Journal Article

Arikan, O., Gozluklu, Arie Eskenazi, Kim, Gi Hyun and Sakaguchi, H. (2019) Primacy in stock market participation : the effect of initial returns on market re-entry decisions. European Journal of Finance, 25 (10). pp. 883-909. doi:10.1080/1351847X.2018.1459764

Barboni, Giorgia and Rossi, Carlotta (2019) Does your neighbour know you better? The supportive role of local banks in the financial crisis. Journal of Banking & Finance, 106 . 514 -526. doi:10.1016/j.jbankfin.2019.05.007

Bartram, Söhnke M. (2019) Corporate hedging and speculation with derivatives. Journal of Corporate Finance, 57 . pp. 9-34. doi:10.1016/j.jcorpfin.2017.09.023

Bianchi, Daniele, Billio, Monica, Casarin, Roberto and Guidolin, Massimo (2019) Modeling systemic risk with Markov switching graphical SUR models. Journal of Econometrics, 210 (1). pp. 58-74. doi:10.1016/j.jeconom.2018.11.005

Bianco, Marco and Gamba, Andrea (2019) Inventory and corporate risk management. Review of Corporate Finance Studies, 8 (1). pp. 97-145. doi:10.1093/rcfs/cfy007

Carriero, Andrea, Galvão, Ana Beatriz and Kapetanios, George (2019) A comprehensive evaluation of macroeconomic forecasting methods. International Journal of Forecasting, 35 (4). pp. 1226-1239. doi:10.1016/j.ijforecast.2019.02.007

Chang, Xin, Chen, Yangyang, Wang, Sarah Qian, Zhang, Kua and Zhang, Wenrui (2019) Credit default swaps and corporate innovation. Journal of Financial Economics, 134 (2). pp. 474-500. doi:10.1016/j.jfineco.2017.12.012

Colacito, R., Croce, M. M. and Liu, Zhao (2019) Recursive allocations and wealth distribution with multiple goods : existence, survivorship, and dynamics. Quantitative Economics, 10 (1). pp. 311-351. doi:10.3982/QE457

Delle Monache, Davide and Petrella, Ivan (2019) Efficient matrix approach for classical inference in state space models. Economics Letters, 181 . pp. 22-27. doi:10.1016/j.econlet.2019.04.012

Gospodinov, Nikolay, Kan, Raymond and Robotti, Cesare (2019) Too good to be true? Fallacies in evaluating risk factor models. Journal of Financial Economics, 132 (2). pp. 451-471. doi:10.1016/j.jfineco.2018.10.012

Gozluklu, Arie E. and Morin, Annaig (2019) Stock vs. bond yields, and demographic fluctutations. Journal of Banking & Finance, 109 . 105683. doi:10.1016/j.jbankfin.2019.105683

Mueller, Philippe, Vedolin, Andrea and Zhou, Hao (2019) Short-run bond risk premia. Quarterly Journal of Finance, 9 (3). 1950011. doi:10.1142/S2010139219500113

Windrum, Paul, Haynes, Michelle and Thompson, Peter (2019) “Breaking the mirror”: interface innovation and market capture by Japanese professional camera firms, 1955–1974. Industrial and Corporate Change, 28 (5). pp. 1029-1056. doi:10.1093/icc/dtz003

Book Item

Aastveit, Knut Are, Mitchell, James, Ravazzolo, Francesco and van Dijk, Herman (2019) The evolution of forecast density combinations in economics. In: Oxford Research Encyclopedia of Economics and Finance. Oxford University Press.