Printed from https://ideas.repec.org/s/bru/bruppp.html
Content
Undated material is presented at the end, although it may be more recent than other items
2005
- 05-04 Black Market And Official Exchange Rates:Long-Run Equilibrium And Short-Run Dynamics
by Guglielmo Maria Caporale & Mario Cerrato - 05-03 Valuing American Put Options Using Chebyshev Polynomial Approximation
by Guglielmo Maria Caporale & Mario Cerrato - 05-02 Saving, Funding And Economic Growth
by E Philip Davis & Yu-Wei Hu - 05-01 Fractional Cointegration And Aggregate Money Demand Functions
by Guglielmo Maria Caporale & Luis A. Gil-Alana
2004
- 04-23 Is There A Link Between Pension-Fund Assets And Economic Growth? - A Cross-Country Study
by E Philip Davis & Yuwei Hu - 04-22 The specification of cross exchange rate equations used to test Purchasing Power Parity
by John Hunter & Mark Simpson - 04-21 Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994
by Guglielmo Maria Caporale & Luis A. Gil-Alana - 04-20 Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski - 04-19 Commercial property prices and bank performance
by E Philip DaviS & Haibin Zhu - 04-18 Panel Data Tests Of Ppp: A Critical Overview
by Guglielmo Maria Caporale & Mario Cerrato - 04-17 Non-Linearities And Fractional Integration In The Us Unemployment Rate
by Guglielmo Maria Caporale & Luis A. Gil-Alana - 04-16 Nelson And Plosser Revisited: Evidence From Fractional Arima Models
by Guglielmo Maria Caporale & Luis A. Gil-Alana - 04-15 The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case
by Guglielmo Maria Caporale & Luis A. Gil-Alana - 04-14 The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study
by Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis - 04-13 Measuring Half-Lives Using A Non-Parametric Bootstrap Approach
by Guglielmo Maria Caporale & Mario Cerrato & Nicola Spagnolo - 04-12 Contracting Out Public Service Provision to Non-for-profit Firms
by John Bennett & Elisabetta Iossa - 04-11 Uncertainty and UK Monetary Policy
by Christopher Martin & Costas Milas - 04-10 The Equity Premium
by Kyri Kyriacou & Jacob Madsen & Bryan Mase - 04-09 Executive Stock Option Exercises and the Predictive Ability of Transaction Value
by Kyri Kyriacou & Bryan Mase - 04-08 Identifying and Solving Multivariate Rational Expectations Models
by John Hunter & Christos Ioannidis - 04-07 Financial Contracts and Strategic customer Exclusion
by Naoki KOJIMA - 04-06 The IPO Spread and Conflicts of Interests
by Naoki KOJIMA - 04-05 The Finite-Sample Effects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators: Purely Nonstationary Case
by Steve Lawford & Michalis P. Stamatogiannis - 04-04 Price Cap, Revenue Sharing and Information Acquisition
by Elisabetta Iossa & Francesca Stroffolini - 04-03 Finite-sample quantiles of the Jarque-Bera test
by Steve Lawford - 04-02 External Financing of Us Corporations: Are Loans and Securities Complements or Substitutes?
by E Philip Davis & Christos Ioannidis - 04-01 Debt Sustainability, Structural Breaks and Non-linear Fiscal Adjustment: A Testing Application to Greek Fiscal Policy
by Michael G. Arghyrou - 03-24 Privatization Methods and Economic Growth
by John Bennett & Saul Estrin & James Maw & Giovanni Urga - 02-08 Building and Managing Facilities for Public Services
by John Bennett & Elisabetta Iossa
2003
- 03-27 The Dynamics of International R&D Spillovers
by Kul B Luintel & Mosahid Khan - 03-26 Commercial Activity as Insurance: the Investment Behavior of Non-profit Firms
by John Bennett & Elisabetta Iossa & Gabriella Legrenzi - 03-25 Optimal Monetary Policy and the Asset Market:A Non-cooperative Game
by Christos Ioannidis, & Oreste Napolitano - 03-23 A Change Of Focus Stock Market Reclassification In The Uk
by Bryan Mase - 03-22 Optimal Monetary Policy and Asset Price Misalignments
by Alexandros Kontonikas & Alberto Montagnoli - 03-21 Is There A Pensions Crisis In The Uk?
by E Philip Davis - 03-20 Towards A Typology For Systemic Financial Instability
by E Philip Davis - 03-19 Should Monetary Policy Respond to Asset Price Misalignments?
by Alexandros Kontonikas & Christos Ioannidis - 03-18 The Impact of Risk on the Decision to Exercise an ESO
by Kyriacos Kyriacou - 03-17 The Information Contained In The Exercise Of Executive Stock Options
by Kyriacos Kyriacou & Bryan Mase - 03-16 AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s
by John hunter & Zacharias Psaradakis & Martin Sola - 03-15 Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables
by fabio spagnolod & Zacharias Psaradakis & Martin Sola - 03-14 Red Signals: Trade Deficits and the Current Account
by marzia raybaudi & martin sola & fabio spagnolod - 03-13 Performance of utility-based strategies for hedging basis risk
by Michael Monoyios - 03-12 Non-linear and non-symmetric exchange-rate adjustment:New evidence from medium- and high-inflation countries
by Michael G. Arghyrou & Virginie Boinet & Christopher Martin - 03-11 A Hypergeometric Test for Omitted Nonlinearity
by Steve Lawford - 03-10 A Panel Analysis Of Uk Industrial Company Failure
by JOHN HUNTER & Natalia Isachenkova - 03-09 AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s
by John Hunter - 03-08 Market Efficiency and the Euro:The case of the Athens Stock Exchange
by Theodore Panagiotidis - 03-07 Demographics And Financial Asset Prices In The Major Industrial Economies
by E Philip Davis & Christine Li - 03-06 Macroeconomic Effects of Reallocation Shocks:A generalised impulse response function analysis for three European countries
by Theodore Panagiotidisa & Gianluigi Pellonib & Wolfgang Polasekc - 03-05 Panel Estimation Of The Impact Of Exchange Rate Uncertainty On Investment In The Major Industrial Countries
by Joseph P. Byrne & E. Philip Davis - 03-04 Equity Prices, Productivity Growth, And ‘The New Economy’
by Jakob B Madsen & E Philip Davis - 03-03 Non-linear Inflationary Dynamics: Evidence from the UK
by Michael Arghyrou & Christopher Martin & Costas Milas - 03-02 Liquidity Effects due to Information Costs from Changes in the FTSE 100 List
by A. Gregoriou & CHRISTOS IOANNIDIS - 03-01 GMM and present value tests of the C-CAPM under Transactions Costs: Evidence from the UK stock market
by A. Gregoriou & CHRISTOS IOANNIDIS - 02-31 Monetary Policy Rules, Real Rigidity and Endogenous Persistence
by George J. Bratsiotis & Christopher Martin
2002
- 02-30 Optimal Monetary Policy with Wealth Effects
by A. Kontonikas & A. Montagnoli - 02-29 On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach
by Ana María Iregui & Costas Milas & Jesus Otero - 02-28 Inflation and Inflation Uncertainty in the United Kingdom: Evidence from GARCH modelling
by A. Kontonikas - 02-27 Monetary Policy Rules and the Persistence of Inflation and Output
by George J. Bratsiotis & Christopher Martin - 02-26 Are currency crises self-fulfilling? the case of Argentina
by Virginie Boinet & Oreste Napolitano & Nicola Spagnolo - 02-25 The Impact of Changes in the FTSE 100 Index
by Bryan Mase - 02-24 Government Solvency: Revisiting some EMU Countries
by Michael G. Arghyrou & Kul B Luintel - 02-23 Informal Credit Markets, Interlinkage and Migration
by Yasmeen Khwaja - 02-22 Efficient Option Pricing with Transaction Costs
by Michael Monoyios & Alberto Montagnoli - 02-21 Are International R&D Spillovers Costly for the US?
by Kul B Luintel & Mosahid Khan - 02-20 The Role And Nature Of Market Sentiment In The 1992 Erm Crisis
by Oreste Napolitano & Alberto Montagnoli & Rosaria Rita Canale - 02-19 The Class of Shareholdings and its Impacts on Corporate Performance – A Case of State Shareholding Composition in Chinese Publicly Listed Companies
by Guy S. Liu & Sandy Pei Sun - 02-17 Decision Rules and Information Provision:Monitoring versus Manipulation
by Elisabetta Iossa & Giuliana Palumbo - 02-16 Unemployment Alters the Set-Point for Life Satisfaction
by Andrew E. Clark & Yannis Georgellis - 02-14 The Euro exchange rate efficiency and risk premium:an ecm model
by Oreste Napolitano* & martin sola & fabio spagnolod - 02-13 Communication and antithesis in corporate annual reports: a research note
by Jane Davison - 02-12 Inflation Targeting and Inflation Persistence
by George J. Bratsiotis & Jakob Madsen & Christopher Martin - 02-11 Has Monetary Policy Reacted To Asset Price Movements: Evidence From The Uk
by A. Kontonikas & A. Montagnoli - 02-10 Should I Stay or Should I Go? Migration under Uncertainty: A Real Options Approach
by Yasmeen Khwaja - 02-07 Partial Delegation in a Model of Currency Crisis
by Virginie Boinet - 02-06 COMPETITIVENESS AND THE EXTERNAL TRADE PERFORMANCE OF GREECE IN THE 1990s: A cross-sectoral investigation
by Michael G. Arghyrou & Evelyn Bazina - 02-05 Common risk factors in the US and UK interest rate swap markets:Evidence from a non-linear vector autoregression approach
by Ilias Lekkos & Costas Milas - 02-04 A Test for Volatility Spillovers
by Martin Sola & Fabio Spagnolo & Nicola Spagnolo - 02-03 Asymmetric and non-linear adjustment in the revenue-expenditure models
by Gabriella Legrenzi & Costas Milas - 02-02 How to avoid self-fulfilling crises
by Virginie Boinet - 02-01 Public Infrastructure, Congestion, and Fiscal Policy
by John Bennett & Phillip Lawler
Undated
- 97-02 The determinants of job tenure: panel evidence from the German labour market
by Yannis Georgellis - 97-01 Assigning monetary values to changes in quality levels for non-marketed services: an SP approach
by Martin Cave & Matthew Corkery & Paul le Masurier - 96-05 From icon to scapegoat? The experience of South Africa's Reconstruction and Development Programme
by Jesmond Blumenfeld - 96-04 An empirical study on contractual heterogeneity within the firm: the "vertical integration - incentive contracts" mix
by Luisa Affuso - 96-03 Work and non-work related child care costs and UK mothers' employment rates
by Yannis Georgellis & Harry Papapanagos - 96-02 Fiscal anarchy in the UK: modelling poll tax noncompliance
by Timothy Besley & Ian Preston & Michael Ridge - 96-01 The impact of the UK planning system on house prices
by Ian Preston & Michael Ridge & Sarah Wood - 02-18 Openness and Efficiency of India and China Relative to the World Economy: A Comparative Study
by Guy S. Liu & Xiaming Liu & Yingqi Wei