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Items where Subject is "H Social Sciences > HG Finance"
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Number of items at this level: 264.
Abhyankar, Abhay, 1951-, Basu, Devraj and Stremme, Alexander (2004) Portfolio efficiency and discount factor bounds with conditioning information: a unified approach. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Abhyankar, Abhay, 1951-, Sarno, Lucio and Valente, Giorgio (2004) Exchange rates and fundamentals: evidence on the economic value of predictability. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Adeeko, Olukayode Adesope (1998) The law and policy of financial regulation and deregulation of Nigerian banking system. PhD thesis, University of Warwick.
Ailola, David A. (1988) The regulation of commercial banks in Zambia and their role in development. PhD thesis, University of Warwick.
Akram, Qaisar Farooq, Rime, Dagfinn and Sarno, Lucio (2008) Arbitrage in the foreign exchange market: turning on the microscope. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). (Discussion paper (Centre for Economic Policy Research (Great Britain)).
Al-Yagout, Mona Mohammed Abdulla (1997) The regulation of foreign investment in Kuwait: the role of law, politics and economic policy in the development process. PhD thesis, University of Warwick.
AlQatamin, Ma'en Mardi (1997) The behaviour of stock returns in Amman stock market : a thin emerging market. PhD thesis, University of Warwick.
Albanis, George T. and Batchelor, R. A. (1999) Combining heterogeneous classifiers for stock selection. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Alfarano, Simone and Franke, Reiner (2007) A simple asymmetric herding model to distinguish between stock and foreign exchange markets. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Alfarano, Simone, Lux, Thomas, 1962- and Wagner, F. (Friedrich) (2005) Time-variation of higher moments in a financial market with heterogeneous agents: an analytical approach. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Allouch, Nizar (2001) A note on two notions of arbitrage. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Allouch, Nizar, Le, Van Cuong and Page, Frank H. (2002) Arbitrage, equilibrium and nonsatiation. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Avesani, Renzo G., Gallo, Giampiero M. and Salmon, Mark H. (Mark Howard), 1949- (1999) On the evolution of credibility and flexible exchange rate target zones. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.1999).
Awartani, Basel, Corradi, Valentina and Distaso, Walter (2004) Testing and modelling market microstructure effects with an application to the Dow Jones industrial average. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Awwad, Awwad Saleh (2000) Legal regulation of the Saudi stock market : evaluation, and prospects for reforms. PhD thesis, University of Warwick.
Babecký, Jan, Komárek, Luboš and Komárková, Zlatuše (2008) Financial integration of stock markets among new EU member states and the Euro area. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Barclay, Lou Anne (1998) Foreign investment in the Caribbean : multinational enterprise motivation, investment behaviour and corporate strategy. PhD thesis, University of Warwick.
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).
Bedendo, Mascia (2003) Density forecasting in financial risk modelling. PhD thesis, University of Warwick.
Beeson, Mark and Bell, Stephen, 1954- (2005) The G20 and the politics of international financial sector reform: robust regimes or hegemonic instability? Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Beker, Pablo (2007) Market selection and payout policy under majority rule. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Besfamille , Martin and Sanguinetti, Pablo (2003) Formal and real fiscal federalism in Argentina. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Bianconi, Ginestra, Galla, Tobias and Marsili, Matteo, 1966- (2006) Effects of Tobin taxes in minority game markets. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Blackorby, Charles, 1937- and Brett, Craig, 1969- (2004) Capital taxation in a simple finite-horizon OLG model. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Boero, Gianna and Marrocu, Emanuela (2003) The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Boonprakaikawe, Juntip and Ghosal, Sayantan (2001) Bank runs and noisy signals. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Brassett, James (2006) Cosmopolitan ethics in global finance? : a pragmatic approach to the Tobin Tax. PhD thesis, University of Warwick.
Brennan, Niamh (1995) Disclosure of profit forecasts during takeover bids. PhD thesis, University of Warwick.
Breslin, Shaun (2000) (Still) learning to live without the plan? The politics of financial reform in the People's Republic of China. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Caglayan, Mustafa and Munoz-Torres, Rebeca I. (2008) The effect of the exchange rates on investment in Mexican manufacturing industry. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Camanho, Ana Maria Cunha Ribeiro dos Santos Ponces (1999) Performance measurement and improvement in the management of bank networks using data envelope analysis. PhD thesis, University of Warwick.
Castro, Vítor Manuel Alves (2008) Are Central Banks following a linear or nonlinear (augmented) Taylor rule? Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Cenedese, Gino (2011) Essays in international finance. PhD thesis, University of Warwick.
Chang, Yoonhee Tina (2005) Banking structure and governance: changes in regulation and technology. PhD thesis, University of Warwick.
Chang, Yoonhee Tina (2003) Dynamics of banking technology adoption: an application to internet banking. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Chatterji, Shurojit and Ghosal, Sayantan (2008) Moral hazard, bank runs and contagion. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Chaudhary, Swati and Seabrooke, Leonard, 1974- (2009) Pragmatic numbers: how the IMF creates policy dialogue for financial reform. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Chen, Xiaohong, 1965-, Fan, Yanqin and Patton, Andrew J. (Andrew John), 1976- (2004) Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Cheung, Yin-Wong, Chinn, Menzie David and Marsh, Ian W. (1999) How do UK-based foreign exchange dealers think their market operates? Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.1999).
Chirayukool, Pokpong (2011) The valuation of exotic barrier options and American options using Monte Carlo simulation. PhD thesis, University of Warwick.
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).
Christodoulakis, George and Satchell, S. (Stephen) (2001) On the evolution of global style factors in the MSCI universe of assets. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Chu, Ba M., Knight, John L. and Satchell, S. (Stephen) (2005) Optimal investment and asymmetric risk for a large portfolio: a large deviations approach. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Chu, Ba M., Knight, John L. and Satchell, S. (Stephen) (2006) Optimal long term investment in a jump diffusion setting : a large deviation approach. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.2006).
Chu, Jung, Ph.D. (1997) Comparing statistical methods and artificial neural networks in bankruptcy prediction. PhD thesis, University of Warwick.
Clements, Michael P. and Galvão, Ana Beatriz C. (Ana Beatriz Camatari) (2006) Macroeconomic forecasting with mixed frequency data: forecasting US output growth and inflation. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
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).
Cohen, Robin, 1944- (2005) The free movement of money and people: debates before and after ‘9/11’. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Conconi, Paola and Perroni, Carlo (2003) Self-enforcing international agreements and domestic policy credibility. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Constantinides, George M., Jackwerth, Jens Carsten, 1967- and Perrakis, Stylianos, 1938- (2004) Mispricing of S&P 500 index options. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Cook, Audrey Ciceley Heloise (2008) A study of identity formation in the London investment banking sector. PhD thesis, University of Warwick.
Coroneo, Laura, Corradi, Valentina and Santos Monteiro, Paul (2012) Testing for optimal monetary policy via moment inequalities. Working Paper. Coventry: Department of Economics, University of Warwick. (The Warwick Economics Research Paper Series (TWERPS). (Unpublished)
Corradi, Valentina and Distaso, Walter (2004) Estimating and testing stochastic volatility models using realized measures. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Corradi, Valentina and Distaso, Walter (2004) Testing for one-factor models versus stochastic volatility models. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Courtenay, Roger A. (1997) Alternative models of security price equilibrium. PhD thesis, University of Warwick.
Das, Dilip K., 1941- (2004) Financial flows and global integration. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Delfino, María Eugenia (2002) Consolidation, market power and cost economies in the banking industry: empirical evidence from Argentina. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Della Corte, Pasquale (2007) Essays in empirical finance. PhD thesis, University of Warwick.
Della Corte, Pasquale, Sarno, Lucio and Tsiakas, Ilias (2007) An economic evaluation of empirical exchange rate models. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). (Discussion paper (Centre for Economic Policy Research (Great Britain)).
Dias, Alexandra (2008) Semi-parametric estimation of joint large movements of risky assets. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Dieter, Heribert, 1961- (1998) Crises in Asia or crisis of globalisation? Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Dieter, Heribert, 1961- (2002) Reshaping globalisation: a new order for international financial markets. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Edison, Hali J., Luangaram, Pongsak and Miller, Marcus, 1941- (1998) Asset bubbles, domino effects and 'lifeboats': elements of the East Asian crisis. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Egginton, D. M. (Donald Michael) (1999) A principal components analysis of the UK term structure and the influence of fiscal policy. PhD thesis, University of Warwick.
Ekkayokkaya, Pollarat (2011) Convertible bonds in corporate finance. PhD thesis, University of Warwick.
El-Hassan, Mirghani Mohmed, 1952- (1981) The role of insurance and its regulation in development : Sudan and Tanzania. PhD thesis, University of Warwick.
Ellison, Martin, Sarno, Lucio and Vilmunen, Jouko. (2007) Caution or activism? Monetary policy strategies in an open economy. Macroeconomic Dynamics, Vol.11 (No.4). pp. 519-541. ISSN 1365-1005
Ferry, Laurence (2011) A study of management accounting and control in governing the state : some lessons from a local government waste management service. PhD thesis, University of Warwick.
Frait, Jan and Komárek, Luboš (2006) Monetary policy and asset prices: what role for central banks in new EU member states? Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Frait, Jan and Komárek, Luboš (2002) Theoretical and empirical analysis of the debt-adjusted real exchange rate in selected transition economies during 1994-2001. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Frait, Jan and Komárek, Luboš (2008) The debt-adjusted real exchange rate for China. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Frait, Jan, Komárek, Luboš and Kulhánek, Lumír (2000) P-star-model based analysis of inflation dynamics in the Czech Republic. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Frait, Jan, Komárek, Luboš and Melecky, Martin (2006) The real exchange rate misalignment in the five central European countries. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Fusai, Gianluca (2000) Applications of Laplace transform for evaluating occupation time options and other derivatives. PhD thesis, University of Warwick.
Gachuki, David (1982) Regulation of foreign investment in Kenya, 1963-81 : an empirical study. PhD thesis, University of Warwick.
Galassi, Francesco L. and Newton, Lucy (2001) My word is my bond: reputation as collateral in nineteenth century English provincial banking. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Ganoulis, Ioannis (1990) Financial factors in the investment decisions of firms : theory and evidence. PhD thesis, University of Warwick.
García Fronti, Javier I. and Zhang, Lei, Dr. (2006) Political instability and the Peso problem. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Gelsomini, Luca (2009) Essays on financial economics. PhD thesis, University of Warwick.
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, Hwang, Soosung and Salmon, Mark H. (Mark Howard), 1949- (2005) Performance measurement with loss aversion. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Gemmill, Gordon and Keswani, Aneel. (2011) Downside risk and the size of credit spreads. Journal of Banking & Finance, Vol.35 (No.8). pp. 2021-2036. ISSN 0378-4266
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).
Gill, David, 1975- and Sgroi, Daniel. (2004) Sequential decision-making and asymmetric equilibria : an application to takeovers. Topics in Theoretical Economics, Vol.4 (No.1). ISSN 1534-598X
Gofas, Andreas (2001) Ideas and interests in the construction of EMU: beyond the rationalist bias of the new ideational orthodoxy. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (CSGR working papers.
Hadjipantelis, Pantelis-Zenon (2010) Intra-daily dynamics of dollar-sterling exchange market. Working Paper. University of Warwick: University of Warwick..
Hall, Anthony D., Hwang, Soosung and Satchell, S. (Stephen) (2000) Using Bayesian variable selection methods to choose style factors in global stock return models. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.1999).
Han, Liang, 1973- (2005) Collateralisation, interest rates and signalling in entrepreneurial finance. PhD thesis, University of Warwick.
Hansen, Stephen and McMahon, Michael F. (2010) What do outside experts bring to a committee? : evidence from the Bank of England. Working Paper. Coventry: University of Warwick. Dept. of Economics. (Warwick economics research paper series (TWERPS), Vol.2010).
Hay, Colin, 1968-, Smith, Nicola Jo-Anne and Watson, Matthew, Ph.D.. (2006) Beyond prospective accountancy: reassessing the case for British membership of the single European currency comparatively. British Journal of Politics and International Relations, Vol.8 (No.1). pp. 101-121. ISSN 1369-1481
Herrendorf, Berthold and Neumann, Manfred J. M. (Manfred Johann Michael), 1940- (1998) A non-normative theory of inflation and central bank independence. Working Paper. Covnetry: University of Warwick, Department of Economics. (Warwick economic research papers.
Hill, Denys Alan (1999) A chaos related investigation into small manufacturing business financial decision-making dynamics. PhD thesis, University of Warwick.
Hillman, Robert and Salmon, Mark H. (Mark Howard), 1949- (1999) From market micro-structure to macro fundamentals : is there predictability in the dollar-Deutsche Mark exchange rate? Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.1999).
Hobson, David and Klimmek, Martin. (2012) Model-independent hedging strategies for variance swaps. Finance and Stochastics, Vol.16 (No.4). pp. 611-649. ISSN 0949-2984
Hodder, James E. and Jackwerth, Jens Carsten, 1967- (2004) Incentive contracts and hedge fund management. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Hondora, Tawanda (2009) Developing securitization-enabling financial infrastructure in emerging markets: a case-study of Zimbabwe. PhD thesis, University of Warwick.
Horváth, Roman and Komárek, Luboš (2003) Optimum currency area indices: evidence from the 1990s. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Horváth, Roman and Komárek, Luboš (2002) Optimum currency area theory: an approach for thinking about monetary integration. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Hošek, Jan, Komárek, Luboš and Motl, Martin (2010) Monetary policy and oil prices. Working Paper. Coventry: University of Warwick. Dept. of Economics. (Warwick economics research paper series (TWERPS), Vol.2010).
Hudson, Sarah J., 1951- (2001) Attitudes to investment risk amongst West Midland canal and railway company investors, 1760-1850. PhD thesis, University of Warwick.
Hurd, Matthew, 1980-, Salmon, Mark H. (Mark Howard), 1949- and Schleicher, Christoph (2005) Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index (revised). Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Hwang, Soosung and Salmon, Mark H. (Mark Howard), 1949- (2001) A new measure of herding and empirical evidence. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Hwang, Soosung and Satchell, S. (Stephen) (1999) Market risk and the concept of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.1999).
Hwang, Soosung and Satchell, S. (Stephen) (1999) Modelling emerging market risk premia using higher moments. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.1999).
Hwang, Soosung and Satchell, S. (Stephen) (2000) The disappearance of style in the US equity market. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.1999).
Ismail, Ahmad Khalil (2000) European banking mergers : stock market and operating performance evaluation. PhD thesis, University of Warwick.
Isoni, Andrea, Poulsen, Anders, Sugden, Robert and Tsutsui, Kei. (2013) Focal points in tacit bargaining problems : experimental evidence. European Economic Review , Volume 59 . pp. 167-188. ISSN 0014-2921
Jackson, Christopher Paul, 1942- (2005) Employee participation in Sharesave schemes : a case study analysis of three companies in the UK retail sector. PhD thesis, University of Warwick.
Jenkins, Rachel, Bhugra, Dinesh, Bebbington, Paul, Brugha, T. S. (Traolach S.), Farrell, M., Dr., Coid, Jeremy, Fryers, Tom, Weich, Scott, Singleton , Nicola and Meltzer, Howard. (2008) Debt income and mental disorder in the general population. Psychological Medicine, Vol.38 (No.10). pp. 1485-1493. ISSN 0033-2917
Juvenal, Luciana and Taylor, Mark P.. (2008) Threshold adjustment of deviations from the law of one price. Studies in Nonlinear Dynamics and Econometrics (Online), Vol.12 (No.3). Article 8. ISSN 1558-3708
Karytinos, Aristotle D. (1999) A chaos theory and nonlinear dynamics approach to the analysis of financial series : a comparative study of Athens and London stock markets. PhD thesis, University of Warwick.
King, Michael and Sinclair, Timothy J. (2001) Grasping at straws: a ratings downgrade for the emerging international financial architecture. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Klimmek, Martin (2012) On inverse problems in mathematical finance. PhD thesis, University of Warwick.
Koethenbuerger, Marko and Lockwood, Ben (2007) Does tax competition really promote growth? Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Kohlscheen, Emanuel (2009) Domestic vs. external sovereign debt servicing: an empirical analysis. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Kohlscheen, Emanuel (2009) Emerging floaters: pass-throughs and (some) new commodity currencies. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Kohlscheen, Emanuel and Taylor, Mark P., 1958- (2006) International liquidity swaps: is the Chiang Mai Initiative pooling reserves efficiently? Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Kolossiatis, Michalis (2009) Modelling via normalisation for parametric and nonparametric inference. PhD thesis, University of Warwick.
Komárek, Luboš and Melecky, Martin (2001) Currency substitution in the transition economy: a case of the Czech Republic 1993-2001. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Komárek, Luboš and Melecky, Martin (2001) Demand for money in transition economy: the case of the Czech Republic 1993-2001. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Koufopoulos, Kostas. (2009) Optimal securities under adverse selection and moral hazard. Journal of Mathematical Economics, Vol.45 (No.5-6). pp. 341-360. ISSN 0304-4068
Kozhan, Roman and Pál, Rozália (2008) Firms' investment under financial constraints: a Euro area investigation. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Kozhan, Roman and Salmon, Mark H.. (2008) Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation. Journal of Economic Dynamics and Control, Vol.33 (No.5). pp. 1106-1122. ISSN 0165-1889
Kozhan, Roman and Salmon, Mark H. (Mark Howard), 1949-. (2012) The information content of a limit order book : the case of an FX market. Journal of Financial Markets , Vol.15 (No.1). pp. 1-28. ISSN 1386-4181
La Feria, Rita de and Lockwood, Ben (2010) Opting for opting in? : an evaluation of the European Commission’s proposals for reforming VAT on financial services. Working Paper. Coventry: University of Warwick. Dept. of Economics. (Warwick economics research paper series (TWERPS), Vol.2010).
Leake, David E. (2011) Group behaviour in financial markets. PhD thesis, University of Warwick.
Lee, Eddy and Vivarelli, Marco, 1963- (2006) The social impact of globalisation in the developing countries. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Leech, Dennis (2001) Members' voting power in the governance of the International Monetary Fund. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Lewin, Richard A. and Satchell, S. (Stephen) (2001) The derivation of new model of equity duration. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Liao, Chien-Hui (2003) Essays on dynamic portfolio management. PhD thesis, University of Warwick.
Lin, Hao, 1976- (2006) Essays in market microstructure. PhD thesis, University of Warwick.
Liu, Lan, 1976- (2007) Portfolio risk measurement: the estimation of the covariance of stock returns. PhD thesis, University of Warwick.
Liu, Ruipeng, Di Matteo, T. and Lux, Thomas, 1962- (2007) True and apparent scaling: the proximity of the markov- switching multifractal model to long-range dependence. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
Lockwood, Ben (2010) How should financial intermediation services be taxed? Working Paper. Coventry: University of Warwick. Dept. of Economics. (Warwick economics research paper series (TWERPS), Vol.2010).
Lockwood, Ben and Makris, Miltiadis (2003) Tax competition and politics: double-edged incentives revisited. Working Paper. Coventry: University of Warwick. Centre for the Study of Globalisation and Regionalisation. (Working papers (University of Warwick. Centre for the Study of Globalisation and Regionalisation).
Lockwood, Ben and Makris, Miltiadis (2004) Tax incidence, majority voting and capital market integration. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Lothian, James R. and Taylor, Mark P.. (2008) Real exchange rates over the past two centuries: how important is the Harrod-Balassa-Samuelson effect? Economic Journal, Vol.118 (No.532). pp. 1742-1763. ISSN 0013-0133
Lux, Thomas, 1962- (2008) Stochastic behavioral asset pricing models and the stylized facts. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).
MacDonald, Ronald and Marsh, Ian W. (1999) Currency spillovers and tri-polarity : a simultaneous model of the US dollar, German mark and Japanese yen. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.1999).
Mani, Anandi (2007) Mine, your or ours? : the efficiency of household investment decisions : an experimental approach. Working Paper. Unpublished..
Marchesi, Silvia (2000) Buybacks of domestic debt in public debt management. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.
Marra, Miriam (2012) Credit markets and liquidity. PhD thesis, University of Warwick.
Marsh, Ian W. (1999) An analysis of the performance of European foreign exchange forecasters. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.1999).
Marsh, Ian W. and Power, David (1999) A panel-based investigation into the relationship between stock prices and dividends. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.1999).
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