Are there return and volatility spillovers from major bank stocks to the national stock market in the UK?

Stock Returns, Industry Concentration and Firm Expenditure Decisions
Kamuriwo, S., Muradoglu, G., Sivaprasad, S. and Malki, I. 2024. Stock Returns, Industry Concentration and Firm Expenditure Decisions. Journal of Economics and Business. 131 106195. https://doi.org/10.1016/j.jeconbus.2024.106195

Connectedness Between Central Bank Digital Currency Index, Financial Stability and Digital Assets
Sivaprasad, S., Bas, T. and Malki, I. 2024. Connectedness Between Central Bank Digital Currency Index, Financial Stability and Digital Assets. Journal of International Financial Markets, Institutions and Money. 92 101981. https://doi.org/10.1016/j.intfin.2024.101981

Do returns and volatility spillovers exist across tech stocks, cryptocurrencies and NFTs?
Sivaprasad, S., Bas, T. and Malki, I. 2024. Do returns and volatility spillovers exist across tech stocks, cryptocurrencies and NFTs? Heliyon. 10 (2) e24615. https://doi.org/10.1016/j.heliyon.2024.e24615

An Empirical Analysis of Corporate Sustainability Bonds
Sivaprasad, S. and Mathew, S. 2024. An Empirical Analysis of Corporate Sustainability Bonds. Business Strategy and The Environment. 33 (4), pp. 3299-3316. https://doi.org/10.1002/bse.3663

Internationalization and Zero Leverage
Sivaprasad, S., Chatzivgeri, E., Dontis-Charitos, P. and Williams, J. 2024. Internationalization and Zero Leverage. European Journal of Finance. 30 (11), pp. 1185-1211. https://doi.org/10.1080/1351847x.2023.2277273

Spill over effects of Geopolitical risk on the banking sector of CIS countries
Sivaprasad, S., Malki, I., Adami, R., Yodgorova, F. and Ibragimova, D. 2023. Spill over effects of Geopolitical risk on the banking sector of CIS countries. International Finance and Banking Society (IFABS), Oxford (2023). Oxford 24 - 26 Jul 2023 University of Westminster.

Going Global: Evidence from India
Sivaprasad, S., Adami, R., Mathew, S. and Puwanenthiren, P. 2023. Going Global: Evidence from India. International Journal of Banking, Accounting and Finance. 13 (4), pp. 464-486. https://doi.org/10.1504/IJBAAF.2023.10055872

An Impact Investment Strategy
Juddoo, K., Malki, I., Mathew, S. and Sivaprasad, S. 2023. An Impact Investment Strategy. Review of Quantitative Finance and Accounting. 61, pp. 177-211. https://doi.org/10.1007/s11156-023-01149-0

The Impact of the Russian-Ukrainian War on Global Financial Markets
Izzeldin, Marwan, Muradoglu, Gulnur, Pappas, Vasileios, Petropoulou, Athina and Sivaprasad, Sheeja 2023. The Impact of the Russian-Ukrainian War on Global Financial Markets. International Review of Financial Analysis. https://doi.org/10.1016/j.irfa.2023.102598

Brexit and its impact on EU financial markets
Sivaprasad, S., Muradoglu, G, Izzeldin, M and Pappas, V 2022. Brexit and its impact on EU financial markets. International Finance and Banking Society (IFABS), Naples (2022). Naples 07 - 09 Sep 2022

Brexit and its impact on EU financial markets
Sivaprasad, S., Izzeldin, M, Muradoglu, G and Pappas, V 2022. Brexit and its impact on EU financial markets. Financial Management & Accounting Research Conference 2022. Cyprus 19 - 21 Jun 2022

Brexit and its impact on EU financial markets
Sivaprasad, S., Muradoglu, Y.G., Pappas, V and Izzeldin,M 2022. Brexit and its impact on EU financial markets. 16th Annual Dynare Conference. Lancaster,UK 30 Jun - 01 Jul 2022

An Exploratory Insight into the Impact of COVID-19 on the Travel and Tourism Sector: UK Evidence
Sivaprasad, S. and Bas, T. 2022. An Exploratory Insight into the Impact of COVID-19 on the Travel and Tourism Sector: UK Evidence. in: Karabulut, Ş. (ed.) Economic and Financial Analysis of Global and National Developments Turkey Ekin.

The value effects of changes in leverage
Bas, Tugba, Sivaprasad, Sheeja and Dellen, Stefan van 2022. The value effects of changes in leverage. Tourism Analysis. 27 (4), pp. 547-552. https://doi.org/10.3727/108354220x15961981728521

An Impact Investment Strategy
Sivaprasad, S., Juddoo, K., Malki, I. and Mathew, S. 2021. An Impact Investment Strategy. International Finance and Banking Society(IFABS) 2021. online 13 - 15 Sep 2021

Corporate Governance Practices and the Pandemic Crisis: UK Evidence
Mathew, S. and Sivaprasad, S. 2021. Corporate Governance Practices and the Pandemic Crisis: UK Evidence. Corporate Governance: The international journal of business in society. 21 (6), pp. 983-995. https://doi.org/10.1108/CG-08-2020-0357

The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model
Sivaprasad, S., Muradoglu, Y.G., Izzeldin, M and Pappas, V 2021. The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. International Review of Financial Analysis. 74 101671. https://doi.org/10.1016/j.irfa.2021.101671

An Empirical Analysis of the Performance of Sponsored versus Non-Sponsored IPOs:Evidence from India
Sivaprasad, S. and Dadhaniya, R. 2019. An Empirical Analysis of the Performance of Sponsored versus Non-Sponsored IPOs:Evidence from India. Journal of Accounting in Emerging Economies. 10 (1), pp. 100-116. https://doi.org/10.1108/JAEE-05-2019-0100

The Effect of Block Ownership on Future Firm Value and Performance
Benamraoui, A., Jory, S.R., Mazouz, K., Shah, N.S. and Gough, O. 2019. The Effect of Block Ownership on Future Firm Value and Performance. The North American Journal of Economics and Finance. 50, p. 100982 100982. https://doi.org/10.1016/j.najef.2019.04.025

Enhancing Momentum Investment Strategy Using Leverage
Forner,C., Muradoglu, Y.G. and Sivaprasad, S. 2018. Enhancing Momentum Investment Strategy Using Leverage. Journal of Forecasting. 37 (5), pp. 573-588. https://doi.org/10.1002/for.2522

Wealth and risk implications of the Dodd-Frank Act on the U.S. financial intermediaries
Andriosopoulos, K., Chan, K., Dontis-Charitos, P. and Staikouras, S.K. 2017. Wealth and risk implications of the Dodd-Frank Act on the U.S. financial intermediaries. Journal of Financial Stability. 33, pp. 366-379. https://doi.org/10.1016/j.jfs.2016.09.006

The principle of legal certainty as a principle of economic efficiency
Portuese, A., Gough, O. and Tanega, J. 2017. The principle of legal certainty as a principle of economic efficiency. European Journal of Law and Economics. 44 (1), pp. 131-156. https://doi.org/10.1007/s10657-014-9435-2

US and Canadian term structures of interest rates: A forecasting comparison
Van Dellen, S., Juneja, J.A., Nowman, K.B. and Zhao, G. 2016. US and Canadian term structures of interest rates: A forecasting comparison. 23rd Annual Conference of the Multinational Finance Society. Stockholm, Sweden 26 - 29 Jun 2016

Do financial distress and liquidity crises affect value and size premiums?
Bas, T., Elgammal, M.M., Gough, O., Shah, N.S. and van Dellen, S. 2016. Do financial distress and liquidity crises affect value and size premiums? Applied Economics. 48 (39), pp. 3734-3751. https://doi.org/10.1080/00036846.2016.1145345

Cross-Industry Product Diversification and Contagion in Risk and Return: The Case of Bank-Insurance and Insurance-Bank Takeovers
Elyasiani, E., Dontis-Charitos, P. and Staikouras, S.K. 2016. Cross-Industry Product Diversification and Contagion in Risk and Return: The Case of Bank-Insurance and Insurance-Bank Takeovers. Journal of Risk and Insurance. 83 (3), pp. 681-718. https://doi.org/10.1111/jori.12066

Diversification, size and risk: The case of bank acquisitions of nonbank financial firms
Casu, B., Dontis-Charitos, P., Williams, J. and Staikouras, S.K. 2016. Diversification, size and risk: The case of bank acquisitions of nonbank financial firms. European Financial Management. 22 (2), p. 235–275. https://doi.org/10.1111/eufm.12061

The Determinants of Zero Leverage: Evidence from Multinational Firms
Chatzivgeri, E., Sivaprasad, S. and Dontis-Charitos, P. 2015. The Determinants of Zero Leverage: Evidence from Multinational Firms. International Finance and Banking Society Corporate Finance Conference. Saïd Business School, University of Oxford, United Kingdom, 12 - 13 Sep 2015

The Determinants of Zero Leverage: Evidence from Multinational Firms
Chatzivgeri, E., Sivaprasad, S. and Dontis-Charitos, P. 2015. The Determinants of Zero Leverage: Evidence from Multinational Firms. 5th International Conference of the Financial Engineering and Banking Society. Nantes, France 11 - 13 Jun 2015

The value effects of changes in leverage: Evidence from the Travel and Leisure sector
Van Dellen, S., Sivaprasad, S. and Bas, T. 2015. The value effects of changes in leverage: Evidence from the Travel and Leisure sector. 22nd Annual Conference of the Multinational Finance Society. Halkidiki, Greece 28 Jun - 01 Jul 2015

An Investment Strategy Based on Leverage: Evidence from BSE 500
Sivaprasad, S. and D’Mello, L. 2015. An Investment Strategy Based on Leverage: Evidence from BSE 500. Journal of Emerging Market Finance. 14 (3), pp. 210-238. https://doi.org/10.1177/0972652715601910

How does a firm's capital structure affect stock performance?
Sivaprasad, S., Adami, R., Gough, O. and Muradoglu, Y.G. 2015. How does a firm's capital structure affect stock performance? Frontiers in Finance and Economics. 12 (1), pp. 1-31.

Forecasting long-term UK interest rates
Gough, O., Nowman, K.B. and Van Dellen, S. 2014. Forecasting long-term UK interest rates. Empirical Economics Letters. 13 (10).

What drives the purchase decision in pensions and long-term investment products in the UK?
Gough, O. and Adami, R. 2014. What drives the purchase decision in pensions and long-term investment products in the UK? in: Harrison, T. and Estelami, H. (ed.) The Routledge Companion to Financial Services Marketing London Routledge. pp. 91-99

Modelling and forecasting international interest rate spreads: UK, Germany, Japan and the US
Gough, O., Nowman, K.B. and Van Dellen, S. 2014. Modelling and forecasting international interest rate spreads: UK, Germany, Japan and the US. International Journal of Financial Engineering and Risk Management. 1 (4), pp. 309-333. https://doi.org/10.1504/IJFERM.2014.065648

An empirical analysis of the performance of pension funds: evidence from UK
Sivaprasad, S., Adami, R., Gough, O. and Mukherjee, S. 2014. An empirical analysis of the performance of pension funds: evidence from UK. Studies in Economics and Finance. 31 (2), pp. 141-155. https://doi.org/10.1108/SEF-10-2012-0118

The impact of leverage on stock returns in the hospitality sector: evidence from the UK
Muradoglu, Y.G. and Sivaprasad, S. 2014. The impact of leverage on stock returns in the hospitality sector: evidence from the UK. Tourism Analysis. 19 (2), pp. 161-171. https://doi.org/10.3727/108354214X13963557455603

Do optimists plan for retirement? A behavioural explanation for non-participation in pension schemes
Balasuriya, J., Gough, O. and Vasileva, K. 2014. Do optimists plan for retirement? A behavioural explanation for non-participation in pension schemes. Economics Letters. 125 (3), pp. 396-399. https://doi.org/10.1016/j.econlet.2014.10.012

Corporate reporting implication in migrating from defined benefit to defined contribution pension schemes: A focus on the UK
Josiah, J., Gough, O., Haslam, J. and Shah, N.S. 2014. Corporate reporting implication in migrating from defined benefit to defined contribution pension schemes: A focus on the UK. Accounting Forum. 38 (1), pp. 18-37. https://doi.org/10.1016/j.accfor.2013.10.003

Permanent sovereignty over natural resources in the 21st century: natural resource governance and the right to self-determination of indigenous peoples under international law
Pereira, R. and Gough, O. 2013. Permanent sovereignty over natural resources in the 21st century: natural resource governance and the right to self-determination of indigenous peoples under international law. Melbourne Journal of International Law. 14 (2), pp. 451-495.

Empirical analysis of the US swap curve
Gough, O., Juneja, J.A., Nowman, K.B. and Van Dellen, S. 2013. Empirical analysis of the US swap curve. The Empirical Economics Letters. 12 (9), pp. 985-994.

Continuous and discrete time modelling of spillovers in equity and bond markets
Dontis-Charitos, P., Gough, O., Nowman, K.B. and Sivaprasad, S. 2013. Continuous and discrete time modelling of spillovers in equity and bond markets. International Journal of Bonds and Derivatives. 1 (1), pp. 54-87. https://doi.org/10.1504/IJBD.2013.056935

The effect of leverage mimicking portfolios in explaining stock returns variations
Sivaprasad, S. and Muradoglu, Y.G. 2013. The effect of leverage mimicking portfolios in explaining stock returns variations. Studies in Economics and Finance. 30 (2), pp. 94-107. https://doi.org/10.1108/10867371311325417

The effect of labour earnings on post retirement income
Adami, R., Gough, O. and Theophilopoulou, A. 2013. The effect of labour earnings on post retirement income. Journal of Economic Studies. 40 (3), pp. 284-297. https://doi.org/10.1108/01443581311283925

Saving for retirement: a review of ethnic minorities in the UK
Gough, O. and Adami, R. 2013. Saving for retirement: a review of ethnic minorities in the UK. Social Policy and Society. 12 (1), pp. 147-161. https://doi.org/10.1017/S1474746412000516

A multi-country analysis of the 2007–2009 financial crisis: empirical results from discrete and continuous time models
Dontis-Charitos, P., Jory, S.R., Ngo, T.N. and Nowman, K.B. 2013. A multi-country analysis of the 2007–2009 financial crisis: empirical results from discrete and continuous time models. Applied Financial Economics. 23 (11), pp. 929-950. https://doi.org/10.1080/09603107.2013.778944

Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models
Gough, O., Nowman, K.B. and Van Dellen, S. 2013. Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models. Empirical Economics Letters. 12 (8), p. 813.

Capital structure and abnormal returns
Sivaprasad, S. and Muradoglu, Y.G. 2012. Capital structure and abnormal returns. International Business Review. 21 (3), pp. 328-341. https://doi.org/10.1016/j.ibusrev.2011.03.007

Using firm level leverage as an investment strategy
Muradoglu, Y.G. and Sivaprasad, S. 2012. Using firm level leverage as an investment strategy. Journal of Forecasting. 31 (3), pp. 260-279. https://doi.org/10.1002/for.1221

Welfare systems and adequacy of pension benefits in Europe
Gough, O. and Adami, R. 2012. Welfare systems and adequacy of pension benefits in Europe. Social Policy and Society. 11 (1), pp. 41-53. https://doi.org/10.1017/S147474641100039X

Forecasting Overseas Visitors to the UK Using Continuous Time and Autoregressive Fractional Integrated Moving Average Models with Discrete Data
Nowman, K.B. and van Dellen, S. 2012. Forecasting Overseas Visitors to the UK Using Continuous Time and Autoregressive Fractional Integrated Moving Average Models with Discrete Data. Tourism Economics. 18 (4), pp. 835-844. https://doi.org/10.5367/te.2012.0144

Retirement saving choices: review of the literature and policy implications
Gough, O. and Niza, C. 2011. Retirement saving choices: review of the literature and policy implications. Journal of Population Ageing. 4 (1-2), pp. 97-117. https://doi.org/10.1007/s12062-011-9046-4

Gaussian estimation of continuous time diffusions of UK interest rates
Nowman, K.B. 2011. Gaussian estimation of continuous time diffusions of UK interest rates. Mathematics and Computers in Simulation. 81 (8), pp. 1618-1624. https://doi.org/10.1016/j.matcom.2010.12.001

Does the stock market compensate banks for diversifying into the insurance business?
Dontis-Charitos, P., Molyneux, P. and Staikouras, S.K. 2011. Does the stock market compensate banks for diversifying into the insurance business? Financial Markets, Institutions and Instruments. 20 (1), pp. 1-28. https://doi.org/10.1111/j.1468-0416.2010.00164.x

Capital structure and returns
Sivaprasad, S. and Muradoglu, Y.G. 2011. Capital structure and returns. in: Kent Baker, H. and Martin, G.S. (ed.) Capital structure & corporate financing decisions: theory, evidence, and practice Wiley. pp. 75-92

Estimation of one, two and three factor generalized vasicek term structure models for Japanese interest rates using monthly panel data
Nowman, K.B. 2011. Estimation of one, two and three factor generalized vasicek term structure models for Japanese interest rates using monthly panel data. Applied Financial Economics. 21 (14), pp. 1069-1078. https://doi.org/10.1080/09603107.2011.562165

Corporate  rescue in the UK and the effect of the TUPE
Kastrinou, A., Shah, N.S. and Gough, O. 2011. Corporate  rescue in the UK and the effect of the TUPE. Company Lawyer. 32 (5), pp. 131-137.

The impact of the shifting pensions landscape on the psychological contract
Gough, O. and Arkani, S. 2011. The impact of the shifting pensions landscape on the psychological contract. Personnel Review. 40 (2), pp. 173-184. https://doi.org/10.1108/00483481111106066

Reconsidering disclosure and liability in the transatlantic capital markets
Brewer, M.K., Gough, O. and Shah, N.S. 2011. Reconsidering disclosure and liability in the transatlantic capital markets. DePaul business & commercial law journal. 9, pp. 257-292.

Modelling the UK and Euro yield curves using the Generalized Vasicek model: Empirical results from panel data for one and two factor models
Nowman, K.B. 2010. Modelling the UK and Euro yield curves using the Generalized Vasicek model: Empirical results from panel data for one and two factor models. International Review of Financial Analysis. 19 (5), pp. 334-341. https://doi.org/10.1016/j.irfa.2010.08.008

The Level-Effect in the Fed Funds Rate: 1954-2010
Nowman, K.B. 2010. The Level-Effect in the Fed Funds Rate: 1954-2010. The Empirical Economics Letters. 9 (10).

Continuous time short rate models: evidence for the US
Nowman, K.B. and Shaw, T. 2010. Continuous time short rate models: evidence for the US. The Empirical Economics Letters. 9 (7).

Understanding what drives the purchase decision in pension and investment products
Gough, O. and Nurallah, M. 2009. Understanding what drives the purchase decision in pension and investment products. Journal of Financial Services Marketing. 14 (2), pp. 152-172. https://doi.org/10.1057/fsm.2009.14

Rex Bergstrom's contributions to continuous time macroeconometric modelling
Nowman, K.B. 2009. Rex Bergstrom's contributions to continuous time macroeconometric modelling. Econometric Theory. 25 (4), pp. 1087-1098. https://doi.org/10.1017/S0266466608090427

Estimating the Dynamics of Interest Rates in the Japanese Economy
Nowman, K.B. and Ñíguez, T.M. 2009. Estimating the Dynamics of Interest Rates in the Japanese Economy. Asia Pacific Journal of Economics and Business . 13 (1), pp. 18-30.

Ethnic minorities, retirement planning and personal accounts
Gough, O. and Hick, R. 2009. Ethnic minorities, retirement planning and personal accounts. International Journal of Sociology and Social Policy. 29 (9/10), pp. 488-497. https://doi.org/10.1108/01443330910986270

Employee evaluations of occupational pensions
Gough, O. and Hick, R. 2009. Employee evaluations of occupational pensions. Employee Relations. 31 (2), pp. 158-167. https://doi.org/10.1108/01425450910925300

Euro and FIBOR interest rates: a continuous time modelling analysis
Nowman, K.B. and Yahia, B.B.H. 2008. Euro and FIBOR interest rates: a continuous time modelling analysis. International Review of Financial Analysis. 17 (5), pp. 1029-1035. https://doi.org/10.1016/j.irfa.2008.06.001

The effects of age and income on retirement decisions: a comparative analysis between Italy and the UK
Gough, O., Adami, R. and Waters, J. 2008. The effects of age and income on retirement decisions: a comparative analysis between Italy and the UK. Pensions: an International Journal. 13 (3), pp. 167-175. https://doi.org/10.1057/pm.2008.12

An international study on the adequacy of retirement income
Gough, O. and Adami, R. 2008. An international study on the adequacy of retirement income. International Association for Research in Income and Wealth (IARIW) 30th General Conference. Portoroz, Slovenia 24 - 30 Aug 2008

Pension reforms and saving for retirement: comparing the United Kingdom and Italy
Adami, R. and Gough, O. 2008. Pension reforms and saving for retirement: comparing the United Kingdom and Italy. Policy Studies. 29 (2), pp. 119-135. https://doi.org/10.1080/01442870802033340

The impact of occupational pensions on retirement age
Arkani, S. and Gough, O. 2007. The impact of occupational pensions on retirement age. Journal of Social Policy. 36 (2), pp. 297-318. https://doi.org/10.1017/S0047279406000614

Age discrimination, the default retirement age and occupational pensions: experiences from Canada and predictions for Britain
Connolly, M. and Gough, O. 2007. Age discrimination, the default retirement age and occupational pensions: experiences from Canada and predictions for Britain. Web Journal of Current Legal Issues. 1 Web.

Estimating the dynamics of interest rates in the Japanese economy
Nowman, K.B. and Ñíguez, T.M. 2007. Estimating the dynamics of interest rates in the Japanese economy. Fifteenth Annual Symposium of the Society for Nonlinear Dynamics and Econometrics. Paris, France. Mar 2007

A continuous time econometric model of the United Kingdom with stochastic trends
Bergstrom, A.R. and Nowman, K.B. 2007. A continuous time econometric model of the United Kingdom with stochastic trends. Cambridge, UK Cambridge University Press.

Continuous time interest rate models in Japanese fixed income markets
Nowman, K.B. 2006. Continuous time interest rate models in Japanese fixed income markets. in: Batten, J., Fetherston, T.A. and Szilagyi, P.G. (ed.) Japanese fixed income markets: money, bond and interest rate derivatives Elsevier. pp. 321-346

Independent financial advisers: why they remain the strongest distribution route for pensions
Gough, O. 2005. Independent financial advisers: why they remain the strongest distribution route for pensions. Service Industries Journal. 25 (5), pp. 709-720. https://doi.org/10.1080/02642060500101120

Estimating the dynamics of interest rates in the Japanese economy
Ñíguez, T.M. and Nowman, K.B. 2005. Estimating the dynamics of interest rates in the Japanese economy. Westminster Business School Workshop in Memory of the Late Professor Albert Rex Bergstrom on Continuous Time Econometrics. London, UK. Dec 2005

Econometric modelling of the Euro using two factor continuous time dynamic interest rate models
Nowman, K.B. and Thapar, H. 2005. Econometric modelling of the Euro using two factor continuous time dynamic interest rate models. in: Motamen-Samadian, S. (ed.) Dynamic models and their applications in emerging markets Basingstoke, UK Palgrave Macmillan. pp. 69-76

Derivative prices from interest rate models: results for Canada, Hong Kong, and United States
Nowman, K.B. and Sorwar, G. 2005. Derivative prices from interest rate models: results for Canada, Hong Kong, and United States. International Review of Financial Analysis. 14 (4), pp. 428-438. https://doi.org/10.1016/j.irfa.2004.10.010

Continuous time dynamic modelling of interest rates in emerging markets
Nowman, K.B. and Shubber, K.J.A. 2005. Continuous time dynamic modelling of interest rates in emerging markets. in: Motamen-Samadian, S. (ed.) Dynamic models and their applications in emerging markets Basingstoke, UK Palgrave Macmillan.

Continuous time interest rate models in Japanese fixed income markets
Nowman, K.B. 2005. Continuous time interest rate models in Japanese fixed income markets. 4th International Conference of the Japan Economic Policy Association. Kobe, Japan 17-18 Dec 2005

Pensions and retirement savings: cluster analysis of consumer behaviour and attitudes
Gough, O. and Sozou, P.D. 2005. Pensions and retirement savings: cluster analysis of consumer behaviour and attitudes. International Journal of Bank Marketing. 23 (7), pp. 558-570. https://doi.org/10.1108/02652320510629917

Gaussian estimation of continuous time macroeconomic model of the United Kingdom with unobservable stochastic trends
Bergstrom, A.R. and Nowman, K.B. 2005. Gaussian estimation of continuous time macroeconomic model of the United Kingdom with unobservable stochastic trends. 3rd Nordic Econometric Meeting. Helsinki, Finland 26-28 May 2005

Why do employees, particularly women, reject occupational pension schemes?
Gough, O. 2004. Why do employees, particularly women, reject occupational pension schemes? Employee Relations. 26 (5), pp. 480-494. https://doi.org/10.1108/01425450410550464

Gaussian estimation of a continuous time macroeconomic model of the United Kingdom with unobservable stochastic trends
Nowman, K.B. and Bergstrom, A.R. 2004. Gaussian estimation of a continuous time macroeconomic model of the United Kingdom with unobservable stochastic trends. 3rd International Conference of the Japan Economic Policy Association. Tokyo, Japan 13-14 Nov 2004

Analysis of continuous time models of the euro interbank rate
Gough, O., Nowman, K.B. and Nurallah, M. 2004. Analysis of continuous time models of the euro interbank rate. Finance Letters. 2 (1), pp. 1-4.

A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan
Nowman, K.B. 2003. A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan. Asia-Pacific Financial Markets. 10 (2/3), pp. 275-279. https://doi.org/10.1007/s10690-005-6021-1

An empirical comparison of interest rates using an interest rate model and nonparametric methods
Nowman, K.B. and Saltoglu, B. 2003. An empirical comparison of interest rates using an interest rate model and nonparametric methods. Applied Economics Letters. 10 (10), pp. 643-645. https://doi.org/10.1080/1350485032000133318

Employee evaluations of company occupational pensions: HR implications
Hales, C. and Gough, O. 2003. Employee evaluations of company occupational pensions: HR implications. Personnel Review. 32 (3), pp. 319-340. https://doi.org/10.1108/00483480310467642

Implied option prices from the continuous time CKLS interest rate model: an application to the UK
Nowman, K.B. and Sorwar, G. 2003. Implied option prices from the continuous time CKLS interest rate model: an application to the UK. Applied Financial Economics. 13 (3), pp. 191-197. https://doi.org/10.1080/09603100110112041

Forecasting Japanese interest rates: an empirical analysis
Nowman, K.B. and Saltoglu, B. 2003. Forecasting Japanese interest rates: an empirical analysis. 2nd International Conference of the Japan Economic Policy Association. Nagoya, Japan 29-30 Nov 2003

Continuous time and nonparametric modelling of U.S. interest rate models
Nowman, K.B. and Saltoglu, B. 2003. Continuous time and nonparametric modelling of U.S. interest rate models. International Review of Financial Analysis. 12 (1), pp. 25-34. https://doi.org/10.1016/S1057-5219(02)00123-0

The ECU term structure of interest rates
Nowman, K.B. and Neves, J. 2003. The ECU term structure of interest rates. European Journal of Finance. 9 (2), pp. 194-197.

Factors that influence voluntary and involuntary retirement
Gough, O. 2003. Factors that influence voluntary and involuntary retirement. Pensions: an International Journal. 8 (3), pp. 252-264.

Forecasting Japanese interest rates: an empirical analysis
Nowman, K.B. and Saltoglu, B. 2002. Forecasting Japanese interest rates: an empirical analysis. 14th Annual APFA/PACAP/FMA Finance Conference. Tokyo, Japan 14-17 Jul 2002

The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates
Nowman, K.B. 2002. The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates. International Review of Financial Analysis. 11 (1), pp. 29-38. https://doi.org/10.1016/S1057-5219(01)00071-0

Interest rate models in risk management: results for US treasury yields
Nowman, K.B. 2002. Interest rate models in risk management: results for US treasury yields. in: Batten, J. and Fetherston, T.A. (ed.) Financial risk and financial risk management Amsterdam, Netherlands JAI Press.

Savings for retirement?: the different products individuals use
Gough, O. 2002. Savings for retirement?: the different products individuals use. International Journal of Applied Marketing. 1, pp. 54-68.

The impact of the gender pay gap on post-retirement earnings
Gough, O. 2001. The impact of the gender pay gap on post-retirement earnings. Critical Social Policy. 21 (3), pp. 311-334.

Modelling commodity prices using continuous time models
Nowman, K.B. and Wang, H. 2001. Modelling commodity prices using continuous time models. Applied Economics Letters. 8 (5), pp. 341-345. https://doi.org/10.1080/135048501750157602

Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom
Nowman, K.B. 2001. Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom. Asia-Pacific Financial Markets. 8 (1), pp. 23-34. https://doi.org/10.1023/A:1011436907037

Estimates of the continuous time Cox-Ingersoll-Ross term structure model: further results for the UK gilt-edged market
Nath, P. and Nowman, K.B. 2001. Estimates of the continuous time Cox-Ingersoll-Ross term structure model: further results for the UK gilt-edged market. Applied Economics Letters. 8 (2), pp. 85-88. https://doi.org/10.1080/13504850150204110

An international comparison of pricing callable and puttable bonds in interbank financial markets
Nowman, K.B. and Sorwar, G. 2001. An international comparison of pricing callable and puttable bonds in interbank financial markets. Managerial Finance. 27 (1/2), pp. 99-110.

Further evidence on the forecasting performance of two factor continuous time interest rate models in international and Asia-Pacific financial markets
Byers, S.L. and Nowman, K.B. 2001. Further evidence on the forecasting performance of two factor continuous time interest rate models in international and Asia-Pacific financial markets. Managerial Finance. 27 (1/2), pp. 40-61.