Items where Research Group is "Applied Econometrics And Finance

In Press

Conte, Anna, Moffatt, Peter G. ORCID: https://orcid.org/0000-0002-3825-0537 and Riddell, Mary (2024) The multivariate heterogeneous preference estimator for switching Multiple Price List data. Experimental Economics. ISSN 1386-4157 (In Press)

Published

Ahmad, Husnain F., Banuri, Sheheryar ORCID: https://orcid.org/0000-0002-8021-0299 and Bokhari, Farasat ORCID: https://orcid.org/0000-0001-5418-8078 (2024) Discrimination in healthcare: A field experiment with Pakistan's Transgender community. Labour Economics, 87. ISSN 0927-5371

Bacon, Philomena M., Conte, Anna and Moffatt, Peter G. ORCID: https://orcid.org/0000-0002-3825-0537 (2024) Gender and gambling preference. Applied Economics, 56 (4). pp. 426-439. ISSN 0003-6846

Bokhari, Farasat A. S. ORCID: https://orcid.org/0000-0001-5418-8078, Chakraborty, Ratula, Dobson, Paul W. ORCID: https://orcid.org/0000-0001-7352-740X and Morciano, Marcello (2024) Lockdown drinking: The sobering effect of price controls in a pandemic. Economic Inquiry, 62 (4). pp. 1539-1557. ISSN 0095-2583

Broughton Micova, Sally ORCID: https://orcid.org/0000-0002-2115-0345, Calef, Andrea ORCID: https://orcid.org/0000-0002-7045-2622 and Enstone, Bryn (2024) Response to Ofcom Consultation: Protecting people from illegal harms online. UNSPECIFIED.

Broughton Micova, Sally ORCID: https://orcid.org/0000-0002-2115-0345, Schnurr, Daniel, Calef, Andrea ORCID: https://orcid.org/0000-0002-7045-2622 and Enstone, Bryn (2024) Cross-cutting Issues for DSA Systemic Risk Management: An Agenda for Cooperation. Centre for Regulation in Europe (CERRE).

Brown, Alasdair (2024) Parimutuel versus fixed-odds betting: Evidence from a hybrid market. Journal of Prediction Markets, 18 (1). pp. 97-114.

Bruns, Martin ORCID: https://orcid.org/0000-0002-7718-830X and Keweloh, Sascha A. (2024) Testing for strong exogeneity in Proxy-VARs. Journal of Econometrics, 245 (1-2). ISSN 0304-4076

Bruns, Martin ORCID: https://orcid.org/0000-0002-7718-830X and Lütkepohl, Helmut (2024) Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. Journal of Economic Dynamics and Control, 161. ISSN 0165-1889

Bruns, Martin ORCID: https://orcid.org/0000-0002-7718-830X and Piffer, Michele (2024) Tractable Bayesian estimation of smooth transition vector autoregressive models. The Econometrics Journal, 27 (3). 343–361. ISSN 1368-4221

Calef, Andrea ORCID: https://orcid.org/0000-0002-7045-2622 and Costa Junior, Geraldo (2024) Consultation response to CFTC Request for Comment: Commission Guidance Regarding the Listing of Voluntary Carbon Credit Derivative Contracts. UNSPECIFIED.

Calef, Andrea ORCID: https://orcid.org/0000-0002-7045-2622, Ennis, Sean ORCID: https://orcid.org/0000-0001-6796-5788, Enstone, Bryn and Prüfer, Jens ORCID: https://orcid.org/0000-0001-7203-9711 (2024) Consultation response to FCA Call for Input: The potential competition impacts of Big Tech entry and expansion in retail financial services. UNSPECIFIED.

Chakkol, Mehmet, Johnson, Mark, Karatzas, Antonios, Papadopoulos, Georgios and Korfiatis, Nikolaos ORCID: https://orcid.org/0000-0001-6377-4837 (2024) Making supply chains great again: Examining structural changes to US manufacturing supply chains. International Journal of Operations & Production Management, 44 (5). pp. 1083-1108. ISSN 0144-3577

Di Maria, Corrado ORCID: https://orcid.org/0000-0002-3048-0506, Lazarova, Emiliya ORCID: https://orcid.org/0000-0002-7178-0644 and Lange, Ian (2024) Political 'colour' and firm behaviour: Evidence from U.S. power plants' pollution abatement. Environmental and Resource Economics, 87 (5). pp. 1141-1174. ISSN 0924-6460

Downward, Paul, Webb, Tom and Dawson, Peter ORCID: https://orcid.org/0000-0001-6140-7662 (2024) Referee abuse, intention to quit, and well-being. Research Quarterly for Exercise and Sport, 95 (1). pp. 207-217. ISSN 0270-1367

Ercolani, Marco and Lazarova, Emiliya ORCID: https://orcid.org/0000-0002-7178-0644 (2024) The UK Disability Discrimination Act 2005: Consequences for the education and employment of older children. Economics of Education Review, 100. ISSN 0272-7757

Fruet Dias, Gustavo ORCID: https://orcid.org/0000-0001-6428-5074, Papailias, Fotis and Scherrer, Cristina (2024) An econometric analysis of volatility discovery. Journal of Business & Economic Statistics, 42 (3). pp. 1095-1106. ISSN 0735-0015

Gao, Yuan ORCID: https://orcid.org/0000-0003-3505-9304 and Lazarova, Emiliya ORCID: https://orcid.org/0000-0002-7178-0644 (2024) A new empirical index to track the technological novelty of inventions: A sector-level analysis. Journal of Evolutionary Economics, 34. 873–900. ISSN 1432-1386

Papadopoulos, Georgios, Karatzas, Antonios and Martin, Thomas (2024) A Reproduction of "Political Endorsement by Nature and Trust in Scientific Expertise During COVID-19" by Zhang (2023).

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 (2024) Close-knit neighborhoods: Stability of cooperation in networks. Journal of Economic Theory, 215. ISSN 0022-0531

Silva, Rui (2024) Coordination in stag hunt games. Journal of Behavioral and Experimental Economics, 113. ISSN 2214-8043

Silva, Rui (2024) Well-being foundations of populism in Europe. European Journal of Political Economy, 81. ISSN 0176-2680

Zeng, Jin, Zhang, Yijia, Yin, Yun and Moffatt, Peter G. ORCID: https://orcid.org/0000-0002-3825-0537 (2024) The effect of the Covid pandemic on stock market volatility: Separating initial impact from time-to-recovery. Data Science in Finance and Economics, 4 (4). pp. 531-547. ISSN 2769-2140

Zhang, Haibo, Di Maria, Corrado ORCID: https://orcid.org/0000-0002-3048-0506, Ghezelayagh, Bahar and Shan, Yuli (2024) Climate policy in emerging economies: Evidence from China’s Low-Carbon City Pilot. Journal of Environmental Economics and Management, 124. ISSN 0095-0696

Zhang, Zheng, Clovis, Joel, Moffatt, Peter ORCID: https://orcid.org/0000-0002-3825-0537 and Wang, Wenxue (2024) From theory to practice: Monetary policy transmission and bank risk dynamics. PLoS One, 19 (4). ISSN 1932-6203