School of Accounting, Economics and Finance

2024

Constructing country-specific debt sustainability indices for developing countries

Rahaman, A. & Mahadeo, S. M. R., 11 Jan 2024, University of Portsmouth, 39 p. (Working Papers in Economics and Finance).

Research output: Working paper

Open Access

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100 Downloads (Pure)

Decomposing the Rate of Inflation: Price-Setting and Monetary Policy

Muchimba, L., Shabani, M., Stenfors, A. & Toporowski, J., 19 May 2024, University of Portsmouth, p. 1-33, 33 p. (Working Papers in Economics and Finance; no. 2024-04).

Research output: Working paper

Open Access

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13 Downloads (Pure)

Exchange rates and sovereign risk: a nonlinear approach based on local Gaussian correlations

Heinlein, R., Legrenzi, G. D. & Mahadeo, S. M. R., 3 Apr 2024, CESifo Network, 23 p.

Research output: Working paper

Open Access

OSE 3-Month TONA Futures and BOJ Monetary Policy

Stenfors, A., 20 May 2024, Japan Exchange Group, p. 1-25, 25 p.

Research output: Working paper

Open Access

The needs of the many, the wealth of the few: how responsibility affects decision-making for others

Buckle, G. E., Fuellbrunn, S. & Luhan, W., 3 Sept 2024, 9 p.

Research output: Working paper

Open Access

2023

A Model to Quantify the Risk of CrossProduct Manipulation: Evidence from the European Government Bond Futures Market

Stenfors, A., Dilshani, K., Guo, A. & Mere, P., 27 Aug 2023, University of Portsmouth, 36 p. (Portsmouth Business School, Working Papers in Economics & Finance).

Research output: Working paper

Open Access

Do as I Do: Paternalism and Preference Differences in Decision-Making for Others

Buckle, G. E. & Luhan, W., 4 Aug 2023, University of Portsmouth, 47 p. (Working Papers in Economics & Finance).

Research output: Working paper

Open Access

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142 Downloads (Pure)

Model-free connectedness measures

Gabauer, D., Chatziantoniou, I. & Stenfors, A., 25 Jan 2023, 16 p.

Research output: Working paper

Quantile-on-Quantile Connectedness Measures: Evidence From the US Treasury Yield Curve

Gabauer, D. & Stenfors, A., 24 Aug 2023, 11 p.

Research output: Working paper

Open Access

The transmission mechanism of stress in the international banking system

Stenfors, A. & Muchimba, L., 27 Apr 2023, 3 ed., University of Portsmouth, 31 p. (Working Papers in Economics and Finance).

Research output: Working paper

Open Access

2022

Cross-market spoofing

Stenfors, A., Doraghi, M., Soviany, C., Susai, M. & Vakili, K., 1 Jun 2022, University of Portsmouth, p. 1-40, 40 p. (Working Papers in Economics & Finance).

Research output: Working paper

Open Access

File

74 Downloads (Pure)

Experimental research in public administration: a study of gender representation in the police

Alberti, F., Johnston, K. & Kravariti, F., 1 Feb 2022, University of Portsmouth, 24 p. (Working Papers in Economics & Finance).

Research output: Working paper

Open Access

File

158 Downloads (Pure)

Ruled by robots: preference for algorithmic decision makers and perceptions of their choices

Chugunova, M. & Luhan, W., 1 Mar 2022, University of Portsmouth, 41 p. (Working Papers in Economics & Finance; no. 2022-03).

Research output: Working paper

Open Access

File

46 Downloads (Pure)

The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets

Stenfors, A. & Muchimba, L., 5 Dec 2022, University of Portsmouth, p. 1-14, 14 p. (Working Papers in Economics & Finance; no. 2022-08).

Research output: Working paper

Open Access

File

74 Downloads (Pure)

2021

Independent policy, dependent outcomes: a game of cross-country dominoes across European yield curves

Chatziantoniou, I., Gabauer, D. & Stenfors, A., 25 May 2021, 06 ed., University of Portsmouth, 32 p. (Working Papers in Economics & Finance).

Research output: Working paper

Open Access

Interest rate swaps and the transmission mechanism of monetary policy: a quantile connectedness approach

Chatziantoniou, I., Gabauer, D. & Stenfors, A., 1 Mar 2021, University of Portsmouth, p. 1-9, 9 p. (Working Papers in Economics and Finance).

Research output: Working paper

Open Access

Predicting efficiency in threshold public good games: a learning direction theory approach

Alberti, F., Cartwright, A. & Cartwright, E., 1 Jan 2021, University of Portsmouth, 47 p. (Working Papers in Economics and Finance).

Research output: Working paper

Open Access

File

108 Downloads (Pure)

Stealth trading in FX markets

Stenfors, A. & Susai, M., 1 Feb 2021, University of Portsmouth, 28 p. (Working Papers in Economics and Finance).

Research output: Working paper

Open Access

File

104 Downloads (Pure)

The Evolution of Monetary Policy Focal Points

Stenfors, A., Chatziantoniou, I. & Gabauer, D., 13 Dec 2021, University of Portsmouth, p. 1-12, 12 p. (Working Papers in Economics and Finance).

Research output: Working paper

Open Access

File

45 Downloads (Pure)

2020

Beyond LIBOR: Money Markets and the Illusion of Representativeness

Muchimba, L. & Stenfors, A., Nov 2020, p. 1-13, 13 p. (Working Papers in Economics & Finance 2020-13).

Research output: Working paper

Business Performance and Heterogeneity among Islamic Microfinance Clients: Evidence from Pakistan

Da Silva Afonso, J., Cox, J. & Thorpe, A., 1 Mar 2020, University of Portsmouth, 28 p. (Working Papers in Economics & Finance).

Research output: Working paper

Open Access

File

91 Downloads (Pure)

Determinants of peer-to-peer lending expansion: the roles of financial development and financial literacy

Oh, E. & Rosenkranz, P., 31 Mar 2020, Asian Development Bank, 26 p. (ADB Economics Working Paper Series; no. 613).

Research output: Working paper

Open Access

File

396 Downloads (Pure)

Global Gender Gap Index: A stochastic dominance approach

Mehdi, T., 29 Jul 2020.

Research output: Working paper

Open Access

Group uncertainty and social preferences

Movahedi, T., 1 Jul 2020, University of Portsmouth, p. 1-43, 43 p. (Working Papers in Economics & Finance).

Research output: Working paper

Open Access

How do we choose whom to trust? The effect of social networks on trust

Alberti, F., Conte, A., Di Cagno, D. & Sciubba, E., 1 Feb 2020, University of Portsmouth, 37 p. (Working Papers in Economics and Finance).

Research output: Working paper

Open Access

File

126 Downloads (Pure)

Provision of noxious facilities using a market-like mechanism: a simple implementation in the lab

Alberti, F. & Mantilla, C., 20 Mar 2020, SocArXiV Papers, 41 p.

Research output: Working paper

Open Access

File

136 Downloads (Pure)

2019

Effective income tax and transfer rates: Technical reference note

Hamalainen, N. & Mehdi, T., 16 Apr 2019, Canada: Statistics Canada, 11 p. (Income Research Paper Series).

Research output: Working paper

Open Access

From CIP-deviations to a market for risk premia: a dynamic investigation of cross-currency basis swaps

Chatziantoniou, I., Gabauer, D. & Stenfors, A., 1 May 2019, University of Portsmouth, 26 p.

Research output: Working paper

Open Access

Geographic diversification and credit supply in times of trouble: evidence from microlending

Castellani, D. & Da Silva Afonso, J., 29 Jul 2019, Social Science Research Network.

Research output: Working paper

Open Access

2018

Spoofing and Pinging in Foreign Exchange Markets

Stenfors, A. & Susai, M., 13 Sept 2018, University of Portsmouth, 42 p. (Working Papers in Economics & Finance).

Research output: Working paper

Open Access

The covered interest parity puzzle and the evolution of the Japan Premium

Stenfors, A., Nov 2018, University of Portsmouth.

Research output: Working paper

Open Access

The impact of strategic limit order submissions on foreign exchange market liquidity

Stenfors, A. & Susai, M., Jan 2018.

Research output: Working paper

Open Access

2017

Algorithmic trading behaviour and high-frequency liquidity withdrawal in the FX spot market

Stenfors, A. & Susai, M., 1 May 2017, University of Portsmouth, p. 1-55, (Working Papers in Economics & Finance).

Research output: Working paper

Open Access

Am I my peer's keeper? Social responsibility in financial decision making

Füllbrunn, S. & Luhan, W., Apr 2017, University of Portsmouth, 32 p. (Working Papers in Economics & Finance).

Research output: Working paper

Open Access

Liquidity withdrawal in the FX spot market: a cross-country study using high-frequency data

Stenfors, A. & Susai, M., 31 May 2017, University of Portsmouth, p. 1-48, (Working Papers in Economics & Finance).

Research output: Working paper

Open Access

2016

Insufficiencies and loopholes of self- regulation in overindebtedness prevention: the case of the Dominican Republic

Da Silva Afonso, J., Morvant-Roux, S., Forcella, D. & Guérin , I., 8 Feb 2016, N° 16/014 ed., Université Libre de Bruxelles, (CEB Working Paper).

Research output: Working paper

Open Access

2014

Accuracy of proposers' beliefs in an allocation-type game experiment

Alberti, F., Conte, A. & Tsutsui, K., 2014, 11 p. (Jena Economic Research Papers).

Research output: Working paper

Open Access

2013

A note on fashion cycles, novelty, and conformity

Alberti, F., 19 Apr 2013, Max Planck Institute of Economics, 8 p. (Jena Economic Research Papers).

Research output: Working paper

Open Access

Explaining success rates at providing threshold public goods: an approach based on impulse balance theory

Alberti, F., Cartwright, E. J. & Stepanova, A., 14 Aug 2013, Social Science Research Network, 43 p.

Research output: Working paper

Open Access

2012

Performance measurement and risk management: in intermediary food supply chain businesses

Jack, L., Ramon-Jeronimo, J. & Florez-Lopez, R., 2012, London: Chartered Institute of Management Accountants, 16 p.

Research output: Working paper

Open Access

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2111 Downloads (Pure)

Regional resilience in Italy: a very long-run analysis

Cellini, R. & Torrisi, G., 2012, Portsmouth: University of Portsmouth, 32 p.

Research output: Working paper

Open Access

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218 Downloads (Pure)

2011

Income inequality, decentralisation, and regional development in Western Europe

Tselios, V., Rodriguez-Pose, A., Pike, A., Tomaney, J. & Torrisi, G., Sept 2011, Spain: Imdea, 38 p.

Research output: Working paper

Open Access

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253 Downloads (Pure)

Macroeconomic factors as determinants of company value in the context of the Ohlson residual income valuation model; Greek findings

Vergos, K., Christopoulos, A. & Kalogirou, V., Jun 2011, Social Science Research Network, 18 p.

Research output: Working paper

The emergence of salience: an experimental investigation

Alberti, F., Hargreaves-Heap, S. & Sugden, R., Jan 2011, University of East Anglia, 40 p. (Working Paper Series, Centre for Behavioural and Experimental Social Science).

Research output: Working paper

Open Access