Items where Research Group is "Applied Econometrics And Finance

Published

Bacon, Philomena M. and Moffatt, Peter G. ORCID: https://orcid.org/0000-0002-3825-0537 (2012) Mortgage choice as a natural field experiment on choice under risk. Journal of Money, Credit and Banking, 44 (7). pp. 1401-1426. ISSN 0022-2879

Brown, Alasdair (2012) Evidence of in-play insider trading on a UK betting exchange. Applied Economics, 44 (9). pp. 1169-1175. ISSN 0003-6846

Brown, Alasdair (2012) Examining agency conflict in horse racing. Southern Economic Journal, 79 (2). pp. 388-398. ISSN 0038-4038

Conte, Anna, Moffatt, Peter G. ORCID: https://orcid.org/0000-0002-3825-0537, Botti, Fabrizio, DiCagno, Daniela T. and D'Ippoliti, Carlo (2012) A test of the rational expectations hypothesis using data from a natural experiment. Applied Economics, 44 (35). pp. 4661-4678. ISSN 0003-6846

Dawson, Peter ORCID: https://orcid.org/0000-0001-6140-7662 (2012) Economics of the Olympics. In: The Oxford Handbook of Sports Economics, Vol.1: The Economics of Sports. Oxford University Press.

Dawson, Peter Michael ORCID: https://orcid.org/0000-0001-6140-7662 (2012) Experience, social pressure and performance: The case of soccer officials. Applied Economics Letters, 19 (9). pp. 883-886. ISSN 1350-4851

Di Maria, C. ORCID: https://orcid.org/0000-0002-3048-0506 and Lazarova, E.A. ORCID: https://orcid.org/0000-0002-7178-0644 (2012) Migration, human capital formation, and growth: An empirical investigation. World Development, 40 (5). pp. 938-955. ISSN 0305-750X

Di Maria, Corrado ORCID: https://orcid.org/0000-0002-3048-0506 and Jaraite, Jurate (2012) Efficiency, productivity and environmental policy: a case study of power generation in the EU. Energy Economics, 34 (5). pp. 1557-1568.

Di Maria, Corrado ORCID: https://orcid.org/0000-0002-3048-0506, Smulders, Sjak and Van der Werf, Edwin (2012) Absolute abundance and relative scarcity: Environmental policy with implementation lags. Ecological Economics, 74. pp. 104-119. ISSN 0921-8009

Di Maria, Corrado ORCID: https://orcid.org/0000-0002-3048-0506 and van der Werf, Edwin (2012) Imperfect environmental policy and polluting emissions: the green paradox and beyond. International Review of Environmental and Resource Economics, 6 (2). pp. 153-194. ISSN 1932-1473

Goacher, Penelope, Lambert, Rod and Moffatt, Peter ORCID: https://orcid.org/0000-0002-3825-0537 (2012) Can weight-related health risk be more accurately assessed by BMI, or by gender specific calculations of Percentage Body Fatness? Medical Hypotheses, 79 (5). pp. 656-662. ISSN 1532-2777

Hautsch, Nikolaus and Yang, Fuyu (2012) Bayesian inference in a stochastic volatility Nelson–Siegel model. Computational Statistics & Data Analysis, 56 (11). pp. 3774-3792.

Papadopoulos, Georgios and Santos Silva, Joao (2012) Identification issues in some double-index models for non-negative data. Economics Letters, 117 (1). pp. 365-367. ISSN 0165-1765

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 and Stoja, Evarist (2012) Efficient evaluation of multidimensional time-varying density forecasts. International Journal of Forecasting, 28 (2). pp. 343-352.

Tulloch, D.J., Diaz-Rainey, I. and Moffatt, P. ORCID: https://orcid.org/0000-0002-3825-0537 (2012) A GARCH analysis of the determinants of increased volatility of returns in the European energy utilities sector since liberalisation. In: 9th International Conference on the European Energy Market, EEM 12. UNSPECIFIED. ISBN 9781467308328