School of Economics and Finance

2019 Working papers

The latest Working Papers are listed below. You can also view our archive of working papers of 2018, 2017, 2016, 2015 and earlier years.

Paper No.TitleAuthors
No. 879: Hierarchical Time Varying Estimation of a Multi Factor Asset Pricing Model Richard T. Baillie, Fabio Calonaci, George Kapetanios,
No. 880: Corporate Capture of Blockchain Governance Daniel Ferreira, Jin Li, Radoslawa Nikolowa,
No. 881: Long Memory, Realized Volatility and HAR Models Richard T. Baillie, Fabio Calonaci, Dooyeon Cho, Seunghwa Rho,