| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Closer Look at the Employment Effects of Fiscal Policy Shocks: What Have Minorities Got to Do With it? |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
23 |
| A Test for Volatility Spillovers |
0 |
0 |
0 |
63 |
4 |
5 |
5 |
183 |
| A Test for Volatility Spillovers |
0 |
0 |
0 |
55 |
0 |
1 |
2 |
160 |
| Aggregate Insider Trading and Stock Market Volatility in the UK |
0 |
0 |
0 |
14 |
2 |
2 |
8 |
24 |
| Are currency crises self-fulfilling? the case of Argentina |
0 |
0 |
0 |
109 |
0 |
2 |
2 |
267 |
| Are currency crises self-fulfilling? the case of Argentina |
0 |
1 |
1 |
113 |
0 |
3 |
3 |
283 |
| Climate Physical Risk and Asian Stock Market Returns |
0 |
0 |
0 |
15 |
1 |
4 |
9 |
29 |
| Climate Policies, Energy Shocks and Spillovers Between Green and Brown Stock Price Indices |
0 |
0 |
13 |
13 |
2 |
5 |
11 |
11 |
| Cross-Border Portfolio Flows and News Media Coverage |
0 |
0 |
0 |
32 |
1 |
2 |
6 |
118 |
| Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets |
0 |
0 |
0 |
35 |
5 |
7 |
8 |
95 |
| Cyber-Attacks, Cryptocurrencies, and Cyber Security |
0 |
0 |
2 |
89 |
2 |
2 |
9 |
219 |
| Do Periods of Extreme Asset Price Volatility Signal the Beginning of a Recession? An International Comparison |
0 |
0 |
8 |
8 |
1 |
3 |
17 |
17 |
| Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis |
0 |
0 |
0 |
33 |
2 |
5 |
8 |
69 |
| Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis |
0 |
0 |
0 |
19 |
1 |
3 |
5 |
73 |
| European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors |
0 |
0 |
0 |
12 |
1 |
5 |
6 |
13 |
| Evaluating currency crises: the case of the European Monetary System |
0 |
0 |
0 |
41 |
0 |
1 |
1 |
191 |
| Exchange Rate Uncertainty and International Portfolio Flows |
0 |
0 |
0 |
16 |
1 |
2 |
3 |
69 |
| Exchange Rate Uncertainty and International Portfolio Flows |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
88 |
| Exchange Rates and Macro News in Emerging Markets |
0 |
0 |
0 |
10 |
1 |
2 |
3 |
60 |
| Exchange Rates and Macro News in Emerging Markets |
0 |
1 |
1 |
44 |
2 |
5 |
9 |
127 |
| Financial integration in the GCC region: market size versus national effects |
0 |
0 |
0 |
10 |
1 |
2 |
6 |
38 |
| Fiscal Multipliers in Good Times and Bad Times |
0 |
0 |
0 |
82 |
0 |
1 |
3 |
181 |
| Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings |
0 |
0 |
0 |
8 |
0 |
2 |
4 |
15 |
| Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis |
0 |
1 |
1 |
84 |
1 |
3 |
5 |
285 |
| Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis |
0 |
0 |
0 |
89 |
0 |
1 |
5 |
320 |
| International Portfolio Flows and Exchange Rate Volatility for Emerging Markets |
0 |
0 |
1 |
31 |
6 |
8 |
9 |
119 |
| International Portfolio Flows and Exchange Rate Volatility for Emerging Markets |
1 |
2 |
2 |
47 |
2 |
8 |
14 |
98 |
| Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach |
0 |
0 |
0 |
118 |
4 |
5 |
7 |
328 |
| Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach |
0 |
0 |
0 |
51 |
2 |
4 |
5 |
219 |
| MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH |
0 |
0 |
0 |
59 |
1 |
3 |
3 |
179 |
| MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH |
0 |
0 |
0 |
60 |
2 |
3 |
3 |
244 |
| Macro News and Bond Yield Spreads in the Euro Area |
0 |
0 |
0 |
41 |
0 |
4 |
6 |
95 |
| Macro News and Bond Yield Spreads in the Euro Area |
0 |
1 |
2 |
25 |
2 |
4 |
9 |
104 |
| Macro News and Commodity Returns |
0 |
0 |
2 |
27 |
1 |
3 |
10 |
79 |
| Macro News and Commodity Returns |
0 |
0 |
0 |
15 |
4 |
6 |
7 |
74 |
| Macro News and Exchange Rates in the BRICS |
0 |
0 |
0 |
26 |
1 |
2 |
2 |
98 |
| Macro News and Exchange Rates in the BRICS |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
70 |
| Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis |
0 |
0 |
0 |
25 |
0 |
1 |
3 |
82 |
| Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis |
0 |
0 |
1 |
17 |
2 |
3 |
6 |
73 |
| Non-Linearities, Cyber Attacks and Cryptocurrencies |
0 |
0 |
0 |
38 |
2 |
5 |
7 |
101 |
| Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach |
0 |
0 |
0 |
32 |
2 |
3 |
3 |
111 |
| Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach |
0 |
0 |
0 |
52 |
0 |
1 |
3 |
132 |
| On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
276 |
| Political Tension and Stock Markets in the Arabian Peninsula |
0 |
0 |
0 |
15 |
1 |
4 |
7 |
54 |
| Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions |
1 |
1 |
12 |
22 |
2 |
3 |
27 |
50 |
| STOCK MARKET INTEGRATION AND EUROPEAN MONETARY UNION |
0 |
0 |
0 |
129 |
1 |
2 |
11 |
256 |
| Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis |
0 |
0 |
0 |
62 |
1 |
4 |
6 |
22 |
| Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities |
0 |
0 |
1 |
122 |
0 |
2 |
7 |
271 |
| Spillovers between Food and Energy Prices and Structural Breaks |
0 |
0 |
0 |
12 |
1 |
4 |
4 |
67 |
| Spillovers between Food and Energy Prices and Structural Breaks |
0 |
0 |
0 |
14 |
1 |
3 |
7 |
67 |
| Spillovers between food and energy prices and structural breaks |
0 |
0 |
0 |
31 |
2 |
4 |
5 |
91 |
| Stock Market Integration between three CEECs, Russia and the UK |
0 |
0 |
0 |
69 |
1 |
1 |
1 |
267 |
| Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence |
0 |
0 |
2 |
21 |
2 |
7 |
19 |
45 |
| Stock Returns and Inflation: The Impact of Inflation Targeting |
0 |
0 |
1 |
191 |
0 |
0 |
1 |
538 |
| TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS |
0 |
0 |
1 |
707 |
2 |
4 |
8 |
1,997 |
| TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS |
0 |
0 |
0 |
207 |
1 |
1 |
6 |
458 |
| The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 |
0 |
0 |
0 |
23 |
2 |
6 |
9 |
49 |
| The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence |
0 |
0 |
1 |
6 |
2 |
8 |
13 |
21 |
| The Impact of Business and Political News on the GCC Stock Markets |
0 |
0 |
0 |
46 |
2 |
4 |
6 |
101 |
| The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects |
0 |
0 |
14 |
36 |
7 |
15 |
51 |
96 |
| US Municipal Green Bonds and Financial Integration |
0 |
0 |
0 |
53 |
1 |
3 |
5 |
20 |
| Understanding Homeland Security: Theory and UK Evidence |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
57 |
| Volatility Spillovers and Contagion from Mature to Emerging Stock Markets |
0 |
0 |
0 |
146 |
1 |
2 |
3 |
355 |
| Volatility Spillovers and Contagion from Mature to Emerging Stock Markets |
0 |
0 |
0 |
105 |
0 |
0 |
3 |
319 |
| Volatility Spillovers and Contagion from Mature to Emerging Stock Markets |
0 |
0 |
0 |
100 |
1 |
6 |
9 |
504 |
| Volatility spillovers and contagion from mature and emerging stock markets |
0 |
0 |
0 |
5 |
1 |
1 |
4 |
37 |
| Volatility spillovers and contagion from mature to emerging stock markets |
0 |
2 |
3 |
127 |
2 |
6 |
9 |
618 |
| Total Working Papers |
2 |
9 |
69 |
3,985 |
94 |
225 |
470 |
11,800 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A note on the macroeconomic consequences of ethnic/racial tension |
0 |
0 |
0 |
9 |
2 |
4 |
7 |
41 |
| A test for volatility spillovers |
0 |
0 |
0 |
69 |
2 |
4 |
4 |
175 |
| Aggregate insider trading and stock market volatility in the UK |
0 |
0 |
2 |
3 |
0 |
3 |
8 |
21 |
| Asset prices and output growth volatility: the effects of financial crises |
2 |
2 |
2 |
92 |
4 |
4 |
4 |
232 |
| Brutality or Frequency?. An Empirical Investigation of the Effects of Terrorism on Economic Growth in India |
0 |
0 |
1 |
19 |
2 |
3 |
8 |
66 |
| Central bank intervention and foreign exchange markets |
0 |
0 |
0 |
49 |
0 |
1 |
1 |
241 |
| Connectedness between fossil and renewable energy stock indices: The impact of the COP policies |
0 |
0 |
2 |
4 |
2 |
5 |
10 |
18 |
| Cross-border portfolio flows and news media coverage |
0 |
0 |
2 |
4 |
0 |
3 |
6 |
25 |
| Cyber-attacks, spillovers and contagion in the cryptocurrency markets |
0 |
0 |
2 |
7 |
0 |
1 |
7 |
44 |
| Do not shut up and do dribble: social media and TV consumption |
0 |
1 |
1 |
4 |
0 |
3 |
4 |
10 |
| Effect of Media News on Radicalization of Attitudes to Immigration |
0 |
0 |
0 |
5 |
5 |
5 |
9 |
46 |
| Environmental awareness and firm creation |
0 |
0 |
0 |
3 |
3 |
5 |
10 |
21 |
| Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis |
0 |
0 |
0 |
8 |
0 |
3 |
4 |
33 |
| Evaluating currency crises: the case of the European monetary system |
0 |
0 |
0 |
5 |
1 |
4 |
7 |
41 |
| Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach |
0 |
0 |
0 |
56 |
0 |
4 |
8 |
193 |
| Exchange rates and macro news in emerging markets |
0 |
0 |
1 |
7 |
1 |
6 |
8 |
29 |
| Exploring the dynamics between terrorism and anti-terror spending: Theory and UK-evidence |
0 |
0 |
0 |
51 |
2 |
3 |
9 |
246 |
| Financial Integration in the GCC Region: Market Size Versus National Effects |
0 |
0 |
0 |
0 |
3 |
4 |
5 |
25 |
| Financial markets and fiscal discipline in the Eurozone |
0 |
0 |
1 |
20 |
1 |
2 |
5 |
46 |
| Fiscal multipliers in good times and bad times |
0 |
1 |
3 |
59 |
3 |
9 |
16 |
266 |
| Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions |
0 |
0 |
0 |
5 |
0 |
1 |
5 |
61 |
| Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis |
0 |
0 |
1 |
53 |
0 |
3 |
9 |
187 |
| Happiness, taxes and social provision: A note |
0 |
0 |
0 |
22 |
1 |
2 |
6 |
82 |
| Happy PIIGS? |
0 |
0 |
0 |
7 |
0 |
3 |
4 |
36 |
| IGARCH models and structural breaks |
0 |
0 |
2 |
354 |
3 |
5 |
10 |
999 |
| International portfolio flows and exchange rate volatility in emerging Asian markets |
0 |
2 |
7 |
15 |
3 |
8 |
29 |
101 |
| Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching |
0 |
0 |
3 |
64 |
1 |
1 |
6 |
169 |
| LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH |
0 |
0 |
0 |
11 |
2 |
2 |
4 |
48 |
| Linear and Non-linear Causality between CO2 Emissions and Economic Growth |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
4 |
| Linear and Non-linear Causality between CO2 Emissions and Economic Growth |
0 |
0 |
0 |
86 |
2 |
5 |
8 |
242 |
| Macro News and Commodity Returns |
0 |
0 |
1 |
9 |
1 |
4 |
7 |
38 |
| Macro news and bond yield spreads in the euro area |
0 |
1 |
2 |
9 |
1 |
6 |
7 |
35 |
| Macro news and exchange rates in the BRICS |
0 |
0 |
1 |
18 |
1 |
2 |
6 |
69 |
| Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis |
0 |
0 |
0 |
8 |
1 |
4 |
4 |
67 |
| Modelling East Asian exchange rates: a Markov-switching approach |
0 |
0 |
0 |
89 |
0 |
0 |
3 |
233 |
| Non-linearities, cyber attacks and cryptocurrencies |
0 |
0 |
0 |
10 |
3 |
4 |
5 |
71 |
| ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS |
0 |
0 |
1 |
271 |
0 |
4 |
9 |
588 |
| Oil price uncertainty and sectoral stock returns in China: A time-varying approach |
0 |
0 |
0 |
20 |
2 |
5 |
9 |
114 |
| On the heterogeneous effects of tax policy on labor market outcomes |
0 |
0 |
2 |
7 |
4 |
8 |
14 |
49 |
| Political tension and stock markets in the Arabian Peninsula |
0 |
0 |
1 |
3 |
0 |
1 |
3 |
21 |
| Portfolio flows and the US dollar–yen exchange rate |
0 |
0 |
0 |
12 |
4 |
5 |
7 |
71 |
| Power Properties of Nonlinearity Tests for Time Series with Markov Regimes |
0 |
0 |
0 |
195 |
2 |
3 |
7 |
471 |
| Predicting Markov volatility switches using monetary policy variables |
0 |
0 |
0 |
54 |
1 |
1 |
2 |
115 |
| Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility |
0 |
0 |
5 |
16 |
0 |
1 |
13 |
42 |
| Price regimes in an energy island: Tacit collusion vs. cost and network explanations |
0 |
0 |
0 |
10 |
2 |
2 |
5 |
62 |
| Renewable energy and economic growth: A Markov-switching approach |
0 |
1 |
3 |
19 |
2 |
6 |
14 |
67 |
| Selecting nonlinear time series models using information criteria |
0 |
1 |
2 |
91 |
0 |
2 |
3 |
200 |
| Short-term growth effects of fiscal policy revisited: A Markov-switching approach |
0 |
0 |
2 |
87 |
2 |
3 |
6 |
244 |
| Small and medium sized European firms and energy saving measures: The role of financing |
0 |
0 |
1 |
2 |
2 |
5 |
8 |
21 |
| Spillovers between food and energy prices and structural breaks |
0 |
0 |
2 |
18 |
4 |
8 |
13 |
83 |
| Spillovers between food and energy prices and structural breaks |
0 |
0 |
0 |
11 |
2 |
3 |
4 |
44 |
| Stock Market Integration Between Three CEECs |
0 |
0 |
0 |
31 |
1 |
2 |
4 |
108 |
| Stock Market Integration between Three CEECs, Russia, and the UK |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
58 |
| Stock market responses to monetary policy shocks: Firm-level evidence |
0 |
2 |
8 |
8 |
3 |
13 |
34 |
34 |
| Stock market returns and climate risk in the U.S |
1 |
2 |
3 |
3 |
3 |
8 |
27 |
27 |
| Stock market, economic growth and EU accession: evidence from three CEECs |
0 |
0 |
0 |
15 |
0 |
1 |
3 |
54 |
| Sustainable developments, renewable energy, and economic growth in Canada |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
24 |
| Testing for Causality-in-Variance: An Application to the East Asian Markets |
1 |
1 |
1 |
216 |
2 |
5 |
7 |
461 |
| Testing for contagion: a conditional correlation analysis |
0 |
0 |
0 |
230 |
1 |
4 |
6 |
556 |
| Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis |
0 |
0 |
0 |
138 |
1 |
3 |
8 |
403 |
| The COVID-19 pandemic, policy responses and stock markets in the G20 |
0 |
1 |
1 |
1 |
2 |
7 |
12 |
15 |
| The COVID-19 pandemic, policy responses and stock markets in the G20 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
| The economic and welfare state determinants of well-being in Europe |
0 |
0 |
2 |
10 |
2 |
8 |
12 |
34 |
| The effect of a new power cable on energy prices volatility spillovers |
0 |
0 |
0 |
8 |
2 |
4 |
8 |
48 |
| The effects of physical and transition climate risk on stock markets: Some multi-Country evidence |
0 |
2 |
2 |
2 |
8 |
14 |
22 |
22 |
| The impact of business and political news on the GCC stock markets |
0 |
0 |
1 |
10 |
2 |
2 |
5 |
60 |
| The impact of energy, renewable and CO2 emissions efficiency on countries’ productivity |
2 |
5 |
8 |
39 |
3 |
11 |
26 |
86 |
| The non-linear effect of income on the shadow economy |
0 |
0 |
1 |
1 |
5 |
8 |
14 |
15 |
| The price of terror: The effects of terrorism on stock market returns and volatility |
0 |
2 |
7 |
586 |
1 |
5 |
13 |
1,544 |
| Volatility Spillovers and Contagion from Mature to Emerging Stock Markets |
0 |
0 |
2 |
32 |
0 |
1 |
4 |
193 |
| Volatility transmission and financial crises |
0 |
1 |
3 |
14 |
1 |
3 |
6 |
80 |
| Was the Currency Crisis in Argentina Self-Fulfilling? |
0 |
1 |
2 |
101 |
2 |
3 |
6 |
233 |
| Total Journal Articles |
6 |
26 |
94 |
3,501 |
118 |
290 |
594 |
10,518 |
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