Casu, B., Arnaboldi, F., Kalotychou, E. and Sarkisyan, A., 'The performance effects of board heterogeneity: What works for EU banks?', European Journal of Finance.
Cheng, T., Cai, B. and Yan, C., 'Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds.' Journal of Empirical Finance.
Delis, M., Hasan, I. and Iosifidi, M., 'On the effect of business and economic university education on political ideology: An empirical note', Journal of Business Ethics.
Delis, M. and Tsionas, M., 'Measuring management practices', International Journal of Production Economics.
Fratzscher, M., Gloede, O., Menkhoff, L., Sarno, L. and Stoehr, T., 'When is Foreign Exchange Intervention Effective? Evidence from 33 Countries', American Economic Journal: Macroeconomics.
Levis, M., Muradoglu, G., and Vasileva, K., 'Home Bias in Foreign Direct Investments', European Journal of Finance
Mikkelsen, J.G., Hillebrand, E. and Urga, G., 'Consistent Estimation of Time-Varying Loadings in High-Dimensional Factor Models', Journal of Econometrics.
Onay, C. and Öztaş, Y.E., 'Why Banks Adopt Mobile Banking? The Case of Turkey', International Journal of Electronic Finance.
Onay, C. and Öztürk, E., 'A Review of Credit Scoring Research in the Age of Big Data', Journal of Financial Regulation and Compliance.
Yuan, M., Tang, C.Y., Hong, Y. and Yang, J., 'Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions' Annals of Applied Statistics.
Audzeyeva, A. and Fuertes, A.M., 'On the predictability of emerging market sovereign credit spreads', Journal of International Money and Finance, 88, p.140–157.
Chan, K., Yang, J. and Zhou, Y., 'Conditional Co-skewness and Safe-haven Currencies: A Regime Switching Approach', Journal of Empirical Finance, 48, p.58-80.
Fernandez-Perez, A., Frijns, B., Fuertes, A.M. and Miffre, J., 'The skewness of commodity futures returns', Journal of Banking and Finance, 86, p.143–158.
Hong, M., Ramchander, S., Wang, T. and Yang, J. 'The Impact of Crude Oil Inventory Announcements on Prices: Evidence from Derivatives Markets', Journal of Futures Markets, 38, p.38–65.
Kao, C., Trapani, L. and Urga, G., 'Testing for Instability in Covariance Structures', Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 24(1), p.740–771.
Novotný, J. and Urga, G., 'Testing for Co-jumps in Financial Markets', Journal of Financial Econometrics, 16, p.118–128.
Urga, G. and Mogliani, M., 'On the Instability of Long-run Money Demand and the Welfare Cost of Inflation in the U.S.', Journal of Money, Credit and Banking, 50, p.1645–1660.
Yang, J., Yu, Z. and Yongheng, D., 'Housing Price Spillovers in China: A High-Dimensional Generalized VAR Approach', Regional Science and Urban Economics, 68, p.98-114.
Andriosopoulos, K., Chan, K.K., Dontis-Charitos, P. and Staikouras, S.K., 'Wealth and risk implications of the Dodd-Frank Act on the U.S. financial intermediaries', Journal of Financial Stability, 33, p.366–379.
Bellavite Pellegrini, C., Meoli, M. and Urga, G., 'Money market funds, shadow banking and systemic risk in United Kingdom', Finance Research Letters, 21, p.163–171.
Blake, D., Sarno, L. and Zinna, G., 'The market for lemmings: The herding behavior of pension funds', Journal of Financial Markets, 36, p.17–39.
Brun-Aguerre, R., Fuertes, A.M. and Greenwood-Nimmo, M., 'Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices', Journal of the Royal Statistical Society, Series A: Statistics in Society, 180(2), p. 587–612.
Casu B., Chiaramonte, L., 'Capital and Liquidity Ratios and Financial Distress. Evidence from the European Banking Industry', The British Accounting Review, 49(2), p.138–161.
Casu, B., Deng, B. and Ferrari, A., 'Post-crisis regulatory reforms and bank performance: lessons from Asia', European Journal of Finance, 23(15), p.1544–1571.
Cheng, T. and Yan, C., 'Evaluating the size of the bootstrap method for fund performance evaluation', Economics Letters, (156), p.36-41.
Delis, M., Gaganis, C., Hasan, I. and Pasiouras, F., 'The effect of board directors from countries with different genetic diversity levels on corporate performance', Management Science, 63, p.231-249.
Delis, M., Hasan, I. and Mylonidis, N., 'The risk-taking channel of monetary policy in the US: Evidence from loan-level data', Journal of Money, Credit and Banking, 49, p.187-213.
Delis, M., Iosifidi, M. and Tsionas, M., 'Endogenous bank risk and efficiency', European Journal of Operational Research, 260, p.376-387.
Delis, M., Kokas, S. and Ongena, S., 'Bank market power and firm performance', Review of Finance, 21, p.299-326.
Delis, M., Tsoumas, C. and Staikouras, P., 'Formal enforcement actions and bank behavior', Management Science, 63, p.959-987.
Fei, F., Fuertes, A.M. and Kalotychou, E., 'Modeling Dependence between CDS and Equity Markets: Dynamic Copula with Markov-Switching', International Journal of Forecasting, 33(3), p.662–678.
Fuertes A.-M., Miffre, J, Fernandez-Perez, A., 'Commodity Markets, Long-Run Predictability and Intertemporal Pricing', Review of Finance, 21(3), p.1159–1188.
Gebka, B., Korczak, A., Korczak, P. and Traczykowski, J., ‘Profitability of insider trading in Europe: A performance evaluation approach’, Journal of Empirical Finance, 44, p.66-90.
Hearn, B., Phylaktis, K. and Piesse, J., 'Expropriation risk by block holders, institutional quality and expected stock returns', Journal of Corporate Finance, 45, pp. 122–149.
Jie, L., Yang, J. and Yu, Z., 'Does corporate governance matter in competitive industries? Evidence from China', Pacific Basin Finance Journal, 43, p.238-255.
Marsh, I.W., Rincon-Aznar, A., Vecchi, M. and Venturini, F., 'We see ICT spillovers everywhere but in the econometric evidence: A reassessment', Industrial and Corporate Change, 26(6), p.1067–1088.
Menkhoff, L., Sarno, L., Schmeling, M. and Schrimpf, A., 'Currency value', Review of Financial Studies, 30(2), p.416–441.
Pappas, V., Ongena, S., Izzeldin, M. and Fuertes, A.M., 'A Survival Analysis of Islamic and Conventional Banks', Journal of Financial Services Research, 51(2), p.221–256.
Yan, C. and Zhang, H., 'Mean-Variance versus Naïve Diversification: The Role of Mispricing', Journal of International Financial Markets Institutions & Money, (48), p.61-81.
Ahoniemi, K., Fuertes, A.-.M. and Olmo, J., 'Overnight News and Daily Equity Trading Risk Limits', Journal of Financial Econometrics, 14(3), p.525–551
Banti, C., 'Illiquidity in the stock and foreign exchange markets: an investigation of their cross-market dynamics', Journal of Financial Research, 39(4), p.411-436
Bellavite Pellegrini, C., Meoli, M. and Urga, G., 'Money market funds, shadow banking and systemic risk in United Kingdom', Finance Research Letters, 21, p.163–171
Boffelli S., Skintzi, V., Urga, G., 'High and Low Frequency Correlations in the European Government Bond Spreads and Their Macroeconomci Drivers', Journal of Financial Econometrics, 15(1), p. 62–105
Bussière M., and Phylaktis, K., 'Emerging markets finance: Issues of international capital flows – Overview of the special issue', Journal of International Money and Finance, 60, p.1-7
Casu B., Ayadi, R., Ben Naceur, S., Quinn, B., 'Does Basel Compliance Matter for Bank Performance?', Journal of Financial Stability, 23, p.15-32
Casu B., Ballester, L., Gonzalez-Urteaga, A., 'Bank Fragility and Contagion: Evidence from the CDS market', Journal of Empirical Finance, 38, p.394–416
Casu B., Deng, B., Ferrari, A., 'Post-crisis regulatory reforms and bank performance: lessons from Asia', The European Journal of Finance, p.1–28
Casu B., Dontis-Charitos, P., Staikouras S.K. and Williams J., 'Diversification, Size and Risk: The Case of Bank Acquisitions of Nonbank Financial Firms', European Financial Management, 22 (2), p.235-275
Casu B., Ferrari, A., Girardone C., Wilson J.O.S., 'Integration, productivity and technological spillovers: Evidence for Eurozone banking industries', European Journal of Operational Research, 255(3), p.971–983
Cenedese, G., Payne, R., Sarno, L and Valente, G., 'What do stock markets tell us about exchange rates?', Review of Finance, 20, p.1045-1080
Delis, M., Kokas, S and Ongena, S., 'Foreign bank ownership and competition: Evidence from a world sample', Journal of Money, Credit and Banking, 48, p.449-483
Della Corte, P., Ramadorai, T. and Sarno, L., 'Volatility Risk Premia and Exchange Rate Predictability', Journal of Financial Economics, 120(1), p.21–40
Della Corte, P., Riddiough, S.J. and Sarno, L., 'Currency Premia and Global Imbalances', The Review of Financial Studies, 29(8), p.2161–2193
Dontis-Charitos P., Elyasiani E., and Staikouras S.K, 'Cross-industry product diversification: The case of bank-insurance takeovers', Journal of Risk and Insurance, 83(3), p.681-71
Fuertes A.M., Andrada-Felix, J, Fernandez-Rodriguez, F, Fuertes, A.-M., 'Combining Nearest Neighbor Predictions and Model-Based Predictions of Realized Variance: Does it Pay?', International Journal of Forecasting, 32(3), p. 695–715
Fuertes A.-M., Miffre, J, Fernandez-Perez, A., 'Is Idiosyncratic Volatility Priced in Commodity Futures Markets? ', International Review of Financial Analysis, 46, p.219–226
Fuertes, A.-.M. and Olmo, J., 'On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?',Journal of Risk and Financial Management, 9(3), pp. 10–10
Fuertes A, Phylaktis K.and Yan C., 'Hot money in bank credit flows to emerging markets during the banking globalization era', Journal of International Money and Finance, 60, p.29-52
Hayley, S. and Marsh, I.W., 'What do retail FX traders learn?', Journal of International Money and Finance, 64, p.16–38
Jiadong, T., Wang, Z. and Yang, J., 'Information Flow between Forward and Spot Markets: Evidence from the Chinese Currency', Journal of Futures Markets, 36(7), p.695–718
Marsh I.W. and Wagner, W., 'News-Specific Price Discovery in Credit Default Swap Markets', Financial Management, 45(2), p.315–340
Menkhoff, L., Sarno, L., Schmeling, M. and Schrimpf, A., 'Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades', Journal of Finance, 71(2), p.601–634
Osborne, M., Fuertes, A. and Milne, A., 'In Good Times and in Bad: Bank Capital Ratios and Lending Rates', International Review of Financial Analysis.
Osken, C., Onay, C., and Unal, G., 'Estimating Defaults in Organized Security Lending Markets', Journal of Financial Regulation and Compliance, 24(3), p.343-362
Phylaktis, K., Yan, C. and Fuertes, A-M., 'On cross-border bank credit and the U.S. subprime crisis transmission to equity markets', Journal of International Money and Finance, 69, p.108–134
Rangvid, J., Santa-Clara, P. and Schmeling, M., 'Capital market integration and consumption risk sharing over the long run', Journal of International Economics, 103, p.27–43
Sarno, L., Tsiakas, I. and Ulloa, B., 'What drives international portfolio flows?', Journal of International Money and Finance, 60, p.53–72
Schneider, P., Wagner, C. and Sarno, L., 'The Economic Value of Predicting Bond Risk Premia', Journal of Empirical Finance, 37, p.247–267
Webb, R.I., Yang, J. and Zhang, J., 'Price Jump Risk on the US Housing Market', Journal of Real Estate Finance and Economics, 53(1), p.29-49
Wu, E., Erdem, M., Kalotychou, E. and Remolona, E., 'The anatomy of sovereign risk contagion', Journal of International Money and Finance, 69, p.264–286
Yufeng, H., Hu, T. and Yang, J., 'Are There Exploitable Trends in Commodity Futures Prices?', Journal of Banking and Finance, 70, p.214-234
Banti C, and Phylaktis K, "FX Market Illiquidity, Funding Constraints and Capital Flows", Journal of International Money and Finance, 56, p.114-134
Bergamelli M., Novotny, J., Urga, G., 'Maximum non-extensive entropy block bootstrap for non-stationary processes', L'Actualité économique - Revue d'analyse économique (by invitation), 91(1/2), p.115-139
Boffelli S., Urga, G., 'Macroannouncements, Bond Auctions and Rating Actions in the European Government Bond Spreads', Journal of International Money and Finance, 53, p.148-173
Delis, M., Hasan, I. and Tsionas, E. 'Banks’ risk endogenous to strategic management choices', British Journal of Management, 26 (2015), 637-656
Elyasiani E., Kalotychou, E., Staikouras, S.K., and Zao, H., "Return and volatility spillover among banks and insurers: Evidence from pre-crisis and crisis periods", Journal of Financial Services Research, 48(1), p.21-52
Friederich S, and Payne, R., 'Order to trade ratios and market quality', Journal of Banking and Finance, 50, p.214-223
Fuertes A.-M., Todorovic, N. and Kalotychou E., 'Daily Volume, Intraday and Overnight Returns for Volatility Prediction: Profitability or Accuracy? ', Review of Quantitative Finance & Accounting, 45, p.251-278
Fuertes A.-M., Kalotychou, E. and Saka, O., 'ECB Policy and Eurozone Fragility: Was De Grauwe Right?', Journal of International Money & Finance, 54, p.168-185
Fuertes A.-M., Ahoniemi, K. and Olmo, J., "Overnight News and Daily Equity Trading Limits", Journal of Financial Econometrics, 13(1), p.1-27
Ghalanos A., Rossi, E., Urga, G., 'Independent Factor Autoregressive Conditional Density Model', Econometric Reviews , 34, p. 594-616
Leccadito A., Rachedi, O., Urga, G., 'True vs. Spurious Long Memory. Some Theoretical Results and a Monte Carlo Comparison', Econometric Reviews, 34, p.452-479
Leccadito A., Tunaru, R., Urga, G., 'Trading Strategies with Implied Forward Credit Default Swap Spreads', Journal of Banking and Finance, 58, p.361-375
Matousek R., Rughoo A., Sarantis N. and Assaf G., "Bank performance and convergence during the financial crisis: Evidence from the ‘old’ European Union and Eurozone", Journal of Banking & Finance, 52, p.208–216
Novotny J., Petrov, D., Urga, G., 'Trading price jump clusters in foreign exchange markets', Journal of Financial Markets, 24, p.66-92
Phylaktis K., Muradoglu G. and Onay C. "European Integration and Corporate Financing", International Financial Review Analysis 33, p.138-157
Delis M., Brissimis S. and Iosifidi M., "Bank market power and monetary policy transmission", International Journal of Central Banking, 10, p.173-213
Delis M., Iosifidi M and Tsionas E., "On the estimation of marginal cost", Operations Research 62, p.543-556
Delis M., Hasan I and Tsionas E., "The risk of financial intermediaries", Journal of Banking and Finance 44, p.1-12
Delis M., Kouretas G and Tsoumas C., "Anxious periods and bank lending", Journal of Banking and Finance 38, p.1-13
Delis M., Hasan I. and Kazakis P., "Bank regulations and income inequality: Empirical evidence", Review of Finance 18(5), p.1811-1846
Fuertes A-M,, Muradoglu, G. and Ozturkkal, B. "A behavioral analysis of investor diversification", European Journal of Finance, 20(6), p.499-523
Fernandez-Perez A., Fuertes A-M., and Miffre J., "Performance of Idiosyncratic Volatility Strategies in Commodity Markets: Delusion or Reality?", Investment Pensions Europe
Fernandez-Perez A., Fuertes A-M., and Miffre J., "Commodity Strategies Based on Momentum, Term Structure and Idiosyncratic Volatility", Journal of Futures Markets, 34(11)
Kalotychou E., Staikouras, S.K., Zhao, G. (2014), 'The role of correlation timing in sector allocation', Journal of Banking and Finance, 48, p.1-12
Korczak P. and Liu, X., "Managerial Shareholding Policies and Retention of Vested Equity Incentives", Journal of Empirical Finance, 27, p.116-129
Iwatsubo K., and Marsh, I. W., "Order Flows, Fundamentals and Exchange Rates", International Journal of Finance and Economics, 19(4), p.251-266
Friederich S., Payne, R., "Trading anonymity and order anticipation", Journal of Financial Markets, 21, p.1-24
Rughoo A. and Sarantis N., "The global financial crisis and integration in European retail banking", Journal of Banking & Finance, 40, p.28-41
Sarno L., and Schmeling, M., "Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective", Journal of Money, Credit and Banking, 46(2), p.267-292
Cenedese G., Sarno, L. and Tsiakas, I., "Foreign exchange risk and the predictability of carry trade returns", Journal of Banking and Finance, 42, p.302-313
Dontis-Charitos P., Elyasiani E., and Staikouras S.K, "Cross-industry product diversification: The case of bank-insurance takeovers", Journal of Risk and Insurance, p.1-38
Khalaf L., and Urga, G., "Identification Robust Inference in Cointegrating Regressions", Journal of Econometrics, 182, p.385-396
Leccadito A, Boffelli, S. and Urga, G., "Evaluating the Accuracy of Value-at-Risk Forecasts : New Multilevel Tests", International Journal of Forecasting, 30(2), p.206-216
Manalis, G and Phylaktis, K, "Futures Trading and Market Microstructure of the Underlying Security: A high Frequency Experiment at the single Stock Future Level", Borsa Istanbul Review, 13, p.79-92
Aristidou, A, and Phylaktis, K, "Margin Changes and Futures Trading Activity: a New Approach" European Financial Management, 19(1), p.45-71
Bekaert, G., Harvey, C., Lundblad, C., and Siegel, S., "The European Union, the Euro, and Equity Market Integration" Journal of Financial Economics, 109(3), p.583-603
Casu B, Ferrari, A., Zhao, T, "Regulatory Reform and Productivity Change in Indian Banking" Review of Economics and Statistics, 95(3), p.1066-1077
Casu B., Clare, A., Sarkisyan A., Thomas, S., "Securitization and Bank Performance", Journal of Money, Credit and Banking, 45(8), p.1617-1658
Chiaramonte L, and Casu, B., "The determinants of bank CDS spreads: evidence from the financial crisis", European Journal of Finance, 19(9), p.861-887
Thomas P J, Chrystal K A, "Retail Price Optimization from Sparse Demand Data", American Journal of Industrial and Business Management, 3, p.295-306
Thomas P J, Chrystal K A, "Generalized Demand Densities for Retail Price Investigation", American Journal of Industrial and Business Management (3), p.279-294
Fuertes A.-M, and Olmo, J, "Optimally Harnessing Inter-day and Intra-day Information for Daily Value-at-Risk Prediction"International Journal of Forecasting, 29(1), p.28-42
Fuertes A-M., Miffre, J. and Fernandez-Perez, A., "Triple Scoring of Commodities: Momentum, Term Structure and Idiosyncratic Volatility", Hedge Fund Review, 151, p.37
Rallis G, Miffre, J., Fuertes, A.-M, "Strategic and Tactical Roles of Enhanced Commodity Indices" Journal of Futures Markets,33(10), p.965-992
Fidrmuc J. P., Korczak A. and Korczak P., "Why does shareholder protection matter for abnormal returns after reported insider purchases and sales?", Journal of Banking and Finance, 37, p.1915-1935
Korczak A.K. and Korczak P., "The Development of Emerging Stock Markets and the Demand for Cross-Listing", Journal of Empirical Finance, 24, p.63-77
Gounopoulos D., Molyneux, P. , Staikouras, S. K. , Wilson, J. O. , Zhao, G, "Exchange rate risk and the equity performance of financial intermediaries", International Review of Financial Analysis, 29, p.271-282
Driver C., Trapani, L., Urga, G., "On the Use of Cross-Sectional Measures of Uncertainty", International Journal of Forecasting, 29, p.367-377
Yang J, and Yinggang Z., "Credit Risk Spillovers among Financial Institutions around the Global Credit Crisis: Firm-Level Evidence", Management Science, 59(10), p.2343-2359
Hui G., Wang Z and Yang J., "Time-Varying Risk-Return Tradeoff in the Stock Market", Journal of Money, Credit and Banking, 45(4), p.623-650
Gu J., Li Q. and Yang J., "Fiscal Deficits and Mean Reversion in Real Exchange Rates", Economics Letters, 118(2), p.300-303
Duffuor K., Marsh, I. W., Phylaktis, K, "Order Flow and Exchange Rate Dynamics: An application to Emerging Markets"International Journal of Finance and Economics, 17(3), p.290-304
Brun-Aguerre R., Fuertes, A.-M., Phylaktis, K, "Exchange rate pass-through into import prices revisited: What drives it?"Journal of International Money and Finance, Elsevier, 31(4), p.818-845
Banti C., Phylaktis, K., Sarno, L, "Global liquidity risk in the foreign exchange market" Journal of International Money and Finance, 31(2), p.267-291
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Beekaert, G., Hodrick, R.J., and Zhang, X., "Aggregate Idiosyncratic Volatility" Journal of Financial and Quantitative Analysis, 47(6), p.1155-1185
Arnaboldi F, Casu, B, "Corporate Governance in European Banking" in J.R. Barth, C. Lin and C. Wihlborg (ed.), Research Handbook for Banking and Governance, Edward Elgar Publishing
Casu B., Girardone, C., Molyneux, P, "Is there a conflict between competition and financial stability?" in J.R. Barth, C. Lin and C. Wihlborg (ed.), Research Handbook for Banking and Governance, Edward Elgar Publishing
Delis M, D, "Bank competition, financial reform, and institutions: The importance of being developed" Journal of Development Economics, 97(2), p.450-465
Delis M, D, Tran, K., Tsionas, E, "Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus" Journal of Financial Stability, 8, p.57-68
Fei F, Fuertes, A.-M., Kalotychou, E, "Credit Rating Migration Risk and Business Cycles" Journal of Business Finance & Accounting
Kutan A. M., Muradoglu, G., Sudjana, B.G, "IMF programs, financial and real sector performance, and the Asian crisis"Journal of Banking and Finance, 36(1), p.164-182
Marsh I.W., and Miao, T, "High frequency information content in end-user foreign exchange order flows" European Journal of Finance, 18(9), p.865-884
Marsh I.W., and Payne, R, "Banning Short Sales and Market Quality: The UK's Experience" Journal of Banking and Finance
Marsh I.W., Passari, E. and Sarno, L, "Purchasing Power Parity in Tradable Goods" in J. James, I.W. Marsh and L. Sarno (ed.), Handbook of Exchange Rates
Marsh I.W., James, J., and Sarno, L, (2012) "Handbook of Exchange Rates" in J. James, I.W. Marsh and L. Sarno (ed.), Wiley
Muradoglu G, Sivaprasad, S, "Using Firm-Level Leverage as an Investment Strategy" Journal of Forecasting, 31(3), p.260-279
Danielsson J, Jinhui, L., and Payne, R, "Exchange rate determination and inter-market order flow effects" European Journal of Finance, 18(9), p.823-840
Onay, C. and Ozsoz, E, "The Impact of Internet Banking on Brick and Mortar Branches-The Case of Turkey" The Journal of Financial Services Research, DOI 10.1007/s10693-011-0124-9
Onay, C. and Unal, G, "Cointegration and Extreme Value Analysis of Bovespa and Istanbul Stock Exchanges" Finance a Uver (Czech Journal of Economics and Finance), 62(1), p.66-91
Danielsson J., Payne, R. "Liquidity determination in an order driven market" European Journal of Finance,18(9), p.799-821
Della Corte P. Sarno, L., and Sestieri, G, "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much is it Worth?" Review of Economics and Statistics, 94(1), p.100-115
Menkhoff L. Sarno, L., Schmeling, M. and Schrimpf, A, "Carry Trades and Global Foreign Exchange Volatility" Journal of Finance, 67(2), p.681-718
Menkhoff L, Sarno, L., Schmeling, M., and Schrimpf, A, "Currency Momentum Strategies" Journal of Financial Economics106(3), p.660-684
Sarno L. Schneider P., and Wagner, C., "Properties of Foreign Exchange Risk Premia" Journal of Financial Economics (105, 279-310)
Yang J. Zihui, Y., and Yinggang, Z, "Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets: Evidence from China" Journal of Futures Markets, 32(2), p.99-121
Eichengreen B. Mody, A., Nedeljkovic, M, and Sarno, L., "How the Subprime Crisis went Global: Evidence from Bank Credit Default Swap Spreads" Journal of International Money and Finance, 31(5), 1299-1318
Urga G, Kao, C., and Trapani, L, "Asymptotics for Panel Models with Common Shocks" Econometric Reviews
Dumitru A.-M, and Urga, G, "Identifying Jumps in Financial Assets: a Comparison between Nonparametric Jump Tests"Journal of Business and Economic Statistics
Pisun X, Han, Y., and Yang, J, "U.S. Monetary Policy Surprises and Mortgage Rates" Real Estate Economics, 40(3), p.461-507
Kate Phylaktis, Raphael Brun-Aguerre and Ana-Maria Fuertes, "Country and Time Variation in Pass-through:Macro versus Micro Factors" Journal of International Money and Finance
Urga G, L. Trapani "Micro versus Macro Cointegration in Heterogeneous Panels" Journal of Econometrics, 155, p.1-18
Casu B., Clare, A., Sarkisyan, A., Thomas, S. "Does Securitization Reduce Credit Risk Taking? Empirical Evidence from US Bank Holding Companies" The European Journal of Finance , 17(9-10), p.769-788
Ben Naceur S, Ben-Khedhiri, H., Casu, B. "What Drives the Performance of Selected MENA Banks? A Meta-Frontier Analysis" IMF Working Paper WP/11/34, International Monetary Fund; working paper series: IMF Working Paper, IMF Institute ;
Ayadi R., Arbak, E., Ben Naceur, S., Casu, B. "Convergence of Bank Regulations on International Norms in the Southern Mediterranean: Impact on Bank Performance and Growth" CEPS, p.155, ISBN ISBN 978-94-6138-086-9
Wilson J.O.S., McMillan, D., Casu. B. "Contemporary issues in financial institutions and markets" The European Journal of Finance, 17(9-10), p.765-768
Fuertes A.-M., J. Miffre, G. Rallis, "Speculative Commodity Indexes" Hedge Funds Review
Ali M. Kutan, Brasukra Sudjana, "Investor Reaction to IMF Actions in the Indonesian Financial Crisis" Journal of Policy Reform.
Ali M. Kutan, Bernd Hayo, "Reaction of Investors to IMF Actions in Emerging Markets: A Panel Study" Journal of International Money and Finance.
Ali M.Kutan Taner Yigit,"Nominal and Real Stochastic Convergence of Transition Economies" Journal of Comparative Economics.
Ali M. Kutan and Su Zhou, "Does the Unbiasedness Hypothesis Hold when the Forward US Dollar is Quoted at a Premium?" International Review of Economics and Finance.
Ali M. Kutan and Sel Dibooglu, "Sources of Inflation and Output Fluctuations in Poland and Hungary: Implications for full EU Members" Journal of Macroeconomics.
Marsh IW , "Order Flow and Central Bank Intervention: An Empirical Analysis of Recent Bank of Japan Actions in the Foreign Exchange Market" Journal of International Money and Finance, 30(2), p.377-392;
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Moore M, Payne, R. "On the sources of private information in FX markets" Journal of Banking and Finance, 35(5), p.1250-1262;
Friederich S., Payne, R. "Post-trade anonymity, order book liquidity and the cost of institutional equity orders"
Marsh I, Payne, R. "Banning Short Sales and Market Quality: The UK's Experience"
Dontis-Charitos P, Molyneux, P., Staikouras, S. "Does the Stock Market Compensate Banks for Diversifying into the Insurance Business?" Financial Markets, Institutions & Instruments, 20(1), p.1-28
Phylaktis K, Lichuan Xia, "Equity Market Contagion and Co-Movement:Industry Lvel Approach" in Robert W. Kolb (ed.), Financial Contagion: The Viral Threat to the Wealth of Nations (by invitation), John Wiley & Sons
Phylaktis K, Thomas O'Connor, "Cross Listing Behaviour" in H. Kent Baker and Leigh A. Riddick (ed.), Issues in International Finance Oxford University Press
Cerrato, M, Sarantis, N, Saunders, S, "An Investigation of Customer Order Flow in the Foreign Exchange Market" Journal of Banking and Finance, 35(8) p.1892-1906
Sarno, L., Della Corte, P., and Tsiakas,I., "Spot and Forward Volatility in Foreign Exchange" Journal of Financial Economics,100(3), 496-513, 2011
Ali M. Kutan Zijun Wang, and Jian Yang, "Information Flows Within and Across Sectors in the Chinese Stock Markets"Quarterly Review of Economics and Finance.
Gulnur Muradoglu, Kutan, A and Sudjana, B. "IMF Programs, Financial and Real Sector Performance, and the Asian Crisis"Journal of Banking and Finance
Wilson JOS, Casu, B, Girardone C, Molyneux, P (2010) "Emerging Themes in Banking: Recent Literature and Directions for Future Research" British Accounting Review; Vol 42(3) Pages 153-169; [Peer Reviewed]
Muradoglu G, Salamouris, I. (2010 Forthcoming) "Estimating Analyst Forecast Accuarcy using Behavioural Measures in the UK" Managerial Finance, Vol 36(3), 234-256 [Peer Reviewed]
Kam A, Citron, D. and Muradoglu, G. (2010) "Financial Distress Resolution in China - Two Case Studies" Qualitative Research in Financial Markets, Vol 2(2), Pages 46-79 [Peer Reviewed]
Phylaktis, Kate and Long Chen (2010) "Assymetric Information, Price Discovery and Macroeconomic Announcements in FX Market: Do Top Trading Banks Know More?" International Journal of Finance and Economics, Vol. 15(3), Pages 228-246
Bekaert, G., E. Engstrom (2010) "Inflation and the Stock Market: Understanding the 'Fed Model" Journal of Monetary Economics, Vol. 57(3), Pages 278-294
Bekaert, G., L, Baele, K Inghelbrecht (2010) "The Determinants of Stock andBond Return Comovements" Review of Financial Studies, Vol 23 (6), Pages 2374-2428
Zhao T., Casu, B. and Ferrari, A. (2010) "The Impact of Regulatory Reforms on Cost Structure, Ownership and Competition in Indian Banking" Journal of Banking and Finance, 34(1), Pages 246-254; [Peer Reviewed]
Casu B., Girardone, C. (2010) "Integration and Efficiency Convergence in EU Banking Markets" Omega, The International Journal of Management Science, 38(5), Pages 260-267; [Peer Reviewed]
Sarkisyan A., Casu, B., Clare, A. Thomas, S. (2010) "Does Securitization Improve Bank Performance? Evidence from US Commercial Banks" Bancaria (Associazione Bancaria Italiana) (by invitation), 3, Pages 56-62; [Peer Reviewed]
Fuertes AM, S. Heffernan, E. Kalotychou (2010) "How do UK Banks React to Changing Central Bank Rates?" Journal of Financial Services Research, 37(2), Pages 99-130; [Peer Reviewed]
Fuertes A.-M., J. Miffre, G. Rallis, "Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals" Journal of Banking and Finance, 34, p.2530â2
Fuertes A.-M., J. Miffre, G. Rallis (2010) "Tactical Allocation in Commodity Futures Markets" Hedge Fund Review, Pages 37-38
Fuertes A.M., N. Todorovic, E. Kalotychou (2010) "Translating Overnight and Intraday Returns to Improve Daily Volatility Forecast Accuracy" Hedge Fund Review
Phylaktis, K, P. Korczak (2010) "Related Securities and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks" Journal of Empirical Finance 17(4), Pages. 566-584.
Korczak A., Korczak, P. and Lasfer, M. (2010) "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements" Journal of Business Finance and Accounting, 37(3-4), Pages 369-407, .
Marsh I, P. Hallwood and R. MacDonald (2010) "The Gold Bloc: Did Impending War in Europe help Destroy the Gold Bloc in 1936? An Internal Inconsistency Hypothesis" in R. MacDonald and M. Bordo (ed.) Credibility and the International Monetary Regime: An Historical Perspective, Cambridge: CUP
Muradoglu G (2010) "The Banking and Financial Crisis in the UK: What is Real and What is Behavioural?" Qualitative Research in Financial Markets, 2(1), Pages.6-15; [Peer Reviewed]
DeBondt W, Forbes, W., Hamalainen, P. Muradoglu, G. (2010) "What can Behavioural Finance Teach us about Finance?" Qualitative Research in Financial Markets (by invitation), 2(1), Pages.29-36; [Peer Reviewed]
Sarno, L, D. Rime, E. Sojli (2010) "Exchange Rate Forecasting, Order Flow and Macroeconomic Information" Journal of International Economics, 80(1), 72-88, 2010
Sarno, Lucio, Farooq Akram and Dagfinn Rime (2009) "Does the Law of One Price Hold in International Financial Markets? Evidence from Tick Data" Journal of Banking and Finance - Vol. 33 Issue 10, Pages 1741 - 1754
Phylaktis, Kate and Long Chen (2009) "Price Discovery in Foreign Exchange Markets: A Comparison of Indicative and Actual Transaction Prices" Journal of Empirical Finance - Vol. 16 Issue 4, Pages 640 - 654
Phylaktis, Kate and Lichuan Xia (2009) "Equity Market Comovement and Contagion: A Sectoral Perspective" Financial Management - Vol 38 Issue 2, Pages 381 - 409
Bahmani-Ooskee, M., A. M. Kutan and S. Zhou (2009 "Do Real Exchange Rates Follow a Non-Linear Mean Reverting Process in Developing Countries?" Southern Economic Journal - Vol. 74 Issue 4, Pages 1049 - 1062
Guo, H.,R. Savickas, Z. Wang and J. Yang (Feb 2009) "Is Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time Series Evidence" Journal of Financial and Quantitative Analysis - Vol. 44 Issue 1, Pages 133 - 154, 22p
Heffernan S.A., X. Fu (Jan 2009) "The Effects of Reform on China's Bank Structure and Performance" Journal of Banking and Finance - Vol. 33 Issue 1, Pages 39 - 52
Sarno, L and D. Rime (2008) "Arbitrage in the Foreign Exchange Market: Turning on the Microscope" Journal of International Economics - Vol. 76 Issue 2, Pages 237 - 253
Sarno, L., P. Della Corte and D. Thornton (2008) "The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value" Journal of Financial Economics - Vol. 89 Issue 1, Pages 158 - 174
Jansen, D. W., Q Li, Z. Wang and J. Yang (Nov 2008) "Fiscal Policy and Asset Markets: A Semiparametric Analysis" Journal of Econometrics - Vol. 147 Issue 1, Pages 131 - 140
Staikouras, S.K. and A. Merikas (2008) "The Greek Bank-Insurance Model: A look at a not-so-new Corporate Structure"European Research Studies Journal - Vol. XI Issue 3
Wang, T., J. Yang and M. W. Simpson (Nov 2008) "US Monetary Policy Surprises and Currency Futures Markets: A New Look" Financial Review - Vol. 43 No. 4, Pages 509 - 541
Evrensel, A. and A. M. Kutan (2008) "Impact of IMF-related news on capital markets: Further evidence from bond spreads in Indonesia and Korea" Journal of International Financial Markets, Institutions and Money 18(2), 147-60.
Staikouras, S.K., P. Artikis and S. Mutenga (2008) "Corporate bancassurance structures: The case of Greece" Risk Management Journal 10, 85-103.
Yang, J., X. Su and J. W. Kolari (2008) "Do Euro Exchange Rates Follow a Martingale? Some out-of-sample Evidence"Journal of Banking and Finance Vol 32, 5, 729-740.
Sarno, L., M. Ellison and J. Vilmunen (2007) "Caution or Activism? Monetary Policy Strategies in an Open Economy"Macroeconomic Dynamics - Vol. 11 Issue 4, Pages 519 - 541
Evrensel, A and A. M. Kutan. (2007) "IMF-related announcements and stock market returns: Evidence from financial sectors in Indonesia, Korea, and Thailand" Pacific-Basin Finance Journal 15(1) 80-104.
Yigit, T. (2007) "European Integration, Productivity Growth, and Real Convergence" European Economic Review 51(6)
Z. Wang, J. Yang and Q. Li (2007) "Interest Rate Linkages in the Eurocurrency Market: Contemporaneous and out-of-sample Granger Causality Tests" Journal of International Money and Finance Vol 26, 1, 86-103
Staikouras S.K., E. Kalotychou (2007) "De facto versus de jure bank-insurance ventures in the Greek market" The Geneva Papers on Risk and Insurance 32, 246-263, The Geneva Association.
Fuertes A.M, and Kalotychou, E. (2007) "On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics" Computational Statistics & Data Analysis 51, 3448-3483.
Heffernan, S, and Fu, X (2007) "Economies of Scale and Scope in China's Banking Sector" Applied Financial Economics Vol 18. Pages 345-356.
Kalotychou E, and Staikouras S.K. (2007) "An Empirical Investigation of the Loan Concentration Risk in Latin America" Journal of Multinational Financial Management, 16, 363-384, Elsevier
Phylaktis K, and Aristidou, A (2007) "Security Transaction Taxes and Financial Volatility" Applied Financial Economics, Routledge (forthcoming)
Fuertes A, and Kalotychou, E (2007) "Optimal Design of Early Warning Systems for Sovereign Debt Crisis" International Journal of Forecasting, Vol 23 (1) 85-100
Marsh IW, and Wagner, W (2007) "Credit Risk Transfer and Financial Sector Stability" Journal of Financial Stability, 2(2), 173-193
A. M. Kutan in Yigit, T. (2007) "European Integration, Productivity Growth, and Real Convergence" European Economic Review 51(6)
Fuertes A, and Kalotychou, E.(2006) "Early Warning Systems for Sovereign Debt Crises: The Role of Heterogeneity" Computational Statistics and Data Analysis 51, 1420-1441.
Heffernan, S and Maggie Fu (2006) "Cost X-efficiency in China's Banking Sector" China Economic Review 18, 35-53.
Phylaktis K, and Xia, L (2006) "Sources of Firms' Industry and Country Effects in Emerging Markets", Journal of International Money and Finance 25(3) Elsevier, 459-475
Phylaktis K (2006) "Emerging Markets Finance: Overview of the Special Issue", Journal of International Money and Finance25(3) Elsevier, 349-357
Phylaktis K.(2006) "Spreading the Risk", The Hedgefund Journal (15 February/March), 34-36
Marsh I.W., Hallwood P., and Scheibe, J.(2006) "An Assessment of the Case for Monetary Union or Official Dollarization in Five Latin American Countries", Emerging Markets Review 7 (1) Elsevier, 52-66
Phylaktis K, and Xia, L (2006) "The Changing Role of Industry and Country Effects in Global Equity Markets", European Journal of Finance 12(8) Taylor and Francis, 627-648
Fuertes, A, J. Coakley, R. Flood, M.P. Taylor (2005) "Purchasing Power Parity and the Theory of General Relativity: The First Tests" Journal of International Money and Finance 24, 293-316
Marsh, I. Blanco, R., and Brennan, S (2005) "An Empirical Analysis of the Dynamic Relationship Between Investment Grade Bonds and Credit Default Swaps", Journal of Finance, 60, (5), 2255-2281
Marsh, I., Cheung, Y-W., and Chinn, M (2005) "How do UK-based foreign exchange dealers think their market operates?"International Journal of Finance and Economics, 9, (4), 289-306
Muradoglu, G, Salih, A. and Mercan, M. (2005) "A Behavioural Approach to Efficient Portfolio Formation", Journal of Behavioural Finance, 6,(4), 202-212
Phylaktis, K and Ravazzolo, F (2005) "Currency Risk in Emerging Equity Markets", Emerging Markets Review, 5, 317-339.
Phylaktis, K and Manalis, G (2005) "Price Transmission Dynamics between Informationally Linked Securities" Applied Financial Economics, 15, 187-201
Phylaktis, K and Ravazzolo, F (2005) "Stock Market Linkages: Implications for Portfolio Diversification", Journal of International Financial Markets and Institutions, 15, 91-106
Phylaktis, K and Ravazzolo, F (2005) "Stock Prices and Exchange Rate Dynamics", Journal of International Money and Finance, 24, (7), 1031-1053
Staikouras, S.K. and Kalotychou, E. (2005) "The banking exposure to international lending: Regional differences or common fundamentals?" Financial Markets, Institutions and Instruments, 14, (4), 187-214
Staikouras S.K.,(2005) "Multinational banks, credit risk and financial crises: A qualitative response analysis" Emerging Markets Finance and Trade 41 , 82-106.
Urga G, P.Gagliardini and F. Trojani(2005) "Robust GMM Tests for Structural Breaks" Journal of Econometrics 129 (1-2) Elsevier, 139-182
Miffre, J (2004) "The Conditional Price of Basis Risk: An Investigation Using Foreign Exchange Instruments", Journal of Business Finance and Accounting, 31, 10 43-1068.
Marsh, I and MacDonald, R (2004) "Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen", Journal of International Money and Finance, 23, 71-98.
Wang, P and Jones, T (2004) "The Impossibility of Meaningful Efficient Market Parameters in Testing for the Spot-Forward Relationship in Foreign Exchange Markets", Economic Letters, 81, 81-87.
Fuertes, A-M, Perez, M.T., and Coakley, J "Numerical Issues in Threshold Autoregressive Modeling of Time Series: an Empirical Application to the Behavior of Spot Rates", Journal of Economic Dynamics and Control, 27, 2219-2242.
Muradoglu, G and Taskin, F (2003) "Domestic versus International Integration in the Process of Financial Liberalisation", Journal of Economics and Business, 55, 529-556
Phylaktis, K, and Ravazzolo, F (2002) "Measuring Financial and Economic Integration with Equity Prices in Emerging Markets", Journal of International Money and Finance, 21, 879-904
Wang, P, and Jones, T (2002) "Testing for Efficiency and Rationality in Foreign Exchange Markets - A Review of the Literature and Research on Foreign Exchange Market Efficiency and Rationality with Comments", Journal of International Money and Finance, 21, 223-239.
Muradoglu, G and Yazici, B (2002) "Dissemination of Stock Recommendations and Small Investors: Who Benefits?", Multinational Finance Journal, 6, 29-42.
Urga, G, Estrin, S, and Lazarova, S (2001) "Testing for Ongoing Convergence in Transition Economies. 1970-1998", Journal of Comparative Economics, 29, 677-691.
Urga, G, and Rockinger, M (2001) "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies", Journal of Business and Economic Statistics, 19, 73-84.
Fuertes, A-M, and Coakley, J (2001) "A Nonlinear Analysis of Excess Foreign Exchange Returns", The Manchester School, 69, 623-642.
Fuertes, A-M, and Coakley, J (2001) "Border Costs and Real Exchange Rate Dynamics in Europe", Journal of Policy Modeling,23, 669-676.
Fuertes, A-M, and Coakley, J (2001) "Nonparametric Cointegration Analysis of Real Exchange Rates", Applied Financial Economics, 11, 1-8.
Phylaktis, K, and Girardin, E (2001) "Foreign Exchange Markets in Transition Economies: China", Journal of Development Economics, 64, 215-235
Wang, P (2001) "Equilibrium Adjustment, Basis Risk and Risk Transmission in Spot and Forward Foreign Exchange Markets", Applied Financial Economics, 11, 127-136.
Phylaktis, K, and Kavussanos, M (2001) "An Examination of the Relationship between Stock Returns and Trading Activity under Different Trading Systems", Greek Economic Review, 21, 19-36.
Muradoglu, G, and Aydogan, K (2001) "Market Reactions to the Implementation of Stock Dividends and Rights Offerings: Efficiency of Turkish Stock Market Through Time", European Journal of Finance, 7, 1-20.
Muradoglu, G, and Metin, K., and Argaç, R. (2001) "Is there a long run relationship between stock returns and monetary variables: evidence from anemerging market", Applied Financial Economics, 11, 641-649.
Urga,G (2001) "Efficiency of the Ukrainian Banking Sector in 1998" (joint with Oleksandr Mertens), Emerging Markets Review, 2, 292-308.
Urga, G, Peresetsky, A, and Turmuhambetova, G (2001) "The Developments of the GKO Futures Market in Russia", Emerging Markets Review, 2, 1-16.
Fuertes, A-M, and Coakley, J (2000) "Is There a Base Currency Effect in Long-Run?", International Journal of Finance and Economics, 5, 253-263
Phylaktis, K, and Moore, M (2000) "Black and Official Exchange Rates in the Pacific Basin Countries: Some Tests for Efficiency", Applied Financial Economics, 10, 361-369
Urga, G, and Rockinger, M (2000) "Evolution of Stock Markets in Transition Economies", Journal of Comparative Economics, 28, 456-472