Outputs (611)

An empirical study of interest rate determination rules (2008)
Journal Article
Bhattarai, K. (2008). An empirical study of interest rate determination rules. Applied financial economics, 18(4), 327-343. https://doi.org/10.1080/09603100500447560

This paper finds empirical support for a Taylor (1993) type interest rate determination rule. The model is solved analytically, estimated and used for simulation, impulse response analyses and forecasting with quarterly time series data for the UK an... Read More about An empirical study of interest rate determination rules.

What makes a die-hard entrepreneur? Beyond the ‘employee or entrepreneur’ dichotomy (2008)
Journal Article
Burke, A. E., FitzRoy, F. R., & Nolan, M. A. (2008). What makes a die-hard entrepreneur? Beyond the ‘employee or entrepreneur’ dichotomy. Small business economics, 31(2), 93-115. https://doi.org/10.1007/s11187-007-9086-6

The article makes three contributions to the economics literature on entrepreneurship. We offer a new measure of entrepreneurship which accounts for variations in persistence in self-employment and as a result avoids the weakness of approaches which... Read More about What makes a die-hard entrepreneur? Beyond the ‘employee or entrepreneur’ dichotomy.

Patents, R&D and lag effects: evidence from flexible methods for count panel data on manufacturing firms (2008)
Journal Article
Gurmu, S., & Pérez-Sebastián, F. (2008). Patents, R&D and lag effects: evidence from flexible methods for count panel data on manufacturing firms. Empirical economics, 35(3), 507-526. https://doi.org/10.1007/s00181-007-0176-8

This paper investigates the relationship between patents and research and development expenditures using new longitudinal patent data at the firm level for the U.S. manufacturing sector from 1982 to 1992. The paper also develops a new class of count... Read More about Patents, R&D and lag effects: evidence from flexible methods for count panel data on manufacturing firms.

Using activity-based costing for cost-to-serve in order fulfillment and warehouse management (2007)
Presentation / Conference Contribution
Grant, D., Kiokpas, I., & Yiortsos, T. Using activity-based costing for cost-to-serve in order fulfillment and warehouse management. Presented at 12th Annual Logistics Research Network Conference, Hull, UK

Welfare impacts of equal-yield tax reforms in the UK economy (2007)
Journal Article
Bhattarai, K. R. (2007). Welfare impacts of equal-yield tax reforms in the UK economy. Applied economics, 39(12), 1545-1563. https://doi.org/10.1080/00036840600571100

A multisectoral dynamic general equilibrium tax model with and without announcement effects for open and closed capital markets is used to evaluate efficiency gains and transitional effects from equal-yield tax reforms for seven different taxes in th... Read More about Welfare impacts of equal-yield tax reforms in the UK economy.

Supply chain management implementation in Austria (2007)
Presentation / Conference Contribution
Kotzab, H., Grant, D. B., & Teller, C. Supply chain management implementation in Austria. Presented at Logistics Research Network 2007 Conference, Hull, UK

Supply chain management (SCM) enables the internal and external integration of business processes with customers and suppliers in order to add customer value. There is a burgeoning need to implement SCM in organizations stemming from increased compet... Read More about Supply chain management implementation in Austria.

Heterogeneity, convergence, and autocorrelations (2007)
Journal Article
He, X. Z., & Li, Y. (2008). Heterogeneity, convergence, and autocorrelations. Quantitative finance, 8(1), 59-79. https://doi.org/10.1080/14697680601159500

This paper is a contribution to the literature on the explanatory power and calibration of heterogeneous asset pricing models. We set out a new stochastic market-fraction asset pricing model of fundamentalists and trend followers under a market maker... Read More about Heterogeneity, convergence, and autocorrelations.

Interest rate clustering in UK financial services markets (2007)
Journal Article
Ashton, J. K., & Hudson, R. S. (2008). Interest rate clustering in UK financial services markets. Journal of Banking and Finance, 32(7), 1393-1403. https://doi.org/10.1016/j.jbankfin.2007.11.002

This study forwards an explanation and empirical investigation of price clustering in retail banking markets. It is proposed that price or interest rate clustering forms in retail markets as firms wish to maximise returns from customers, some of whom... Read More about Interest rate clustering in UK financial services markets.

The impact of managerial entrenchment on agency costs: An empirical investigation using UK panel data (2007)
Journal Article
Florackis, C., & Ozkan, A. (2009). The impact of managerial entrenchment on agency costs: An empirical investigation using UK panel data. European Financial Management, 15(3), 497-528. https://doi.org/10.1111/j.1468-036x.2007.00418.x

This paper empirically investigates the relationship between managerial entrenchment and agency costs for a large sample of UK firms over the period 1999-2005. To measure managerial entrenchment, we use detailed information on ownership and board str... Read More about The impact of managerial entrenchment on agency costs: An empirical investigation using UK panel data.

The role of long memory in hedging effectiveness (2007)
Journal Article
Coakley, J., Dollery, J., & Kellard, N. (2007). The role of long memory in hedging effectiveness. Computational Statistics and Data Analysis, 52(6), 3075 - 3082. https://doi.org/10.1016/j.csda.2007.10.019

A joint fractionally integrated, error-correction and multivariate GARCH (FIEC-BEKK) approach is applied to investigate hedging effectiveness using daily data 1995–2005. The findings reveal the proxied error-correction term has a long memory componen... Read More about The role of long memory in hedging effectiveness.