King's College London

Research portal

Banking & Finance

Organisational unit: Division

  1. Local Public Corruption and Bank Lending Activity in the United States

    Bermpei, T., Kalyvas, A. N. & Leonida, L., 3 Jan 2020, In : JOURNAL OF BUSINESS ETHICS. 26 p.

    Research output: Contribution to journalArticle

  2. Accepted/In press

    State-level wage Phillips curves

    Kapetanios, G., Price, S., Tasiou, M. & Ventouri, A., 1 Jan 2020, (Accepted/In press) In : Econometrics and Statistics.

    Research output: Contribution to journalArticle

  3. Accepted/In press

    Credit, financial conditions, and the monetary transmission mechanism

    Aikman, D., Lehnert, A., Liang, N. & Modugno, M., 2020, (Accepted/In press) In : International journal of central banking.

    Research output: Contribution to journalArticle

  4. Accepted/In press
  5. Kernel-based Volatility Generalised Least Squares

    Chronopoulos, I., Kapetanios, G. & Petrova, K., 1 Dec 2019, In : Econometrics and Statistics.

    Research output: Contribution to journalArticle

  6. Unstable Diffusion Indexes: With an Application to Bond Risk Premia

    Massacci, D., Dec 2019, In : OXFORD BULLETIN OF ECONOMICS AND STATISTICS. 81, 6, p. 1376-1400 25 p.

    Research output: Contribution to journalArticle

  7. Expansionary contractions and fiscal free lunches: too good to be true?

    McManus, R., Ozkan, F. G. & Trzeciakiewicz, D., 4 Nov 2019, 1 ed., Scandinavian Journal of Economics, p. 32-54, 23 p. (Scandinavian Journal of Economics).

    Research output: Working paper

  8. Fiscal consolidations and distributional effects: which form of fiscal austerity is least harmful?

    McManus, R., Ozkan, F. G. & Trzeciakiewicz, D., 4 Nov 2019, In : Oxford Economic Papers.

    Research output: Contribution to journalArticle

  9. Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market

    Kapetanios, G., Konstantinidi, E., Neumann, M. & Skiadopoulos, G., 1 Nov 2019, In : JOURNAL OF FINANCIAL MARKETS. 46, 100506.

    Research output: Contribution to journalArticle

  10. Large time-varying parameter VARs: A nonparametric approach

    Kapetanios, G., Marcellino, M. & Venditti, F., 1 Nov 2019, In : JOURNAL OF APPLIED ECONOMETRICS. 34, 7, p. 1027-1049 23 p.

    Research output: Contribution to journalArticle

  11. A new approach for detecting shifts in forecast accuracy

    Chiu, C. W. J., Hayes, S., Kapetanios, G. & Theodoridis, K., 1 Oct 2019, In : INTERNATIONAL JOURNAL OF FORECASTING. 35, 4, p. 1596-1612 17 p.

    Research output: Contribution to journalArticle

  12. Forecasting the UK economy with a medium-scale Bayesian VAR

    Domit, S., Monti, F. & Sokol, A., 1 Oct 2019, In : INTERNATIONAL JOURNAL OF FORECASTING. 35, 4, p. 1669-1678 10 p.

    Research output: Contribution to journalArticle

  13. Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power?

    Andrikogiannopoulou, A. & Papakonstantinou, F., 1 Oct 2019, In : JOURNAL OF FINANCE. 74, 5, p. 2667-2688 22 p.

    Research output: Contribution to journalArticle

  14. Exponent of Cross-sectional Dependence for Residuals

    Bailey, N., Kapetanios, G. & Pesaran, M. H., 1 Sep 2019, In : Sankhya B. 81, p. 46-102 57 p.

    Research output: Contribution to journalArticle

  15. A time-varying parameter structural model of the UK economy

    Kapetanios, G., Masolo, R. M., Petrova, K. & Waldron, M., Sep 2019, In : Journal of Economic Dynamics and Control. 106, 103705.

    Research output: Contribution to journalArticle

  16. Rethinking financial stability

    Aikman, D., Haldane, A., Hinterschweiger, M. & Kapadia, S., 2019, Evolution or Revolution. Blanchard, O. & Summers, L. (eds.). MIT Press, p. 143-194

    Research output: Chapter in Book/Report/Conference proceedingChapter

  17. Would Macroprudential Regulation Have Prevented the Last Crisis?

    Aikman, D., Bridges, J., Kashyap, A. & Siegert, C., 2019, In : JOURNAL OF ECONOMIC PERSPECTIVES. 33, 1, p. 107-130

    Research output: Contribution to journalArticle

  18. Why are fiscal multipliers asymmetric?: The role of credit constraints

    Ozkan, F. G., McManus, R. & Trzeciakiewicz, D., 18 Oct 2018, In : ECONOMICA.

    Research output: Contribution to journalArticle

  19. Who does better for the economy?: Presidents versus parliamentary democracies

    Ozkan, F. G. & McManus, R., 2 May 2018, In : PUBLIC CHOICE.

    Research output: Contribution to journalArticle

  20. Governing death. Organizing end-of-life situations

    Le Theule, M-A., Lambert, C. & Morales, J., 2018, In : Organization Studies. 41, 4, p. 523-542

    Research output: Contribution to journalArticle

  21. Management accountants in France: A range of fragile, open-ended positionings

    Lambert, C. & Morales, J., Sep 2017, The Role of the Management Accountant: Local Variations and Global Influences. Goretzki, L. & Strauss, E. (eds.). p. 58-72 15 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  22. Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global Markets Connectedness

    Massacci, D., Sep 2017, In : MANAGEMENT SCIENCE. 63, 9, p. 3072–3089

    Research output: Contribution to journalArticle

  23. Management alternatif: Déplacer les frontières du management

    Barlatier, P-J., Chauvet, V. & Morales, J., 25 May 2017, In : Revue Francaise de Gestion. 264, 3, p. 11-22 12 p.

    Research output: Contribution to journalArticle

  24. Optimal Time-Inconsistent Beliefs: Misplanning, Procrastination, and Commitment

    Brunnermeier, M., Papakonstantinou, F. & Parker, J., May 2017, In : MANAGEMENT SCIENCE. 63, 5, p. 1318-1340 23 p.

    Research output: Contribution to journalArticle

  25. Accompagner la mort, organiser la fin de vie Ethnographie d’un service de soins aigus de gériatrie

    Le Theule, M-A., Lambert, C. & Morales, J., 11 Apr 2017, In : Revue Francaise de Gestion. 262, 1, p. 105-121 17 p.

    Research output: Contribution to journalArticle

  26. Least squares estimation of large dimensional threshold factor models

    Massacci, D., Mar 2017, In : JOURNAL OF ECONOMETRICS. 197, 1, p. 101-129

    Research output: Contribution to journalArticle

  27. You too can have a critical perspective! 25 years of Critical Perspectives on Accounting

    Morales, J. & Sponem, S., Mar 2017, In : CRITICAL PERSPECTIVES ON ACCOUNTING. 43, p. 149-166 18 p.

    Research output: Contribution to journalArticle

  28. It is not your fault but it is your problem:: Global financial crisis and emerging markets

    Ozkan, F. G. & Unsal, D. F., 27 Jan 2017, In : Oxford Economic Papers. p. 1-21 21 p.

    Research output: Contribution to journalArticle

  29. EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues

    Papailias, F. & Thomakos, D., 1 Jan 2017, In : INTERNATIONAL JOURNAL OF FORECASTING. 33, 1, p. 214-229

    Research output: Contribution to journalArticle

  30. Mapping heat in the US financial system

    Aikman, D., Kiley, M., Lee, S., Palumbo, M. & Warusawitharana, M., 2017, In : Journal of Banking and Finance. 81, p. 36-64

    Research output: Contribution to journalArticle

  31. Assessing Euro crises from a time varying international CAPM approach

    Baillie, R. T. & Cho, D., Dec 2016, In : Journal of Empirical Finance. 39, B, p. 197-208

    Research output: Contribution to journalArticle

  32. Exploiting the monthly data flow in structural forecasting

    Giannone, D., Monti, F. & Reichlin, L., Dec 2016, In : JOURNAL OF MONETARY ECONOMICS. 84, p. 201-215 15 p.

    Research output: Contribution to journalArticle

  33. Investigation of the properties of natural fibre woven fabrics as a reinforcement materials for green composites

    Karahan, M., Ozkan, F., Yildirim, K. & Karahan, N., 1 Jan 2016, In : Fibres and Textiles in Eastern Europe. 24, 4, p. 98-104 7 p.

    Research output: Contribution to journalArticle

  34. Forecasting long memory series subject to structural change: A two-stage approach

    Papailias, F. & Fruet Dias, G., Oct 2015, In : INTERNATIONAL JOURNAL OF FORECASTING. 31, 4, p. 1056-1066

    Research output: Contribution to journalArticle

  35. An improved moving average technical trading rule

    Papailias, F. & Thomakos, D. D., 1 Jun 2015, In : PHYSICA A. 428, p. 458-469

    Research output: Contribution to journalArticle

  36. Shifts in volatility driven by large stock market shocks

    Dendramis, Y., Kapetanios, G. & Tzavalis, E., 2 Apr 2015, In : Journal Of Economic Dynamics & Control. 55

    Research output: Contribution to journalArticle

  37. Covariance averaging for improved estimation and portfolio allocation

    Papailias, F. & Thomakos, D. D., 1 Feb 2015, In : Financial Markets and Portfolio Management. 29, 1, p. 31-59

    Research output: Contribution to journalArticle

  38. Curbing the credit cycle

    Aikman, D., Haldane, A. & Nelson, B., 2015, In : The Economic Journal. 125, 585, p. 1072-1109

    Research output: Contribution to journalArticle

  39. Des organisations sous pression: Quand la légitimité, l’identité et le sensemaking sont menacés

    Curchod, C., Morales, J. & Talbot, D., 2015, In : Revue Francaise de Gestion. 248, 3, p. 11-21 11 p.

    Research output: Contribution to journalArticle

  40. Reputation, risk-taking and macroprudential policy

    Aikman, D., Nelson, B. & Tanaka, M., 2015, In : Journal of Banking and Finance. p. 428-439

    Research output: Contribution to journalArticle

Previous 1 2 Next

View graph of relations

Search within the list

Refine results

Language

Language

Publication year

Publication year

Full text

Full text

Meeting and poster abstracts

Meeting and poster abstracts

© 2018 King's College London | Strand | London WC2R 2LS | England | United Kingdom | Tel +44 (0)20 7836 5454