- Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets
Tran, V., Alsakka, R. & ap Gwilym, O., 2 Sep 2019, In : European Journal of Finance. 25, 13, p. 1211-1233
- Market reactions to the implementation of the Banking Union in Europe
Pancotto, L., ap Gwilym, O. & Williams, J., 21 Aug 2019, (Accepted/In press) In : European Journal of Finance.
- 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., 4 Aug 2019, In : Journal of Economic Geography. lbz016.
- The European Bank Recovery and Resolution Directive: A market assesment
Pancotto, L., ap Gwilym, O. & Williams, J., 27 Jul 2019, In : Journal of Financial Stability.
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: email@example.com