Journal Article

Aretz, Kevin and Bartram, Söhnke M.. (2010) Corporate hedging and shareholder value. Journal of Financial Research, Vol.33 (No.4). pp. 317-371. ISSN 0270-2592

Aretz, Kevin, Bartram, Söhnke M. and Pope, Peter F.. (2010) Macroeconomic risks and characteristic-based factor models. Journal of Banking & Finance, Vol.34 (No.6). pp. 1383-1399. ISSN 0378-4266

Bartram, Söhnke M., Brown, Gregory W. and Minton, Bernadette A.. (2010) Resolving the exposure puzzle: The many facets of exchange rate exposure. Journal of Financial Economics, Vol.95 (No.2). pp. 148-173. ISSN 0304-405X

Basu, Devraj, Oomen, Roel and Stremme, Alexander. (2010) How to time the commodities markets. Journal of Derivatives & Hedge Funds , Vol.16 (No.1). pp. 1-8. ISSN 1753-9641

Basu, Devraj, Oomen, Roel and Stremme, Alexander. (2010) International dynamic asset allocation and return predictability. Journal of Business Finance & Accounting, Vol.37 (No.7-8). pp. 1008-1025. ISSN 0306-686X

Della Corte, Pasquale, Sarno, Lucio and Valente, Giorgio. (2010) A century of equity premium predictability and the consumption-wealth ratio: an international perspective. Journal of Empirical Finance, Vol.17 (No.3). pp. 313-331. ISSN 0927-5398

Dias, Alexandra and Embrechts, Paul. (2010) Modeling exchange rate dependence dynamics at different time horizons. Journal of International Money and Finance, Vol.29 (No.8). pp. 1687-1705. ISSN 02615606

Fidrmuc, Jana P. and Jacob, Marcus. (2010) Culture, agency costs, and dividends. Journal of Comparative Economics, Vol.38 (No.3). pp. 321-339. ISSN 0147-5967

Fruehwirth, Manfred, Schneider, Paul and Soegner, Leopold. (2010) The risk microstructure of corporate bonds: a case study from the German corporate bond market. European Financial Management, Vol.16 (No.4). pp. 658-685. ISSN 1354-7798

Gamba, Andrea and Sick, Gordon A.. (2010) Some important issues involving real options: an overview. Multinational Finance Journal , Vol.14 (No. 1/2). pp. 73-123. ISSN 1096-1879

Mijatović, Aleksandar and Schneider, Paul. (2010) Globally optimal parameter estimates for nonlinear diffusions. Annals of statistics, Vol.38 (No.1). pp. 215-245. ISSN 0090-5364

Preis, Tobias, Reith, D. and Stanley, H. E.. (2010) Complex dynamics of our economic life on different scales : insights from search engine query data. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol.368 (No.1933). pp. 5707-5719. ISSN 1364-503X

Reitz, Stefan, Stadtmann, Georg and Taylor, Mark P.. (2010) The effects of Japanese interventions on FX-forecast heterogeneity. Economics Letters, Vol.108 (No.1). pp. 62-64. ISSN 0165-1765

Schneider, Paul, Sögner, Leopold and Veža, Tanja. (2010) The economic role of jumps and recovery rates in the market for corporate default risk. Journal of Financial and Quantitative Analysis, Vol.45 (No.6). pp. 1517-1547. ISSN 0022-1090

Stramer, O., Bognar, M. and Schneider, Paul. (2010) Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions. Journal of Financial Econometrics, Vol.8 (No.4). pp. 450-480. ISSN 1479-8409

Book Item

Renneboog, Luc, Ter Horst, Jenke and Zhang, Chendi (2010) Socially responsible investment funds. In: Crowther, Stuart and Aras, G., (eds.) A handbook of corporate governance and social responsibility. Corporate Social Responsibility (Chapter 23). Burlington, Vt: Gower, pp. 395-412. ISBN 978-0-7546-9217-1

Sorge, Marco and Zhang, Chendi (2010) Currency and Maturity Mismatches in Latin America. In: Gregoriou, G.N., (ed.) The Banking Crisis Handbook. Boca Raton, Fla. ; London: CRC Press, pp. 353-372. ISBN 978-1-4398-1853-4

Working or Discussion Paper

Zhang, Chendi and Sorge, Marco (2010) Information sharing, creditor rights, and corporate debt maturity. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre..