skip to primary navigationskip to content

CFAP publications

This page lists the latest CFAP publications. Click here for details of earlier work.

Author

Paper

Date

Mardi Dungey, Ólan T. Henry & Lyudmyla Hvozdyk WP42: The Impact of Jumps and Thin Trading on Realised Hedge Ratios 2012
Gosse, J-B & Guillaumin C WP41: Can External Shocks Explain the Asian Side of Global Imbalances? Lessons from a Structural VAR Model with Block Exogeneity 2012
Miceli, V WP40: Do SWFs Herd in Equity Markets? 2011
Dungey, M & Hvozdyk, L WP39: Cojumping: evidence from the US treasury bond and futures markets 2011
Alexander, K Solutions to regulatory differences between the US Dodd Frank Act and the European Comission's proposal, in particular in ensuring equal conditions for market access for EU and third country Central Counterparties (CCPS): note 2011
Alexander, K Reforming European financial supervision: adapting EU institutions to market structures 2011
Alexander, K International regulatory reform and financial taxes 2010
Alexander, K & Lorez, K Universal banks: the risks and alternatives 2010
Dungey, M & Vehbi, M T WP38: The term premium and the UK Economy 1980-2007 2010

Alan, S

WP34: Do disaster expectations explain household portfolios?

2010

Alan, S & Loranth, G

WP37: An empirical analysis of subprime consumer credit demand.

2010

Dungey, M & Yalama, A

WP35: Detecting contagion with correlation: volatility and timing matter

2010

Dungey, M,  Henry, O & McKenzie, M

WP36: From trade-to-trade in US treasuries

2010

Alan, S, Atalay, K, Crossley, TF & Jeon. SH

WP 33: New evidence on taxes and portfolio choices

2009

Alexander, K

Economic sanctions: law and public policy

2009

Perez C

WP 31: Technological Roots and Structural Implications of the Double Bubble at the Turn of the Century

2009

 

Can External Shocks Explain the Asian Side of Global Imbalances?
Lessons from a Structural VAR Model with Block Exogeneity

library.jpg