Research Repository

Research Repository


Please use the facility to below to browse research papers related to the Centre's research streams. The papers can be filtered using the form on the right hand side of the page.



Found 64 Results
Page 1 of 7

Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures


Authors: Neil Kellard, Stuart Snaith, and Norzalina Ahmad.
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2017
Given the widespread transfer of trading to electronic platforms we ask whether such trading is more efficient than open outcry. Examining the Crude Palm Oil market from 1995:06 to…Read More

15 February, 2018


Access to Bank Credit: The Role of Awareness of Government Initiatives for UK SMEs


Authors: Raffaella Calabrese, Claudia Girardone, and Mingchen Sun.
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2017
Due to the vital role that SMEs play in most countries, issues relating specifically to their access to bank credit remain a key concern for both academics and practitioners. To encourage banks to…Read More

5 February, 2018


“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults


Authors: Raffaella Calabrese, Galina Andreeva and Jake Ansell.
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2017
This article studies the effects of incorporating the interdependence among London small business defaults into a risk analysis framework using the data just before the financial crisis. We propose…Read More


FX technical trading rules can be profitable sometimes!


Authors: Coakley, Jerry and Zarrabi, Nima and Snaith, Stuart.
Research output: Published Paper
Research Stream:Local Economic Growth
Year of publication: 2017
This paper investigates the profitability of technical trading rules in the foreign exchange market taking into account data snooping bias and transaction costs. A universe of 7650 trading rules is applied to…Read More

31 January, 2018


Modified Pilates as an adjunct to standard physiotherapy care for urinary incontinence: a mixed methods pilot for a randomised controlled trial


Authors: Adi Lausen, Louise Marsland, Samantha Head, Joanna Jackson and Berthold Lausen.
Research Output: Published Paper
Research Stream: Methodologies for Big Data, Support for Vulnerable People
Year of Publication: 2017
Urinary incontinence (UI) is a distressing condition affecting at least 5 million women in England and Wales. Traditionally, physiotherapy for UI comprises pelvic floor muscle training …Read more

25 January, 2018


On Partitioning Multivariate Self-Affine Time Series


Authors: Salhi, Abdel., Taylor, Christopher.
Research Output: Published Paper
Research Stream: Methodologies for Big Data, Support for Vulnerable People
Year of Publication: 2017
Given a multivariate time series, possibly of high dimension, with unknown and time-varying joint distribution, it is of interest to be able to completely partition the time series into …Read more

22 January, 2018


Streaming Big Data in Finance


Author:Skeggs, Richard
Research Output: Working Paper
Research Stream: Local Economic Growth
Working Paper number:WPS2016-21
The buzz word in business for the last couple of years has been Big Data. There is a wealth of presentations, papers and products within this area and it grows year on year…Read more

10 October, 2017


A global optimisation approach to range-restricted survey calibration


Authors:Espuny-Pujol, F,. Morrissey, K,. Williamson, P,.
Research Output: Published Paper
Research Stream:Methodologies for Big Data, Support for Vulnerable People
Year of Publication: 2017
Survey calibration methods modify minimally unit-level sample weights to fit domain-level benchmark constraints (BC). This allows exploitation of …Read more

7 June, 2017


Child mortality, commodity price volatility and the resource curse


Authors:Yousef Makhloufa, Neil M. Kellard and Dmitri Vinogradovb.
Research Output: Published Paper
Research Stream:Local Economic Growth, Support for Vulnerable People
Year of publication: 2017
Given many developing economies depend on primary commodities, the fluctuations of commodity prices may imply significant effects for the wellbeing of children. To investigate, this paper examines…Read More

16 May, 2017


On partitioning multivariate self-affine time series


Authors:Salhi, Abdel., Taylor, Christopher.
Research Output: Published Paper
Research Stream:Methodologies for Big Data
Year of publication: 2017
Given a multivariate time series, possibly of high dimension, with unknown and time-varying joint distribution, it is of interest to be able to completely partition the time series into…Read More

3 May, 2017


Page 1 of 7