Author Archives: Denys Andrianjafy

Dr Ekaterini Panopoulou’s (KBS) paper “Regime-switching models for exchange rates”, joint with Theologos Pantelidis (University of Macedonia, Greece) has been accepted for publication in the European Journal of Finance. This paper was previously circulated under the title of: “The Forecasting … Continue reading →

Dr Ekaterini Panopoulou’s (KBS) paper “Fama French Factors and US Stock Return Predictability”, joint with Sotiria Plastira (University of Piraeus, Greece) has been accepted for publication in the Journal of Asset Management. For more details, please go to: http://ssrn.com/abstract=1804927

On March 7, Dr Ekaterini Panopoulou presented a recent research paper entitled ‘Out-of-sample equity premium prediction: A complete subset quantile regression approach’ (joint with L. Meligkotsidou, I. Vrontos and S. Vrontos) at the economics and Finance seminar series of the … Continue reading →

Professor Radu Tunaru participated in the SUERF Conference on “Two ends of the spectrum – the challenges of risk management and effective resolution”, bringing together top academics and policy makers from UK and Europe.

Dr. Moorad Choudhry, IPO treasurer RBS, has given a plenary talk “Core Risk Management Principles of Banking: Implications for Future Strategy” to postgraduate students studying for MSc Financial Markets and MSc Financial Services in Banking in the Kent Business School. … Continue reading →

Dr. Raquel López García from Departamento de Análisis Económico y Finanzas, Facultad de Ciencias Económicas y Empresariales, University of Castilla-La Mancha is visiting CeQuFin in Kent Business School for a period of almost three months to work on a research … Continue reading →

Eurex-Deutsche Borse spoke with Dr. Silvia Stanescu and Prof. Radu Tunaru, Kent Business School, about their recently published study in which they examine historical data on S&P500 and EURO STOXX® 50, VIX and VSTOXX®, VIX and VSTOXX® Futures. The interview … Continue reading →

Dr Huamao Wang (SMSAS) paper ‘Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk’, joint with Zhaojun Yang and Dandan Song (Hunan University, China) has been accepted for publication in Journal of … Continue reading →

Professor Radu Tunaru’s work on “The Fundamental Economic Term of Commercial Real-Estate in UK” features in the latest SUERF study 2013/14 PROPERTY PRICES AND REAL ESTATE FINANCING IN A TURBULENT WORLD, edited by Morten Balling. Other contributors to the same … Continue reading →

Dr. Ekaterini Panopoulou’s paper co-authored with Sarantis Kalyvitis and entitled “Measuring Risk Aversion across Countries from the Consumption-CAPM: A Spectral Approach” has been included in the new book “Wavelet Applications in Economics and Finance” which will be published by Springer … Continue reading →