Monthly Archives: July 2014

Dr. Ortenca Kume presented a working paper titled “Causality relationship between bond ratings and credit spreads” at the International Conference of the Financial Engineering and Banking, June 2014 .

Professor Radu Tunaru, Co-Director of Kent Centre for Finance presented a research study ‘Trading Inefficiencies in CDS Markets and Their Determinants’ at a prestigious research meeting held at Bloomberg, London on 2 July 2014. The seminar was organised by Prof. … Continue reading →

Dr. Ekaterini Panopoulou presented the paper “Declining discount rates and the Fisher Effect: Inflated past, discounted future?” (co-athored by M. Freeman, B. Groom and T. Pantelidis) and Dr Nikolaos Voukelatos presented a working paper examining the tendency of investors to herd when trading in the US … Continue reading →

Dr. Ekaterini Panopoulou has presented at the International Association for Applied Econometrics 2014 Annual Conference at Queen Mary University, the paper “Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach” (co-authored by L. Meligkotsidou, I. Vrontos and S. Vrontos).

Dr Nikolaos Voukelatos had a working paper presented at the 2014 FMA European Conference at Maastricht in June 2014. The paper examines the effects of tick size changes on the liquidity of options markets.  

Prof. Radu Tunaru has presented his paper on Dividend Derivatives at the 23rd European Financial Management conference in Rome. Professor Tunaru is a Fellow on the board of EFMA and was also part of the conference programme committee.

Dr. Silvia Stanescu was invited to speak at the 2014 ICBI Global Derivatives Conference, a prestigious quantitative finance practitioners’ conference, where she presented recent joint work with Professor Radu Tunaru on investment strategies with volatility derivatives. In the first part … Continue reading →