Centre for Empirical Research in Finance and Banking (CERFIB)

Publications

Browse our publications catalogue to learn about our research.

The power of investors’ optimism and pessimism in oil market forecasting

Dmitri Mustanen, Ahmad Maaitah, Tapas Mishra & Mamata Parhi, 2022, Energy Economics, 114(October 2022)

DOI: 10.1016/j.eneco.2022.106273

Type: article

The bias of growth opportunity

Cynthia M. Gong, Xindan Li, Di Luo & Huainan Zhao, 2022, European Financial Management, 28(4), 926-963

DOI: 10.1111/eufm.12323

Type: article

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