Items where Research Group is "Applied Econometrics And Finance

Article

Ben Yahmed, Sarra, Berlingieri, Francesco and Brüll, Eduard (2025) Local labour market resilience: The role of digitalisation and working from home. Journal of Regional Science, 65 (5). pp. 1506-1532. ISSN 0022-4146

Bruns, Martin ORCID: https://orcid.org/0000-0002-7718-830X and Lütkepohl, Helmut (2025) Comparing external and internal instruments for vector autoregressions. Journal of Economic Dynamics and Control, 177. ISSN 0165-1889

Bruns, Martin ORCID: https://orcid.org/0000-0002-7718-830X, Lütkepohl, Helmut and McNeil, James (2025) Avoiding unintentionally correlated shocks in proxy vector autoregressive analysis. Journal of Business & Economic Statistics, 43 (4). pp. 1119-1131. ISSN 0735-0015

Dawson, Peter ORCID: https://orcid.org/0000-0001-6140-7662, 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

Jones, David, Di Maria, Corrado ORCID: https://orcid.org/0000-0002-3048-0506 and Valente, Simone (2025) Financial Intermediation and Structural Change. The Scandinavian Journal of Economics. ISSN 0347-0520 (In Press)

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, 63 (6). pp. 2644-2687. ISSN 0047-2778

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 and Sikora, Jarosław (2025) What can we learn from applying machine learning to bargaining? Computational Economics, 67 (6). pp. 4511-4551. 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 ORCID: https://orcid.org/0000-0001-9146-6364 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. ORCID: https://orcid.org/0000-0002-3825-0537, 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

Book Section

Cook, Steve and Watson, Duncan (2025) The effective incorporation of research in undergraduate econometrics. In: The Economics Network. UNSPECIFIED.

Moffatt, Peter ORCID: https://orcid.org/0000-0002-3825-0537 (2025) Experimetrics. In: Elgar Encyclopedia of Behavioural and Experimental Economics. Edward Elgar. ISBN 978 1 80220 772 9

Book

Jenkins, Katie ORCID: https://orcid.org/0000-0002-6740-5139, Forstenhäusler, Nicole, Vasilakos, Nicholas ORCID: https://orcid.org/0000-0003-3279-2885, 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.