Journal Article

Davies, Jonathan, 1966-. (2002) Urban regime theory : a normative-empirical critique. Journal of Urban Affairs, Vol.24 (No.1). pp. 1-17. ISSN 0735-2166

Davies, Jonathan, 1966-. (2002) The governance of urban regeneration: a critique of the 'governing without government' thesis. Public Administration, Vol.80 (No.2). pp. 301-322. ISSN 1467-9299

Working or Discussion Paper

Batchelor, R. A. and Orakcioglu, Ismail (2002) Event-related GARCH: the impact of stock dividends in Turkey. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Bouyé, Eric (2002) Multivariate extremes at work for portfolio risk measurement. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.2001).

Christodoulakis, George (2002) Sharp style analysis in the MSCI sector portfolios: a Monte Carlo integration approach. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Clarida, Richard H., Sarno, Lucio, Taylor, Mark P., 1958- and Valente, Giorgio (2002) The out-of-sample success of term structure models as exchange rate predictors: a step beyond. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). (Discussion paper (Centre for Economic Policy Research (Great Britain)).

Coakley, Jerry, Fuertes, Ana-Maria and Wood, Andrew, Dr. (2002) Reinterpreting the real exchange rate - yield differential nexus. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Gemmill, Gordon (2002) Testing Merton's model for credit spreads on zero-coupon bonds. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Gemmill, Gordon and Thomas, D. C. (Dylan C.) (2002) Costly arbitrage and asset prices: evidence from closed-end funds. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Pedersen, Christian S. and Hwang, Soosung (2002) On empirical risk measurement with asymmetric returns data. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Ribeiro, C. (Claudia) and Webber, Nick (2002) Valuing path dependent options in the variance-gamma model by Monte Carlo with a gamma bridge. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Sarno, Lucio and Thornton, Daniel L. (2002) The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). (Discussion paper (Centre for Economic Policy Research (Great Britain)).