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Recent publications
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.