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Open Access research that better understands changing marine ecologies...

Strathprints makes available scholarly Open Access content by researchers in the Department of Mathematics & Statistics.

Mathematics & Statistics hosts the Marine Population Modelling group which is engaged in research into topics surrounding marine resource modelling and ecology. Recent work has included important developments in the population modelling of marine species.

Explore the Open Access research of Mathematics & Statistics. Or explore all of Strathclyde's Open Access research...

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Number of items: 12.

Article

Kearney, Fearghal and Cummins, Mark and Murphy, Finbarr (2019) Using extracted forward rate term structure information to forecast foreign exchange rates. Journal of Empirical Finance, 53. pp. 1-14. ISSN 0927-5398

Fletcher, Jonathan (2018) Bayesian tests of global factor models. Journal of Empirical Finance, 48. pp. 279-289. ISSN 0927-5398

Byrne, Joseph P. and Cao, Shuo and Korobilis, Dimitris (2017) Forecasting the term structure of government bond yields in unstable environments. Journal of Empirical Finance, 44. pp. 209-225. ISSN 0927-5398

Ekkayokkaya, Manapol and Paudyal, Krishna (2015) A trade-off in corporate diversification. Journal of Empirical Finance, 34. pp. 275-292. ISSN 0927-5398

Andriosopoulos, Dimitris and Chronopoulos, Dimitris K. and Papadimitriou, Fotios I. (2014) Can the information content of share repurchases improve the accuracy of equity premium predictions? Journal of Empirical Finance, 26. pp. 96-111. ISSN 0927-5398

Koop, Gary and Tole, Lise (2013) Modeling the relationship between European carbon permits and certified emission reductions. Journal of Empirical Finance, 24. 166–181. ISSN 0927-5398

Gefang, Deborah and Koop, Gary and Potter, Simon M. (2011) Understanding liquidity and credit risks in the financial crisis. Journal of Empirical Finance, 18. pp. 903-914. ISSN 0927-5398

Marshall, A.P. and Tang, L. and Milne, Alistair (2010) Variable reduction, sample selection bias and bank retail credit scoring. Journal of Empirical Finance, 17 (3). 501–512.

Jochmann, Markus and Koop, Gary and Potter, Simon M. (2010) Modeling the dynamics of inflation compensation. Journal of Empirical Finance, 17 (1). pp. 157-167. ISSN 0927-5398

Hollifield, B. and Koop, G.M. and Li, K. (2003) A Bayesian analysis of a variance decomposition for stock returns. Journal of Empirical Finance, 10 (5). pp. 583-601. ISSN 0927-5398

Fletcher, Jonathan and Forbes, David (2002) An exploration on the persistence of UK unit trust performance. Journal of Empirical Finance, 9 (5). pp. 475-493. ISSN 0927-5398

Koop, G.M. and Li, K. (2001) The valuation of IPO and SEO firms. Journal of Empirical Finance, 8 (4). pp. 375-401. ISSN 0927-5398

This list was generated on Wed Dec 18 19:41:53 2024 GMT.