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Title: Robust Estimation of Integrated and Spot Volatility
Journal:
Working Paper (CWPE)
Author(s):
Li, M. Z. and Linton, O.
Year:
2021
Record:
Robust Estimation of Integrated and Spot Volatility, Z. Merrick Li and Oliver Linton, Cambridge Working Papers in Economics (2021)
Title: One Money, Many Markets
Journal:
Journal of the European Economic Association
Author(s):
Corsetti, G., Duarte, J. B. and Mann, S.
Year:
2021
Record:
One Money, Many Markets, Giancarlo Corsetti, Joao B Duarte, Samuel Mann, Journal of the European Economic Association, Vol 20, Issue 1, pp. 513–548 (2022)
Title: Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness
Journal:
Working Paper (CWPE)
Author(s):
Klusak, P., Agarwala, M., Burke, M., Kraemer, M. and Mohaddes, K.
Year:
2021
Record:
Title: Sharing Asymmetric Tail Risk Smoothing, Asset Pricing and Terms of Trade
Journal:
Working Paper (CWPE)
Author(s):
Corsetti, G., Lipinska, A. and Lombardo, G.
Year:
2021
Record:
Sharing Asymmetric Tail Risk Smoothing, Asset Pricing and Terms of Trade, Giancarlo Corsetti, Anna Lipińska and Giovanni Lombardo, Cambridge Working Papers in Economics (2021)
Title: Learning From Near Misses from Covid 19
Journal:
Proceedings of the National Academy of Sciences
Author(s):
Velu, C. and Iyer, S.
Year:
2021
Record:
Learning From Near Misses from Covid 19, Chander Velu and Sriya Iyer, Proceedings of the National Academy of Sciences, Vol. 118 no. 40 (2021)
Title: Furloughing
Journal:
Fiscal Studies Special Issue: The COVID_19 Economic Crisis
Author(s):
Adams-Prassl, A., Boneva, T., Golin, M. and Rauh, C.
Year:
2020
Record:
Furloughing, Abi Adams-Prassl, Teodora Boneva, Marta Golin and Christopher Rauh, Fiscal Studies Special Issue: The COVID‐19 Economic Crisis, Vol. 41, no. 3, pp. 591-622 (2020)
Title: STANDER: An Expert-Annotated Dataset for News Stance Detection and Evidence Retrieval
Journal:
Findings of the Association for Computational Linguistics: EMNLP 2020
Author(s):
Conforti, C., Berndt, J., Pilehvar, M. T., Giannitsarou, C., Toxvaerd, F. and Collier, N.
Year:
2020
Record:
STANDER: An Expert-Annotated Dataset for News Stance Detection and Evidence Retrieval, Costanza Conforti, Jakob Berndt, Mohammad Taher Pilehvar, Chryssi Giannitsarou, Flavio Toxvaerd and Nigel Collier, Findings of the Association for Computational Linguistics: EMNLP 2020, pp. 4086-4101 (2020)
Title: Will-They-Won't-They: A Very Large Dataset for Stance Detection on Twitter
Journal:
Proceedings of the 58th Annual Meeting of the Association for Computational Linguistics
Author(s):
Conforti, C., Berndt, J., Pilehvar, M. T., Giannitsarou, C., Toxvaerd, F. and Collier, N.
Year:
2020
Record:
Will-They-Won’t-They: A Very Large Dataset for Stance Detection on Twitter, Costanza Conforti, Jakob Berndt, Mohammad Taher Pilehvar, Chryssi Giannitsarou, Flavio Toxvaerd and Nigel Collier, Proceedings of the 58th Annual Meeting of the Association for Computational Linguistics, pp. 1715-1724 (2020)
Title: Brokerage Rents and Intermediation Networks
Journal:
Working Paper (CWPE)
Author(s):
Choi, S., Goyal, S. and Moisan, F.
Year:
2020
Record:
Brokerage Rents and Intermediation Networks, Syngjoo Choi, Sanjeev Goyal and Frédéric Moisan, Cambridge Working Papers in Economics, CWPE2005 (2023)
Title: Synthetic Examples Improve Cross-Target Generalization: A Study on Stance Detection on a Twitter corpus
Journal:
Proceedings of the Eleventh Workshop on Computational Approaches to Subjectivity, Sentiment and Social Media Analysis
Author(s):
Conforti, C., Berndt, J., Pilehvar, M. T., Giannitsarou, C., Toxvaerd, F. and Collier, N.
Year:
2020
Record:
Synthetic Examples Improve Cross-Target Generalization: A Study on Stance Detection on a Twitter corpus, Costanza Conforti, Jakob Berndt, Mohammad Taher Pilehvar, Chryssi Giannitsarou, Flavio Toxvaerd and Nigel Collier, Proceedings of the Eleventh Workshop on Computational Approaches to Subjectivity, Sentiment and Social Media Analysis, pp. 181-187 (2020)
Title: Debt Crises, Fast and Slow
Journal:
Working Paper (CWPE)
Author(s):
Corsetti, G. and Maeng, S. H.
Year:
2020
Record:
Debt Crises, Fast and Slow, Giancarlo Corsetti and Fred Seunghyun Maeng, Cambridge Working Papers in Economics, CWPE2009 (2020)
Title: Furloughing
Journal:
Working Paper (CWPE)
Author(s):
Adams-Prassl, A., Boneva, T., Golin, M. and Rauh, C.
Year:
2020
Record:
Furloughing, Abi Adams-Prassl, Teodora Boneva, Marta Golin and Christopher Rauh, Cambridge Working Papers in Economics, CWPE2079 (2020)
Title: Adversarial Training for News Stance Detection: Leveraging Signals from a Multi-Genre Corpus
Journal:
Proceedings of the EACL Hackashop on News Media Content Analysis and Automated Report Generation
Author(s):
Conforti, C., Berndt, J., Pilehvar, M. T., Giannitsarou, C., Toxvaerd, F. and Collier, N.
Year:
2020
Record:
Adversarial Training for News Stance Detection: Leveraging Signals from a Multi-Genre Corpus, Costanza Conforti, Jakob Berndt, Mohammad Taher Pilehvar, Chryssi Giannitsarou, Flavio Toxvaerd and Nigel Collier, Proceedings of the EACL Hackashop on News Media Content Analysis and Automated Report Generation, pp. 1-7 (2020)
Title: Spurious Factor Analysis
Journal:
Working Paper (CWPE)
Author(s):
Onatski, A. and Wang, C.
Year:
2020
Record:
Spurious Factor Analysis, Alexei Onatski and Chen Wang, Cambridge Working Papers in Economics (2020)
Title: Franchise extension and fiscal structure in the United Kingdom 1820-1913: A new test of the Redistribution Hypothesis
Journal:
Working Paper (CWPE)
Author(s):
Aidt, T., Winer, S., Zhang, P.
Year:
2020
Record:
Franchise Extension and Fiscal Structure in the United Kingdom 1820-1913: A new test of the Redistribution Hypothesis, Toke S. Aidt, Stanley L. Winer and Peng Zhang, Cambridge Working Papers in Economics, CWPE2008 (2020)
Title: State Capacity, Redistributive Compensation and the Political Economy of Economic Policy Reform
Journal:
International Review of Economics & Finance
Author(s):
Jain, S. and Majumdar, S.
Year:
2020
Record:
State Capacity, Redistributive Compensation and the Political Economy of Economic Policy Reform, Sanjay Jain and Sumon Majumdar, International Review of Economics & Finance, Vol. 42 pp. 462-473 (2020)
Title: Inequality in the Impact of the Coronavirus Shock: Evidence from Real Time Surveys
Journal:
Working Paper (CWPE)
Author(s):
Adams-Prassl, A., Boneva, T., Golin, M. and Rauh, C.
Year:
2020
Record:
Inequality in the Impact of the Coronavirus Shock: Evidence from Real Time Surveys, Abi Adams-Prassl, Teodora Boneva, Marta Golin and Christopher Rauh, Cambridge Working Papers in Economics, CWPE2032(2020)
Title: The Euro Crisis in the Mirror of the EMS: How Tying Odysseus to the Mast Avoided the Sirens but Led Him to Charybdis
Journal:
Open Economies Review
Author(s):
Corsetti, G., Eichengreen, B., Hale, G. and Tallman, E.
Year:
2020
Record:
The Euro Crisis in the Mirror of the EMS: How Tying Odysseus to the Mast Avoided the Sirens but Led Him to Charybdis, Giancarlo Corsetti, Barry Eichengreen, Galina Hale and Eric Tallman, Open Economies Review, Vol. 31, pp. 219-236 (2020)
Title: Herding in Quality Assessment: An Application to Organ Transplantation
Journal:
Working Paper (CWPE)
Author(s):
De Mel, S., Munshi, K., Reiche, S. and Sabourian, H.
Year:
2020
Record:
Herding in Quality Assessment: An Application to Organ Transplantation, Stephanie De Mel, Kaivan Munshi, Sönje Reiche and Hamid Sabourian, Cambridge Working Papers in Economics (2020)
Title: Official Sector Lending Strategies During the Euro Area Crisis
Journal:
The Review of International Organizations
Author(s):
Corsetti, G., Erce, A. and Uy, T.
Year:
2020
Record:
Official Sector Lending Strategies During the Euro Area Crisis, Giancarlo Corsetti, Aitor Erce and Timothy Uy, The Review of International Organizations, Vol. 15, pp. 667–705 (2020)
Title: Large Scale Experiments on Networks: A New Platform with Applications
Journal:
Working Paper (CWPE)
Author(s):
Choi, S., Goyal, G. and Moisan, F.
Year:
2020
Record:
Large Scale Experiments on Networks: A New Platform with Applications, Syngjoo Choi, Sanjeev Goyal and Frédéric Moisan, Cambridge Working Papers in Economics (2020)
Title: Inequality in the Impact of the Coronavirus Shock: Evidence from Real Time Surveys
Journal:
Journal of Public Economics
Author(s):
Adams-Prassl, A., Boneva, T., Golin, M. and Rauh, C.
Year:
2020
Record:
Inequality in the Impact of the Coronavirus Shock: Evidence from Real Time Surveys, Abi Adams-Prassl, Teodora Boneva, Marta Golin and Christopher Rauh, Journal of Public Economics, Vol. 189 (2020)
Title: A ReMeDI for Microstructure Noise
Journal:
Working Paper (CWPE)
Author(s):
Merrick Li, Z. and Linton, O.
Year:
2019
Record:
A ReMeDI for Microstructure Noise, Z. Merrick Li and Oliver Linton, Cambridge Working Papers in Economics, CWPE1908 (2019)
Title: Informative Social Interactions
Journal:
Working Paper (CWPE)
Author(s):
Arrondel, L., Calvo-Pardo, H., Giannitsarou, C., Haliassos, M.
Year:
2019
Record:
Informative Social Interactions, Luc Arrondel, Hector Calvo-Pardo, Chryssi Giannitsarou and Michael Haliassos, Cambridge Working Papers in Economics CWPE1911 (2019)
Title: The Euro Crisis in the Mirror of the EMS: How Tying Odysseus to the Mast Avoided the Sirens but Led Him to Charybdis
Journal:
Working Paper (CWPE)
Author(s):
Corsetti, G., Eichengreen, B., Hale, G. and Tallman, E.
Year:
2019
Record:
The Euro Crisis in the Mirror of the EMS: How Tying Odysseus to the Mast Avoided the Sirens but Led Him to Charybdis, Giancarlo Corsetti, Barry Eichengreen, Galina Hale and Eric Tallman, Cambridge Working Papers in Economics, CWPE1914 (2020)
Title: Connectors and Influencers
Journal:
Working Paper (CWPE)
Author(s):
Choi, S., Goyal, S. and Moisan, F.
Year:
2019
Record:
Connectors and Influencers, Syngjoo Choi, Sanjeev Goyal and Frédéric Moisan, Cambridge Working Papers in Economics (2019)
Title: Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis
Journal:
Working Paper (CWPE)
Author(s):
Kahn, M. E., Mohaddes, K., Ng, R. N. C., Pesaran, M. H., Raissi, M. and Yang, J-C.
Year:
2019
Record:
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis, Matthew E. Kahn, Kamiar Mohaddes, Ryan N. C. Ng, M. Hashem Pesaran, Mehdi Raissi and Jui-Chung Yang, Cambridge Working Papers in Economics, CWPE1965 (2019)
Title: On the Determinants of Slum Formation
Journal:
The Economic Journal
Author(s):
Cavalcanti, T., Da Mata, D. and Santos, M.
Year:
2019
Record:
On the Determinants of Slum Formation, Tiago Cavalcanti, Daniel Da Mata and Marcelo Santos, The Economic Journal, Vol. 129, pp. 1971-1991 (2019)
Title: Exchange Rate Risk and Business Cycles
Journal:
Working Paper (CWPE)
Author(s):
Lloyd, S. P. and Marin, E. A.
Year:
2019
Record:
Exchange Rate Risk and Business Cycles, Simon P. Lloyd and Emile A. Marin, Cambridge Working Papers in Economics (2019)
Title: Winning The Oil Lottery: The Impact of Natural Resource Extraction on Growth
Journal:
Journal of Economic Growth
Author(s):
Cavalcanti, T., Da Mata, D. and, Toscani, F.
Year:
2019
Record:
Winning The Oil Lottery: The Impact of Natural Resource Extraction on Growth, Tiago Cavalcanti, Daniel Da Mata and Frederik Toscani, Journal of Economic Growth, Vol 24, pages 79–115 (2019)
Title: Strong Links Promote the Emergence of Cooperative Elites
Journal:
Scientific Reports (Nature)
Author(s):
Gallo, E., Riyanto, Y. E., Teh, T. and Roy, N.
Year:
2019
Record:
Strong Links Promote the Emergence of Cooperative Elites, Edoardo Gallo, Yohanes E. Riyanto, Tat-How Teh and Nilanjan Roy, Scientific Reports (Nature), Vol. 9 no. 10857 (2019)
Title: One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification
Journal:
Working Paper (CWPE)
Author(s):
Corsetti, G., Duarte, J. B. and Mann, S.
Year:
2018
Record:
One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification, Giancarlo Corsetti, Joao B Duarte, Samuel Mann, Cambridge Working Papers in Economics, CWPE1816 (2018)
Title: Invoicing and the Dynamics of Pricing-to-market - Evidence from UK Export Prices around the Brexit Referendum
Journal:
Working Paper (CWPE)
Author(s):
Corsetti, G., Crowley, M. A. and Han, L.
Year:
2018
Record:
Invoicing and the Dynamics of Pricing-to-Market: Evidence from UK Export Prices around the Brexit Referendum, Giancarlo Corsetti, Meredith Crowley and Lu Han, Cambridge Working Papers in Economics, CWPE1860 (2018)
Title: Modeling the Interactions between Volatility and Returns using EGARCH‐M
Journal:
Journal of Time Series Analysis
Author(s):
Harvey, A. C. and Lange, R-J.
Year:
2018
Record:
Modeling the Interactions between Volatility and Returns using EGARCH‐M, Andrew Harvey and Rutger-Jan Lange, Journal of Time Series Analysis, Vol. 39(6) pp. 909-919 (2018)
Title: Aggregate and Firm level volatility: the role of acquisitions and disposals
Journal:
Working Paper (CWPE)
Author(s):
Devonald, L., Higson, C., Holly, S.
Year:
2017
Record:
Aggregate and Firm level volatility: the role of acquisitions and disposals, Luke Devonald, Chris Higson and Sean Holly, Cambridge Working Papers in Economics, CWPE1741 (2017)
Title: Trading in Networks: Theory and Experiments
Journal:
Journal of the European Economic Association
Author(s):
Choi, S., Galeotti, A and Goyal, S.
Year:
2017
Record:
Trading in Networks: Theory and Experiments, Syngjoo Choi, Andrea Galeotti and Sanjeev Goyal, Journal of the European Economic Association, Vol. 15(4) pp. 784–817 (2017)
Title: Access to Long-Term Credit and Productivity of Small and Medium Firms: A Causal Evidence
Journal:
Economics Letters
Author(s):
Cavalcanti, T.V.D and Vaz, P.H.
Year:
2017
Record:
Access to Long-Term Credit and Productivity of Small and Medium Firms: A Causal Evidence, Tiago Cavalcanti and Paulo Henrique Vaz, Economics Letters, Vol. 150 pp. 21-25 (2017)
Title: Volatility Modeling with a Generalized t Distribution
Journal:
Journal of Time Series Analysis
Author(s):
Harvey, A. C. and Lange, R-J.
Year:
2017
Record:
Volatility Modeling with a Generalized t Distribution, Andrew Harvey and Rutger-Jan Lange, Journal of Time Series Analysis, Vol. 38(2) pp. 175-190 (2017)
Title: Modeling Time Series with Zero Observations
Journal:
Working Paper (external)
Author(s):
Harvey, A.C. and R. Ito
Year:
2017
Record:
Modeling Time Series with Zero Observations, Andrew Harvey and Ryoko Ito (2017), Nuffield College Economics Working Paper 2017-W01, Oxford University
Title: The Effect of Infrastructure Investment in a Low-Growth Environment: Evidence from the Great Depression
Journal:
Working Paper (external)
Author(s):
Morin, M. and Swisher IV, S. N.
Year:
2017
Record:
The Effect of Infrastructure Investment in a Low-Growth Environment: Evidence from the Great Depression, Miguel Morin and Scott N. Swisher IV (2017)
Title: Sovereign Risk and Bank Risk-Taking
Journal:
Working Paper (external)
Author(s):
Ari, A.
Year:
2017
Record:
Sovereign Risk and Bank Risk-Taking, Anil Ari, IMF Working Paper Series, (2017)
Title: Robust Time Series Models with Trend and Seasonal Components
Journal:
SERIEs : Journal of the Spanish Economic Association
Author(s):
Caivano, M., Harvey, A. C. and Luati, A.
Year:
2016
Record:
Robust Time Series Models with Trend and Seasonal Components, Michele Caivano, Andrew Harvey and Alessandra Luati, SERIEs : Journal of the Spanish Economic Association, Vol 7, pp. 99-120 (2016)
Title: Testing Against Changing Correlation
Journal:
Journal of Empirical Finance
Author(s):
Harvey, A.C. and Thiele, S.
Year:
2016
Record:
Testing Against Changing Correlation, Andrew Harvey and Stephen Thiele, Journal of Empirical Finance, Vol 38, pp. 575-89 (2016)
Title: Does Bank Scope Improve Monitoring Incentives in Syndicated Lending?
Journal:
Working Paper (external)
Author(s):
Neuhann, D. and Saidi, F.
Year:
2016
Record:
Does Bank Scope Improve Monitoring Incentives in Syndicated Lending?, Daniel Neuhann and Farzad Saidi (2016)
Title: Patents as Substitutes for Relationships
Journal:
Working Paper (external)
Author(s):
Saidi, F. and Žaldokas, A.
Year:
2016
Record:
Patents as Substitutes for Relationships, Farzad Saidi and Alminas Žaldokas, 2016
Title: Conditional Empirical Likelihood with Auxiliary Moment Restrictions
Journal:
Working Paper (external)
Author(s):
Patel, A. and Smith, R. J.
Year:
2016
Record:
Conditional Empirical Likelihood with Auxiliary Moment Restrictions. Ashish Patel and Richard J. Smith, (Preliminary)
Title: IVC Approach to Non-Asymptotic Inference in Moment Condition Models
Journal:
Working Paper (external)
Author(s):
Patel, A. and Smith, R. J.
Year:
2016
Record:
IVC Approach to Non-Asymptotic Inference in Moment Condition Models. Ashish Patel and Richard J. Smith (In Preparation)
Title: The Earned Income Tax Credit: Targeting the Poor but Crowding Out Wealth
Journal:
Working Paper (CWPE)
Author(s):
Froemel, M. and Gottlieb, C.
Year:
2016
Record:
The Earned Income Tax Credit: Targeting the Poor but Crowding Out Wealth, Maren Froemel and Charles Gottlieb, Cambridge Working Papers in Economics (2016)
Title: The Effects of Systemic Banking Crises in the Inter-War Period
Journal:
Journal of International Money and Finance
Author(s):
da Rocha, B.T. and Solomou, S.N.
Year:
2015
Record:
The Effects of Systemic Banking Crises in the Inter-War Period, Bruno T. da Rocha and Solomos Solomou, Journal of International Money and Finance, Vol. 54, pp. 35-49 (2015)
Title: The Effects of Reputational and Social Knowledge on Cooperation
Journal:
Proceedings of the National Academy of Sciences
Author(s):
Gallo, E. and Yan, C.
Year:
2015
Record:
The Effects of Reputational and Social Knowledge on Cooperation, Edoardo Gallo and Chang Yan, Proceedings of the National Academy of Sciences, Vol. 112 no. 12 pp. 3647-3652 (2015)

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