Dr. Ekaterini Panopoulou presents at the Conference on Econometric Methods for Banking and Finance.

 Dr. Ekaterini Panopoulou presents the paper “Out-of-Sample Equity Premium Prediction: A Complete Subset Quantile Regression Approach” (co-authored by L. Meligkotsidou, I. Vrontos and S. Vrontos) at the Conference on Econometric Methods for Banking and Finance, organized by Banco de Portugal and held in Lisbon, Portugal on 12-13 September 2014.

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Dr Ekaterini Panopoulou’s paper to be published in the Computational Statistics and Data Analysis Journal (Annals of Computational and Financial Econometrics).

Dr Ekaterini Panopoulou’s paper “The Fisher effect in the presence of time-varying coefficients”, joint with Theologos Pantelidis (University of Macedonia, Greece) has been accepted for publication in the Computational Statistics and Data Analysis Journal (Annals of CFE).

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Professor Angelos Kanas’ paper to be published

Professor Angelos Kanas’ paper “Default risk and equity prices in the U.S. banking sector: regime switching effects of regulatory changes, forthcoming” to be published in Journal of International  Financial Markets Institutions and Money

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Dr Ekaterini Panopoulou’s paper to be published in the Journal of International Financial Markets, Institutions & Money.

Dr Ekaterini Panopoulou’s paper “Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission”, joint with T. Flavin and C. Morley has been accepted for publication in the Journal of International Financial Markets, Institutions & Money.

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Dr Iqbal and Dr Kume paper to be published

The paper “Impact of Financial Crisis on Firms’ Capital Structure in UK, France, and Germany” co-authored by Dr. Abdullah Iqbal and Dr. Ortenca Kume  was accepted for publication in Multinational Finance Journal and is listed on SSRN’s Top Ten download list for: ERN: Financial Crises (Topic).

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Dr Panopoulou’s paper to be published

Dr Ekaterini Panopoulou’s (KBS) paper “A Quantile Regression Approach to Equity Premium Prediction”, joint with L. Meligkotsidou, I. Vrontos and S. Vrontos has been accepted for publication in the Journal of Forecasting.

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Professor Kanas’ paper to be published

Professor Angelos Kanas’ paperDividend Policy, Managerial Ownership and Debt Financing: A Non-Parametric Perspective (with C Florackis and A Kostakis), to be published in the European Journal of Operational Research.

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Pradip Tapadar and Jaideep Oberoi participate in workshop, Waterloo, Canada

Pradip Tapadar and Jaideep Oberoi went to Waterloo, Canada, in June to participate in ‘Does Population Age Structure Affect Asset Values? Can it be Deflationary?’ workshop with the help of a University of Waterloo International Partnership Development Grant and a University of Kent Faculty of Sciences Research Grant.

http://math.uwaterloo.ca/statistics-and-actuarial-science/events/pasav2014

 

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Dr Huamao Wang’s paper to be published in the European Journal of Operational

Research Dr Huamao Wang (SMSAS) paper ‘Entrepreneurial Finance with Equity-for-Guarantee Swap and Idiosyncratic Risk’, joint with Zhaojun Yang (Hunan University, China) and Hai Zhang (Glasgow) has been accepted for publication in the European Journal of Operational Research (ABS 3*, Elite 1). For more details, please go to: http://ssrn.com/abstract_id=2438929

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Alumni Dinner

The alumni of MSc in Finance, Investment and Risk joined the programme staff for a dinner in the City in London in July. The dinner was the first annual London alumni dinner for the programme and provided an excellent opportunity for the alumni to meet, to exchange news and to network

photo

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