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Number of items: 26.
Bartram, SΓΆhnke M. and Bodnar, Gordon M. (2009) No place to hide : the global crisis in equity markets in 2008/2009. Journal of International Money and Finance, Vol.28 (No.8). pp. 1246-1292. doi:10.1016/j.jimonfin.2009.08.005 ISSN 0261-5606.
Bartram, SΓΆhnke M., Brown, Gregory W. and Fehle, Frank R. (2009) International evidence on financial derivatives usage. Financial Management , Vol.38 (No.1). pp. 185-206. doi:10.1111/j.1755-053X.2009.01033.x ISSN 0046-3892.
Bien, Katarzyna, Nolte, Ingmar and Pohlmeier, Winfried (2009) An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics. Journal of Applied Econometrics, Volume 26 (Number 4). pp. 669-707. doi:10.1002/jae.1122 ISSN 0883-7252.
BouyΓ©, Eric and Salmon, Mark (2009) Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. European Journal of Finance, Vol.15 (No.7-8). pp. 721-750. doi:10.1080/13518470902853491 ISSN 1351-847X.
Della Corte, Pasquale, Sarno, Lucio and Tsiakas, Ilias (2009) An economic evaluation of empirical exchange rate models. Review of Financial Studies, Vol.22 (No.9). pp. 3491-3530. doi:10.1093/rfs/hhn058 ISSN 0893-9454.
Dias, Alexandra and Embrechts, Paul (2009) Testing for structural changes in exchange rates' dependence beyond linear correlation. In: Conference on Copulae and Multivariate Probability Distributions in Finance, Warwick Business Sch, Coventry, England, September 14-15, 2007. Published in: European Journal of Finance, Vol.15 (No.7-8). pp. 619-637. doi:10.1080/13518470701705579 ISSN 1351-847X.
Gamba, Andrea and Fusari, N. (2009) Valuing Modularity as a Real Option. Management Science, Vol.55 (No.11). pp. 1877-1896. doi:10.1287/mnsc.1090.1070 ISSN 0025-1909.
Gamba, Andrea and Tesser, Matteo (2009) Structural estimation of real options models. Journal of Economic Dynamics and Control, Vol.33 (No.4). pp. 798-816. doi:10.1016/j.jedc.2008.10.001 ISSN 0165-1889.
Gill, David and Thanassoulis, John (2009) The impact of bargaining on markets with price takers : too many bargainers spoil the broth. European Economic Review , Volume 53 (Number 6). pp. 658-674. doi:10.1016/j.euroecorev.2008.10.004 ISSN 0014-2921.
Grinold, Richard C. and Taylor, Mark P. (2009) The opportunity set : market opportunities and the effective breadth of a portfolio. Journal of Portfolio Management, Vol.35 (No.2). pp. 12-24. doi:10.3905/JPM.2009.35.2.012 ISSN 0095-4918.
Kauser, Asad, Taffler, Richard J. and Tan, Christine (2009) The going-concern market anomaly. Journal of Accounting Research, 47 (1). pp. 213-239. doi:10.1111/j.1475-679X.2008.00317.x ISSN 0021-8456.
Kozhan, Roman (2009) Financial econometrics - with Eviews. Denmark: Ventus. ISBN 9788776814274
Kozhan, Roman and Salmon, Mark (2009) Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation. In: Workshop on Complexity in Economics and Finance, Leiden, Netherlands, OCT 22-27, 2007. Published in: Journal of Economic Dynamics and Control, Vol.33 (No.5 Sp. Iss. SI). pp. 1106-1122. doi:10.1016/j.jedc.2008.11.008 ISSN 0165-1889.
Kozhan, Roman and Schmid, Wolfgang (2009) Asset allocation with distorted beliefs and transaction costs. European Journal of Operational Research, Vol.194 (No.1). pp. 236-249. doi:10.1016/j.ejor.2007.12.002 ISSN 0377-2217.
Liu, Haitao, Zhang , Weina and Kim, Gi Hyun (2009) The CDS-bond basis arbitrage and the cross section of corporate bond returns. Working Paper. UNSPECIFIED. (Unpublished)
Lyons, Richard K. and Moore, Michael J. (2009) An information approach to international currencies. Journal of International Economics, Volume 79 (Number 2). pp. 211-221. doi:10.1016/j.jinteco.2009.08.003 ISSN 0022-1996.
McCarthy, D. and Neuberger, Anthony (2009) The economic basis for the regulation of pensions. United Kingdom: Department for Work and Pensions (DWP) . (DWP Research reports).
Melvin, Michael and Taylor, Mark P. (2009) The crisis in the foreign exchange market. In: Conference on Global Financial Crisis - Causes, Threats and Opportunities, Warwick Univ Business Sch, Warwick, England, April 06, 2009. Published in: Journal of International Money and Finance, Vol.28 (No.8 Sp. Iss. SI). pp. 1317-1330. doi:10.1016/j.jimonfin.2009.08.006 ISSN 02615606.
Mokoaleli-Mokoteli, Thabang, Taffler, Richard J. and Agarwal, Vineet (2009) Behavioural bias and conflicts of interest in analyst stock recommendations. Journal of Business Finance & Accounting, 36 (3-4). pp. 384-418. doi:10.1111/j.1468-5957.2009.02125.x ISSN 0306-686X.
Neuberger, Anthony (2009) Bounds and robust hedging of the American option. Working Paper. Coventry: Warwick Business School.
Palandri, Alessandro (2009) Sequential conditional correlations: Inference and evaluation. Journal of Econometrics, Vol.153 (No.2). pp. 122-132. doi:10.1016/j.jeconom.2009.05.002 ISSN 0304-4076.
Palomino, Frederic, Renneboog, Luc and Zhang, Chendi (2009) Information salience, investor sentiment, and stock returns: the case of British soccer betting. Journal of Corporate Finance, Vol.15 (No.3). pp. 368-387. doi:10.1016/j.jcorpfin.2008.12.001 ISSN 0929-1199.
Preis, Tobias, Virnau, Peter, Paul, Wolfgang and Schneider, Johannes J. (2009) Accelerated fluctuation analysis by graphic cards and complex pattern formation in financial markets. New Journal of Physics, Vol.11 (No.9). Article no. 093024. doi:10.1088/1367-2630/11/9/093024 ISSN 1367-2630.
PΓ‘l, RozΓ‘lia and Kozhan, Roman (2009) Firms' investment under financial constraints : a euro area investigation. Applied Financial Economics, Vol.19 (No.20). pp. 1611-1624. doi:10.1080/09603100802599605 ISSN 0960-3107.
Thanassoulis, John (2009) Now is the right time to regulate Bankers' pay. The Economists' Voice, Volume 6 (Number 5). doi:10.2202/1553-3832.1440 ISSN 1553-3832.
Zhang, Chendi (2009) Ethical funds and socially responsible investment : an overview. In: QFinance: The Ultimate Resource. London, UK: Bloomsbury, pp. 306-308. ISBN 978-1-8493-0000-1