- Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity marketsTran, V, Alsakka, R & ap Gwilym, O 2019, 'Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets', European Journal of Finance. https://doi.org/10.1080/1351847X.2019.1586743
- Negative policy interest rates and exchange rate behaviorThornton, J & Vasilakis, C 2019, 'Negative policy interest rates and exchange rate behavior', Finance Research Letters.
- Commonality in Liquidity across Options and Stock Futures MarketsBenzennou, B, ap Gwilym, O & Williams, G 2019, 'Commonality in Liquidity across Options and Stock Futures Markets', Finance Research Letters. https://doi.org/10.1016/j.frl.2019.01.008
- Will a Shrink Make you Richer?Cozzi, G, Galli, S & Mantovan, N 2018, 'Will a Shrink Make you Richer? Gender Differences in the Effects of Psychotherapy on Labour Efficiency', European Economic Review, vol. 109, pp. 257. https://doi.org/10.1016/j.euroecorev.2017.10.005
Credit and Uncertainty
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