Tag: centre-cequfin

Dr Nikolaos Voukelatos has recently had two working paper presented. One at the 2014 Conference on High Frequency Data and Derivative Markets at Auckland in … Read more

In this paper by a research team including Dr Silvia Stanescu and Professor Radu Tunaru of Kent Business School and collaborators, the differences between forward … Read more

This study by a team including Dr Ekaterini Panopoulou of Kent Business School provides evidence of periodically collapsing bubbles in the British pound to US … Read more

Professor Radu Tunaru, Co-Director of Kent Centre for Finance presented a research study ‘Trading Inefficiencies in CDS Markets and Their Determinants’ at a research meeting … Read more

Professor Roman Matousek, Professor of Banking and Finance at Kent Business School,  visited Fudan Univeristy and Anhui University of Finance and Economics in China between … Read more

Professor Roman Matousek, Kent Business School organises a research workshop that will be held in Bloomberg London’s Office on 2 July 2014. The workshop aims … Read more

Dr Silvia Stanescu, Lecturer in Finance at Kent Business School, was invited to speak at the 2014 ICBI Global Derivatives Conference, a prestigious quantitative finance … Read more

Kent Business School PhD student, Tommaso Paletta, has presented a poster at the prestigious Bachelier congress that was held in Brussels this year. Tommaso has presented … Read more

Mauro Mastella, PhD student from Brazil visiting Kent Business School, was awarded “Best Panel Presentation” at the III Oxbridge Conference on Brazilian Studies, at the … Read more

Dr Nikolaos Voukelatos from Ken Business School had a working paper presented at the 7th Financial Risks International Forum at Paris in March 2014. The … Read more

Dr Ekaterini Panopoulou (KBS) presented her paper “Hedge Fund Return Predictability; To Combine Forecasts or Combine Information” joint with S. Vrontos at the 31st French … Read more

Dr Nikolaos Voukelatos (KBS) had a working paper presented at the 31st Spring International Conference of the French Finance Association at Aix-en-Provence in May 2014. … Read more

Dr Ekaterini Panopoulou from Kent Business School (KBS) presented her paper “Speculative behaviour and oil price predictability” joint with T. Pantelidis at the 10th BMRC-DEMS … Read more

This study by a research team including Professor Roman Matousek of Kent Business School focuses on bank mergers and acquisitions (M&As) and applies a DEA … Read more

On 29th April 2014 Professor Radu Tunaru was invited to give a seminar at the Swiss Institute for Banking and Finance s/bf-HSG, University of St.Gallen. The title of … Read more

Professor Radu Tunaru has published, jointly with Frank Fabozzi and Arturo Leccadito  the paper Extracting Market Information from Equity Options with Exponential Levy Processes, in the Journal of … Read more

A recent research paper authored by Ekaterini Panopoulou of Kent Business School (joint with S. Plastira)  entitled ‘COMBINATION FORECASTS OF BOND AND STOCK RETURNS: AN ASSET … Read more

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 … Read more

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 … Read more

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. … Read more