Items where Research Group is "Applied Econometrics And Finance

In Press

Conte, Anna, Moffatt, Peter G. 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 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. (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 and Keweloh, Sascha A. (2024) Testing for strong exogeneity in Proxy-VARs. Journal of Econometrics, 245 (1-2). ISSN 0304-4076

Bruns, Martin 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 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 (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. 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

Stoja, Evarist, Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 and Nguyen, Linh H. (2024) The taxonomy of tail risk. Journal of Financial Research. ISSN 0270-2592

Zeng, Jin, Zhang, Yijia, Yin, Yun and Moffatt, Peter G. (2024) The effect of the Covid pandemic on stock market volatility: Separating initial impact from time-to-recovery. Data Science in Finance and Economics. 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 and Wang, Wenxue (2024) From theory to practice: Monetary policy transmission and bank risk dynamics. PLoS One, 19 (4). ISSN 1932-6203