Global Economic Policy Group

Carnero, M.A., León, Á. and Ñíguez, T.M. 2025. New bounds for tail risk measures . Finance Research Letters. 75 106888. https://doi.org/10.1016/j.frl.2025.106888

Carnero, M.A., León, Á. and Ñíguez, T.M. 2025. Analytic moments of TGARCH(1,1) models with polynomially adjusted densities. Journal of Financial Econometrics. 23 (2) nbae019. https://doi.org/10.1093/jjfinec/nbae019

Li, J., Jackson, K. and Masino, S. 2024. COSCO and the privatisation of Piraeus port: A tale of three piers. European Journal of Industrial Relations. 31 (2), pp. z233-252. https://doi.org/10.1177/09596801241292044

Afonso, A., Alves, J., Beck, K. and Jackson, K. 2024. Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: the case of developed countries. Economic Modelling. 141 106902. https://doi.org/10.1016/j.econmod.2024.106902

Jackson, K. and Shepotylo, O. 2024. Political alliances and trade Europe in a polarised world. European Journal of Political Economy. 85 102612. https://doi.org/10.1016/j.ejpoleco.2024.102612

Carnero, M.A., León, Á. and Ñíguez, T.M. 2024. Skewness in Energy Returns: Estimation, Testing and Implications for Tail Risk. Bayes Business School Commodity Insights Digest. Winter, pp. 30-35.

Carnero, M.A., León, Á. and Ñíguez, T.M. 2024. Selección de activos para construir carteras de inversión en base a su asimetría y curtosis. in: Predicción y Decisiones Económicas con BIG Data Madrid FUNCAS.

Coyle, D., McHale, J., Bournakis, I. and Jen‐Chung Mei 2024. Recent Trends in Firm-Level Total Factor Productivity in the United Kingdom: New Measures, New Puzzles. Economica. 91 (364), pp. 1320-1348. https://doi.org/10.1111/ecca.12541

D'Costa, S., Holl, A. and Ribaudo, D. 2024. Service sector firm death and productivity in urban and rural locations. Economics Letters. 235 111560. https://doi.org/10.1016/j.econlet.2024.111560

Jackson, K. and Magkonis, G. 2024. Exchange Rate Predictability Fact or Fiction? Journal of International Money and Finance. 142 103026. https://doi.org/10.1016/j.jimonfin.2024.103026

Jackson, K. and Beck, K. 2024. International trade fluctuations: global versus regional factors. Canadian Journal of Economics. 57 (1), pp. 331-358. https://doi.org/10.1111/caje.12702

Coyle, D. and Mei, J. 2023. Diagnosing the UK Productivity Slowdown: Which Sectors Matter and Why? Economica. 90 (359), pp. 707-1088. https://doi.org/10.1111/ecca.12459

Carnero, M.A., León, A. and Ñíguez, T.M. 2023. Skewness in energy returns: estimation, testing and implications for tail risk. Quarterly Review of Economics and Finance. 90, pp. 178-189. https://doi.org/10.1016/j.qref.2023.06.003

Jackson, K. and Shepotylo, O. 2022. Transforming East Asia: Regional integration in a trade war era. Open Economies Review. https://doi.org/10.1007/s11079-022-09698-y

Mei, J. 2021. Refining vertical productivity spillovers from FDI: Evidence from 32 economies. International Review of Economics and Finance. 74, pp. 176-191. https://doi.org/10.1016/j.iref.2021.02.009