Publications

Forthcoming or in press

Chan, H., Faff, R., Hill, P., & Scheule, H., (in press) ‘Are Watch Procedures a Critical Informational Event in the Credit Ratings Process? An Empirical Investigation’, Journal of Financial Research.
Ozkan, N., Caglayan M. & Baum, C.F., (forthcoming) 'The role of uncertainty in the transmission of monetary policy effects on bank lending ” The Manchester School.
Polanski, A. and Stoja, E. (forthcoming) ‘Dynamic Density Forecasts for Multivariate Asset Returns’, Journal of Forecasting.
Polanski, A. and Stoja, E. (forthcoming) ‘‘Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with Applications to Risk Management’, International Journal of Forecasting.
Harris, R.D.F., Stoja, E. and Yilmaz, F. (forthcoming) 'A Cyclical Model of Exchange Rate Volatility', Journal of Banking and Finance.
Tucker, J. and Stoja, E. (forthcoming) ‘Industry membership and capital structure dynamics in the UK’, International Review of Financial Analysis.
Bulkley, G., Harris, R.D.F. & Nawosah, V. (forthcoming 2011) 'Revisiting the Campbell-Shiller tests of the Expectations Hypothesis for the Term Structure', Journal of Banking and Finance.
Bulkley, G. & Giordani, P. (forthcoming 2011) 'Structural Breaks, Parameter Uncertainty and Term Structure Puzzles', Journal of Financial Economics.