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Novotný, Jan [Author]; Urga, Giovanni [Author]

Testing for co-jumps in financial markets - [This version: 24 April 2017]

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London: Centre for Econometric Analysis, Cass Business School, [2017]

Published in: CEA_372Cass working paper series ; 2017,6
Driver, Ciaran [Author]; Urga, Giovanni [Author]

Transforming Qualitative Survey Data : Performance Comparisons for the UK

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[S.l.]: SSRN, 2004
Leong, Soon Heng [Author] ; Bellavite Pellegrini, Carlo [Other]; Urga, Giovanni [Other]

The Contribution of Shadow Insurance to Systemic Risk

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[S.l.]: SSRN, [2020]
Dumitru, Ana-Maria [Author]; Urga, Giovanni [Author]

Jumps and Information Asymmetry in the US Treasury Market

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Kiel und Hamburg: ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft, 2016
Bellavite Pellegrini, Carlo [Author] ; Meoli, Michele [Other]; Pellegrini, Laura [Other]; Urga, Giovanni [Other]

Interconnectedness and Systemic Risk of European Banks Over the Recent Crises

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[S.l.]: SSRN, [2015]
Cincinelli, Peter [Author]; Urga, Giovanni [Author]; TSOLACOS, SOTIRIS [Author]

Price Bubbles in Private Real Estate

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[S.l.]: SSRN, 2023
Cincinelli, Peter [Author]; Tsolacos, Sotiris [Author]; Urga, Giovanni [Author]

Price bubbles in private real estate

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London: Centre for Econometric Analysis, Bayes Business School, [2023]

Published in: CEA_372Bayes working paper series ; 2023,2
COPPOLA, ANNA [Author]; Urga, Giovanni [Author]; Varaldo, Alessandro [Author]

Market and Portfolio Liquidity Risk Indicators

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[S.l.]: SSRN, 2022

Published in: 22-424
Cincinelli, Peter [Author]; Pellini, Elisabetta [Author]; Urga, Giovanni [Author]

Systemic Risk in the Chinese Financial System : A Panel Granger Causality Analysis

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[S.l.]: SSRN, [2022]
Cincinelli, Peter [Author]; Pellini, Elisabetta [Author]; Urga, Giovanni [Author]

Leverage and Systemic Risk Pro-Cyclicality in the Chinese Financial System

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[S.l.]: SSRN, [2021]

Published in: International Review of Financial Analysis
Khalaf, Lynda [Author]; Leccadito, Arturo [Author]; Urga, Giovanni [Author]

Multilevel and Tail Risk Management

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[S.l.]: SSRN, [2021]
Boffelli, Simona [Author]; Novotny, Jan [Author]; Urga, Giovanni [Author]

A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets

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[S.l.]: SSRN, [2020]
Alexeev, Vitali [Author]; Urga, Giovanni [Author]; Yao, Wenying [Author]

Asymmetric jump beta estimation with implications forportfolio risk management

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London: Centre for Econometric Analysis, Cass Business School, [2017]

Published in: CEA_372Cass working paper series ; 2017,4
Bellavite Pellegrini, Carlo [Author]; Meoli, Michele [Author]; Urga, Giovanni [Author]

money market funds, shadow banking and systemic risk in united kingdom

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London: Centre for Econometric Analysis, Cass Business School, [2017]

Published in: CEA_372Cass working paper series ; 2017,3
Huang, Hong-Ming [Author]; Kao, Chihwa [Author]; Urga, Giovanni [Author]

Copula-Based Tests for Cross-Sectional Independence in Panel Models

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[S.l.]: SSRN, 2011

Published in: Syracuse University – Maxwell School of Citizenship and Public Affairs Center for Policy Research Working Paper ; No. 99
Kao, Chihwa [Author]; Trapani, Lorenzo [Author]; Urga, Giovanni [Author]

Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend

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[S.l.]: SSRN, 2011

Published in: Center for Policy Research Working Paper ; No. 92
Bennett, John [Author]; Estrin, Saul [Author]; Urga, Giovanni [Author]

Methods of privatization and economic growth in transition economies

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Warsaw: Transformation, Integration and Globalization Economic Research (TIGER), 2006
Gagliardini, Patrick [Author]; Trojani, Fabio [Author]; Urga, Giovanni [Author]

Robust GMM Tests for Structural Breaks

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[S.l.]: SSRN, 2004

Published in: Cass Business School Research Paper
Akgun, Oguzhan [Author]; Pirotte, Alain [Author]; Urga, Giovanni [Author]; Yang, Zhenlin [Author]

Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts

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[S.l.]: SSRN, 2023
Hillebrand, Eric [Author]; Mikkelsen, Jakob Guldbæk [Author]; Spreng, Lars [Author]; Urga, Giovanni [Author]

Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings

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London: Centre for Econometric Analysis, Bayes Business School, [2023]

Published in: CEA_372Bayes working paper series ; 2023,4

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