Article

Ahmed, Shamim and Tsvetanov, Daniel (2016) The predictive performance of commodity futures risk factors. Journal of Banking & Finance, 71. pp. 20-36. ISSN 0378-4266

Alexander, C and Barbosa, A (2008) Hedging index exchange traded funds. Journal of Banking and Finance, 32 (2). pp. 326-337. ISSN 0378-4266

Alexander, C O and Johnson, A (1992) Are foreign exchange markets really efficient? Economics Letters, 40 (4). pp. 449-453. ISSN 0165-1765

Alexander, C O and Leigh, C T (1997) On the covariance matrices used in value at risk models. Journal of Derivatives, 4 (3). pp. 50-62. ISSN 1074-1240

Alexander, Carol (1996) Evaluating the use of RiskMetrics as a risk measurement tool for your operation: advantages and limitations. Derivatives: Use, Trading and Regulation, 2 (3). pp. 277-285. ISSN 1753-9641

Alexander, Carol (2000) Measuring operational risks with Bayesian belief networks. Derivatives Use, Trading and Regulation, 6 (2). pp. 166-196. ISSN 1357-0927

Alexander, Carol (2004) Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects. Journal of Banking & Finance, 28 (12). pp. 2957-2980. ISSN 0378-4266

Alexander, Carol (1999) Optimal hedging using cointegration. Philosophical Transactions A: Mathematical, Physical and Engineering Sciences, 357 (1758). pp. 2039-2058. ISSN 1471-2962

Alexander, Carol and Barbosa, Andreza (2007) Effectiveness of minimum-variance hedging. Journal of Portfolio Management, 33 (2). pp. 46-59. ISSN 0095-4918

Alexander, Carol and Barbosa, Andreza (2005) The spider in the hedge. Review of Futures Markets, 14 (1). pp. 93-116. ISSN 0898-011X

Alexander, Carol and Dimitriu, Anca (2005) Detecting switching strategies in equity hedge funds returns. Journal of Alternative Investments, 8 (1). pp. 7-13. ISSN 1520-3255

Alexander, Carol and Dimitriu, Anca (2004) Equity indexing: optimize your passive investments. Quantitative Finance, 4 (3). C30-C33. ISSN 1469-7688

Alexander, Carol and Dimitriu, Anca (2005) Indexing and statistical arbitrage. Journal of Portfolio Management, 31 (2). pp. 50-63. ISSN 0095-4918

Alexander, Carol and Dimitriu, Anca (2005) Indexing, cointegration and equity market regimes. International Journal of Finance & Economics, 10 (3). pp. 213-231. ISSN 1076-9307

Alexander, Carol and Dimitriu, Anca (2005) Rank alpha funds of hedge funds. Journal of Alternative Investments, 8 (2). pp. 48-61. ISSN 1520-3255

Alexander, Carol and Dimitriu, Anca (2004) Sources of outperformance in equity markets. Journal of Portfolio Management, 30 (4). pp. 170-185. ISSN 0095-4918

Alexander, Carol and Giblin, Ian (1997) Multivariate embedding methods: forecasting high-frequency financial data in the first INFFC. Journal of Computational Intelligence in Finance, 5 (6). pp. 17-24. ISSN 1092-7018

Alexander, Carol, Giblin, Ian and Weddington, Wayne (2002) Cointegration and asset allocation: a new active hedge fund strategy. Research in International Business and Finance, 16. pp. 65-90. ISSN 0275-5319

Alexander, Carol and Kaeck, Andreas (2012) Does model fit matter for hedging? Evidence from FTSE 100 options. Journal of Futures Markets, 32 (7). pp. 609-638. ISSN 0270-7314

Alexander, Carol and Kaeck, Andreas (2008) Regime dependent determinants of credit default swap spreads. Journal of Banking & Finance, 32 (6). pp. 1008-1021. ISSN 0378-4266

Alexander, Carol, Kaeck, Andreas and Nogueira, Leonardo M (2009) Model risk adjusted hedge ratios. Journal of Futures Markets, 29 (11). pp. 1021-1049. ISSN 0270-7314

Alexander, Carol, Korovilas, Dimitris and Kapraun, Julia (2016) Diversification with volatility products. Journal of International Money and Finance, 65. pp. 213-235. ISSN 0261-5606

Alexander, Carol and Lazar, Emese (2009) Modelling regime-specific stock price volatility. Oxford Bulletin of Economics and Statistics, 71 (6). pp. 761-797. ISSN 0305-9049

Alexander, Carol and Lazar, Emese (2006) Normal mixture GARCH (1, 1): applications to exchange rate modelling. Journal of Applied Econometrics, 21 (3). pp. 307-336. ISSN 0883-7252

Alexander, Carol, Lazar, Emese and Silvia, Stanescu (2013) Forecasting VaR using analytic higher moments for GARCH processes. International Review of Financial Analysis, 30. pp. 36-45. ISSN 1057-5219

Alexander, Carol and Nogueira, Leonardo M (2007) Model-free hedge ratios and scale-invariant models. Journal of Banking & Finance, 31 (6). pp. 1839-1861. ISSN 0378-4266

Alexander, Carol and Nogueira, Leonardo M (2007) Model-free price hedge ratios for homogeneous claims on tradable assets. Quantitative Finance, 7 (5). pp. 473-479. ISSN 1469-7688

Alexander, Carol, Prokopczuk, Marcel and Sumawong, Anannit (2013) The (de)merits of minimum-variance hedging: application to the crack spread. Energy Economics, 36. pp. 698-707. ISSN 0140-9883

Alexander, Carol, Rubinov, Alexander, Kalepky, Markus and Leontsinis, Stamatis (2012) Regime-dependent smile-adjusted delta hedging. Journal of Futures Markets, 32 (3). pp. 203-229. ISSN 0270-7314

Alexander, Carol and Scourse, Andrew (2004) Bivariate normal mixture spread option valuation. Quantitative Finance, 4 (6). pp. 637-648. ISSN 1469-7688

Alexander, Carol and Sheedy, Elizabeth (2008) Developing a stress testing framework based on market risk models. Journal of Banking & Finance, 32 (10). pp. 2220-2236. ISSN 0378-4266

Alexander, Carol and Venkatramanan, Aanand (2012) Analytic approximations for multi-asset option pricing. Mathematical Finance, 22 (4). pp. 667-689. ISSN 0960-1627

Alexander, Carol O (1995) Common volatility in the foreign exchange market. Applied Financial Economics, 5 (1). pp. 1-10. ISSN 0960-3107

Antoniades, Andreas (2018) Gazing into the abyss of indebted society: the social power of money and debt. Political Studies Review, 16 (4). pp. 279-288. ISSN 1478-9299

Antoniades, Andreas and Panizza, Ugo (2017) How ‘demos’ met ‘cracy’: debt, inequality, money. Third World Thematics: A TWQ Journal, 2 (6). pp. 727-743. ISSN 2380-2014

Apergis, Nicholas, Mamatzakis, Emmanuel and Staikuras, Christos (2011) Testing for regime changes in Greek sovereign debt crisis. International Advances in Economic Research, 17 (3). pp. 258-273. ISSN 1083-0898

Babalos, Vasilios, Mamatzakis, Emmanuel C and Matousek, Roman (2015) The performance of US equity mutual funds. Journal of Banking and Finance, 52. pp. 217-229. ISSN 0378-4266

Babalos, Vassilios, Mamatzakis, Emmanuel and Philippas, Nikolaos (2013) Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model. Applied Financial Economics, 23 (8). pp. 629-647. ISSN 0960-3107

Bagheri, Akbar, Bagheri Geigal, Oveis and Lari, Mahmoud (2013) Investigating the relationship between the price to earnings ratio with the return of adjusted stock in capital market of Iran. Research Journal of Applied Sciences, Engineering and Technology, 5 (17). pp. 4411-4414. ISSN 2040-7467

Barrow, Michael (2003) An Economic Analysis of the UK Landfill Permits Scheme. Fiscal Studies, 24 (3). pp. 361-381. ISSN 0143-5671

Belfrage, Claes and Gammon, Earl (2017) Aesthetic international political economy. Millennium: Journal of International Studies, 45 (2). pp. 223-232. ISSN 0305-8298

Blome, Constantin, Hollos, Daniel and Paulraj, Antony (2014) Green procurement and green supplier development: antecedents and effects on supplier performance. International Journal of Production Research, 52 (1). pp. 32-49. ISSN 0020-7543

Blome, Constantin, Paulraj, Antony and Schuetz, Kai (2014) Supply chain collaboration and sustainability: a profile deviation analysis. International Journal of Operations and Production Management, 34 (5). pp. 639-663. ISSN 0144-3577

Blome, Constantin, Schoenherr, Tobias and Eckstein, Dominik (2014) The impact of knowledge transfer and complexity on supply chain flexibility: a knowledge-based view. International Journal of Production Economics, 147 (Part B). pp. 307-316. ISSN 0925-5273

Blome, Constantin, Schoenherr, Tobias and Rexhausen, Daniel (2013) Antecedents and enablers of supply chain agility and its effect on performance. International Journal of Production Research, 51 (4). pp. 1295-1318. ISSN 0020-7543

Blome, Constantin and Schonherr, Tobias (2011) Supply risk management in financial crises: A multiple case-study approach. International Journal of Production Economics, 134 (1). pp. 43-57. ISSN 0925-5273

Brissimis, Sophocles N, Delis, Manthos D and Papanikolaou, Nikolaos I (2008) Exploring the nexus between banking sector reform and performance: evidence from newly acceded EU countries. Journal of Banking and Finance, 32 (12). pp. 2674-2683. ISSN 0378-4266

Carmona, René, Coulon, Michael and Schwarz, Daniel (2013) Electricity price modeling and asset valuation: a multi-fuel structural approach. Mathematics and Financial Economics, 7 (2). pp. 167-202. ISSN 1862-9679

Carmona, René, Coulon, Michael and Schwarz, Daniel (2012) The valuation of clean spread options: linking electricity, emissions and fuels. Quantitative Finance, 12 (12). pp. 1951-1965. ISSN 1469-7688

Chen, Ding, Härkönen, Hannu J and Newton, David P (2014) Advancing the universality of quadrature methods to any underlying process for option pricing. Journal of Financial Economics, 114 (3). pp. 600-612. ISSN 0304-405X

Christodoulakis, George and Mamatzakis, Emmanuel (2013) Behavioural asymmetries in the G7 foreign exchange market. International Review of Financial Analysis, 29. pp. 261-270. ISSN 1057-5219

Coulon, Michael and Howison, Sam (2009) Stochastic behaviour of the electricity bid stack: from fundamental drivers to power price. Journal of Energy Markets, 2 (1). pp. 29-69. ISSN 1756-3607

Coulon, Michael, Powell, Warren B and Sircar, Ronnie (2013) A model for hedging load and price risk in the Texas electricity market. Energy Economics, 40. pp. 976-988. ISSN 0140-9883

Delis, Manthos D and Papanikolaou, Nikolaos I (2009) Determinants of bank efficiency: evidence from a semi-parametric mathodology. Managerial Finance, 35 (3). pp. 260-275. ISSN 0307-4358

Dontis-Charitos, P, Jory, S R, Ngo, T N and Nowman, K B (2013) A multi-country analysis of the 2007–2009 financial crisis: empirical results from discrete and continuous time models. Applied Financial Economics, 23 (11). pp. 929-950. ISSN 0960-3107

Drobetz, Wolfgang, Gounopoulos, Dimitrios, Merikas, Andreas and Schroder, Henning (2013) Capital structure decisions of globally-listed shipping companies. Transportation Research Part E: Logistics and Transportation Review, 52. pp. 49-76. ISSN 1366-5545

Dubinsky, Andrew, Johannes, Michael, Kaeck, Andreas and Seeger, Norman J (2018) Option pricing of earnings announcement risks. Review of Financial Studies. ISSN 0893-9454

Eastwood, Robert (2003) Do higher solvency ratios reduce the costs of bailing out insured banks? International Journal of Finance and Economics, 9 (1). pp. 39-48. ISSN 1099-1158

Farooqi, Javeria, Jory, Surendranath and Ngo, Thanh (2017) Institutional investors’ activism and credit ratings. Journal of Economics and Finance, 41 (1). pp. 51-77. ISSN 1055-0925

Forstl, Kai, Reuter, Carsten, Hartmann, Evi and Blome, Constantin (2010) Managing supplier sustainability risks in a dynamically changing environment: sustainable supplier management in the chemical industry. Journal of Purchasing and Supply Management, 16 (2). pp. 118-130. ISSN 1478-4092

Gounopoulos, Dimitrios (2011) Associations between management forecast accuracy and pricing of IPOs in Athens Stock Exchange. Multinational Finance Journal, 15 (3/4). pp. 235-272.

Gounopoulos, Dimitrios, Molyneux, Philip, Staikouras, Sotiris K, Wilson, John O S and Zhao, Gang (2013) Exchange rate risk and the equity performance of financial intermediaries. International Review of Financial Analysis, 29. pp. 271-282. ISSN 10575219

Grötsch, Volker M, Blome, Constantin and Schleper, Martin C (2013) Antecedents of proactive supply chain risk management- a contingency theory perspective. International Journal of Production Research, 51 (10). pp. 2842-2867. ISSN 0020-7543

Healy, Geraldine and Ahamed, M Mostak (2019) Gender pay gap, voluntary interventions and recession: the case of the British financial services sector. British Journal of Industrial Relations. ISSN 1467-8543

Hearn, Bruce (2014) Size and liquidity effects in Nigeria: an industrial sector study. Journal of Developing Areas, 48 (3). pp. 1-30. ISSN 0022-037X

Hearn, Bruce (2014) The liquidity-cost implications from the attraction of regional primary listings: evidence from West Africa. Research in International Business and Finance, 30 (1). pp. 91-110. ISSN 0275-5319

Hearn, Bruce and Piesse, Jenifer (2013) A reassessment of stock market integration in SADC: the determinants of liquidity and price discovery in Namibia. Applied Financial Economics, 23 (2). pp. 123-138. ISSN 0960-3107

Hearn, Bruce, Randøy, Trond and Oxelheim, Lars (2016) The institutional determinants of private equity involvement in business groups – the case of Africa. Journal of World Business. ISSN 1090-9516

Hollos, Daniel, Blome, Constantin and Foerstl, Kai (2012) Does sustainable supplier co-operation affect performance? International Journal of Production Research, 50 (11). pp. 2968-2986. ISSN 0020-7543

Iglesias-Rodriguez, Pablo (2018) Supervisory cooperation in the single market for financial services: united in diversity? Fordham International Law Journal, 41 (3). ISSN 0747-9395

Izadi Zadeh Darjezi, Javad and Khansalar, Ehsan (2013) Frequency of financial reports. International Journal of Business and Management, 8 (17). pp. 121-128. ISSN 1833-8119

Jafarinejad, Mohammad, Jory, Surendranath R and Ngo, Thanh N (2015) The effects of institutional ownership on the value and risk of diversified firms. International Review of Financial Analysis, 40. pp. 207-219. ISSN 1057-5219

Jory, Surendranath and Ngo, Thanh Ngoc (2014) Cross-border acquisitions of state-owned enterprises. Journal of International Business Studies, 45 (9). pp. 1096-1114. ISSN 0047-2506

Jory, Surendranath R, Madura, Jeff and Ngo, Thanh N (2012) Deal structure decision in the global market for divested assets. International Review of Financial Analysis, 24. pp. 104-116. ISSN 1057-5219

Jory, Surendranath R and Ngo, Thanh N (2015) The wealth effects of acquiring foreign divested assets. International Business Review, 24 (2). pp. 235-245. ISSN 0969-5931

Kaeck, Andreas (2013) Hedging surprises, jumps, and model misspecification: a risk management perspective on hedging S&P 500 options. Review of Finance, 17 (4). pp. 1535-1569. ISSN 1572-3097

Kaeck, Andreas and Alexander, Carol (2013) Continuous-time VIX dynamics: on the role of stochastic volatility of volatility. International Review of Financial Analysis, 28. pp. 46-56. ISSN 10575219

Kaeck, Andreas and Alexander, Carol (2013) Stochastic volatility jump-diffusions for European equity index dynamics. European Financial Management, 19 (3). pp. 470-496. ISSN 1354-7798

Kaeck, Andreas and Alexander, Carol (2012) Volatility dynamics for the S&P 500: further evidence from non-affine, multi-factor jump diffusions. Journal of Banking & Finance, 36 (11). pp. 3110-3121. ISSN 0378-4266

Kaeck, Andreas, Rodrigues, Paulo and Seeger, Norman (2018) Model complexity and out-of-sample performance: evidence from S&P 500 index returns. Journal of Economic Dynamics and Control, 90. pp. 1-29. ISSN 0165-1889

Karouzakis, Nikolaos, Hatgioannides, John and Andriosopoulos, Kostas (2018) Convexity adjustment for constant maturity swaps in a multi-curve framework. Annals of Operations Research, 266 (1-2). pp. 159-181. ISSN 0254-5330

Kawai, Norifumi and Ko, Jong-Hwan (2012) The dark sides of institutionalized informal connections: evidence from the Japanese banking sector in the post-bubble crisis era. International Journal of Business, 17 (3). pp. 238-257. ISSN 1083-4346

Knafo, Samuel and Jai Dutta, Sahil (2016) Patient capital in the age of financialized managerialism. Socio-Economic Review, 14 (4). pp. 771-788. ISSN 1475-1461

Ledermann, Daniel and Alexander, Carol (2012) Further properties of random orthogonal matrix simulation. Mathematics and Computers in Simulation, 83. pp. 56-79. ISSN 0378-4754

Mamatzakis, E (2015) Risk and efficiency in the Central and Eastern European banking industry under quantile analysis. Quantitative Finance, 15 (3). pp. 553-567. ISSN 1469-7688

Mamatzakis, E and Koutsomanoli-Filippaki, A (2014) Testing the rationality of DOE's energy price forecasts under asymmetric loss preferences. Energy Policy, 68. pp. 567-575. ISSN 0301-4215

Mamatzakis, Emmanuel (2013) Does regulation in credit, labour and business matter for bank performance in the EU-10 economies? International Journal of the Economics of Business, 20 (3). pp. 341-385. ISSN 1357-1516

Mamatzakis, Emmanuel and Bagntasarian, Anachit (2018) Testing for the underlying dynamics of bank capital buffer and performance nexus. Review of Quantitative Finance and Accounting. ISSN 0924-865X

Mamatzakis, Emmanuel and Bermpei, Theodora (2014) What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis. International Review of Financial Analysis, 35. pp. 102-117. ISSN 1057-5219

Mamatzakis, Emmanuel and Bermpei, Theodora (2016) What is the effect of unconventional monetary policy on bank performance? Journal of International Money and Finance, 67. pp. 239-263. ISSN 0261-5606

Mamatzakis, Emmanuel and Bermpei, Theodora (2015) The effect of corporate governance on the performance of US investment banks. Financial Markets, Institutions And Instruments, 24 (2-3). pp. 191-239. ISSN 0963-8008

Mamatzakis, Emmanuel and Kalyvas, Antonios Nikolaos (2014) Does business regulation matter for banks in the European Union? International Review of Financial Analysis, 32. pp. 278-324. ISSN 1057-5219

Mamatzakis, Emmanuel, Matousek, Roman and Vu, Anh Nguyet (2015) What is the impact of bankrupt and restructured loans on Japanese bank efficiency? Journal of Banking & Finance. ISSN 0378-4266

Mamatzakis, Emmanuel and Psillaki, Maria (2017) What drives bank performance in transitions economies? The impact of reforms and regulations. Research in International Business and Finance, 39a. pp. 578-594. ISSN 0275-5319

Mamatzakis, Emmanuel and Tsionas, Mike G (2015) How are market preferences shaped? The case of sovereign debt of stressed euro-area countries. Journal of Banking and Finance, 16. pp. 106-116. ISSN 0378-4266

Mamatzakis, Emmanuel, Tsionas, Mike G, Kumbhakar, Subal C and Koutsomanoli-Fili, Anastasia (2015) Does labour regulation affect technical and allocative efficiency? Evidence from the banking industry. Journal of Banking and Finance, 61 (Supp 1). S84-S98. ISSN 0378-4266

Mamatzakis, Emmanuel C and Koutsomanoli-Filippaki, Anastasia I (2011) Efficiency under quantile regression: what is the relationship with risk in the EU banking industry? Review of Financial Economics, 20 (2). pp. 84-95. ISSN 1058-3300

Mamatzakis, Emmanuel C and Vu, Anh N (2018) The interplay between quantitative easing, risk and competition: The case of Japanese banking. Financial Markets, Institutions and Instruments, 27 (1). pp. 3-46. ISSN 0963-8008

Matousek, Roman (2011) [Review] Stephan Barisitz (2007) Banking in central and eastern Europe 1980-2006: from communism to capitalism. Economica, 78 (310). p. 397. ISSN 0013-0427

Mazzucato, Mariana (2013) Financing innovation: creative destruction vs. destructive creation. Industrial and Corporate Change, 22 (4). pp. 851-867. ISSN 0960-6491

Mazzucato, Mariana (2016) An entrepreneurial society needs an entrepreneurial state. Harvard Business Review. ISSN 0017-8012

Moazeni, S, Coulon, M, Arciniegas Rueda, I, Song, B and Powell, W B (2016) A non-parametric structural hybrid modeling approach for electricity prices. Quantitative Finance, 16 (2). pp. 213-230. ISSN 1469-7688

Paiardini, Paola (2014) The impact of economic news on bond prices: evidence from the MTS platform. Journal of Banking and Finance, 49. pp. 302-322. ISSN 0378-4266

Papanikolaou, Nikolaos (2013) "Bank runs" und Staatliche Interventionen: Die Kolumne der "Luxembourg School of Finance“. Luxemburger Wort [Online article, 18 April 2013].

Papanikolaou, Nikolaos (2012) Ein blick auf die Finanzkrise jenseits der Bankbilanzen: Die Kolumne der "Luxembourg School of Finance“. Luxemburger Wort [Online article, 18 April 2013]. p. 55.

Papanikolaou, Nikolaos (2012) Finanzmarkstabilitat in Zeiten der Krise: Die Kolumne der "Luxembourg School of Finance“ [Financial stability in light of the crisis]. Luxemburger Wort [Online article, 24 July 2012]. p. 80.

Papanikolaou, Nikolaos (2013) Too-small-to-survive banks: an overview [interview]. Delano Magazine.

Papanikolaou, Nikolaos I and Wolff, Christian C P (2014) The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis. Journal of Financial Stability, 14. pp. 3-22. ISSN 1572-3089

Paulraj, A, Jayaraman, V and Blome, C (2014) Complementarity effect of governance mechanisms on environmental collaboration: does it exist? International Journal of Production Research, 52 (23). pp. 6989-7006. ISSN 0020-7543

Roberts, Richard (1995) 'A special place in economic literature': The rise and fall of the British bank reviews, 1914-1993. Financial History Review, 2 (1). pp. 41-60. ISSN 0968-5650

Sam, Kin Meng and Chatwin, Chris (2015) Chinese gamblers' perceptions of e-marketing mix elements for online casinos. Journal of Gambling Business and Economics, 9 (1). pp. 58-76. ISSN 1751-8008

Sergueiva, Antoaneta, Chinthalapati, V L Raju, Verousis, Thanos and Chen, Louisa (2017) Multichannel contagion and systemic stabilisation strategies in interconnected financial markets. Quantitative Finance, 17 (12). pp. 1885-1904. ISSN 1469-7688

Stua, Michele (2013) Evidence of the clean development mechanism impact on the Chinese electric power system's low-carbon transition. Energy Policy, 62. pp. 1309-1319. ISSN 0301-4215

Su, Haozhe, Chen, Ding and Newton, David (2017) Option pricing via QUAD: from Black–Scholes–Merton to Heston with jumps. Journal of Derivatives, 24 (3). pp. 9-27. ISSN 1074-1240

Tsionas, Mike and Mamatzakis, Emmanuel C (2016) Adjustment costs in the technical efficiency: an application to global banking. European Journal of Operational Research, 256 (2). pp. 640-649. ISSN 0377-2217

Tsionas, Mike G and Mamatzakis, Emmanuel (2019) Further results on estimating inefficiency effects in stochastic frontier models. European Journal of Operational Research, 275 (3). pp. 1157-1164. ISSN 0377-2217

Tsvetanov, Daniel, Coakley, Jerry and Kellard, Neil (2015) Bubbling over! The behaviour of oil futures along the yield curve. Journal of Empirical Finance, 38b. pp. 516-533. ISSN 0927-5398

Tsvetanov, Daniel, Coakley, Jerry and Kellard, Neil (2016) Is news related to GDP growth a risk factor for commodity futures returns? Quantitative Finance, 16 (12). pp. 1887-1899. ISSN 1469-7688

Venkatramanan, Aanand and Alexander, Carol (2011) Closed form approximations for spread options. Applied Mathematical Finance, 18 (5). pp. 447-472. ISSN 1350-486X

Verousis, Thanos, Gwilym, Owain ap and Chen, XiaoHua (2015) The intraday determination of liquidity in the NYSE LIFFE equity option markets. The European Journal of Finance, 22 (12). ISSN 1351-847X

Watts, Nick, Adger, W Neil, Ayeb-Karlsson, Sonja, Bai, Yuqi, Byass, Peter, Campbell-Lendrum, Diarmid, Colbourn, Tim, Cox, Peter, Davies, Michael, Depledge, Michael, Depoux, Anneliese, Dominguez-Salas, Paula, Drummond, Paul, Ekins, Paul, Flahault, Antoine, Grace, Delia, Graham, Hilary, Haines, Andy, Hamilton, Ian, Johnson, Anne, Kelman, Ilan, Kovats, Sari, Liang, Lu, Lott, Melissa, Lowe, Robert, Luo, Yong, Mace, Georgina, Maslin, Mark, Morrissey, Karyn, Murray, Kris, Neville, Tara, Nilsson, Maria, Oreszczyn, Tadj, Parthemore, Christine, Pencheon, David, Robinson, Elizabeth, Schütte, Stefanie, Shumake-Guillemot, Joy, Vineis, Paolo, Wilkinson, Paul, Wheeler, Nicola, Xu, Bing, Yang, Jun, Yin, Yongyuan, Yu, Chaoqing, Gong, Peng, Montgomery, Hugh and Costello, Anthony (2017) The Lancet countdown: tracking progress on health and climate change. Lancet, 389 (10074). pp. 1151-1164. ISSN 0140-6736

Wuttke, David A, Blome, Constantin and Henke, Michael (2013) Focusing the financial flow of supply chains: an empirical investigation of financial supply chain management. International Journal of Production Economics, 145 (2). pp. 773-789. ISSN 0925-5273

Yigitbasioglu, Ali Bora and Alexander, Carol (2006) Pricing and hedging convertible bonds: delayed calls and uncertain volatility. International Journal of Theoretical and Applied Finance, 9 (3). p. 415. ISSN 0219-0249

Book Section

Alexander, Carol and Venkatramanan, Aanand (2008) Commodity options. In: Fabozzi, Frank J, Fuss, Roland and Kaiser, Dieter G (eds.) The handbook of commodity investing. Frank J Fabozzi Series . Wiley, Hoboken, New Jersey, pp. 570-595. ISBN 978-0470117644

Berg, Christian, Hack, Stefan and Blome, Constantin (2014) How IT can enable sustainability throughout supply chains. In: Scholz, Christian and Zentes, Joachim (eds.) Beyond sustainability. Nomos, Baden-Baden, pp. 184-202. ISBN 3848706806

Blome, C, Groetsch, V, Henke, M and Tang, C S (2012) A comparative study of financial and operational measures in the automotive industry. In: Khan, Omera and Zsidisin, George A (eds.) Handbook for supply chain risk management: case studies, effective practices, and emerging trends. J Ross Publishing Inc, Fort Lauderdale. ISBN 9781604270389

Blome, Constantin and Henke, Michael (2008) Single versus multiple sourcing: a supply risk management perspective. In: Zsidisin, George A and Ritchie, Bob (eds.) Supply chain risk: a handbook of assessment management and performance. International series in operations research and management science (124). Springer-Verlag, New York. ISBN 9780387799339

Blome, Constantin and Herrmann, Jan (2011) Green procurement setzt auf nachhaltige Zulieferer. In: Weise, C and Damer, M (eds.) Consulting 2011: Das Jahrbuch der Unternehmensberatung. FAZ-Institut, Frankfurt am Main, pp. 168-173. ISBN 9783899817065

Carmona, René and Coulon, Michael (2013) A survey of commodity markets and structural models for electricity prices. In: Benth, Fred Espen, Kholodnyi, Valery A and Laurence, Peter (eds.) Quantitative energy finance: modeling, pricing, and hedging in energy and commodity markets. Springer-Verlag, New York, pp. 41-83. ISBN 9781461472476

Coulon, Michael, Jacobsson, Christian and Ströjby, Jonas (2014) Hourly resolution forward curves for power: statistical modeling meets market fundamentals. In: Prokopczuk, Marcel (ed.) Energy pricing models: recent advances, methods and tools. Palgrave Macmillan. ISBN 9781137377340

Forstl, Kai, Blome, Constantin, Henke, Michael and Schonherr, Tobias (2011) Towards a supply risk management capability process model: An analysis of what constitutes excellence in supply risk management across different industry sectors. In: Wu, Desheng Dash (ed.) Quantitative financial risk management. Computational risk management (1). Springer, Heidelberg, pp. 265-280. ISBN 9783642193385

Gottschalk, Ricardo, Jones, Stephany and Rosser, Andrew (2005) Development in International Financial Policies. In: OECD, --- (ed.) Fostering Development in a Global Economy: A Whole of Government Perspective. The development dimension . OECD Publishing, Paris, France, pp. 83-117. ISBN ISBN: 9789264010147

Koutsomanoli-Filippaki, Anastasia, Mamatzakis, Emmanuel and Pasiouras, Fotios (2013) A quantile regression approach to bank efficiency measurement. In: Pasiouras, Fotios (ed.) Efficiency and productivity growth: modelling in the financial services industry. John Wiley & Sons Ltd, pp. 253-262. ISBN 9781119967521

Papanikolaou, Nikolaos (2013) Bank off-balance-sheet leverage: some lessons to be learned from the financial crisis. In: Galizia, Federico (ed.) Managing systemic exposures: a risk management framework for SIFIs and their markets. Risk books/Incisive Media Investments Ltd, London, UK, pp. 93-109. ISBN 9781782720102

Papanikolaou, Nikolaos (2009) How output diversification affects bnak efficiency and risk: an intra-EU comparison study. In: Balling, Morten, Gnan, Ernest, Lierman, Frank and Schoder, Jean-Pierre (eds.) Productivity in the financial services sector. Larcier, Brussels, pp. 245-273. ISBN 9783902109491

Roberts, Richard (2005) London as an international financial centre, 1980-2000: global powerhouse or Wimbledon EC2? In: Cassis, Youssef and Bussière, Eric (eds.) London and Paris as International Financial Centres in the Twentieth Century. Oxford University Press, Oxford, pp. 287-312. ISBN 9780199269495

Reports and working papers

Apergis, Nicholas and Mamatzakis, Emmanuel (2012) What are the driving factors behind the rise of spreads and CDSs of Euro-area sovereign bonds? A FAVAR model for Greece and Ireland. Working Paper. Levy Economics Institute of Bard College.

Boahen, Eric Owusu and Mamatzakis, Emmanuel C (2015) Does religion matter for earnings management? Working Paper. Social Science Research Network.

David-Barrett, Liz (2010) Avoiding corruption risks in the city: The Bribery Act 2010. Working Paper. City of London Economic Development.

Grammatikos, Theoharry and Papanikolaou, Nikolaos I (2013) What lies behind the "Too-Small-To-Survive" banks. Working Paper. Luxembourg School of Finance, Luxembourg.

Mamatzakis, Emmanuel (2013) Are there any animal spirits behind the scenes of the Euro area sovereign debt crisis? Working Paper. Hellenic Observatory or the LSE.

Mazzucato, Mariana (2016) Smart and inclusive growth: reforming the risk-reward nexus in innovation. Project Report. Innovation for Growth – i4g.

Mazzucato, Mariana (2015) The green entrepreneurial state. Working Paper. SPRU Working Paper Series. (Submitted)

Papanikolaou, Nikolaos I (2010) Market structure, screening activity and bank lending behaviour. Working Paper. Luxembourg School of Finance, Luxembourg.

Papanikolaou, Nikolaos I and Wolff, Christian C (2015) Does the CAMELS bank ratings system follow a procyclical pattern? Discussion Paper. Centre for Economic Policy Research (CEPR).

Papanikolaou, Nikolaos I and Wolff, Christian C P (2010) Leverage and risk in US commercial banking in the light of the current financial crisis. Working Paper. Luxembourg School of Finance, Luxembourg.

Conference or Workshop Item

Chatwin, Chris and LawalSalami, Lasisi (2015) Exploitation du satellite de communications nigérian en appui de l’inclusion numérique et financière en milieu rural Africain. In: Semaine africaine de la microfinance, 29th June 2015 to 3rd July 2015, Dakar, Senegal.

Zhang, Xiaoxiang and Chen, Ding (2017) Sources of private information risk and asset pricing: a comparison between NYSE and HKEX. In: The 3rd Symposium on Quantitative Finance and Risk Analysis (QFRA), 15-16 June, Corfu, Greece.

Book

Alexander, Carol, ed. (1998) Risk management and analysis volume 1: measuring and modelling financial risk. Wiley Series in Financial Engineering, 1 . John Wiley & Sons, Chichester. ISBN 978-0471979579

Alexander, Carol, ed. (1998) Risk management and analysis volume 2: new markets and products. Wiley Series in Financial Engineering, 2 . John Wiley & Sons, Chichester. ISBN 978-0471979593

Alexander, Carol, ed. (2000) Visions of risk. Financial Times/ Prentice Hall, Harlow. ISBN 978-0877783206

Ahmed, Allam, ed. (2009) World sustainable development outlook 2009 (The impact of the global financial crisis on the environment, energy and sustainable development). World Association for Sustainable Development (WASD), Brighton, UK. ISBN 9781907106057

Alexander, Carol (2001) Market models: a guide to financial data analysis. John Wiley & Sons, Chichester. ISBN 9780471899754

Alexander, Carol (2008) Market risk analysis I: quantitative methods in finance. John Wiley & Sons, Chichester. ISBN 978-0470998007

Alexander, Carol (2008) Market risk analysis II: practical financial econometrics. John Wiley & Sons, Chichester. ISBN 978-0470998014

Alexander, Carol (2008) Market risk analysis III: pricing, hedging and trading financial instruments. John Wiley & Sons, Chichester. ISBN 978-0470997895

Alexander, Carol (2008) Market risk analysis IV: value-at-risk models. Wiley Finance Series, 4 . John Wiley & Sons, Chichester. ISBN 9780470997888

Alexander, Carol (1996) The handbook of risk management and analysis. John Wiley & Sons, Chichester. ISBN 9780471953098

Roberts, Richard (1999) Inside international finance. Texere Publishing, 234pp. ISBN 9780752820705

Roberts, Richard (2002) Wall Street: the markets, mechanisms and players. Economist Books. ISBN 9781861974648

Edited Book

Alexander, Carol, ed. (2001) Mastering risk volume 2: applications. Financial Times Mastering Series, 2 . Pearson Education Ltd., Harlow. ISBN 9780273654360

Alexander, Carol, ed. (2003) Operational risk: regulation, analysis and management. Professional Finance Series . Pearson Education Ltd., Harlow. ISBN 9780273659662

Alexander, Carol and Sheedy, Elizabeth, eds. (2008) The professional risk manager's guide to financial instruments. PRMIA Risk Management Series . McGraw-Hill, New York. ISBN 9780071546492

Alexander, Carol and Sheedy, Elizabeth, eds. (2008) The professional risk managers' guide to finance theory and application. PRMIA Risk Management Series . McGraw-Hill, New York. ISBN 9780071546478

Alexander, Carol and Sheedy, Elizabeth, eds. (2005) The professional risk managers' handbook: a comprehensive guide to current theory and best practices. PRMIA Publications, New York & London. ISBN 9780976609704

Alexander, Carol and Sheedy, Elizabeth, eds. (2008) The professional risk manager’s guide to financial markets. PRMIA Risk Management Series . McGraw-Hill, New York. ISBN 9780071546485

Thesis

Appleton, Samuel James (2015) The World Bank and the origins of the Washington Consensus: negotiating the imperatives of American finance. Doctoral thesis (PhD), University of Sussex.

Ayana Aga, Gemechu (2012) Four essays on financial systems and economic performance. Doctoral thesis (PhD), University of Sussex.

Colenso, Peter John (2011) Building a theoretical framework to understand the role of aid in achieving the education Millennium Development Goals in fragile states. Doctoral thesis (EdD), University of Sussex.

Cominetta, Matteo (2011) Essays on financial contagion in emerging market economies. Doctoral thesis (DPhil), University of Sussex.

Izadi Zadeh Darjezi, Javad (2012) Interim accounting earnings and price momentum. Doctoral thesis (PhD), University of Sussex.

Johnson, Oliver W (2011) The evolution of donor-recipient relations in electricity reform: rethinking the principal-agent framework. Doctoral thesis (DPhil), University of Sussex.

Lovo, Stefania (2011) The role of market imperfections in shaping rural household livelihoods: evidence from South Africa. Doctoral thesis (DPhil), University of Sussex.

Martins, Pedro Miguel Gaspar (2010) Essays on the macroeconomic management of foreign aid flows in Africa. Doctoral thesis (DPhil), University of Sussex.

Mottaghi, Aliasghar (2011) Accrual accounting, cash accounting and the estimation of future cash flows. Doctoral thesis (DPhil), University of Sussex.

Prichard, Wilson R S (2010) Taxation, reponsiveness and accountability in Sub-Saharan Africa. Doctoral thesis (DPhil), University of Sussex.

Rauch, Johannes (2016) Discretisation-invariant swaps and higher-moment risk premia. Doctoral thesis (PhD), University of Sussex.

Raviv, Or (2011) Speculating on convergence: the Western European finance‐led growth regime and the new European periphery. Doctoral thesis (DPhil), University of Sussex.

Siepel, Joshua (2011) Capabilities, policy and institutions in the emergence of venture capital in the UK and US. Doctoral thesis (DPhil), University of Sussex.