Items where Research Group is "Applied Econometrics And Finance

Bruns, Martin and Lütkepohl, Helmut (2025) Comparing external and internal instruments for vector autoregressions. Journal of Economic Dynamics and Control, 177. ISSN 0165-1889

Bruns, Martin, Lütkepohl, Helmut and McNeil, James (2025) Avoiding unintentionally correlated shocks in proxy vector autoregressive analysis. Journal of Business & Economic Statistics. ISSN 0735-0015

Dawson, Peter, Downward, Paul, Hogan, Vincent and Massey, Patrick (2025) Official bias and match results in the United Rugby Championship: Much ado about nothing? Journal of Sports Sciences, 43 (5). pp. 490-498. ISSN 0264-0414

Jenkins, Katie, Forstenhäusler, Nicole, Vasilakos, Nicholas, Zhang, Shanfei, Bowyer, Paul, Bothe, Oliver and Caltabiano, Nico (2025) Deliverable 1.2 – Leveraging bio-geo-physical data outputs to enhance social value for climate adaptation. Interim Report. UNSPECIFIED.

Karatzas, Antonios, Dousios, Dimitrios, Raja, Jawwad Z. and Papadopoulos, Georgios (2025) An exploration of digital servitization business models in manufacturing SMEs. Journal of Small Business Management. ISSN 0047-2778

Moffatt, Peter (2025) Experimetrics. In: Elgar Encyclopedia of Behavioural and Experimental Economics. Edward Elgar. ISBN 978 1 80220 772 9

Polanski, Arnold and Sikora, Jarosław (2025) What can we learn from applying machine learning to bargaining? Computational Economics. ISSN 0927-7099

Skovorodov, Vlad and Silva, Rui (2025) The impact of the Public Sector Purchase Programme on lending to SMEs. Journal of Macroeconomics, 83. ISSN 0164-0704

Stoja, Evarist, Polanski, Arnold and Nguyen, Linh H. (2025) The taxonomy of tail risk. Journal of Financial Research, 48 (2). pp. 701-724. ISSN 0270-2592

Wang, Wenxue, Moffatt, Peter G., Zhang, Zheng and Raza, Muhammad Yousaf (2025) Volatility spillovers and conditional correlations between oil, renewables and stock markets: A multivariate GARCH-in-mean analysis. Energy Strategy Reviews, 57. ISSN 2211-467X