- Does competition improve sovereign credit rating quality?
Vu, H., Alsakka, R. & ap Gwilym, O., Jan 2022, In: Journal of International Financial Markets, Institutions and Money. 76, 101478.
- Regulating rating agencies: A conservative behavioural change
Jones, L., Alsakka, R., ap Gwilym, O. & Mantovan, N., Jun 2022, In: Journal of Financial Stability. 60, 100999.
- The Effect of Work Schedule Control on Volunteering among Early Career Employees
Mantovan, N., Sauer, R. M. & Wilson, J., Sep 2022, In: British Journal of Industrial Relations. 60, 3, p. 536-562
- The Impact of Regulatory Reforms on European Bank Behaviour: A Dynamic Structural Estimation
Jones, L., Alsakka, R., ap Gwilym, O. & Mantovan, N., Nov 2022, In: European Economic Review. 150, 104280.
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