Publications

Displaying 101 - 115 of 115

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)

Title: Computation of Maximum Likelihood Estimates for Score Driven Models for Positive Valued Observations,

Journal:

Computational Statistics and Data Analysis

Author(s):

Andres, P.

Year:

2014

Record:

Title: Circuit Breakers on the London Stock Exchange: Do they improve subsequent market quality?

Journal:

Working Paper (external)

Author(s):

Brugler, J. and Linton, O.

Year:

2014

Record:

Circuit Breakers on the London Stock Exchange: Do they improve subsequent market quality?, James Brugler and Oliver Linton, 2014

Title: Time Series Models with an EGB2 Conditional Distribution

Journal:

Journal of Time Series Analysis

Author(s):

Caivano, M. and Harvey, A. C.

Year:

2014

Record:

Time Series Models with an EGB2 Conditional Distribution, Michele Caivano and Andrew Harvey, Journal of Time Series Analysis, Vol. 35(6) pp. 558-571 (2014)

Title: Winning the Oil Lottery: The Impact of Natural Resource Extraction on Growth

Journal:

Working Paper (CWPE)

Author(s):

Cavalcanti, T. V. D., Da Mata, D. and Toscani, F.

Year:

2014

Record:

Winning The Oil Lottery: The Impact of Natural Resource Extraction on Growth, Tiago Cavalcanti, Daniel Da Mata and Frederik Toscani, Cambridge Working Papers in Economics, CWPE1455 (2014)

Title: Filtering with Heavy Tails

Journal:

Journal of the American Statistical Association

Author(s):

Harvey, A. C. and Luati, A.

Year:

2014

Record:

Filtering with Heavy Tails, Andrew Harvey and Alessandra Luati, Journal of the American Statistical Association, Vol. 109 pp. 1112-1122 (2014)

Title: Trading in Networks: Theory and Experiments

Journal:

Working Paper (CWPE)

Author(s):

Cho, S., Galeotti, A. and Goyal, S.

Year:

2014

Record:

Trading in Networks: Theory and Experiments, Syngjoo Choi, Andrea Galeotti and Sanjeev Goyal, Cambridge Working Papers in Economics, CWPE1457 (2014)

Title: EGARCH Models with Fat Tails, Skewness and Leverage

Journal:

Computational Statistics and Data Analysis

Author(s):

Harvey, A. C. and Sucarrat, G.

Year:

2014

Record:

EGARCH Models with Fat Tails, Skewness and Leverage, Andrew Harvey and Genaro Sucarrat, Computational Statistics & Data Analysis, Vol. 76 pp. 320-338 (2014)

Title: The Effects of Credit Subsidies on Development

Journal:

Economic Theory

Author(s):

Antunes, A., Cavalcanti, T.V.D., Villamil, A.

Year:

2014

Record:

The Effects of Credit Subsidies on Development, António Antunes, Tiago Cavalcanti and Anne Villamil, Economic Theory, Vol 58, pages 1–30, (2015)

Title: Walk the Line: Conflict, State Capacity and the Political Dynamics of Reform

Journal:

Journal of Development Economics

Author(s):

Jain,S., Majumdar,S. and Mukand, Sharun W.

Year:

2014

Record:

Walk the Line: Conflict, State Capacity and the Political Dynamics of Reform, Sanjay Jain, Sumon Majumdar and Sharun W Mukand, Journal of Development Economics, Vol. 111 pp. 150-166 (2014)

Title: Maximum Likelihood Estimates for Positive Valued Dynamic Score Models; The DySco Package

Journal:

Computational Statistics and Data Analysis

Author(s):

Andres, P.

Year:

2014

Record:

Maximum Likelihood Estimates for Positive Valued Dynamic Score Models; The DySco Package, Philipp Andres, Computational Statistics & Data Analysis, Vol 76, pp. 34-42 (2014)

Title: Job Loss, Credit Constraints and Consumption Growth

Journal:

Review of Economics and Statistics

Author(s):

Crossley, T. and Low, H.

Year:

2013

Record:

Job Loss, Credit Constraints and Consumption Growth, Thomas F. Crossley and Hamish W. Low, The Review of Economics and Statistics, Vol 96 (5), pp. 876–884 (2014)

Title: Saving on a Rainy Day, Borrowing for a Rainy Day

Journal:

Working Paper (CWPE)

Author(s):

Alan, S., Crossley, T. and Low, H.

Year:

2012

Record:

Saving on a Rainy Day, Borrowing for a Rainy Day, Sule Alan, Thomas F. Crossley and Hamish W. Low, Cambridge Working Papers in Economics (2012)