, 2, pp. 431-457. doi: 10.1007/s43253-021-00045-4

Auvray, T. & Rabinovich, J. ORCID: 0000-0002-9175-0848 (2019). The financialisation–offshoring nexus and the capital accumulation of US non-financial firms. Cambridge Journal of Economics, 43(5), pp. 1183-1218. doi: 10.1093/cje/bey058

Aversa, P., Haefliger, S., Rossi, A. & Baden-Fuller, C.view all authors (2015). From Business Model to Business Modelling: Modularity and Manipulation. Business Models and Modelling, 33, pp. 151-185. doi: 10.1108/S0742-332220150000033022

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, 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, 101515. doi: 10.1016/j.jcorpfin.2019.101515

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Bacinello, A. R., Chen, A. & Millossovich, P. ORCID: 0000-0001-8269-7507 (2018). The impact of longevity and investment risk on a portfolio of life insurance liabilities. European Actuarial Journal, doi: 10.1007/s13385-018-0175-5

Bacinello, A. R., Chen, A., Sehner, T. & Millossovich, P. ORCID: 0000-0001-8269-7507view all authors (2021). On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk. Risks, 9(1), 20. doi: 10.3390/risks9010020

Bacinello, A. R., Millossovich, P. & Montealegre, A. (2014). The valuation of GMWB variable annuities under alternative fund distributions and policyholder behaviours. Scandiavian Actuarial Journal, 2016(5), pp. 446-465. doi: 10.1080/03461238.2014.954608

Bacon, N. ORCID: 0000-0002-1031-1246, Hoque, K. & Wright, M. (2019). Is job insecurity higher in leveraged buyouts?. British Journal of Industrial Relations, 57(3), pp. 479-512. doi: 10.1111/bjir.12447

Baden-Fuller, C., Ferriani, S., Mengoli, S. & Torlo, V. J.view all authors (2011). The Dark Side of Alternative Asset Markets: Networks, Performance and Risk Taking. SSRN.

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, 101882. doi: 10.1016/j.jcorpfin.2021.101882

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

Bahoo-Torodi, A. & Torrisi, S. (2022). When do spinouts benefit from market overlap with parent firms?. Journal of Business Venturing, 37(6), 106249. doi: 10.1016/j.jbusvent.2022.106249

Bai, Y., Girma, S. & Riaño, A. ORCID: 0000-0002-8824-4055 (2020). Corporate Acquisitions and Firm-level Uncertainty: Domestic versus Cross-Border Deals (20/09). London, UK: Department of Economics, City, University of London.

Baines, J. & Hager, S. B. ORCID: 0000-0002-1205-3623 (2021). Commodity Traders in a Storm: Financialization, Corporate Power and Ecological Crisis. Review of International Political Economy, 29(4), pp. 1053-1084. doi: 10.1080/09692290.2021.1872039

Baines, J. & Hager, S. B. ORCID: 0000-0002-1205-3623 (2022). Drilling Down: UK Oil and Gas Financial Performance. Common Wealth.

Baines, J. & Hager, S. B. ORCID: 0000-0002-1205-3623 (2020). Financial Crisis, Inequality, and Capitalist Diversity: A Critique of the Capital as Power Model of the Stock Market. New Political Economy, 25(1), pp. 122-139. doi: 10.1080/13563467.2018.1562434

Balabanis, G. & Siamagka, N.T. (2017). The Behavioural Effects of Consumer Ethnocentrism: The moderating role of product category, brand and country of origin. International Marketing Review, 34(2), pp. 166-182. doi: 10.1108/IMR-03-2015-0057

Balasuriya, J.W. (2012). An Empirical Analysis of Financial Optimism and Portfolio Choice. (Unpublished Doctoral thesis, City University London)

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 (2023). Once upon a time there was a magic formula. Wilmott Magazine, 2023(125), pp. 70-72.

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. (2004). Alternative framework for the fair valuation of participating life insurance contracts (Actuarial Research Paper No. 157). London, UK: Faculty of Actuarial Science & Insurance, City University London.

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, 121, pp. 72-73. doi: 10.1002/wilm.11051

Ballotta, L. (2009). Pricing and capital requirements for with profit contracts: modelling considerations. Quantitative Finance, 9(7), pp. 803-817. doi: 10.1080/14697680802452068

Ballotta, L. (2002). α-quantile option in a jump-diffusion economy. Financial Engineering, E-commerce and Supply Chain, 70, pp. 75-87. doi: 10.1007/978-1-4757-5226-7_5

Ballotta, L. & Bonfiglioli, E. (2016). Multivariate Asset Models Using Levy Processes and Applications. The European Journal of Finance, 22(13), 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(Pt 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, doi: 10.1080/14697688.2019.1687929

Ballotta, L., Esposito, G. & Haberman, S. (2006). The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements. Insurance: Mathematics and Economics, 39(3), pp. 356-375. doi: 10.1016/j.insmatheco.2006.04.004

Ballotta, L., Esposito, G. & Haberman, S. (2006). Modelling the fair value of annuities contracts: the impact of interest rate risk and mortality risk (Actuarial Research Paper No. 176). London, UK: Faculty of Actuarial Science & Insurance, City University London.

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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 (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

Biondi, Y. & Zhou, F. (2018). Interbank credit and the money manufacturing process: a systemic perspective on financial stability. Journal of Economic Interaction and Coordination, doi: 10.1007/s11403-018-0230-y

Bircan, Ç. & Saka, O. ORCID: 0000-0002-1822-1309 (2021). Lending Cycles and Real Outcomes: Costs of Political Misalignment. The Economic Journal, 131(639), pp. 2763-2796. doi: 10.1093/ej/ueab020

Bischofberger, S., Hiabu, M., Mammen, E. & Nielsen, J. P. ORCID: 0000-0002-2798-0817view all authors (2019). A comparison of in-sample forecasting methods. Computational Statistics and Data Analysis, 137, pp. 133-154. doi: 10.1016/j.csda.2019.02.009

Bjorkwall, S., Hossjer, O., Ohlsson, E. & Verrall, R. J.view all authors (2011). A generalized linear model with smoothing effects for claims reserving. Insurance: Mathematics and Economics, 49(1), pp. 27-37. doi: 10.1016/j.insmatheco.2011.01.012

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 (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. 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, 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), 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. (2016). Independent Review of Retirement Income Report: We Need a National Narrative: Building a Consensus around Retirement Income. UK: Independent Review of Retirement Income.

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, 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. (2019). Modelling Socio-Economic Differences in Mortality Using a New Affluence Index. ASTIN Bulletin - The Journal of the International Actuarial Association, 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), 217. doi: 10.3390/jrfm15050217

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 (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.

Blake, D. ORCID: 0000-0002-2453-2090, Blond, P., Cummings, C. , Hurman, N., McGee, F., Reeve, J., Schoenborn, A., Stockwell, M., Taylor, K. & Williams, P.view all authors (2010). Saving Britain: A White Paper on Rebuilding Britain’s Savings Culture. London, UK: Pensions Institute: Cass Business School.

Blake, D. & Boardman, T. (2013). Spend more today safely: Using behavioral economics to improve retirement expenditure decisions with SPEEDOMETER plans. Risk Management and Insurance Review, 17(1), pp. 83-112. doi: 10.1111/rmir.12007

Blake, D., Boardman, T. & Cairns, A. J. G. (2014). Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds. North American Actuarial Journal, 18(1), pp. 258-277. doi: 10.1080/10920277.2014.883229

Blake, D., Byrne, A. & Mannion, G. (2010). Pension Plan Decisions. Review of Behavioural Finance, 2(1), pp. 19-36. doi: 10.1108/19405979201000002

Blake, D. ORCID: 0000-0002-2453-2090, Cairns, A. & Dowd, K. (2004). Long-term Value at Risk. Journal of Risk Finance, 5(2), pp. 52-57. doi: 10.1108/eb022986

Blake, D. ORCID: 0000-0002-2453-2090, Cairns, A., Dowd, K. & Kessler, A.R.view all authors (2018). Still Living with Mortality: The Longevity Risk Transfer Market after One Decade (PI-1804). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090 & Cairns, A. J. G. (2021). Longevity Risk and Capital Markets: The 2019-20 Update. Insurance: Mathematics and Economics, 99, pp. 395-439. doi: 10.1016/j.insmatheco.2021.04.001

Blake, D., Cairns, A. J. G., Dowd, K. & Kessler, A.R.view all authors (2019). Still living with mortality: The longevity risk transfer market after one decade. British Actuarial Journal, 24, e1. doi: 10.1017/S1357321718000314

Blake, D., Cairns, A.J.G., Coughlan, G. D. , Dowd, K. & MacMinn, R.view all authors (2013). The New Life Market. Journal of Risk and Insurance, 80(3), pp. 501-558. doi: 10.1111/j.1539-6975.2012.01514.x

Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Tonks, I. (2010). Ending Compulsory Annuitisation: Quantifying the Consequences. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Tonks, I. (2010). Ending Compulsory Annuitisation: What are the Consequences?. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Wright, I. D. (2019). Quantifying Loss Aversion: Evidence from a UK Population Survey (PI-1912). London, UK: Pensions Institute.

Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I.view all authors (2014). Improved inference in the evaluation of mutual fund performance using panel bootstrap methods. Journal of Econometrics, 183(2), pp. 202-210. doi: 10.1016/j.jeconom.2014.05.010

Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I.view all authors (2017). New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods (PI - 1404). London, UK: Pension Institute, ISSN 1367 - 580X.

Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I.view all authors (2017). New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods. Journal of Financial and Quantitative Analysis, 52(3), pp. 1279-1299. doi: 10.1017/S0022109017000229

Blake, D., Courbage, C., MacMinn, R. & Sherris, M.view all authors (2011). Longevity Risk and Capital Markets: The 2010-2011 Update. The Geneva Papers On Risk And Insurance: Issues And Practice, 36(4), doi: 10.1057/gpp.2011.27

Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L.view all authors (2020). Grouping Individual Investment Preferences in Retirement Savings: A Cluster Analysis of a USS Members Risk Attitude Survey (PI-2003). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L.view all authors (2020). One size fits all: How many default funds does a pension scheme need?. London, UK: Pensions Institute.

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), 101042. doi: 10.1016/j.bar.2021.101042

Blake, D. ORCID: 0000-0002-2453-2090 & Haig, A. (2014). How do savers think about and respond to risk? Evidence from a population survey and lessons for the investment industry. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

Blake, D. ORCID: 0000-0002-2453-2090 & Harrison, D. (2012). An Evaluation of Investment Governance in London Local Government Pension Schemes: A Discussion Paper for Stakeholders to the London Funds. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Blake, D. ORCID: 0000-0002-2453-2090 & Hudson, R. (2000). Improving Security and Flexibility in Retirement: Full Technical Report. London, UK: Retirement Income Working Party.

Blake, D. & Hunt, A. (2016). Basis Risk and Pension Schemes: A Relative Modelling Approach (PI-1601). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090, Kallestrup-Lamb, M., Kjaergaard, S. & Rosenkjold, C.view all authors (2020). Insight into Stagnating Life Expectancy: Analysing Cause of Death Patterns across Socio-economic Groups (PI-2001). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090 & Kearns, H. (2022). Looking into longevity: Q & A with Professor David Blake. London, UK: Insight Investment.

Blake, D. ORCID: 0000-0002-2453-2090, Khorasanee, Z., Pickles, J. & Tyrrall, D.view all authors (2008). An unreal number: how company pension accounting fosters an illusion of certainty. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

Blake, D. & MacMinn, R. (2021). Longevity Risk and Capital Markets: The 2016-17 Update. North American Actuarial Journal, 25(Sup 1), S1-S6. doi: 10.1080/10920277.2019.1652101

Blake, D. ORCID: 0000-0002-2453-2090, MacMinn, R., Tsai, J. C. & Wang, J.view all authors (2021). L13: Longevity Risk and Capital Markets: The 2017-18 Update. North American Actuarial Journal, 25(Sup 1), S280-S308. doi: 10.1080/10920277.2019.1644469

Blake, D. & Morales, M. (2017). Longevity Risk and Capital Markets: The 2014-15 Update. Journal Of Risk And Insurance, 84, pp. 279-297. doi: 10.1111/jori.12213

Blake, D. ORCID: 0000-0002-2453-2090 & Orszag, J. M. (1998). The Simple Economics of Funded and Unfunded Pension Systems (PI-9802). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090 & Orszag, JM (1997). Portability and Preservation of Pension Rights in the UK. London, UK: UK Office of Fair Trading.

Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2008). Apocalyptic Demography? Putting Longevity Risk in Perspective. CIMA; Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2021). Mental Time Travel and Retirement Savings. Journal of Risk and Financial Management, 14, 581. doi: 10.3390/jrfm14120581

Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2022). Mental time travel and the valuation of financial investments. Review of Behavioral Finance, 14(3), pp. 327-344. doi: 10.1108/RBF-06-2020-0133

Blake, D., Rossi, A., Timmermann, T. , Tonks, I. & Wermers, R.view all authors (2015). Decentralization in Pension Fund Management. Journal of Investment Management, 13(3),

Blake, D., Rossi, A.G., Timmermann, A. , Tonks, I. & Wermers, R.view all authors (2013). Decentralized Investment Management: Evidence from the Pension Fund Industry. Journal of Finance, 68(3), pp. 1133-1178. doi: 10.1111/jofi.12024

Blake, D. ORCID: 0000-0002-2453-2090 & Roy, M. (2018). Bringing Black Box Thinking to the Pensions Industry. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

Blake, D. & Turner, J.A. (2014). Longevity Insurance Annuities. Benefits Quarterly, 30(1), pp. 39-47.

Blake, D., Wright, I. D. & Zhang, Y. (2014). Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners. Journal of Economic Dynamics and Control, 38(1), pp. 105-124. doi: 10.1016/j.jedc.2013.11.001

Blake, D., Wright, I. D. & Zhang, Y. (2008). Optimal funding and investment strategies in defined contribution pension plans under Epstein-Zin utility (Actuarial Research Paper No. 186). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Blake, D., Wright, I. D. & Zhang, Y. (2013). Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion. Journal of Economic Dynamics and Control, 37(1), pp. 195-209. doi: 10.1016/j.jedc.2012.08.001

Blouin, J., Fich, E. M., Rice, E. & Tran, A. ORCID: 0000-0001-7090-8063view all authors (2021). Corporate Tax Cuts, Merger Activity, and Shareholder Wealth. Journal of Accounting and Economics, 71(1), 101315. doi: 10.1016/j.jacceco.2020.101315

Blyth, W., Bunn, D., Chronopoulos, M. & Munoz, J.view all authors (2016). Systematic analysis of the evolution of electricity and carbon markets under deep decarbonization. Journal of Energy Markets, 9(3), pp. 59-94. doi: 10.21314/JEM.2016.150

Boado-Penas, C., Godínez-Olivares, H., Haberman, S. ORCID: 0000-0003-2269-9759 & Serrano, P.view all authors (2020). Automatic Balancing Mechanisms for Mixed Pension Systems under Different Investment Strategies. European Journal of Finance, 26(2-3), pp. 277-294. doi: 10.1080/1351847X.2019.1647260

Boffelli, S., Novotny, J. & Urga, G. (2020). A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets. Journal of Financial Econometrics, nbaa039. doi: 10.1093/jjfinec/nbaa039

Boffelli, S. & Urga, G. (2015). Macroannouncements, Bond Auctions and Rating Actions in the European Government Bond Spreads. Journal of International Money and Finance, 53, pp. 148-173. doi: 10.1016/j.jimonfin.2015.01.004

Bonizzi, B., Churchill, J. & Dutta, S. J. ORCID: 0000-0002-6465-4279 (2023). Undefined Benefit: Fixing the UK Pensions System. London, UK: Common Wealth.

Boonen, T. J., Tsanakas, A. & Wuethrich, M. V. (2017). Capital allocation for portfolios with non-linear risk aggregation. Insurance: Mathematics and Economics, 72, pp. 95-106. doi: 10.1016/j.insmatheco.2016.11.003

Booth, P. M. (2010). UK State Pension Reform in a Public Choice Framework (Actuarial Research Paper No. 194). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Booth, P. M. (1997). The analysis of actuarial investment risk (Actuarial Research Paper No. 93). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Booth, P. M. & Cooper, D. R. (2000). The tax treatment of pensions (Actuarial Research Paper No. 122). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Booth, P. M. & Walsh, D. (1998). The application of financial theory to the pricing of upward only rent reviews (Actuarial Research Paper No. 117). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Booth, P. M. & Yakoubov, Y. H. (1998). Investment policy for defined contribution pension scheme members close to retirement (Actuarial Research Paper No. 110). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Booth, P.M. (2004). The analysis of real estate in a finance and actuarial framework. (Unpublished Doctoral thesis, City University London)

Borghi, R. W. (2018). Essays on liquidity commonality in equity markets. (Unpublished Doctoral thesis, City, University of London)

Boubaker, S., Derouiche, I. & Lasfer, M. (2015). Geographic Location, Excess Control Rights, and Cash Holdings. International Review of Financial Analysis, 42, pp. 24-37. doi: 10.1016/j.irfa.2014.07.008

Boutin, X., Cestone, G., Fumagalli, C. , Pica, G. & Serrano-Velarde, N.view all authors (2013). The deep-pocket effect of internal capital markets. Journal of Financial Economics, 109(1), pp. 122-145. doi: 10.1016/j.jfineco.2013.02.003

Bouye, E. (2003). Some applications of copulae to finance. (Unpublished Doctoral thesis, City University London)

Boyer, M. M. & Owadally, I. (2015). Underwriting Apophenia and Cryptids: Are Cycles Statistical Figments of our Imagination?. The Geneva Papers on Risk and Insurance - Issues and Practice, 40(2), pp. 232-255. doi: 10.1057/gpp.2014.12

Bozcuk, A. & Lasfer, M. (2005). The information content of institutional trades on the London Stock Exchange. Journal of Financial and Quantitative Analysis, 40(3), pp. 621-644. doi: 10.1017/S0022109000001897

Braberman, D. (2007). The impact of macro news on the term structure of interest rates. (Unpublished Doctoral thesis, City, University of London)

Braun, B., Krampf, A. & Murau, S. ORCID: 0000-0002-3460-0026 (2020). Financial globalization as positive integration: monetary technocrats and the Eurodollar market in the 1970s. Review of International Political Economy, doi: 10.1080/09692290.2020.1740291

Breton, G. (1993). UK investment analyst reaction to window dressing of financial statements: a laboratory experiment. (Unpublished Doctoral thesis, City University London)

Britten-Jones, M., Neuberger, A. & Nolte, I. (2011). Improved Inference in Regression with Overlapping Observations. Journal of Business Finance & Accounting, 38(5-6), pp. 657-683. doi: 10.1111/j.1468-5957.2011.02244.x

Brown, D. L. (1991). The evaluation of new business development projects in commercial banks. (Unpublished Doctoral thesis, City, University of London)

Bruche, M. (2011). Creditor coordination, liquidation timing, and debt valuation. Journal of Financial and Quantitative Analysis, 46(5), pp. 1407-1436. doi: 10.1017/S0022109011000330

Bruche, M. & Gonzalez-Aguado, C. (2010). Recovery rates, default probabilities, and the credit cycle. Journal of Banking & Finance, 34(4), pp. 754-764. doi: 10.1016/j.jbankfin.2009.04.009

Bruche, M. & Llobet, G (2013). Preventing Zombie Lending. The Review of Financial Studies, doi: 10.1093/rfs/hht064

Bruche, M. & Naqvi, H. (2010). A structural model of debt pricing with creditor-determined liquidation. Journal of Economic Dynamics and Control, 34(5), pp. 951-967. doi: 10.1016/j.jedc.2010.01.005

Bruche, M. & Segura, A. (2017). Debt Maturity and the Liquidity of Secondary Debt Markets. Journal of Financial Economics, 124(3), pp. 599-613. doi: 10.1016/j.jfineco.2017.04.002

Bruche, M. & Suarez, J. (2010). Deposit insurance and money market freezes. Journal of Monetary Economics, 57(1), pp. 45-61. doi: 10.1016/j.jmoneco.2009.11.007

Brun-Aguerre, R., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Greenwood-Nimmo, M. (2016). Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through into Import Prices. Journal of the Royal Statistical Society Series A: Statistics in Society, doi: 10.1111/rssa.12213

Brun-Aguerre, R., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Phylaktis, K. (2012). Exchange rate pass-through into import prices revisited: What drives it?. Journal of International Money and Finance, 31(4), pp. 818-844. doi: 10.1016/j.jimonfin.2012.01.009

Brunovsky, P., Černý, A. & Komadel, J. (2018). Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions. European Journal of Operational Research, 264(3), pp. 1159-1171. doi: 10.1016/j.ejor.2017.07.054

Brunovsky, P., Černý, A. & Winkler, M. (2017). Erratum to: A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics. Applied Mathematics and Optimization, 75(1), p. 149. doi: 10.1007/s00245-016-9398-5

Bruyland, E., Lasfer, M. ORCID: 0000-0003-2338-672X, De Maeseneire, W. & Song, W.view all authors (2019). The Performance of Acquisitions by High Default Risk Bidders. Journal of Banking and Finance, 101, pp. 37-58. doi: 10.1016/j.jbankfin.2019.01.019

Bryce, C. ORCID: 0000-0002-9856-7851, Dadoukis, A., Hall, M. , Nguyen, L. & Simper, R.view all authors (2015). An analysis of loan loss provisioning behaviour in Vietnamese banking. Finance Research Letters, 14, pp. 69-75. doi: 10.1016/j.frl.2015.05.014

Bräutigam, M., Guillén, M. & Nielsen, J. P. (2017). Facing Up to Longevity with Old Actuarial Methods: A Comparison of Pooled Funds and Income Tontines. Geneva Papers on Risk and Insurance: Issues and Practice, 42(3), pp. 406-422. doi: 10.1057/s41288-017-0056-1

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, 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, doi: 10.1093/jjfinec/nbz025

Buccheri, G., Corsi, F. ORCID: 0000-0003-2683-4479 & Peluso, S. (2021). High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model. Journal of Business & Economic Statistics, 39(3), pp. 605-621. doi: 10.1080/07350015.2019.1697699

Buchuk, D., Larrain, B., Prem, M. & Urzúa, F. ORCID: 0000-0003-4681-7684view all authors (2019). How Do Internal Capital Markets Work? Evidence from the Great Recession. Review of Finance, doi: 10.1093/rof/rfz022

Budd, C. H. (2002). The Emergence of 'Auditorial Central Banking' : An Enquiry into the Relation Between Central Banking and the Financial Markets Since the End of Bretton Woods, With Particular Reference to the Bank Of England. (Unpublished Doctoral thesis, City, University of London)

Bussiere, M. & Phylaktis, K. (2016). Emerging markets finance: Issues of international capital flows - Overview of the special issue. Journal of International Money and Finance, 60, pp. 1-7. doi: 10.1016/j.jimonfin.2015.09.007

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