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,
No. 882: State-dependent Monetary Policy Regimes Shayan Zakipour-Saber,
No. 883: Concentration in International Markets: Evidence from US Imports Alessandra Bonfiglioli, Rosario Crinò, Gino Gancia,
No. 884: Do Multiple Credit Ratings Reduce Money Left on the Table? Evidence from US. IPOs Marc Goergen, Dimitrios Gounopoulos, Panagiotis Koutroumpis,
No. 885: The Growth-Finance Nexus in Brazil: Evidence from a New Dataset, 1890-2003 Nauro Campos, Menelaos Karanasos, Panagiotis Koutroumpis,
No. 886: Competition and the role of group identity Francesca Cornaglia, Michalis Drouvelis, Paolo Masella,
No. 887: Economic incentives, home production and gender identity norms Andrea Ichino, Martin Olsson, Barbara Petrongolo, Peter Skogman Thoursie,
No. 888: Horizontal and Vertical Polarization: Task-Specific Technological Change in a Multi-Sector Economy Sang Yoon (Tim) Lee, Yongseok Shin,
No. 889: Who Is Afraid of Machines? Sotiris Blanas, Gino Gancia, Sang Yoon (Tim) Lee,
No. 890: SVARs Identification through Bounds on the Forecast Error Variance Alessio Volpicella,
No. 891: Time-Varying Local Projections Germano Ruisi,
No. 892: Technology Adoption and Access to Credit via Mobile Phones Apoorv Gupta, Jacopo Ponticelli, Andrea Tesei,
No. 893: Optimal Pension Plan Default Policies when Employees are Biased Asen Ivanov,
No. 894: Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy Mirela S. Miescu, Haroon Mumtaz,
No. 895: Monetary policy regimes and inflation persistence in the United Kingdom Shayan Zakipour-Saber,
No. 896: Markov-Switching Proxy BVARs Shayan Zakipour-Saber,
No. 897: Market Allocations under Ambiguity: A Survey Antoine Billot, Sujoy Mukerji, Jean-Marc Tallon,
No. 898: Monetary Policy and Wealth Inequality over the Great Recession in the UK An Empirical Analysis Haroon Mumtaz, Angeliki Theophilopoulou,