A

Abbassi, P., Iyer, R., Peydró, J.L. and Tous, F.R. (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. and Schreier, M. (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 and Deichmann, D. Does Crowdsourcing Need a Cash Prize to Work?. Harvard Business Review,

Accominotti, O., Cen, J., Chambers, D. and Marsh, I. W. ORCID: 0000-0002-0483-8658 (2019). Currency regimes and the carry trade. Journal of Financial and Quantitative Analysis, 54(5), pp. 2233-2260. doi: 10.1017/S002210901900019X

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

Acosta, P. and 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 (Unpublished Doctoral thesis, City University London)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. and 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 (Unpublished Doctoral thesis, City University London)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. and Phylaktis, K. ORCID: 0000-0001-9392-1682 (2020). Economic Integration and the Currency and Equity Markets Nexus. International Journal of Finance and Economics, doi: 10.1002/ijfe.2065

Aggarwal, A., Beck, M. B., Cann, M., Ford, T., Georgescu, D., Morjaria, N., Smith, A., Taylor, Y., Tsanakas, A., Witts, L. and Ye, I. (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. and Thomas, S. (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. and 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. and 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

Aksoy, Y. and 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. and 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

Albanis, G.T. (2001). Financial prediction using non linear classification techniques. (Unpublished Doctoral thesis, City University London)

Albuquerque, R. and 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. and Urzúa, F. ORCID: 0000-0003-4681-7684 (2020). Privatization and business groups: Evidence from the Chicago Boys in Chile. Explorations in Economic History, 101355.. doi: 10.1016/j.eeh.2020.101355

Alexeev, V., Urga, G. and 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 and Kapar, B. (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 and Majewski, A. A. (2019). A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing. Journal of Financial Econometrics, doi: 10.1093/jjfinec/nbz001

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

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. and 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. and 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 and Falvey, R. (2021). Financial System Architecture and the Patterns of International Trade. European Economic Review, 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. and Fuertes, A. (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. and 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. and 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 and Tsionas, M. G. (2019). Product Durability and Exchange Rate Exposure in International Triopolies (19/16). London, UK: Department of Economics, City, University of London.

Andrikopoulos, A., Dassiou, X. ORCID: 0000-0001-5535-7793 and 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. and 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. and Staikouras, S. (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

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

Appadu, N., Faelten, A., Moeller, S. and Vitkova, V. (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. and Murphy, A. (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. and 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. and Sarkisyan, A. (2021). Gender diversity and bank misconduct. Journal of Corporate Finance(101834), doi: 10.1016/j.jcorpfin.2020.101834

Arping, S. and 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. and Haberman, S. (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. and 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. and Chong, W. F. (2021). Risk Sharing with Multiple Indemnity Environments. European Journal of Operational Research, doi: 10.1016/j.ejor.2021.03.012

Asimit, A.V. ORCID: 0000-0002-7706-0066, Cheung, K. C., Chong, W. F. and Hu, J. (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. and 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. and Vernic, R. (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. and Kim, E. (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. and Peng, L. (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. and 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. and 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. and 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. and 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. and 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. and 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. and Yu, A. (2019). An efficient approach to quantile capital allocation and sensitivity analysis. Mathematical Finance,

Asteriou, D., Masatci, K. and 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 and 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 and 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

Audzeyeva, A. and Fuertes, A. 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

Aversa, P., Haefliger, S., Rossi, A. and Baden-Fuller, C. (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 and Cucinelli, D. (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. and Quinn, B. (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 and Hoseini, M. (2019). Finance, Law and Poverty: Evidence from India. Journal of Corporate Finance, 101515.. doi: 10.1016/j.jcorpfin.2019.101515

B

Bacinello, A. R., Chen, A. and 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. and Millossovich, P. ORCID: 0000-0001-8269-7507 (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. and 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. and 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. and Torlo, V. J. (2011). The Dark Side of Alternative Asset Markets: Networks, Performance and Risk Taking. SSRN.

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

Bai, Y., Girma, S. and 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. and 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, doi: 10.1080/09692290.2021.1872039

Baines, J. and 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. and 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. and 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. (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. (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. (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. and 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. and 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. and Rayée, G. (2015). Quanto Implied Correlation in a Multi-Lévy Framework. London: SSRN.

Ballotta, L. ORCID: 0000-0002-2059-6281, Eberlein, E., Schmidt, T. and Zeineddine, R. (2019). Variable annuities in a Lévy-based hybrid model with surrender risk. Quantitative Finance, doi: 10.1080/14697688.2019.1687929

Ballotta, L., Esposito, G. and 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. and 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.

Ballotta, L. ORCID: 0000-0002-2059-6281 and 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 and 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, Loregian, A. and Perez, M. F. (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 and 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 and 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. and 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. and Haberman, S. (2009). Investment Strategies and Risk Management for Participating Life Insurance Contracts. London: SSRN.

Ballotta, L. and Haberman, S. (2003). Pricing of guaranteed annuity conversion options.. INSURANCE MATHEMATICS & ECONOMICS, 33(1), pp. 87-108.

Ballotta, L. and Haberman, S. (2003). Valuation of guaranteed annuity conversion options. Insurance: Mathematics and Economics, 33(1), pp. 87-108. doi: 10.1016/S0167-6687(03)00146-X

Ballotta, L. and Haberman, S. (2006). The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case. Insurance: Mathematics and Economics, 38(1), pp. 195-214. doi: 10.1016/j.insmatheco.2005.10.002

Ballotta, L., Haberman, S. and 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. and Kyprianou, A.E. (2000). A note on α-quantile option (Actuarial Research Paper No. 128). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Ballotta, L. and Kyriakou, I. (2014). Convertible bond valuation in a jump diffusion setting with stochastic interest rates. Quantitative Finance, doi: 10.1080/14697688.2014.935464

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

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

Baltagi, B. H., Kao, C. and 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

Banerjee, S. B. and Jackson, L. (2017). Microfinance and the business of poverty reduction: Critical perspectives from rural Bangladesh. Human Relations, 70(1), pp. 63-91. doi: 10.1177/0018726716640865

Banti, C. and 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. and 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)

Bar-Yoseph, Benjamin A. (1997). Ideology, culture change, and mnagement patterns in the Israeli Kibbutz. (Unpublished Doctoral thesis, City University London)

Barakat, A., Ashby, S., Fenn, P. and Bryce, C. ORCID: 0000-0002-9856-7851 (2018). Operational Risk and Reputation in Financial Institutions: Does Media Tone Make a Difference?. Journal of Banking and Finance, 98, pp. 1-24. doi: 10.1016/j.jbankfin.2018.10.007

Barrios, A., De Valck, K., Shultz, C., Sibai, O., Husemann, K. C., Maxwell-Smith, M. and Luedicke, M. K. (2016). Marketing as a means to transformative social conflict resolution: lessons from transitioning war economies and the Colombian coffee marketing system. Journal of Public Policy and Marketing, doi: 10.1509/jppm.15.151

Bartl, M. and Krummaker, S. ORCID: 0000-0003-2471-8175 (2020). Prediction of claims in export credit finance: a comparison of four machine learning techniques. Risks, 8(1), 22.. doi: 10.3390/risks8010022

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. and Zarkesh, F. (2000). Variance rationality: a direct test. In: Gardes, F. and Prat, G. (Eds.), Price Expectations in Goods and Financial Markets. (pp. 156-271). London and New York: Edward Elgar. ISBN 978 1 84064 322 0

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

Bathia, D., Bredin, D. and 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. and 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. and 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, doi: 10.2308/ajpt-51898

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

Beck, T. (2015). Cross-border banking and financial deepening: The African experience. Journal of African Economies, 24(Sup 1), 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. (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. and Behr, P. (2017). Individual versus Village Lending: Evidence from Montenegro. Review of Development Economics, doi: 10.1111/rode.12308

Beck, T., Behr, P. and 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. and 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. and Song, F. M. (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. and 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. and 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. and 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. and Van Horen, N. (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. and 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. and Levine, R. (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. and 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. and 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. ORCID: 0000-0001-8382-2066 and Gambacorta, L. (2019). New evidence on the effectiveness of macroprudential policies. Journal of Financial Intermediation, doi: 10.1016/j.jfi.2019.100834

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

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

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

Beck, T. ORCID: 0000-0001-8382-2066, Silva, A. and 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. and Wagner, W. (2016). Supranational Supervision - How Much and for Whom?. International Journal of Central Banking, 12(2), pp. 221-268.

Beckmann, J., Czudaj, R. and Pilbeam, K. (2015). Causality and volatility patterns between gold prices and exchange rates. The North American Journal of Economics and Finance, 34, pp. 292-300. doi: 10.1016/j.najef.2015.09.015

Bednarek, R., Burke, G., Jarzabkowski, P. and Smets, M. (2016). Dynamic Client Portfolios as Sources of Ambidexterity: Exploration and Exploitation Within and Across Client Relationships. Long Range Planning, 49(3), pp. 324-341. doi: 10.1016/j.lrp.2015.12.003

Bell, R. G., Filatotchev, I. and Rasheed, A. A. (2012). The liability of foreignness in capital markets: Sources and remedies. Journal of International Business Studies, 43(2), pp. 107-122. doi: 10.1057/jibs.2011.55

Bellavitis, C., Filatotchev, I., Kamuriwo, D. S. and Vanacker, T. (2017). Entrepreneurial finance: new frontiers of research and practice: Editorial for the special issue Embracing entrepreneurial funding innovations. Venture Capital, 19(1-2), pp. 1-16. doi: 10.1080/13691066.2016.1259733

Bellavitis, C., Filatotchev, I. and Souitaris, V. (2016). The Impact of Investment Networks on Venture Capital Firm Performance: A Contingency Framework. British Journal of Management, doi: 10.1111/1467-8551.12162

Bellavitis, C., Hommel, U. and Kamuriwo, D. S. (2019). Mitigation of Moral Hazard and Adverse Selection in Venture Capital Financing: The Influence of the Country’s Institutional Setting. Journal of Small Business Management, 57(4), pp. 1328-1349. doi: 10.1111/jsbm.12391

Belvisi, M, Pianeti, R and 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

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

Bengtsson, E. (2013). Fund Management and Systemic Risk - Lessons from the Global Financial Crisis (2013-06). London, UK: City Political Economy Research Centre (CITYPERC) Working Papers, Department of International Politics, City University London.

Bennouri, M. and 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. and 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. and 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.

Benton, A. L. (2013). Partisan policy promises and sector-specific stock-market performance: evidence from Mexico's 2006 presidential campaign. Business and Politics, 15(2), pp. 187-215. doi: 10.1515/bap-2012-0037

Benton, A. L. (2017). Violent Crime and Capital Market Punishment: How Violent Crime Affects the Supply of Debt to Municipal Mexico. Studies in Comparative International Development, 52(4), pp. 483-509. doi: 10.1007/s12116-017-9256-8

Benton, A. L. ORCID: 0000-0002-2685-4114 and Phillips, A. (2020). Does the @realDonaldTrump Really Matter to Financial Markets?. American Journal of Political Science, 64(1), pp. 169-190. doi: 10.1111/ajps.12491

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

Bergamelli, M., Bianchi, A., Khalaf, L. and Urga, G. (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. and Urga, G. (2015). MAXIMUM NON-EXTENSIVE ENTROPY BLOCK BOOTSTRAP FOR NON-STATIONARY PROCESSES. L'Actualité Economique, 91(1-2), pp. 115-139.

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. and 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

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. and Tonks, I. (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. and Tonks, I. (2014). Why Does Mutual Fund Performance Not Persist? The impact and interaction of fund flows and manager changes (PI-1009). London, UK: Pensions Institute.

Beunza, D. ORCID: 0000-0003-0164-7095 (2018). Noise: Living and Trading in Electronic Finance. Contemporary Sociology, 47(6), pp. 744-746. doi: 10.1177/0094306118805422kk

Beverungen, A., Hoedemaekers, C. and Veldman, J. (2014). Charity and finance in the university. Critical Perspectives on Accounting, 25(1), pp. 58-66. doi: 10.1016/j.cpa.2012.10.005

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

Biagini, S. and 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. and 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. and Mariotti, T. (2009). Credit, wages, and bankruptcy laws. Journal of the European Economic Association, 7(5), pp. 939-973. doi: 10.1162/JEEA.2009.7.5.939

Biais, B., Mariotti, T., Rochet, J.C. and Villeneuve, S. (2010). Large risks, limited liability, and dynamic moral hazard. Econometrica, 78(1), pp. 73-118. doi: 10.3982/ECTA7261

Biffis, E. and 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. and 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. and 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

Biffis, E. and Denuit, M. (2005). Lee-Carter goes risk-neutral: an application to the Italian annuity market (Actuarial Research Paper No. 166). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Bignozzi, V. and Tsanakas, A. (2016). Parameter uncertainty and residual estimation risk. Journal of Risk and Insurance, 83(4), pp. 949-978. doi: 10.1111/jori.12075

Bignozzi, Valeria (2012). Contributions to solvency risk measurement. (Unpublished Doctoral thesis, City University London)

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, Cumming, D, Hass, L., Stathopoulos, K. and Walker, M. (2018). Strategic distortions in analyst forecasts in the presence of short-term institutional investors. Accounting and Business Research, doi: 10.1080/00014788.2018.1510303

Bilinski, P., Liu, W. and 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 and Lyssimachou, D. (2018). Dividend Guidance to Manage Analyst Dividend Expectations. International Review of Financial Analysis, doi: 10.1016/j.irfa.2018.08.013

Bilinski, P. and 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 and Michael, E. (2018). Analyst Revenue Forecast Reporting and the Quality of Revenues and Expenses. Journal of Business Finance and Accounting, doi: 10.1111/jbfa.12355

Bilinski, P. and 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. and 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

Biondi, Y. and 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

Bischofberger, S., Hiabu, M., Mammen, E. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (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. and Verrall, R. J. (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 (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. ISBN 978-0-9935615-1-1

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. ISBN 978-0-9935615-1-1

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. ISBN 978-0-9935615-1-1

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. ISBN 978-0-9935615-1-1

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. ISBN 978-0-9935615-1-1

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. ISBN 978-0-9935615-1-1

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. ISBN 978-0-9935615-1-1

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 (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. (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 (2020). The UK is the Eurozone's Dumping Ground. City, University of London.

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. and Williams, P. (2010). Saving Britain: A White Paper on Rebuilding Britain’s Savings Culture. London, UK: Pensions Institute: Cass Business School.

Blake, D. and 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. and 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. and 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. and Kessler, A.R. (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 and 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. and Kessler, A.R. (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. and MacMinn, R. (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. and 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. and 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. and 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. and Tonks, I. (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. and Tonks, I. (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. and Tonks, I. (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. and Sherris, M. (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. and MacPhee, L. (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. and MacPhee, L. (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 and 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 and 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 and Hudson, R. (2000). Improving Security and Flexibility in Retirement: Full Technical Report. London, UK: Retirement Income Working Party.

Blake, D. and 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. and Rosenkjold, C. (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, Khorasanee, Z., Pickles, J. and Tyrrall, D. (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. and 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. and Wang, J. (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. and 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 and 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 and 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 and Pickles, J. (2008). Apocalyptic Demography? Putting Longevity Risk in Perspective. CIMA; Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090 and Pickles, J. (2021). Mental time travel and the valuation of financial investments. Review of Behavioral Finance, doi: 10.1108/RBF-06-2020-0133

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

Blake, D., Rossi, A.G., Timmermann, A., Tonks, I. and Wermers, R. (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 and Roy, M. (2018). Bringing Black Box Thinking to the Pensions Industry. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

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

Blake, D., Wright, I. D. and 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. and 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. and 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. and Tran, A. ORCID: 0000-0001-7090-8063 (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. and Munoz, J. (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 and Serrano, P. (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. and 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. and 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

Boonen, T. J., Tsanakas, A. and 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. and 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. and 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. and 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. and 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. and Serrano-Velarde, N. (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. and 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. and 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

Braun, B., Krampf, A. and 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. and 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

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

Bruche, M. and 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. and 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. and 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. and 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. and 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. and 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. and 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. and Song, W. (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. and Simper, R. (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. and 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 and Lillo, F. (2019). Comment on: Price Discovery in High Resolution. Journal of Financial Econometrics, doi: 10.1093/jjfinec/nbz008

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

Buccheri, G., Corsi, F. ORCID: 0000-0003-2683-4479 and Peluso, S. (2020). 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. and Urzúa, F. ORCID: 0000-0003-4681-7684 (2019). How Do Internal Capital Markets Work? Evidence from the Great Recession. Review of Finance, doi: 10.1093/rof/rfz022

Bussiere, M. and 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

Butt, Z. and Haberman, S. (2002). Application of frality-based mortality models to insurance data (Actuarial Research Paper No. 142). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Butt, Z. and Haberman, S. (2010). A comparative study of parametric mortality projection models (Actuarial Research Paper No. 196). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Butt, Z. and Haberman, S. (2009). llc: a collection of R functions for fitting a class of Lee-Carter mortality models using iterative fitting algorithms (Actuarial Research Paper No. 190). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Butt, Z., Haberman, S., Verrall, R. J. and Wass, V. (2008). Calculating compensation for loss of future earnings: estimating and using work life expectancy. Journal of the Royal Statistical Society: Series A (Statistics in Society), 171(4), pp. 763-805. doi: 10.1111/j.1467-985X.2007.00539.x

Byrne, A., Harrison, D. and Blake, D. ORCID: 0000-0002-2453-2090 (2007). Dealing With the Reluctant Investor: Innovation and governance in DC pension investment. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Byrne, P., Jackson, C. and Lee, S. (2013). Bias or rationality? The case of UK commercial real estate investment. Journal of European Real Estate Research, 6(1), pp. 6-33. doi: 10.1108/17539261311312960

C

Cairns, A. J. G., Dowd, K., Blake, D. and Coughlan, G. D. (2014). Longevity hedge effectiveness: A decomposition. Quantitative Finance, 14(2), pp. 217-235. doi: 10.1080/14697688.2012.748986

Cairns, A.J.G., Blake, D., Dowd, K. and Kessler, A.R. (2016). Phantoms never die: Living with unreliable population data. Journal of the Royal Statistical Society. Series A: Statistics in Society, 179(4), pp. 975-1005. doi: 10.1111/rssa.12159

Cajigas, J.P. (2007). A multivariate GARCH model for the non-normal behaviour of financial assets. (Unpublished Doctoral thesis, City University London)

Calcagno, R. and Falconieri, S. (2014). Competition and the Dynamics of Takeover Contests. Journal of Corporate Finance, 26, pp. 36-56. doi: 10.1016/j.jcorpfin.2014.02.003

Caldana, R., Cheang, G.H.L., Chiarella, C. and Fusai, G. (2015). Correction: Exchange Option under Jump-diffusion Dynamics. Applied Mathematical Finance, 22(1), doi: 10.1080/1350486X.2014.937564

Caldana, R. and Fusai, G. (2013). A general closed-form spread option pricing formula. Journal of Banking & Finance, 37(12), pp. 4893-4906. doi: 10.1016/j.jbankfin.2013.08.016

Caldana, R., Fusai, G., Gnoatto, A. and Grasselli, M. (2016). General closed-form basket option pricing bounds. Quantitative Finance, 16(4), pp. 535-554. doi: 10.1080/14697688.2015.1073854

Cannon, E. (2016). Independent Review of Retirement Income: Consultation. UK: Independent Review of Retirement Income.

Cantore, C. M., Levine, P., Melina, G. and Yang, B. (2012). A fiscal stimulus with deep habits and optimal monetary policy. Economics Letters, 117(1), pp. 348-353. doi: 10.1016/j.econlet.2012.05.051

Carapeto, M., Moeller, S., Faelten, A., Vitkova, V. and Bortolotto, L. (2011). Distress classification measures in the banking sector. Risk governance and control: financial markets & institutions, 1(4), pp. 19-30.

Carapeto, M., Moeller, S., Faelten, A., Vitkova, V. and Bortolotto, L. (2010). Distress resolution strategies in the banking sector: Implications for global financial crises. International Finance Review, 11, pp. 335-360. doi: 10.1108/S1569-3767(2010)0000011015

Carletti, E., De Marco, F., Ioannidou, V. ORCID: 0000-0002-7996-2346 and Sette, E. (2020). Banks As Patient Lenders: Evidence from a Tax Reform (10.2139/ssrn.3362192). BAFFI CAREFIN Centre.

Carletti, E., De Marco, F., Ioannidou, V. ORCID: 0000-0002-7996-2346 and Sette, E. (2021). Banks as patient lenders: Evidence from a tax reform. Journal of Financial Economics, doi: 10.1016/j.jfineco.2020.07.021

Cartea, A., Payne, R., Penalva, J. and Tapia, M. (2018). Ultra-Fast Activity and Intraday Market Quality. Journal of Banking and Finance, doi: 10.1016/j.jbankfin.2018.12.003

Castagnetti, C., Rossi, E. and Trapani, L. (2015). Inference on factor structures in heterogeneous panels. Journal of Econometrics, 184(1), pp. 145-157. doi: 10.1016/j.jeconom.2014.08.004

Castelle, M., Millo, Y., Beunza, D. ORCID: 0000-0003-0164-7095 and Lubin, D. C. (2016). Where do electronic markets come from? Regulation and the transformation of financial exchanges. Economy and Society, 45(2), pp. 166-200. doi: 10.1080/03085147.2016.1213985

Casu, B. ORCID: 0000-0003-3586-328X (2019). Board Diversity Reforms: Do they Matter for EU Bank Performance?. European Financial Management, doi: 10.1111/eufm.12238

Casu, B., Dontis-Charitos, P., Staikouras, S. and Williams, J. (2016). Diversification, Size and Risk: the Case of Bank Acquisitions of Nonbank Financial Firms. European Financial Management, 22(2), pp. 235-275. doi: 10.1111/eufm.12061

Casu, B., Ferrari, A., Girardone, C. and Wilson, J. O. S. (2016). Integration, productivity and technological spillovers: Evidence for eurozone banking industries. European Journal of Operational Research, 255(3), pp. 971-983. doi: 10.1016/j.ejor.2016.06.007

Casu, B. and Sarkisyan, A. (2013). Retained Interests in Securitisations and Implications for Bank Solvency (ECB Working Paper No. 1538). European Central Bank, ISSN 1725-2806.

Casu, B. ORCID: 0000-0003-3586-328X, di Pietro, F. and Trujillo-Ponce, A. (2018). Liquidity Creation and Bank Capital. Journal of Financial Services Research, doi: 10.1007/s10693-018-0304-y

Cavezzali, Elisa (2012). Essays on sell-side analyst industry. (Unpublished Doctoral thesis, City University London)

Celik, L. ORCID: 0000-0002-7668-6358 and Anderson, S. (2020). Opaque Selling (10.2139/ssrn.3521450). .

Celik, L. ORCID: 0000-0002-7668-6358, Karabay, B. and McLaren, J. (2020). Fast-track authority: A hold-up interpretation. Journal of International Economics, 127, 103392.. doi: 10.1016/j.jinteco.2020.103392

Cen, Jiaming (2015). Essays on international finance. (Unpublished Doctoral thesis, City University London)

Cenedese, G., Payne, R., Sarno, L. and Valente, G. (2016). What Do Stock Markets Tell Us about Exchange Rates?. Review of Finance, 20(3), pp. 1045-1080. doi: 10.1093/rof/rfv032

Cenedese, G., Sarno, L. and Tsiakas, I. (2014). Foreign exchange risk and the predictability of carry trade returns. Journal of Banking & Finance, 42, pp. 302-313. doi: 10.1016/j.jbankfin.2014.01.040

Cespa, G. and Foucault, T. (2014). Illiquidity Contagion and Liquidity Crashes. Review of Financial Studies, 27(6), pp. 1615-1660. doi: 10.1093/rfs/hhu016

Cespa, G. and Foucault, T. (2014). Sale of price information by exchanges: Does it promote price discovery?. Management Science, 60(1), pp. 148-165. doi: 10.1287/mnsc.2013.1735

Cespa, G. ORCID: 0000-0003-2466-6168, Gargano, A., Riddiough, S. J. and Sarno, L. ORCID: 0000-0003-1279-9748 (2021). Foreign Exchange Volume (DP16128). London, UK: CEPR.

Cespa, G. ORCID: 0000-0003-2466-6168, Gargano, A., Sarno, L. and Riddiough, S. (2021). Foreign exchange volume. The Review of Financial Studies,

Cespa, G. and Vives, X. (2015). The Beauty Contest and Short-Term Trading. The Journal of Finance, 70(5), pp. 2099-2154. doi: 10.1111/jofi.12279

Cespa, G. and Vives, X. (2012). Dynamic trading and asset prices: Keynes vs. Hayek. Review of Economic Studies, 79(2), pp. 539-580. doi: 10.1093/restud/rdr040

Cespa, G. ORCID: 0000-0003-2466-6168 and Vives, X. (2021). Exchange Competition, Entry, and Welfare. The Review of Financial Studies,

Cestone, G. (2014). Venture Capital Meets Contract Theory: Risky Claims or Formal Control?. Review of Finance, 18(3), pp. 1097-1137. doi: 10.1093/rof/rft021

Chadburn, R. G. (1996). Use of parametric risk measure in assessing risk based capital and insolvency constraints for with profits life insurance (Actuarial Research Paper No. 83). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Chadburn, R. G. (1998). A genetic approach to the modelling of sickness rates, with application to life insurance risk classification (Actuarial Research Paper No. 111). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Chadburn, R. G. and Wright, I. D. (1999). The sensitivity of life office simulation outcomes to differences in asset model structure (Actuarial Research Paper No. 120). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Chakhlevitch, K. and Glass, C. (2008). Scheduling reentrant jobs on parallel machines with a remote server (Statistical Research Paper No. 30). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Chan, Ka Kei (2012). Theoretical essays on bank risk-taking and financial stability. (Unpublished Doctoral thesis, City University London)

Chen, A., Haberman, S. ORCID: 0000-0003-2269-9759 and Thomas, S. ORCID: 0000-0001-5438-4263 (2019). The implication of the hyperbolic discount model for annuitisation decisions. Journal of Pension Economics and Finance, doi: 10.1017/S1474747218000343

Chen, L. (2007). Price discovery in the foreign exchange market. (Unpublished Doctoral thesis, City University London)

Chen, R. and Millossovich, P. (2018). Sex-specific mortality forecasting for UK countries: a coherent approach. European Actuarial Journal, 8(1), pp. 69-95. doi: 10.1007/s13385-017-0164-0

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

Chen, Y. (2009). Essays on the Role of Informed Trading in Stock Markets. (Unpublished Doctoral thesis, City University London)

Chia, K.G. (1982). Merchant banks and corporate acquisitions. (Unpublished Doctoral thesis, City University London)

Chiaramonte, L. and Casu, B. (2012). The determinants of bank CDS spreads: Evidence from the financial crisis. The European Journal of Finance, 19(9), pp. 861-887. doi: 10.1080/1351847X.2011.636832

Chiarella, C., Iori, G. and Perello, J. (2008). The impact of heterogeneous trading rules on the limit order book and order flows. Journal Of Economic Dynamics & Control, 33(3), pp. 525-537. doi: 10.1016/j.jedc.2008.08.001

Childs, P.A. (1981). A study of industrial relations in the insurance industry. (Unpublished Doctoral thesis, City University London)

Cho, C. H., Huang, Z. ORCID: 0000-0003-2280-3149, Liu, S. and Yang, D. (2021). Contaminated Heart: Does Air Pollution Harm Business Ethics? Evidence from Earnings Manipulation. Journal of Business Ethics, doi: 10.1007/s10551-021-04762-y

Chowdhury, R. and Willmott, H. ORCID: 0000-0003-1321-7041 (2018). Microcredit, the corporatization of nongovernmental organizations, and academic activism: The example of Professor Anu Muhammad. Organization, doi: 10.1177/1350508418768002

Chronopoulos, M., Hagspiel, V. and Fleten, S-K. (2016). Stepwise Green Investment under Policy Uncertainty. Energy Journal, 37(4), pp. 87-108. doi: 10.5547/01956574.37.4.mchr

Chronopoulos, M., Hagspiel, V. and Fleten, S-K. (2017). Stepwise investment and capacity sizing under uncertainty. OR Spectrum, 39(2), pp. 447-472. doi: 10.1007/s00291-016-0460-0

Chronopoulos, M., Panaousis, E. and Grossklags, J. (2018). An Options Approach to Cybersecurity Investment. IEEE Access, 6, pp. 12175-12186. doi: 10.1109/ACCESS.2017.2773366

Chrystal, A. (2012). Debt and monetary policy: comments on Jagjit S Chadha, Luisa Corrado and Jack Meaning's paper "Reserves, liquidity and money: an assessment of balance sheet policies", and further thoughts. In: Are central bank balance sheets in Asia too large? BIS Papers No 66. . Bank for International Settlements.

Citron, D.B. (1995). Positive accounting theory and the study of corporate control: the role of loan covenants and the going concern qualification. (Unpublished Doctoral thesis, City University London)

Clare, A. (2017). The performance of long-serving fund managers. International Review of Financial Analysis, 52(2017), pp. 152-159. doi: 10.1016/j.irfa.2017.07.001

Clare, A. ORCID: 0000-0002-4180-6778 and Clare, M. (2019). An examination of ex ante fund performance: Identifying indicators of future performance. Journal of Asset Management, 20(3), pp. 175-195. doi: 10.1057/s41260-019-00118-4

Clare, A. ORCID: 0000-0002-4180-6778, Cuthbertson, K. ORCID: 0000-0003-2004-2630, Nitzsche, D. ORCID: 0000-0003-2441-1288 and O'Sullivan, N. (2021). How skilful are US fixed-income fund managers?. International Review of Financial Analysis, 74, 101673.. doi: 10.1016/j.irfa.2021.101673

Clare, A., Duygun, M., Gulamhussen, M. and Pozzolo, A. (2016). Bank business models, regulation, and the role of financial market participants in the global financial crisis. Journal of Banking and Finance, 72, S1-S5. doi: 10.1016/j.jbankfin.2016.10.007

Clare, A. ORCID: 0000-0002-4180-6778, Jang, C. and Owadally, I. ORCID: 0000-0002-0830-3554 (2021). Glide paths for a retirement plan with deferred annuities. Journal of Pension Economics and Finance,

Clare, A. and Motson, N. (2010). Do UK Retail Investors Buy at the Top and Sell at the Bottom?. London: Cass Business School, City University London.

Clare, A. and Motson, N. (2008). How Many Alternative Eggs Should You Put in Your Investment Basket?. London: Cass Business School, City University London.

Clare, A., Motson, N., Payne, R. and Thomas, S. (2014). Heads We Win, Tails You Lose. Why Don't More Fund Managers Offer Symmetric Performance Fees?. London: Cass Business School, City University, London.

Clare, A., Motson, N., Sapuric, S. and Todorovic, N. (2014). What impact does a change of fund manager have on mutual fund performance?. International Review of Financial Analysis, 35, pp. 167-177. doi: 10.1016/j.irfa.2014.08.005

Clare, A., Motson, N. and Thomas, S. (2013). An Evaluation of Alternative Equity Indices - Part 1: Heuristic and Optimised Weighting Schemes. London: SSRN.

Clare, A., O'Sullivan, N., Sherman, M. and Thomas, S. (2016). Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada. Research in International Business and Finance, 36, pp. 212-221. doi: 10.1016/j.ribaf.2015.09.011

Clare, A. ORCID: 0000-0002-4180-6778, O’Sullivan, N., Sherman, M. and Zhu, S. (2018). The Performance of US Bond Mutual Funds. International Review of Financial Analysis, doi: 10.1016/j.irfa.2018.12.001

Clare, A., Sapuric, S. and Todorovic, N. (2010). Quantitative or momentum-based multi-style rotation? UK experience. Journal of Asset Management, 10(6), pp. 370-381. doi: 10.1057/jam.2009.19

Clare, A., Seaton, J., Smith, P. N. and Thomas, S. (2014). Trend following, risk parity and momentum in commodity futures. International Review of Financial Analysis, 31, pp. 1-12. doi: 10.1016/j.irfa.2013.10.001

Clare, A., Seaton, J., Smith, P. N. and Thomas, S. (2016). The trend is our friend: Risk parity, momentum and trend following in global asset allocation. Journal of Behavioral and Experimental Finance, 9, pp. 63-80. doi: 10.1016/j.jbef.2016.01.002

Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. and Thomas, S. H. (2019). Can Sustainable Withdrawal Rates Be Enhanced by Trend Following?. International Journal of Finance and Economics, doi: 10.1002/ijfe.1774

Clayton, N. A. (2013). An overview on the inconsistencies of approach in regulating the capital position of banks: Will the United Kingdom step out of line with Europe?. Journal of Banking Regulation, 14, pp. 107-133. doi: 10.1057/jbr.2013.2

Cocco, J. F. and Volpin, P. (2013). Corporate pension plans as takeover deterrents. Journal of Financial and Quantitative Analysis, 48(4), pp. 1119-1144. doi: 10.1017/S0022109013000355

Cohen, Hertzel (1995). The audit of expert systems. (Unpublished Doctoral thesis, The City University Business School)

Colacito, R., Riddiough, S. J. and Sarno, L. ORCID: 0000-0003-1279-9748 (2020). Business Cycles and Currency Returns. Journal of Financial Economics, 137(3), pp. 659-678. doi: 10.1016/j.jfineco.2020.04.005

Collins, D. A. ORCID: 0000-0002-5517-6949 Book Review: A Guide to State Succession in International Investment Law, by Patrick Dumberry. Journal of International Banking Law and Regulation,

Collins, D. A. ORCID: 0000-0002-5517-6949 (2019). Book Review: Proportionality, Reasonableness and Standards of Review in International Investment Law and Arbitration. International Trade Law and Regulation, 25(1),

Collins, D. A. ORCID: 0000-0002-5517-6949 (2019). Book Review: The Impact of Investment Treaty Law on Host States by Malvuda Sattorova. International Trade Law and Regulation, 25(3), pp. 198-201.

Collins, D. A. ORCID: 0000-0002-5517-6949 (2020). Deploying WTO Trade Remedies to Combat the Eurozone’s Unfairness. Journal of International Banking Law and Regulation, 35(8), pp. 295-308.

Collins, D. A. ORCID: 0000-0002-5517-6949 (2021). Foreign Investment under the UK-EU Trade and Cooperation Agreement: Mitigating Punctuated Equilibrium in Legal Economic Dis-Integration. Manchester Journal of International Economic Law, 18(1), pp. 50-69.

Collins, D. A. ORCID: 0000-0002-5517-6949 (2019). Performance Requirements in International Investment Law. In: Chaisse, J., Choukroune, L. and Jusoh, S. (Eds.), Handbook of International Investment Law and Policy. . Singapore: Springer. ISBN 9789811336140

Collins, D. A. ORCID: 0000-0002-5517-6949 (2019). Public Participation in Environmental Impact Assessments for Foreign Investment Projects: A Canadian Perspective. In: Kent, A., De Brabandere, E. and Gazzini, T. (Eds.), Public Participation and Foreign Investment Law. . Brill.

Cooper, D. R. (2000). Security for the members of defined benefit pension schemes (Actuarial Research Paper No. 126). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Cooper, D. R. (1998). A re-appraisal of the revalued career average benefit design for occupational pension schemes (Actuarial Research Paper No. 107). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Cooper, G. (2015). Give us your ****ing money" A Critical Appraisal of TV and the Cash Nexus. In: Cooper, G. and Cottle, S. (Eds.), Humanitarianism, Communications and Change: 19 (Global Crises and the Media). (pp. 67-77). Peter Lang. ISBN 9781433125263

Corsaro, S., Kyriakou, I. ORCID: 0000-0001-9592-596X, Marazzina, D. and Marino, Z. (2019). A general framework for pricing Asian options under stochastic volatility on parallel architectures. European Journal of Operational Research, 272(3), pp. 1082-1095. doi: 10.1016/j.ejor.2018.07.017

Corsi, F., Lillo, F., Pirino, D. and Trapin, L. (2018). Measuring the propagation of financial distress with Granger-causality tail risk networks. Journal of Financial Stability, 38, pp. 18-36. doi: 10.1016/j.jfs.2018.06.003

Corte, P. D., Sarno, L. and Sestieri, G. (2012). The predictive information content of external imbalances for exchange rate returns: How much is it worth?. Review of Economics and Statistics, 94(1), pp. 100-115. doi: 10.1162/REST_a_00157

Corte-Real, M. (2017). The risk management within European equity asset managers. (Unpublished Doctoral thesis, City, University of London)

Corvino, R. (2018). Dynamic Ownership, Private Benefits, and Stock Prices. .

Corvino, R. (2019). Essays in asset pricing and corporate finance. (Unpublished Doctoral thesis, City, University of London)

Corvino, R. and Francesco, R. (2018). The Relative Pricing of Sovereign Credit Risk After the Eurozone Crisis. .

Corvino, R. and Fusai, G. (2018). Default risk premium in credit and equity markets. .

Costa-Font, J., McGuire, A. and Serra-Sastre, V. (2012). The "Weisbrod Quadrilemma" Revisited: Insurance Incentives on New Health Technologies. The Geneva Papers on Risk and Insurance - Issues and Practice, 37(4), pp. 678-695. doi: 10.1057/gpp.2012.37

Costantini, M., Fragetta, M. and Melina, G. (2013). Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective (13/15). London, UK: Department of Economics, City University London.

Costantini, M., Fragetta, M. and Melina, G. (2014). Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective. European Economic Review, 70, pp. 337-349. doi: 10.1016/j.euroecorev.2014.06.004

Coughlan, G. D., Blake, D. ORCID: 0000-0002-2453-2090, MacMinn, R., Cairns, A. J. G. and Dowd, K. (2013). Longevity Risk and Hedging Solutions. In: Dionne, G. (Ed.), Handbook of Insurance. (pp. 997-1035). New York, USA: Springer Science & Business Media. ISBN 978-1-4614-0154-4

Cowell, R. (2009). Exploration of a novel bootstrap technique for estimating the distribution of outstanding claims reserves in general insurance (Actuarial Research Paper No. 192). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Cowell, R. (2001). FINEX: Forensic Identification by Network Expert Systems (Statistical Research Paper No. 22). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Cowell, R. (1997). Sampling without replacement in junction trees (Statistical Research Paper No. 15). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Cowell, R. (2001). When learning Bayesian networks from data, using conditional independence tests is equivalent to a scoring metric (Statistical Research Paper No. 23). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Cowell, R., Lauritzen, S. L. and Mortera, J. (2004). Identification and separation of DNA mixtures using peak area information (Statistical Research Paper No. 25). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Cowell, R., Lauritzen, S. L. and Mortera, J. (2006). Identification and separation of DNA mixtures using peak area information (Updated version of Statistical Research Paper No. 25) (Statistical Research Paper No. 27). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Cowell, R., Lauritzen, S. L. and Mortera, J. (2009). Probabilistic expert systems for handling artifacts in complex DNA mixtures (Statistical Research Paper No. 31). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Crook, J., Bellotti, T., Mues, C. and Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2019). Preface to the papers on 'Credit risk modelling'. Journal of the Royal Statistical Society Series A, 182(4), pp. 1139-1142. doi: 10.1111/rssa.12525

Cucinelli, D., Di Battista, M. L., Marchese, M. and Nieri, L. (2018). Credit risk in European banks: The bright side of the internal ratings based approach. Journal of Banking & Finance, 93, pp. 213-229. doi: 10.1016/j.jbankfin.2018.06.014

Cumming, D. J., Filatotchev, I., Reinecke, J. and Wood, G. (2019). New Investor Categories, Agility and HRM: The Case of Sovereign Wealth Funds. Human Resource Management Review, doi: 10.1016/j.hrmr.2019.100694

Cummins, J. and Bawden, D. (2010). Accounting for information: Information and knowledge in the annual reports of FTSE 100 companies. Journal of Information Science, 36(3), pp. 283-305. doi: 10.1177/0165551510361429

Curcio, D., De Simone, A. and Gallo, A. (2017). Financial crisis and international supervision: New evidence on the discretionary use of loan loss provisions at Euro Area commercial banks. The British Accounting Review, 49(2), pp. 181-193. doi: 10.1016/j.bar.2016.09.001

Cust, H., Jones, H., Powell-Jackson, T., Lepine, A. and Radice, R. ORCID: 0000-0002-6316-3961 (2021). Economic shocks and risky sexual behaviours in low- and middle-income countries: a systematic review of the literature. Journal of Development Effectiveness, 13(2), pp. 166-203. doi: 10.1080/19439342.2021.1928734

Cuthbertson, K., Hayley, S., Motson, N. and Nitzsche, D. (2016). What Does Rebalancing Really Achieve?. International Journal of Finance & Economics, 21(3), pp. 224-240. doi: 10.1002/ijfe.1545

Cuthbertson, K., Kyriakou, I. ORCID: 0000-0001-9592-596X, Sermpinis, G. and Pantelous, A. A. (2019). Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy. International Journal of Finance & Economics, doi: 10.1002/ijfe.1738

Cuthbertson, K. and Nitzsche, D. (2013). Performance, Stock Selection and Market Timing of the German Equity Mutual Fund Industry. Journal of Empirical Finance, 21, pp. 86-101. doi: 10.1016/j.jempfin.2012.12.002

Cuthbertson, K. and Nitzsche, D. (2013). Winners and losers: German equity mutual funds. European Journal of Finance, 19(10), pp. 951-968. doi: 10.1080/1351847X.2012.684098

Cuthbertson, K., Nitzsche, D. and O'Sullivan, N. (2008). False Discoveries: Winners and Losers in Mutual Fund Performance. London: SSRN.

Cuthbertson, K., Nitzsche, D. and O'Sullivan, N. (2010). Mutual fund performance: Measurement and evidence. Financial Markets, Institutions and Instruments, 19(2), pp. 95-187. doi: 10.1111/j.1468-0416.2010.00156.x

Cuthbertson, K., Nitzsche, D. and O'Sullivan, N. (2016). A review of behavioural and management effects in mutual fund performance. International Review of Financial Analysis, 44, pp. 162-176. doi: 10.1016/j.irfa.2016.01.016

Cuthbertson, K., O'Sullivan, N. and Nitzsche, D. (2007). The Market Timing Ability of UK Equity Mutual Funds. SSRN.

Cutolo, D., Ferriani, S. ORCID: 0000-0001-9669-3486 and Cattani, G. (2020). Tell Me Your Story and I Will Tell Your Sales: A Topic Model Analysis of Narrative Style and Firm Performance on Etsy. Advances in Strategic Management, 42, pp. 103-122. doi: 10.1108/S0742-332220200000042005

D

D'Amato, A. and Gallo, A. ORCID: 0000-0002-8355-1689 (2019). Bank institutional setting and risk-taking: The missing role of directors’ education and turnover. Corporate Governance, 19(4), pp. 774-805. doi: 10.1108/CG-01-2019-0013

D'Amato, A. and Gallo, A. (2017). Does Bank Institutional Setting Affect Board Effectiveness? Evidence from Cooperative and Joint-Stock Banks. Corporate Governance, 25(2), pp. 78-99. doi: 10.1111/corg.12185

D'Amato, V., Haberman, S. and Piscopo, G. (2017). The dependency premium based on a multifactor model for dependent mortality data. Communications in Statistics - Theory and Methods, doi: 10.1080/03610926.2017.1366523

D'Amato, V., Haberman, S., Piscopo, G., Russolillo, M. and Trapani, L. (2014). Detecting Common Longevity Trends by a Multiple Population Approach. North American Actuarial Journal, 18(1), pp. 139-149. doi: 10.1080/10920277.2013.875884

D'Amato, V., Haberman, S., Piscopo, G., Russolillo, M. and Trapani, L. (2016). Multiple mortality modeling in Poisson Lee-Carter framework. Communications in Statistics - Theory and Methods, 45(6), pp. 1723-1732. doi: 10.1080/03610926.2014.960580

D'Amato, V., di Lorenzo, E., Haberman, S., Russolillo, M. and Sibillo, M. (2011). The Poisson Log-Bilinear Lee-Carter Model: Applications Of efficient bootstrap methods to annuity analyses. North American Actuarial Journal, 15(2), pp. 315-333. doi: 10.1080/10920277.2011.10597623

D'Silva, K. (1992). External auditor independence: selected group perceptions. (Unpublished Doctoral thesis, City University London)

Danesi, I. L., Haberman, S. and Millossovich, P. (2015). Forecasting mortality in subpopulations using Lee-Carter type models: A comparison. Insurance: Mathematics and Economics, 62, pp. 151-161. doi: 10.1016/j.insmatheco.2015.03.010

Dargenidou, C., McLeay, S. and Raonic, I. (2011). Accruals, Disclosure and the Pricing of Future Earnings in the European Market. Journal of Business Finance & Accounting, 38(5-6), pp. 473-504. doi: 10.1111/j.1468-5957.2011.02245.x

Dawson, P., Dowd, K., Cairns, A.J.G. and Blake, D. (2010). Survivor Derivatives: A Consistent Pricing Framework. Journal Of Risk And Insurance, 77(3), pp. 579-596. doi: 10.1111/j.1539-6975.2010.01356.x

De Amicis, C., Falconieri, S. and Tastan, M. (2020). Sentiment Analysis and Gender Differences in Earnings Conference Calls. Journal of Corporate Finance, doi: 10.1016/j.jcorpfin.2020.101809

De Domenico, M. and Baronchelli, A. ORCID: 0000-0002-0255-0829 (2019). The fragility of decentralised trustless socio-technical systems. EPJ Data Science, 8, 2.. doi: 10.1140/epjds/s13688-018-0180-6

De Pinho, P.J.J.S, (1994). Essays on banking. (Unpublished Doctoral thesis, City University London)

Debon, A., Haberman, S. ORCID: 0000-0003-2269-9759, Montes, F. and Otranto, E. (2021). Do different models induce changes in mortality indicators? That is a key question for extending the Lee-Carter model.. International Journal of Environmental Research and Public Health, 18(2204), doi: 10.3390/ijerph18042204

Defever, F. ORCID: 0000-0001-6462-0522, Reyes, J-D., Riaño, A. ORCID: 0000-0002-8824-4055 and Varela, G. (2020). All These Worlds are Yours, Except India: The Effectiveness of Cash Subsidies to Export in Nepal. European Economic Review, 128, 103494.. doi: 10.1016/j.euroecorev.2020.103494

Defever, F. and Riaño, A. (2015). Gone for Good? Subsidies with Export Share Requirements in China: 2002–13. The World Bank Economic Review, 29(supl_1), S135-S144. doi: 10.1093/wber/lhv020

Defever, F., Riaño, A. ORCID: 0000-0002-8824-4055 and Varela, G. (2020). Evaluating the Impact of Export Finance Support On Firm-level Export Performance: Evidence from Pakistan (20/14). London, UK: Department of Economics, City, University of London.

Degryse, H., Ioannidou, V. ORCID: 0000-0002-7996-2346, Liberti, J. M. and Sturgess, J. (2020). How Do Laws and Institutions Affect Recovery Rates for Collateral?. Review of Corporate Finance Studies, 9(1), pp. 1-43. doi: 10.1093/rcfs/cfz011

Delaney, L. ORCID: 0000-0003-0944-9894 (2020). A Model of Investment under Uncertainty with Time to Build, Market Incompleteness and Risk Aversion (20/13). London, UK: Department of Economics, City, University of London.

Delaney, L. and Kovaleva, P. (2017). The Dampening Effect of Iceberg Orders on Small Traders' Welfare. Annals of Finance, doi: 10.1007/s10436-017-0304-1

Della Corte, P., Kozhan, R. and Neuberger, A. ORCID: 0000-0002-5344-1083 (2020). The Cross-Section of Currency Volatility Premia. Journal of Financial Economics, doi: 10.1016/j.jfineco.2020.08.010

Della Corte, P., Ramadorai, T. and Sarno, L. (2016). Volatility Risk Premia and Exchange Rate Predictability. Journal of Financial Economics, 120(1), pp. 21-40. doi: 10.1016/j.jfineco.2016.02.015

Della Corte, P., Riddiough, S. J. and Sarno, L. (2016). Currency Premia and Global Imbalances. Review of Financial Studies, 29(8), pp. 2161-2193. doi: 10.1093/rfs/hhw038

Della Corte, P., Sarno, L., Schmeling, M. and Wagner, C. (2013). Exchange Rates and Sovereign Risk. SSRN.

Della Corte, P., Sarno, L. and Tsiakas, I. (2011). Spot and forward volatility in foreign exchange. Journal of Financial Economics, 100(3), pp. 496-513. doi: 10.1016/j.jfineco.2011.01.007

Della Corte, P., Sarno, L. and Tsiakas, I. (2012). Volatility and Correlation Timing in Active Currency Management. In: James, J., Marsh, I. W. and Sarno, L. (Eds.), Handbook of Exchange Rates. (pp. 421-447). New Jersey, USA: Wiley. ISBN 9780470768839

Denuit, M., Haberman, S. and Renshaw, A. E. (2010). Comonotonic approximations to quantiles of life annuity conditional expected present values: extensions to general arima models and comparison with the bootstrap. ASTIN Bulletin, 40(1), pp. 331-349. doi: 10.2143/AST.40.1.2049232

Denuit, M., Haberman, S. and Renshaw, A. E. (2015). Longevity-contingent deferred life annuities. Journal of Pension Economics and Finance, 14(3), pp. 315-327. doi: 10.1017/S147474721400050X

Denuit, M., Haberman, S. and Renshaw, A. E. (2011). Longevity-indexed annuities. North American Actuarial Journal, 15(1), pp. 97-111. doi: 10.1080/10920277.2011.10597611

Dergiades, T. and Pouliasis, P. K. ORCID: 0000-0002-7389-3722 (2021). Should Stock Returns Predictability be “hooked on” Long Horizon Regressions?. International Journal of Finance and Economics,

Dessaint, O., Golubov, A. and Volpin, P. (2017). Employment Protection and Takeovers. Journal of Financial Economics, 125(2), pp. 369-388. doi: 10.1016/j.jfineco.2017.05.005

Dick, C. D., Schmeling, M. and Schrimpf, A. (2013). Macro-expectations, aggregate uncertainty, and expected term premia. European Economic Review, 58, pp. 58-80. doi: 10.1016/j.euroecorev.2012.11.005

Dimitrova, D. S. ORCID: 0000-0003-3169-2735, Ignatov, Z., Kaishev, V. K. and Tan, S. (2020). On Double-Boundary Non-Crossing Probability for a Class of Compound Processes with Applications. European Journal of Operational Research, 282(2), pp. 602-613. doi: 10.1016/j.ejor.2019.09.058

Dimitrova, D. S. and Kaishev, V. K. (2010). Optimal joint survival reinsurance: An efficient frontier approach. INSURANCE MATHEMATICS & ECONOMICS, 47(1), doi: 10.1016/j.insmatheco.2010.03.006

Dimitrova, D. S., Kaishev, V. K. and Penev, S. (2007). GeD spline estimation of multivariate Archimedean copulas (Actuarial Research Paper No. 179). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Dimitrova, D. S., Kaishev, V. K. and Penev, S. (2008). GeD spline estimation of multivariate Archimedean copulas. Computational Statistics & Data Analysis, 52(7), pp. 3570-3582. doi: 10.1016/j.csda.2007.11.010

Dimitrova, D. S., Kaishev, V. K. and Zhao, S. (2015). Modeling Finite-Time Failure Probabilities in Risk Analysis Applications. Risk Analysis, 35(10), pp. 1919-1939. doi: 10.1111/risa.12384

Dimitrova, D. S., Kaishev, V. K. and Zhao, S. (2015). On finite-time ruin probabilities in a generalized dual risk model with dependence. European Journal of Operational Research, 242(1), pp. 134-148. doi: 10.1016/j.ejor.2014.10.007

Dimou, P. (2007). Models of Corporate and Bank Default and Credit Migration. (Unpublished Doctoral thesis, City University London)

Dontis-Charitos, Panagiotis (2011). Bank-insurance M&A Deals: An Empirical Investigation of the Risk-return Effects on Acquiring Firms and On the Financial Industry. (Unpublished Doctoral thesis, City University London)

Dowd, K. and Blake, D. (2013). Good Practice Principles in Modelling Defined Contribution Pension Plans (PI-1302). UK: Pensions Institute.

Dowd, K. and Blake, D. ORCID: 0000-0002-2453-2090 (2019). On the Projection of Mortality Rates to Extreme Old Age (PI-1909). London, UK: Pensions Institute.

Dowd, K., Blake, D. ORCID: 0000-0002-2453-2090, Buckner, D. and Fry, J. (2019). The Valuation of No-Negative Equity Guarantees and Equity Release Mortgages (PI-1911). London, UK: Pensions Institute.

Dowd, K., Cairns, A. J. G. and Blake, D. (2019). Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model. North American Actuarial Journal, 25(1), S170-S181. doi: 10.1080/10920277.2019.1652102

Dowd, K., Cairns, J. G. and Blake, D. ORCID: 0000-0002-2453-2090 (2020). CBDX: A Workhorse Mortality Model from the Cairns-Blake-Dowd Family. Annals of Actuarial Science, 14(2), pp. 445-460. doi: https://doi:10.1017/S1748499520000159

Dowd, K., Cairns, J. G. and Blake, D. ORCID: 0000-0002-2453-2090 (2019). A Simple Approach to Project Extreme Old Age Mortality Rates and Value Mortality-Related Financial Instruments (PI-1907). London, UK: Pensions Institute.

Driver, C., Trapani, L. and Urga, G. (2013). On the use of cross-sectional measures of forecast uncertainty. International Journal of Forecasting, 29(3), pp. 367-377. doi: 10.1016/j.ijforecast.2012.11.005

Duffuor, K. (2010). Order flow and exchange rate dynamics in emerging economies: The case of Ghana. (Unpublished Doctoral thesis, City University London)

Duffuor, K., Marsh, I. W. and Phylaktis, K. (2012). Order flow and exchange rate dynamics: an application to emerging markets. International Journal of Finance and Economics, 17(3), pp. 290-304. doi: 10.1002/ijfe.451

Dumitru, A-M. and Urga, G. (2012). Identifying jumps in financial assets: A comparison between nonparametric jump tests. Journal of Business and Economic Statistics, 30(2), pp. 242-255. doi: 10.1080/07350015.2012.663250

Dupuy, P., James, J. and Marsh, I. W. ORCID: 0000-0002-0483-8658 (2020). Attractive and non-attractive currencies. Journal of International Money and Finance, 110, 102253.. doi: 10.1016/j.jimonfin.2020.102253

de Menezes, L. M., Russo, M. and Urga, G. (2016). Identifying Drivers of Liquidity in the NBP Month-ahead Market. Paper presented at the EcoMod2016, 06 Jul 2016 - 08 Jul 2016, Lisbon, Portugal.

de Menezes, L. M. ORCID: 0000-0001-9155-5850, Russo, M. and Urga, G. (2019). Measuring and Assessing the Evolution of Liquidity in Forward Natural Gas Markets: the Case of the UK National Balancing Point. The Energy Journal, 40(1), pp. 143-169. doi: 10.5547/01956574.40.1

E

Echebarria Fernández, J. ORCID: 0000-0001-9339-689X (2012). Horizon Conference 2012 - The Luxembourg financial services. Madrid, Spain: Economic and Commercial Office of the Spanish Embassy in Belgium and Luxembourg - Spanish Institute for Foreign Trade.

Echebarria Fernández, J. ORCID: 0000-0001-9339-689X (2012). The Luxembourg Spring Fair 2012. Madrid, Spain: Economic and Commercial Office of the Spanish Embassy in Belgium and Luxembourg - Spanish Institute for Foreign Trade.

Echebarria Fernández, J. ORCID: 0000-0001-9339-689X (2012). Normative regulation of the maritime industry in Luxembourgish Law: legal frameworks in presence. Madrid, Spain: Economic and Commercial Office of the Spanish Embassy in Belgium and Luxembourg - Spanish Institute for Foreign Trade.

Echebarria Fernández, J. ORCID: 0000-0001-9339-689X (2012). The wine market in Belgium. Madrid, Spain: Economic and Commercial Office of the Spanish Embassy in Belgium and Luxembourg - Economic and Commercial Office of the Spanish Embassy in Belgium and Luxembourg - Spanish Institute for Foreign Trade.

Eichengreen, B., Mody, A., Nedeljkovic, M. and Sarno, L. (2012). How the Subprime Crisis went global: Evidence from bank credit default swap spreads. Journal of International Money and Finance, 31(5), pp. 1299-1318. doi: 10.1016/j.jimonfin.2012.02.002

El Said, A., Emara, N. and Pearlman, J. ORCID: 0000-0001-6301-3966 (2020). On the Impact of Financial Inclusion on Financial Stability and Inequality: The Role of Macroprudential Policies (20/06). London, UK: Department of Economics, City, University of London.

El-Kheir Mohamed, E.K.A. (1997). A conceptual framework for internal auditing : an empirical examination of the perception and practice of internal auditing - Egypt as a field of study. (Unpublished Doctoral thesis, City University London)

ElBahrawy, A., Alessandretti, L. and Baronchelli, A. ORCID: 0000-0002-0255-0829 (2019). Wikipedia and Digital Currencies: Interplay Between Collective Attention and Market Performance. Frontiers in Blockchain, doi: 10.3389/fbloc.2019.00012

ElBahrawy, A., Alessandretti, L., Rusnac, L., Goldsmith, D., Teytelboym, A. and Baronchelli, A. ORCID: 0000-0002-0255-0829 (2019). Collective Dynamics of Dark Web Marketplaces. City, Univeristy of London.

Elyasiani, E., Hasan, I., Kalotychou, E., Pouliasis, P. K. ORCID: 0000-0002-7389-3722 and Staikouras, S. (2020). Banks’ equity performance and the term structure of interest rates. Financial Markets, Institutions And Instruments, doi: 10.1111/fmii.12125

Elyasiani, E., Kalotychou, E., Staikouras, S. and Zhao, G. (2015). Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis Periods. Journal of Financial Services Research, 48(1), pp. 21-52. doi: 10.1007/s10693-014-0200-z

Elyasiani, E., Staikouras, S. and Dontis-Charitos, P. (2016). Cross-Industry Product Diversification and Contagion in Risk and Return: The case of Bank-Insurance and Insurance-Bank Takeovers. Journal Of Risk And Insurance, 83(3), pp. 681-718. doi: 10.1111/jori.12066

Emms, P. (2006). Dynamic pricing of general insurance in a competitive market (Actuarial Research Paper No. 172). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Emms, P. (2006). Pricing general insurance with constraints (Actuarial Research Paper No. 173). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Emms, P. and Haberman, S. (2005). Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Actuarial Research Paper No. 163). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Emms, P. and Haberman, S. (2008). Income drawdown schemes for a defined-contribution pension plan. Journal Of Risk And Insurance, 75(3), pp. 739-761. doi: 10.1111/j.1539-6975.2008.00282.x

Emms, P. and Haberman, S. (2009). Optimal management of an insurer's exposure in a competitive general insurance market. North American Actuarial Journal, 13(1), pp. 77-105. doi: 10.1080/10920277.2009.10597541

Emms, P., Haberman, S. and Savoulli, I. (2006). Optimal strategies for pricing general insurance (Actuarial Research Paper No. 171). London, UK: Faculty of Actuarial Science & Insurance, City University London.

England, P. D. (2001). Addendum to "Analytic and bootstrap estimates of prediction errors in claims reserving" (Actuarial Research Paper No. 138). London, UK: Faculty of Actuarial Science & Insurance, City University London.

England, P. D., Verrall, R. J. and Wüthrich, M. V. (2012). Bayesian Overdispersed Poisson Model and the Bornhuetter-Ferguson Claim Reserving Method. Annals of Actuarial Science, 6(2), pp. 258-283. doi: 10.1017/S1748499512000012

England, P. D., Verrall, R. J. ORCID: 0000-0003-4098-9792 and Wüthrich, M. V. (2019). On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins. Insurance: Mathematics and Economics, 85, pp. 74-88. doi: 10.1016/j.insmatheco.2018.12.002

F

Fabbri, D. (2010). Law Enforcement and Firm Financing: Theory and Evidence. Journal of the European Economic Association, 8(4), pp. 776-816. doi: 10.1111/j.1542-4774.2010.tb00540.x

Fabbri, D. and Klapper, L.F. (2016). Bargaining power and trade credit. Journal of Corporate Finance, 41, pp. 66-80. doi: 10.1016/j.jcorpfin.2016.07.001

Fabbri, D. and Menichini, A.M.C. (2016). The commitment problem of secured lending. Journal of Financial Economics, 120(3), pp. 561-584. doi: 10.1016/j.jfineco.2016.02.009

Fabrizi, M. and Parbonetti, A. (2013). Privatized Returns and Socialized Risks: CEO Incentives, Securitization Accounting and the Financial Crisis (2013-08). London, UK: City Political Economy Research Centre (CITYPERC), Department of International Politics, City University London.

Faelten, A., Gietzmann, M. and Vitkova, V. (2013). Learning from your investors: can the geographical composition of institutional investors affect the chance of success in international M&A deals?. Journal of Management and Governance, 19(1), pp. 47-69. doi: 10.1007/s10997-013-9268-3

Faelten, A., Gietzmann, M. and Vitkova, V. (2014). Naked M&A Transactions: How the Lack of Local Expertise in Cross-Border Deals Can Negatively Affect Acquirer Performance - and How Informed Institutional Investors can Mitigate This Effect. Journal of Business Finance and Accounting, 41(3-4), pp. 469-506. doi: 10.1111/jbfa.12049

Falconieri, S. and Bennouri, M. (2015). Single versus multiple banking: lessons from initial public offerings. The European Journal of Finance, doi: 10.1080/1351847X.2015.1053149

Falconieri, S., Murphy, A. and Weaver, D. (2009). Underpricing and Ex Post Value Uncertainty. Financial Management, 38(2), pp. 285-300. doi: 10.1111/j.1755-053X.2009.01036.x

Falconieri, S. and Tastan, M. (2018). The Role of Admission Documents on the Pricing of UK Fixed Priced IPOs. Economics Letters, doi: 10.1016/j.econlet.2018.09.007

Fan, J. H., Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 and Miffre, J. (2019). Speculative Pressure. Journal of Futures Markets, doi: 10.1002/fut.22085

Fang, B., Hope, O-K., Huang, Z. ORCID: 0000-0003-2280-3149 and Moldovan, R. (2020). The Effects of MiFID II on Sell-Side Analysts, Buy-Side Analysts, and Firms. Review of Accounting Studies, 25, pp. 855-902. doi: 10.1007/s11142-020-09545-w

Fang, L., Cheng, J. and Su, F. (2019). Interconnectedness and Systemic Risk: A Comparative Study Based on Systemically Important Regions. Pacific-Basin Finance Journal, 54, pp. 147-158. doi: 10.1016/j.pacfin.2019.02.007

Favara, G., Morellec, E., Schroth, E. and Valta, P. (2016). Debt Enforcement, Investment, and Risk Taking Across Countries. Journal of Financial Economics, doi: 10.1016/j.jfineco.2016.09.002

Favara, G., Schroth, E. and Valta, P. (2012). Strategic Default and Equity Risk Across Countries. The Journal of Finance, 67(6), pp. 2051-2095. doi: 10.1111/j.1540-6261.2012.01781.x

Fei, F., Fuertes, A. and Kalotychou, E. (2017). Dependence in Credit Default Swap and Equity Markets: Dynamic Copula with Markov Switching. International Journal of Forecasting, 33(3), pp. 662-678. doi: 10.1016/j.ijforecast.2017.01.006

Fei, Fei (2013). Essays on Quantitative Risk Management. (Unpublished Doctoral thesis, City University London)

Fernandes, F. N. (1998). Total reward - an actuarial perspective (Actuarial Research Paper No. 116). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Fernandez-Perez, A, Fuertes, A-M and Miffre, J (2016). Is idiosyncratic volatility priced in commodity futures markets?. International Review of Financial Analysis, 46, pp. 219-226. doi: 10.1016/j.irfa.2016.06.002

Fernandez-Perez, A., Frijns, B., Fuertes, A. and Miffre, J. (2018). The Skewness of Commodity Futures Returns. Journal of Banking and Finance, 86, pp. 143-158. doi: 10.1016/j.jbankfin.2017.06.015

Fernandez-Perez, A., Fuertes, A. ORCID: 0000-0001-6468-9845, Gonzalez-Fernandez, M. and Miffre, J. (2020). Fear of hazards in commodity futures markets. Journal of Banking and Finance, 119, p. 105902. doi: 10.1016/j.jbankfin.2020.105902

Fernandez-Perez, A., Fuertes, A. and Miffre, J. (2016). Commodity Markets, Long-Run Predictability and Intertemporal Pricing. Review of Finance, doi: 10.1093/rof/rfw034

Fernandez-Perez, A., Fuertes, A. ORCID: 0000-0001-6468-9845 and Miffre, J. (2019). A Comprehensive Appraisal of Style-Integration Methods. Journal of Banking and Finance, 105, pp. 134-150. doi: 10.1016/j.jbankfin.2019.05.016

Ferrantino, M., Riaño, A. ORCID: 0000-0002-8824-4055, Defever, F. ORCID: 0000-0001-6462-0522, Engel, J., Arenas, G. C., Ahdiyyih, S. and Mirabal, J. (2017). Special Economic Zones, Global Value Chains, and the Degree of Economic Linkages in the Dominican Republic. Washinton D.C., USA: The World Bank Group.

Ferreira, D., Ferreira, M. and Mariano, B. (2018). Creditor Control Rights and Board Independence. Journal of Finance, 73(5), pp. 2385-2423. doi: 10.1111/jofi.12692

Ferreira, M., Keswani, A. ORCID: 0000-0001-9096-7677, Miguel, A. F. and Ramos, S. (2019). What Determines Fund Performance Persistence? International Evidence. Financial Review, doi: 10.1111/fire.12202

Ferreira, M., Keswani, A., Ramos, S. and Miguel, A. F. (2013). The Determinants of Mutual Fund Performance: A Cross-Country Study. Review of Finance, 17(2), pp. 483-525. doi: 10.1093/rof/rfs013

Ferreira, M. A., Keswani, A., Miguel, A. F. and Ramos, S. (2012). The flow-performance relationship around the world. Journal of Banking & Finance, 36(6), pp. 1759-1780. doi: 10.1016/j.jbankfin.2012.01.019

Fich, E. M., Harford, J. and Tran, A. (2015). Motivated monitors: the importance of institutional investors’ portfolio weights. Journal of Financial Economics, 118(1), pp. 21-48. doi: 10.1016/j.jfineco.2015.06.014

Filatotchev, I., Bell, R. G. and Rasheed, A. A. (2016). Globalization of Capital Markets: Implications for Firm Strategies. Journal of International Management, 22(3), pp. 211-221. doi: 10.1016/j.intman.2016.04.001

Filip, A., Huang, Z. ORCID: 0000-0003-2280-3149 and Lui, D. (2020). Cross-listing and Corporate Malfeasance: Evidence from P-chip Firms. Journal of Corporate Finance, 63, 101232.. doi: 10.1016/j.jcorpfin.2017.07.003

Flamouris, D. (2001). The use of implied methodologies in mathematical finance. (Unpublished Doctoral thesis, City University London)

Forth, J. ORCID: 0000-0001-7963-2817 (2019). How have total rewards developed? Employee Benefits. *

Fragetta, M. and Melina, G. (2013). Identification of monetary policy in SVAR models: A data-oriented perspective. Empirical Economics, 45(2), pp. 831-844. doi: 10.1007/s00181-012-0632-y

Fragetta, M. and Melina, G. (2011). The effects of fiscal policy shocks in svar models: A graphical modelling approach. Scottish Journal of Political Economy, 58(4), pp. 537-566. doi: 10.1111/j.1467-9485.2011.00558.x

Franks, J., Mayer, C., Volpin, P. and Wagner, H. F. (2012). The life cycle of family ownership: International evidence. Review of Financial Studies, 25(6), pp. 1675-1712. doi: 10.1093/rfs/hhr135

Fratzscher, M., Juvenal, L. and Sarno, L. (2010). Asset prices, exchange rates and the current account. European Economic Review, 54(5), pp. 643-658. doi: 10.1016/j.euroecorev.2009.12.005

Fratzscher, M., Rime, D., Sarno, L. and Zinna, G. (2015). The scapegoat theory of exchange rates: the first tests. Journal of Monetary Economics, 70, pp. 1-21. doi: 10.1016/j.jmoneco.2014.09.001

Friederich, S. and Payne, R. (2015). Order-to-trade ratios and market liquidity. Journal of Banking & Finance, 50, pp. 214-223. doi: 10.1016/j.jbankfin.2014.10.005

Friederich, S. and Payne, R. (2014). Trading anonymity and order anticipation. Journal of Financial Markets, 21, pp. 1-24. doi: 10.1016/j.finmar.2014.07.002

Fu, R., Kraft, A. ORCID: 0000-0003-1641-1982, Tian, X., Zhang, H. and Zuo, L. (2020). Financial Reporting Frequency and Corporate Innovation. The Journal of Law and Economics, 63(3), pp. 501-530. doi: 10.1086/708706

Fuertes, A-M. ORCID: 0000-0001-6468-9845, Phylaktis, K. ORCID: 0000-0001-9392-1682 and Yan, C. (2019). Uncovered Equity “Disparity” in Emerging Markets. Journal of International Money and Finance, doi: 10.1016/j.jimonfin.2019.102066

Fuertes, A-M. ORCID: 0000-0001-6468-9845 and Robles, M-D. (2021). Bank credit risk events and peers' equity value. International Review of Financial Analysis, doi: 10.1016/j.irfa.2021.101668

Fuertes, A. (2012). Country and Time Variation in Exchange Rate Pass Through: What Drives it?. Journal of International Money and Finance, 31(4), pp. 818-844. doi: 10.1016/j.jimonfin.2012.01.009

Fuertes, A. (2014). Performance of Idiosyncratic Volatility Strategies in Commodity Markets: Delusion or Reality?. Investment and Pensions Europe, 2014(Summer), pp. 14-17.

Fuertes, A. (2008). Sieve bootstrap t-tests on long-run average parameters. Computational Statistics & Data Analysis, 52(7), pp. 3354-3370. doi: 10.1016/j.csda.2007.11.014

Fuertes, A., Izzeldin, M. and Kalotychou, E. (2009). On forecasting daily stock volatility: The role of intraday information and market conditions. International Journal of Forecasting, 25(2), pp. 259-281. doi: 10.1016/j.ijforecast.2009.01.006

Fuertes, A., Kalotychou, E. and Saka, O. (2015). How did the ECB save the Eurozone without spending a single euro?. VOX, CEPR’s Policy Portal,

Fuertes, A., Kalotychou, E. and Todorovic, N. (2015). Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?. Review of Quantitative Finance and Accounting, 45(2), pp. 251-278. doi: 10.1007/s11156-014-0436-6

Fuertes, A., Miffre, J. and Fernandez-Perez, A. (2015). Commodity strategies based on momentum, term structure, and idiosyncratic volatility. Journal of Futures Markets, 35(3), pp. 274-297. doi: 10.1002/fut.21656

Fuertes, A., Miffre, J. and Rallis, G. (2010). Tactical allocation in commodity futures markets: Combining momentum and term structure signals. Journal of Banking & Finance, 34(10), pp. 2530-2548. doi: 10.1016/j.jbankfin.2010.04.009

Fuertes, A., Muradoglu, G. and Ozturkkal, B. (2014). A behavioral analysis of investor diversification. The European Journal of Finance, 20(6), pp. 499-523. doi: 10.1080/1351847X.2012.719829

Fuertes, A. and Olmo, J. (2016). On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?. Journal of Risk and Financial Management, 9(3), 10.. doi: 10.3390/jrfm9030010

Fuertes, A. and Olmo, J. (2013). Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction. International Journal of Forecasting, 29(1), pp. 28-42. doi: 10.1016/j.ijforecast.2012.05.005

Fuertes, A., Phylaktis, K. and Yan, C. (2014). Hot money in bank credit flows to emerging markets during the banking globalization era. Journal of International Money and Finance, 60, pp. 29-52. doi: 10.1016/j.jimonfin.2014.10.002

Fullwood, J., James, J. and Marsh, I. W. ORCID: 0000-0002-0483-8658 (2021). Volatility and the cross-section of returns on FX options. Journal of Financial Economics, doi: 10.1016/j.jfineco.2021.04.030

Fusai, G. (2000). Corridor options and arc-sine law. ANNALS OF APPLIED PROBABILITY, 10(2), pp. 634-663.

Fusai, G., Caldana, R. and Roncoroni, A. (2017). Electricity Forward Curves with Thin Granularity: Theory and Empirical Evidence in the Hourly EPEX Spot Market. European Journal of Operational Research, 261(2), pp. 715-734. doi: 10.1016/j.ejor.2017.02.016

Fusai, G., Gambaro, A. and Casalini, R. (2017). Approximate Pricing of Swaptions in Affine and Quadratic Models. Quantitative Finance, doi: 10.1080/14697688.2017.1292043

Fusai, G. and Kyriakou, I. (2016). General optimized lower and upper bounds for discrete and continuous arithmetic Asian options. Mathematics of Operations Research, 41(2), pp. 531-559. doi: 10.1287/moor.2015.0739

Fusai, G., Marazzina, D. and Marena, M. (2011). Pricing Discretely Monitored Asian Options by Maturity Randomization. SIAM Journal on Financial Mathematics, 2(1), pp. 383-403. doi: 10.1137/09076115X

Fusai, G., Marena, M. and Roncoroni, A. (2008). Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets. Journal of Banking & Finance, 32(10), pp. 2033-2045. doi: 10.1016/j.jbankfin.2007.12.024

Fusai, G. and Meucci, A. (2008). Pricing discretely monitored Asian options under Levy processes. Journal of Banking & Finance, 32(10), pp. 2076-2088. doi: 10.1016/j.jbankfin.2007.12.027

Fusai, G. ORCID: 0000-0001-9215-2586, Mignacca, D., Human, B. and Nardon, A. (2020). Equally Diversified or Equally Weighted?. Risk Magazine,

G

Gabrielsen, Alexandros (2010). Modelling the Dynamics of Credit Spreads of European Corporate Bond Indices. (Unpublished Doctoral thesis, City University London)

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

Galanis, S. ORCID: 0000-0003-4286-7449 and Kotronis, S. (2020). Updating Awareness and Information Aggregation. The B.E. Journal of Theoretical Economics, doi: 10.1515/bejte-2018-0193

Gallagher, M.A. (1992). Bank capital: definition, adequacy and issue announcement effects. (Unpublished Doctoral thesis, City University London)

Gambaro, A. M., Casalini, R., Fusai, G. ORCID: 0000-0001-9215-2586 and Ghilarducci, A. (2019). A market-consistent framework for the fair evaluation of insurance contracts under Solvency II. Decisions in Economics and Finance, doi: 10.1007/s10203-019-00242-1

Gandrud, C. and Hallerberg, M. (2017). Interpreting Fiscal Accounting Rules in the European Union. Journal of European Public Policy, 24(6), pp. 832-851. doi: 10.1080/13501763.2017.1300182

Gandrud, C. and O'Keeffe, M. (2016). Information and Financial Crisis Policymaking. Journal of European Public Policy, doi: 10.1080/13501763.2016.1149205

Garcia Osma, B. and Grande-Herrera, C. (2021). The role of users’ engagement in shaping financial reporting: Should activists target accounting more?. Accounting and Business Research, doi: 10.1080/00014788.2021.1932261

Garrett, R and Georganas, S. (2021). Auctions with Speculators: An Experimental Study. Games and Economic Behavior, 128, pp. 256-270. doi: 10.1016/j.geb.2021.03.004

Gavranovic, Nedim (2011). Optimal asset allocation and annuitisation in a defined contribution pension scheme. (Unpublished Doctoral thesis, City University London)

Georgievska, A., Georgievska, L., Stojanovic, A. and Todorovic, N. (2008). Sovereign rescheduling probabilities in emerging markets: A comparison with credit rating agencies' ratings. Journal of Applied Statistics, 35(9), pp. 1031-1051. doi: 10.1080/02664760802193112

Gerrard, R. J. G., Guillén, M., Nielsen, J. P. and Pérez-Marín, A. M. (2014). Long-run savings and investment strategy optimization. The Scientific World Journal, 2014, 510531 - ?. doi: 10.1155/2014/510531

Gerrard, R. J. G., Haberman, S. and Vigna, E. (2005). The management of de-cumulation risks in a defined contribution environment (Actuarial Research Paper No. 161). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Communication and personal selection of pension saver's financial risk. European Journal of Operational Research, 274(3), pp. 1102-1111. doi: 10.1016/j.ejor.2018.10.038

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Self-selection and risk sharing in a modern world of life-long annuities. British Actuarial Journal, 23, doi: 10.1017/s135732171800020x

Gerrard, R. J. G. ORCID: 0000-0002-8932-8752, Hiabu, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Self-selection and risk sharing in a modern world of lifelong annuities - Abstract of the London Discussion. British Actuarial Journal, 23(e29), doi: 10.1017/S1357321718000272

Ghalanos, Alexios (2012). Higher moment models for risk and portfolio management. (Unpublished Doctoral thesis, City University London)

Giamouzi, M. (2017). Essays on the empirical analysis of ship chartering strategies. (Unpublished Doctoral thesis, City, University of London)

Giamouzi, M. and Nomikos, N. ORCID: 0000-0003-1621-2991 (2020). Identifying shipowners’ risk attitudes over gains and losses: Evidence from the dry bulk freight market. Transportation Research Part E: Logistics and Transportation Review, 145, 10129.. doi: 10.1016/j.tre.2020.102129

Giamporcaro, S., Gond, J-P. ORCID: 0000-0002-9331-6957 and O'Sullivan, N. (2020). Orchestrating governmental corporate social responsibility interventions through financial markets: The case of French socially responsible investment. Business Ethics Quarterly, doi: 10.1017/beq.2019.40

Gietzmann, M., Isidro, H. and Raonic, I. ORCID: 0000-0003-2982-8445 (2021). The Rise of Covenant-Lite Bond Contracting. JAAF: Journal of Accounting Auditing and Finance, doi: 10.1177/0148558X20987384

Gietzmann, M. and Raonic, I. (2013). Thinly Traded Growth Stocks: A Joint Examination of Transparency in Communication and the Trading Platform. European Accounting Review, 23(2), pp. 257-289. doi: 10.1080/09638180.2013.768802

Giordano, G., Haberman, S. ORCID: 0000-0003-2269-9759 and Russolillo, M. (2019). Coherent modeling of mortality patterns for age-specific subgroups. Decisions in Economics and Finance, doi: 10.1007/s10203-019-00245-y

Gkinis, S. (2003). Modelling energy markets and pricing energy derivatives. (Unpublished Doctoral thesis, City University London)

Godínez-Olivares, H., Boado-Penas, M. D. C. and Haberman, S. (2016). Optimal strategies for pay-as-you-go pension finance: A sustainability framework. Insurance: Mathematics and Economics, 69, pp. 117-126. doi: 10.1016/j.insmatheco.2016.05.001

Golubov, A. and Konstantinidi, T. (2019). Where Is the Risk in Value? Evidence From a Market-to-Book Decomposition. The Journal of Finance, 74(6), pp. 3135-3186. doi: 10.1111/jofi.12836

Gomez-Valle, L., Kyriakou, I. ORCID: 0000-0001-9592-596X, Martinez-Rodriguez, J. and Nomikos, N. ORCID: 0000-0003-1621-2991 (2021). Estimating risk-neutral freight rate dynamics: A nonparametric approach. Journal of Futures Markets, doi: 10.1002/fut.22244

Gond, J-P., Spicer, A., Patel, K., Fleming, P., Mosonyi, S., Benoit, C. and Parker, S. (2014). A Report on the Culture of British Retail Banking. New City Agenda; Cass Business School (City, University of London).

Gormez, Y. (2000). Topics in electronic money. (Unpublished Doctoral thesis, City University London)

Gounopoulos, D., Molyneux, P., Staikouras, S., Wilson, J. O. S. and Zhao, G. (2013). Exchange rate risk and the equity performance of financial intermediaries. International Review of Financial Analysis, 29, pp. 271-282. doi: 10.1016/j.irfa.2012.04.001

Grahl, J. and Lysandrou, P. (2014). The European Commission's Proposal for a Financial Transactions Tax: A Critical Assessment. JCMS-JOURNAL OF COMMON MARKET STUDIES, 52(2), pp. 234-249. doi: 10.1111/jcms.12086

Grahl, J. and Lysandrou, P. (2018). Germany’s brake on European capital-market development. European Journal of Economics and Economic Policies: Intervention, 15(3), pp. 364-381. doi: 10.4337/ejeep.2018.0034

Grant, Robert Morris (1983). Aspects of pricing behaviour and long-run competitive adjustment in industrial markets with implications for competition policy. (Unpublished Doctoral thesis, The City University)

Green, R., Fusai, G. and Abrahams, I. D. (2010). The wiener-hopf technique and discretely monitored path-dependent option pricing. Mathematical Finance, 20(2), pp. 259-288. doi: 10.1111/j.1467-9965.2010.00397.x

Guillen, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817 and Perez-Marin, A. M. (2021). Near-miss telematics in motor insurance. Journal Of Risk And Insurance, doi: 10.1111/jori.12340

Guillen, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Pérez-Marín, A. and Elpidorou, V. (2019). Can automobile insurance telematics predict the risk of near-miss events?. North American Actuarial Journal, doi: 10.1080/10920277.2019.1627221

Guillén, M., Jarner, S. F., Nielsen, J. P. and Pérez-Marín, A. M. (2014). Risk-adjusted impact of administrative costs on the distribution of terminal wealth for long-term investment. Scientific World Journal, 2014, 521074 - ?. doi: 10.1155/2014/521074

Guillén, M., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Ayuso, M. and Perez-Marin, A. M. (2019). The use of telematics devices to improve automobile insurance rates. Risk Analysis, 39(3), pp. 662-672. doi: 10.1111/risa.13172

Guter-Sandu, A. and Murau, S. ORCID: 0000-0002-3460-0026 (2021). The Eurozone’s Evolving Fiscal Ecosystem: Mitigating Fiscal Discipline by Governing Through Off-Balance-Sheet Fiscal Agencies. New Political Economy, doi: 10.1080/13563467.2021.1910648

Guter-Sandu, Andrei (2018). Leveraging social value: multiple valuation logics in the field of social finance. (Unpublished Doctoral thesis, City, University of London)

Gámiz Pérez, M. L., Martinez-Miranda, M. D. and Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2018). Multiplicative local linear hazard estimation and best one-sided cross-validation. Journal of Machine Learning, 19, pp. 1-29.

H

Haberman, S. (1996). Landmarks in the history of actuarial science (up to 1919) (Actuarial Research Paper No. 84). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Haberman, S. (1998). Stochastic modelling of pension scheme dynamics (Actuarial Research Paper No. 106). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Haberman, S., Ballotta, L. and Wang, N. (2003). Modelling and valuation of guarantees in with-profit and unitised with-profit life insurance contracts (Actuarial Research Paper No. 146). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Haberman, S., Butt, Z. and Rickayzen, B. D. (2001). Multiple state models, simulation and insurer insolvency (Actuarial Research Paper No. 136). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Haberman, S., Khalaf-Allah, M.A.E. and Verrall, R. J. (2011). Entropy, longevity and the cost of annuities. Insurance: Mathematics and Economics, 48(2), pp. 197-204. doi: 10.1016/j.insmatheco.2010.10.005

Haberman, S. and Piscopo, G. (2008). Mortality risk and the valuation of annuities with guaranteed minimum death benefit options: application to the Italian population (Actuarial Research Paper No. 187). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Haberman, S. and Piscopo, G. (2010). Surplus analysis for variable annuities with a GMDB option (Actuarial Research Paper No. 193). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Haberman, S. and Renshaw, A. E. (2013). Modelling and projecting mortality improvement rates using a cohort perspective. Insurance: Mathematics and Economics, 53(1), pp. 150-168. doi: 10.1016/j.insmatheco.2013.04.006

Haberman, S. and Russolillo, M. (2005). Lee Carter mortality forecasting: application to the Italian population (Actuarial Research Paper No. 167). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Haberman, S. and Smith, D. (1997). Stochastic investment modelling and pension funding: a simulation based analysis (Actuarial Research Paper No. 102). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Haberman, S. and Zimbidis, A. (2002). An Investigation of the Pay-As-You-Go Financing Method Using a Contingency Fund and Optimal Control Techniques. North American Actuarial Journal, 6(2), pp. 60-75. doi: 10.1080/10920277.2002.10596044

Hager, S. B. ORCID: 0000-0002-1205-3623 (2018). Varieties of Top Incomes?. Socio-Economic Review, doi: 10.1093/ser/mwy036

Haibu, M., Margraf, C., Miranda, M. D. M. and Nielsen, J. P. (2016). Cash flow generalisations of non-life insurance expert systems estimating outstanding liabilities. Expert Systems with Applications, 45, pp. 400-409. doi: 10.1016/j.eswa.2015.09.021

Haibu, M., Margraf, C., Miranda, M. D. M. and Nielsen, J. P. (2016). The Link Between Classical Reserving and Granular Reserving Through Double Chain Ladder and its Extensions. British Actuarial Journal, 21(1), pp. 97-116. doi: 10.1017/S1357321715000288

Hallouche, H. (2006). Modelling natural gas and LNG trade in the Mediterranean. (Unpublished Doctoral thesis, City University London)

Hanke, B., Keswani, A. ORCID: 0000-0001-9096-7677, Quigley, G., Stolin, D. and Zagonov, M. (2019). The equal-weight tilt in managed portfolios. Economics Letters, 182, pp. 59-63. doi: 10.1016/j.econlet.2019.06.003

Harland, Z. (2010). Forecasting financial markets using linear, nonlinear & model combination methods. (Unpublished Doctoral thesis, Cass Business School)

Harper, G. and Mayhew, L. (2012). Re-thinking households - using administrative data to count and classify households with some application (Actuarial Research Paper No. 198). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Harrison, D and Blake, D. ORCID: 0000-0002-2453-2090 (2015). The meaning of life: An uncertain future for the traditional life company business model in the UK’s private sector pensions market. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Harrison, D, Blake, D. ORCID: 0000-0002-2453-2090 and Key, T. (2013). Returning to the Core - Rediscovering a Role for Real Estate in Defined Contribution Pension Schemes. London, UK: The Pensions Institute, ISSN 1367-580X.

Harrison, D, Byrne, A and Blake, D. ORCID: 0000-0002-2453-2090 (2004). Delivering DC? Barriers to participation in the company-sponsored pensions market. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Harrison, D. and Blake, D. (2014). The Future of Retirement Income. London: Cass Business School.

Harrison, D. and Blake, D. ORCID: 0000-0002-2453-2090 (2013). A Healthier Way to De-Risk: The Introduction of Medical Underwriting to the Defined Benefit De-Risking Market. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Harrison, D. and Blake, D. ORCID: 0000-0002-2453-2090 (2015). Supporting Materials for The Greatest Good for the Greatest Number: An examination of early intervention strategies for trustees and sponsoring employers of stressed defined benefit schemes. London, UK: Pensions Institute.

Harrison, D. and Blake, D. ORCID: 0000-0002-2453-2090 (2015). The greatest good for the greatest number: An examination of early intervention strategies for trustees and sponsoring employers of stressed defined benefit schemes. London, UK: Pensions Institute.

Harrison, D., Blake, D. ORCID: 0000-0002-2453-2090 and Dowd, K. (2012). Caveat Venditor: The Brave New World of Auto-Enrolment should be Governed by the Principle of Seller not Buyer Beware. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Harrison, D., Blake, D. ORCID: 0000-0002-2453-2090 and Dowd, K. (2014). VfM: Assessing value for money in defined contribution default funds. London: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Harrison, D., Byrne, A. and Blake, D. ORCID: 0000-0002-2453-2090 (2006). Annuities and Accessibility – How the industry can empower consumers to make rational choices. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Harrison, D., Byrne, A., Rhodes, W. and Blake, D. ORCID: 0000-0002-2453-2090 (2005). Pyrrhic Victory? The unintended consequences of the Pensions Act 2004. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Haslip, G. G. and Kaishev, V. K. (2010). Pricing of reinsurance contracts in the presence of catastrophe bonds. ASTIN Bulletin, 40(1), pp. 307-329. doi: 10.2143/AST.40.1.2049231

Hatgioannides, J., Karanassou, M and Sala, H (2018). The Legacy of a Fractured Eurozone: The Greek Dra(ch)ma. Geoforum, 93, pp. 11-21. doi: 10.1016/j.geoforum.2018.04.019

Hatgioannides, J. and Karanassou, M. (2017). Warrant Economics, Call-Put Policy Options and the Great Recession. Review of Political Economy,

Hatzopoulos, P. and Haberman, S. (2011). A dynamic parameterization modeling for age-period-cohort mortality. Insurance: Mathematics and Economics, 49(2), pp. 155-174. doi: 10.1016/j.insmatheco.2011.02.007

Hatzopoulos, P. and Haberman, S. (2009). A parameterized approach to modeling and forecasting mortality. Insurance: Mathematics and Economics, 44(1), pp. 103-123. doi: 10.1016/j.insmatheco.2008.10.008

Hayley, S. (2015). Cognitive error in the measurement of investment returns. (Unpublished Doctoral thesis, City University London)

Hayley, S. (2015). Diversification returns, rebalancing returns and volatility pumping. .

Hayley, S. (2010). Dollar Cost Averaging - The Role of Cognitive Error. .

Hayley, S. (2018). Further Biases in Using Dollar-Weighted Returns to Infer Investment Timing Effects. SSRN.

Hayley, S. (2014). Hindsight Effects in Dollar-Weighted Returns. Journal of Financial and Quantitative Analysis, 49(1), pp. 249-269. doi: 10.1017/S0022109014000155

Hayley, S. (2016). Reforming UK Venture Capital Trusts. SSRN.

Hayley, S. (2010). Value Averaging and the Automated Bias of Performance Measures. .

Hayley, S. and Marsh, I. W. (2016). What do retail FX traders learn?. Journal of International Money and Finance, 64, pp. 16-38. doi: 10.1016/j.jimonfin.2016.02.001

Hayley, S., Nitzsche, D. and Cuthbertson, K. (2016). Market and Style Timing: German Equity and Bond Funds. European Financial Management, 22(4), pp. 667-696. doi: 10.1111/eufm.12080

Hearn, B., Phylaktis, K. and Piesse, J. (2017). Expropriation risk by block holders, institutional quality and expected stock returns. Journal of Corporate Finance, 45, pp. 122-149. doi: 10.1016/j.jcorpfin.2017.04.016

Herrera, H. and Schroth, E. (2011). Advantageous Innovation in the Underwriting Market for Corporate Securities. Journal of Banking and Finance, 35(5), pp. 1097-1113. doi: 10.1016/j.jbankfin.2010.09.019

Hiabu, M., Miranda, M. D. M., Nielsen, J. P., Spreeuw, J., Tanggaard, C. and Villegas, A. (2015). Global Polynomial Kernel Hazard Estimation. Revista Colombiana de Estadística, 38(2), pp. 399-411. doi: 10.15446/rce.v38n2.51668

Hobson, D.E. and Neuberger, A. (2017). Model uncertainty and the pricing of American options. Finance and Stochastics, 21(1), pp. 285-329. doi: 10.1007/s00780-016-0314-2

Hobson, D.E. and Neuberger, A. (2012). Robust bounds for forward start options. Mathematical Finance, 22(1), pp. 31-56. doi: 10.1111/j.1467-9965.2010.00473.x

Homanen, M. (2019). Conscious Capital. (Unpublished Doctoral thesis, City, University of London)

Hope, O-K., Huang, Z. ORCID: 0000-0003-2280-3149 and Moldovan, R. (2021). Wall street analysts as investor relations officers. Journal of Corporate Finance(101893), doi: 10.1016/j.jcorpfin.2021.101893

Horváth, L. and Trapani, L. (2016). Statistical inference in a random coefficient panel model. Journal of Econometrics, 193(1), pp. 54-75. doi: 10.1016/j.jeconom.2016.01.006

Houllier, M. (2014). Integration of Liberalised European Electricity Markets. (Unpublished Doctoral thesis, City University London)

Hsu, S., Li, J. and Qin, Y. (2013). Shadow Banking and Systemic Risk in Europe and China (2013-02). London, UK: City Political Economy Research Centre (CITYPERC), Department of International Politics, City University London.

Hu, J. (2018). Theoretical and empirical study on optimal insurance and reinsurance design. (Unpublished Doctoral thesis, City, University of London)

Huang, C.-Y. (2017). An Econometric Analysis of the TOCOM Energy Futures: Volatility, Trading Activity & Market Microstructure. (Unpublished Doctoral thesis, City, University of London)

Huang, R., Pilbeam, K. ORCID: 0000-0002-5609-8620 and Pouliot, W (2021). Do Actively Managed US Mutual Funds Produce Positive Alpha?. Journal of Economic Behavior and Organization, 182, pp. 472-492. doi: 10.1016/j.jebo.2019.03.006

Huang, Tori Yu-wen (2012). Intuition and emotion: examining two non-rational approaches in complex decision making. (Unpublished Doctoral thesis, City University London)

Huber, P. P. (1995). A review of Wilkie's stochastic investment model (Actuarial Research Paper No. 70). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Huber, P. P. and Verrall, R. J. (1998). The need for theory in actuarial economic models (Actuarial Research Paper No. 109). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Hunt, A. (2015). Mortality modelling and longevity risk management. (Unpublished Doctoral thesis, City University London)

Hunt, A. and Blake, D. (2020). A Bayesian approach to modeling and projecting cohort effects. North American Actuarial Journal, 25(1), S235-S254. doi: 10.1080/10920277.2019.1649157

Hunt, A. and Blake, D. (2014). A General Procedure for Constructing Mortality Models. North American Actuarial Journal, 18(1), pp. 116-138. doi: 10.1080/10920277.2013.852963

Hunt, A. and Blake, D. ORCID: 0000-0002-2453-2090 (2016). The Good, the Bad and the Healthy: The Medical Underwriting Revolution in the Defined Benefit De-Risking Market. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

Hunt, A. and Blake, D. (2017). Modelling Mortality for Pension Schemes. ASTIN Bulletin, doi: 10.1017/asb.2016.40

Hunt, A. and Blake, D. (2015). Modelling longevity bonds: Analysing the Swiss Re Kortis bond. Insurance: Mathematics and Economics, 63, pp. 12-29. doi: 10.1016/j.insmatheco.2015.03.017

Hunt, A. and Blake, D. (2020). On the Structure and Classification of Mortality Models. North American Actuarial Journal, 25(1), S215-S234. doi: 10.1080/10920277.2019.1649156

I

Ignatov, Z. G., Kaishev, V. K. and Krachunov, R. (2003). Optimal retention levels, given the joint survival of cedent and reinsurer (Actuarial Research Paper No. 147). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Inkmann, J., Blake, D. and Shi, Z. (2015). Managing Financially Distressed Pension Plans in the Interest of Beneficiaries. Journal of Risk and Insurance, doi: 10.1111/jori.12090

Iori, G. (2001). Scaling and multiscaling in financial markets. AIP Conference Proceedings, 553, pp. 297-302. doi: 10.1063/1.1358199

Iori, G. (2002). A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions. Journal of Economic Behavior & Organization, 49(2), pp. 269-285. doi: 10.1016/S0167-2681(01)00164-0

Iori, G., Kapar, B. and Olmo, J. (2015). Bank characteristics and the interbank money market: a distributional approach. Studies In Nonlinear Dynamics And Econometrics, 19(3), pp. 249-283. doi: 10.1515/snde-2014-0030

Iori, G., Kapar, B. and Olmo, J. (2012). The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation (12/03). London, UK: Department of Economics, City University London.

Iori, G., Politi, M., Germano, G. and Gabbi, G. (2015). Banks’ strategies and cost of money: Effects of the financial crisis on the European electronic overnight interbank market. The Journal of Financial Management, Markets and Institutions, 3(2), pp. 179-202. doi: 10.12831/82212

Iori, G. and Porter, J. (2012). Agent-Based Modelling for Financial Markets (12/08). London, UK: Department of Economics, City University London.

Ipatova, E. and Trapani, L. (2013). First-differenced inference for panel factor series. Economics Letters, 118(2), pp. 364-366. doi: 10.1016/j.econlet.2012.11.026

Ipatova, Ekaterina (2014). Essays on Factor Models, Application to the Energy Markets. (Unpublished Doctoral thesis, City University London)

Iwatsubo, K. and Marsh, I. W. (2014). Order flows, fundamentals and exchange rates. International Journal of Finance and Economics, 19(4), pp. 251-266. doi: 10.1002/ijfe.1490

Iyer, S. (2003). Application of stochastic methods in the valuation of social security pension schemes (Actuarial Research Paper No. 151). London, UK: Faculty of Actuarial Science & Insurance, City University London.

J

Jackson, T., Shields, M. D., Heaney, L. G., Kendall, M., Pearce, C. J. ORCID: 0000-0002-7393-191X, Hui, C. Y. and Pinnock, H. (2017). The impact of financial incentives on the implementation of asthma or diabetes self-management: A systematic review. PLOS ONE, 12(11), e0187478. doi: 10.1371/journal.pone.0187478

Jafri, J. (2019). Bifurcated banking: the political economy of inclusive finance in Pakistan. (Unpublished Doctoral thesis, City, University of London)

Jafri, J. ORCID: 0000-0002-4457-5098 (2019). Shadow financial citizenship and the contradictions of financial inclusion in Pakistan. In: Grandi, S., Sellar, C. and Jafri, J. ORCID: 0000-0002-4457-5098 (Eds.), Geofinance between Political and Financial Geographies: A Focus on the Semi-Periphery of the Global Financial System. (pp. 213-242). Cheltenham, Gloucester: Edward Elgar Publishing. ISBN 1789903858

Jafri, J. ORCID: 0000-0002-4457-5098 (2019). When Billions Meet Trillions: Impact Investing and Shadow Banking in Pakistan. Review of International Political Economy, 26(3), pp. 520-544. doi: 10.1080/09692290.2019.1608842

Jafri, J. ORCID: 0000-0002-4457-5098 (2020). The exclusionary politics of digital financial inclusion: mobile money, gendered walls. Gender, Place & Culture, doi: 10.1080/0966369x.2020.1767886

Jain, N. (2016). Financing and Mode of Entry in Foreign Markets (15/16). London, UK: Department of Economics, City University London.

Jain, N. and Imai, S. (2015). Dynamic Costly State Verification with Repeated Loans: a two-period analysis. London, UK: Department of Economics, City University London.

Jam, R. (1995). Small company financial reporting (SCFR): an update based on recent developments and selected group perceptions. (Unpublished Doctoral thesis, City University London)

James, S., Pagliari, S. ORCID: 0000-0003-0612-5296 and Young, K. (2020). The Internationalization of European Financial Networks: A Quantitative Text Analysis of EU Consultation Responses. Review of International Political Economy, doi: 10.1080/09692290.2020.1779781

Jarkasy, Samer (2005). Valuation bias in the stock market. (Unpublished Doctoral thesis, City University, London)

Jarzabkowski, P., Bednarek, G., Burke, G. and Cabantous, L. (2012). Beyond Borders: Charting the Changing Global Reinsurance Landscape. Cass Business School, City University London.

Jarzabkowski, P. and Bednarek, R. (2018). Toward a Social Practice Theory of Relational Competing. Strategic Management Journal, 39(3), pp. 794-829. doi: 10.1002/smj.2724

Jarzabkowski, P., Bednarek, R. and Cabantous, L. (2014). Changing competitive dynamics in the reinsurance industry: implications of changes in buyer behavior for reinsurance executives. The Journal of Financial Perspectives, 2(1), pp. 27-38.

Jeffers, E. and Baicu, C. (2013). The Interconnections Between the Shadow Banking System and the Regular Banking System. Evidence from the Euro Area (2013-07). London, UK: City Political Economy Research Centre (CITYPERC), Department of International Politics, City University London.

Jho, J.H. (2008). Heavy tails and dependence with applications in insurance. (Unpublished Doctoral thesis, City, University of London)

Jia, H. (2006). Market Conditions and the Functioning of Metal Futures Markets. (Unpublished Doctoral thesis, City University London)

Jin, XiaoYe (2013). Essays on the empirical analysis of volatility transmission in petroleum markets. (Unpublished Doctoral thesis, City University London)

Jokipii, T.K. (2009). Bank Capital Management. (Unpublished Doctoral thesis, City University London)

Jona, Jonathan (2013). Essays on the effects of home legal institutions and the Sarbanes-Oxley Act on foreign IPOs in the US. (Unpublished Doctoral thesis, City University London)

Jones, A. (2009). Proximity and Power within Investment Relationships: the case of the UK Private Equity industry. Geoforum, 40(5), pp. 809-819. doi: 10.1016/j.geoforum.2009.09.002

Jung, J. H. ORCID: 0000-0002-1993-9419, Kumar, A., Lim, S. S. and Yoo, C-Y. (2019). An Analyst by Any Other Surname: Surname Favorability and Market Reaction to Analyst Forecasts. Journal of Accounting and Economics, 67(2-3), pp. 306-335. doi: 10.1016/j.jacceco.2019.02.002

Jung, J. H., Lim, S.S., Pae, J. and Yoo, C.Y. (2017). Do Analysts Who Understand Accounting Conservatism Exhibit Better Forecasting Performance?. Journal of Business Finance and Accounting, 44(7-8), pp. 953-985. doi: 10.1111/jbfa.12254

K

Kaishev, V. K. (2013). Lévy processes induced by Dirichlet (B-) splines: modelling multivariate asset price dynamics. Mathematical Finance, 23(2), pp. 217-247. doi: 10.1111/j.1467-9965.2011.00504.x

Kaishev, V. K. (2010). Stochastic processes induced by Dirichlet (B-) splines: modelling multivariate asset price dynamics (Actuarial Research Paper No. 195). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Kaishev, V. K. and Dimitrova, D. S. (2005). Excess of loss reinsurance under joint survival optimality (Actuarial Research Paper No. 165). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Kaishev, V. K. and Dimitrova, D. S. (2006). Excess of loss reinsurance under joint survival optimality. Insurance: Mathematics and Economics, 39(3), pp. 376-389. doi: 10.1016/j.insmatheco.2006.05.005

Kaishev, V. K., Dimitrova, D. S. and Haberman, S. (2007). Modelling the joint distribution of competing risks survival times using copula functions. Insurance: Mathematics and Economics, 41(3), pp. 339-361. doi: 10.1016/j.insmatheco.2006.11.006

Kaishev, V. K., Dimitrova, D. S., Haberman, S. and Verrall, R. J. (2004). Automatic, computer aided geometric design of free-knot, regression splines (Statistical Research Paper No. 24). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Kaishev, V. K., Dimitrova, D. S., Haberman, S. and Verrall, R. J. (2006). Geometrically Designed, Variable Knot Regression Splines: Asymptotics and Inference (Statistical Research Paper No. 28). Cass Business School, City University, London.

Kaishev, V. K., Dimitrova, D. S., Haberman, S. and Verrall, R. J. (2006). Geometrically designed, variable knot regression splines: variation diminish optimality of knots (Statistical Research Paper No. 29). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Kaishev, V. K., Dimitrova, D. S., Haberman, S. and Verrall, R. J. (2006). Geometrically designed, variable know regression splines: asymptotics and inference (Statistical Research Paper No. 28). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Kaishev, V. K., Dimitrova, D. S. and Ignatov, Z. G. (2008). Operational risk and insurance: a ruin probabilistic reserving approach. JOURNAL OF OPERATIONAL RISK, 3(3),

Kaishev, V. K., Haberman, S. and Dimitrova, D. S. (2005). Modelling the joint distribution of competing risks survival times using copula functions (Actuarial Research Paper No. 164). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Kaishev, V. K., Nielsen, J. P. and Thuring, F. (2013). Optimal customer customer selection for cross-selling of financial services products. Expert Systems with Applications, 40(5), pp. 1748-1757. doi: 10.1016/j.eswa.2012.09.026

Kalotychou, E. (2004). Modeling and forecasting international credit risk : the case of sovereign loans. (Unpublished Doctoral thesis, City University London)

Kalotychou, E., Staikouras, S. and Zhao, G. (2014). The role of correlation dynamics in sector allocation. Journal of Banking & Finance, 48, pp. 1-12. doi: 10.1016/j.jbankfin.2014.06.025

Kaltenbrunner, A. and Lysandrou, P. (2017). The US Dollar's Continuing Hegemony as an International Currency: A Double-matrix Analysis. Development And Change, 48(4), pp. 663-691. doi: 10.1111/dech.12318

Kam, A. (2007). Corporate distress in an emerging market : the case of China. (Unpublished Doctoral thesis, City University London)

Kamara, J., Jofre-Bonet, M. ORCID: 0000-0002-2055-2166 and Mesnard, A. ORCID: 0000-0001-6899-9138 (2018). A Discrete Choice Experiment to Elicit the Willingness to Pay for Health Insurance by the Informal Sector Workers in Sierra Leone. International Journal of Health Economics and Policy, 3(1),

Kao, C., Trapani, L. and Urga, G. (2012). Asymptotics for Panel Models with Common Shocks. Econometric Reviews, 31(4), pp. 390-439. doi: 10.1080/07474938.2011.607991

Kapar, B., Iori, G. ORCID: 0000-0001-9443-9353, Gabbi, G. and Germano, G. (2020). Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis. Journal of Economic Interaction and Coordination, 15(1), pp. 283-331. doi: 10.1007/s11403-019-00248-3

Karimalis, E. and Nomikos, N. (2017). Measuring Systemic Risk in the European Banking Sector: A copula CoVar approach. European Journal of Finance, doi: 10.1080/1351847X.2017.1366350