Items where Research Group is "Applied Econometrics And Finance

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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

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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

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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.

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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

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

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

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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

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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