- Birthplace Diversity and Economic Growth: Evidence from the US States in the Post-World War II Period
Vasilakis, C., Docquier, F., Turrati, R. & Valette, J., Mar 2020, In : Journal of Economic Geography. 20, 2, p. 321-354
- Commonality in Liquidity across Options and Stock Futures Markets
Benzennou, B., ap Gwilym, O. & Williams, G., Jan 2020, In : Finance Research Letters. 32, 101096.
- Do fiscal rules reduce government borrowing costs in developing countries?
Thornton, J. & Vasilakis, C., 13 Oct 2020, In : International Journal of Finance and Economics. 25, 4, p. 499-510
- Forecasting and planning during a pandemic: COVID-19 growth rates, supply chain disruptions, and governmental decisions
Nikolopoulos, K., Punia, S., Schäfers, A., Tsinopoulos, C. & Vasilakis, C., 8 Aug 2020, In : European Journal of Operational Research.
Credit and Uncertainty
Recent PhD students associated with the cluster: Irfan Sahibzada, Bouchra Benzennou, Patrycja Klusak, Livia Pancotto
This research cluster focuses on economic modelling of credit and uncertainty. This group incorporates staff across the economics, banking and finance areas. The group intends to build on existing research in the School and to encourage new synergies and interdisciplinary research. Three members of the group have an established reputation in credit ratings research at Bangor over a period of recent years, along with an active PhD group. The cluster incorporates staff with cognate research interests in areas such as default probability, structural estimation, uncertainties and beliefs, and dynamical methods in macroeconomics.
- Credit rating and debt pricing
- Credit risk and default probability
- Structural estimation and dynamic modelling
- Probabilities, uncertainties and beliefs
- Dynamical methods with applications to macroeconomics
If you would like more information about our current research projects or our cluster, please email Owain ap Gwilym: firstname.lastname@example.org