Journal Article

Davies, Jonathan (2004) Conjuncture or disjuncture? : an institutionalist analysis of local regeneration partnerships in the UK. International Journal of Urban and Regional Research, Vol.28 (No.3). pp. 570-585. doi:10.1111/j.0309-1317.2004.00536.x ISSN 1468-2427.

Davies, Jonathan (2004) The foundation as a political actor : the case of the Joseph Rowntree Charitable Trust. The Political Quarterly, Vol.75 (No.3). pp. 275-284. doi:10.1111/j.1467-923X.2004.00612.x ISSN 1467-923X.

Johnson, Daniel K. N. and Ali, Ayfer (2004) A tale of two seasons : participation and medal counts at the summer and winter Olympic games. Social Science Quarterly, 85 (4). pp. 974-993. doi:10.1111/j.0038-4941.2004.00254.x ISSN 0038-4941.

Mol, Michael J., Pauwels, Pieter, Matthyssens, Paul and Quintens, Lieven (2004) A technological contingency perspective on the depth and scope of international outsourcing. Journal of International Management, Vol.10 (No.2). pp. 287-305. doi:10.1016/j.intman.2004.02.005 ISSN 1075-4253.

Conference Item

Kunc, Martin (2004) Simulating the evolution of industries using a dynamic behavioural model. In: 2004 International Conference of the System Dynamics Society, Oxford, UK, July 25 - 29. Published in: Proceedings of the 2004 International Conference of the System Dynamics Society

Working or Discussion Paper

Abhyankar, Abhay, 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) (No.05-).

Abhyankar, Abhay, Sarno, Lucio and Valente, Giorgio (2004) Exchange rates and fundamentals: evidence on the economic value of predictability. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.436).

Abhyankar, Abhay, 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) (No.04-).

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) (No.04-).

Challet, Damien, De Martino, Andrea, Marsili, Matteo and Castillo, Isaac Pérez (2004) Minority games with finite score memory. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).

Chen, Xiaohong, Fan, Yanqin and Patton, Andrew J. (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) (No.04-).

Constantinides, George M., Jackwerth, Jens Carsten and Perrakis, Stylianos (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) (No.05-).

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) (No.04-).

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) (No.04-).

Corradi, Valentina and Swanson, Norman R. (2004) Predictive density accuracy tests. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).

Hodder, James E. and Jackwerth, Jens Carsten (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) (No.05-).

Hwang, Soosung and Salmon, Mark H. (2004) Market stress and herding. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.434).

Oomen, Roel C. A. (2004) Properties of realized variance for a pure jump process: calendar time sampling versus business time sampling. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).

Patton, Andrew J. (2004) Modelling asymmetric exchange rate dependence. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).

Patton, Andrew J. and Timmermann, Allan (2004) Properties of optimal forecasts under asymmetric loss and nonlinearity. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).

Sancetta, Alessio (2004) Copula based Monte Carlo integration in financial problems. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).

Sancetta, Alessio (2004) Decoupling and convergence to independence with applications to functional limit theorems. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).

Sarno, Lucio, Thornton, Daniel L. and Valente, Giorgio (2004) Federal funds rate prediction. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.458).

Sarno, Lucio and Valente, Giorgio (2004) Asset prices and international spillovers: an empirical investigation. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.438).

Sarno, Lucio and Valente, Giorgio (2004) Empirical exchange rate models and currency risk: some evidence from density forecasts. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).

Tsiakas, Ilias (2004) Is seasonal heteroscedasticity real? An international perspective. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).

Tsiakas, Ilias (2004) Periodic stochastic volatility and fat tails. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.04-).

Report

Edwards, T., Battisti, Giuliana, Payne McClendon, W., Denyer, D. and Neely, A. (2004) How can firms in the UK be encouraged to create more value? A discussion and review paper. London Business School: Advanced Institute of Management Research.