Centre for Empirical Research in Finance and Banking (CERFIB)

Publications

Browse our publications catalogue to learn about our research.

Market volatility, monetary policy and the term premium

Abhishek Kumar, Sushanta Mallick, Madhusudan Mohanty & Fabrizio Zampolli, 2022, Oxford Bulletin of Economics and Statistics, 85(1), 208-237

DOI: 10.1111/obes.12518

Type: article

Rethinking financial contagion

Larisa Yarovaya, Janusz Brzeszczynski, John W. Goodell, Brian Lucey & Chi Keung Marco Lau, 2022, Journal of International Financial Markets, Institutions and Money, 79

DOI: 10.1016/j.intfin.2022.101589

Type: article

An integrated macroprudential stress test of bank liquidity and solvency

Mohamed Bakoush, Enrico Gerding, Tapas Mishra & Simon Wolfe, 2022, Journal of Financial Stability, 60

DOI: 10.1016/j.jfs.2022.101012

Type: article

Global temperature, R&D expenditure, and growth

Michael Donadelli, Patrick Grüning, Marcus Jüppner & Renatas Kizys, 2021, Energy Economics, 104, 105608

DOI: 10.1016/j.eneco.2021.105608

Type: article

Policy errors and business cycle fluctuations

Abhishek Kumar, Sushanta Mallick & Apra Sinha, 2021, Journal of Economic Behavior & Organization, 192, 176-198

DOI: 10.1016/j.jebo.2021.10.004

Type: article

Informal institutions and corporate reputational exposure

Chrysovalantis Gaganis, Panagiota Papadimitri, Fotios Pasiouras & Alexia Ventouri, 2021, British Journal of Management, 32(4), 1027-1061

DOI: 10.1111/1467-8551.12461

Type: article

Arbitrage in international sovereign debt markets? Evidence from the inflation protected securities of six countries

2021, Journal of Money, Credit & Banking, 53(6), 1417-1448

DOI: 10.1111/jmcb.12849

Type: article