Publications

Explore our research to find out more about our interdisciplinary approach to the analysis and management of risk.

Explaining cryptocurrency returns: A prospect theory perspective

Rongxin Chen, Gabriele Lepori, Chung-Ching Tai & Ming-Chien Sung, 2022, Journal of International Financial Markets, Institutions and Money, 79

DOI: 10.1016/j.intfin.2022.101599

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

Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate

Tiejun Ma, Peter AF Fraser-mackenzie, Ming-Chien Sung, Amey, Pramodkumar Kansara & Johnnie Johnson, 2022, European Journal of Operational Research, 299(1), 330-345

DOI: 10.1016/j.ejor.2021.08.050

Type: article

Benchmarking conventional outlier detection methods

2022

DOI: 10.1007/978-3-031-05760-1_35

Type: bookChapter

Analyzing the impact of the COVID-19 pandemic risks on construction projects in developing countries: case of Iraq

M.K.S. Al-Mhdawi, M.P. Brito, B.S. Onggo & H.A. Rashid, 2022

DOI: 10.1061/9780784483961.106

Type: bookChapter