Lancaster LA1 4YX
United Kingdom
Lancaster University
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Asymmetric Co-integrating Relationships, Bounds Testing Procedure, Quantile Non-linear ARDL (QNARDL), S&P Global Index, Unrestricted Error-correction Models
Efficiency Convergence, Random Parameter Estimation, Conditional β-Convergence, Islamic Banks, Classification Trees
Mergers and acquisitions, Management practices, Acquirer returns
Banking, Efficiency, Financial Crises, Performance, Survival, Risk, Profitability
Non-Performing Loans, Macroeconomic Determinants, Bank-Specific Determinants, Financial Fragmentation, FMOLS Estimation, Panel Cointegrated VAR
Endogeneity, Panel data, Stochastic frontier, True fixed effects
Volatility Forecasting, Jump Measures, Business Sampling, Calendar Sampling, Market Microstructure Noise, Model Averaging
Banks, Bounds Testing Procedure, Co-integration, Fixed Effects
Realized Volatility, Forecasting, Measurement Error, HAR, GARCH, HARQ, DBC-HAR
Bayesian learning, COVID-19, UK household debt repayment, interventions
COVID-19, non-pharmaceutical interventions, Bayesian learning, household debt repayments
Banking, Management Practices, Cost Function, Bayesian Methods, Monte Carlo Simulation
Efficiency convergence, Community banks, Conditional β-convergence, Islamic banks, Classification trees
Bitcoin, cryptocurrency, Stochastic frontier analysis, Bull and Bear Markets, Stock Market
Covid-19 Pandemic; Government-backed Loan Schemes; Information Asymmetry; Loan Default; SMEs; Top Management Team (TMT)
Vector AutoRegressive Moving Average models, Time-Varying parameters, Copulas
Bayesian, Herding, Horseshoe prior, One-sided stable distributions, Shrinkage methods
COVID-19, household debt, ANN, panel VAR, MIDAS
COVID-19, household debt, ANN, panel VAR, MIDAS, OECD
dynamic efficiency, endogenous efficiency, intertemporal optimization, Bayesian analysis, Markov Chain Monte Carlo, sequential Monte Carlo
risk, strategic management, endogenous, profit function
Banking, Sources of efficiency, Competition, Bayesian estimation
Price Heterogeneity, Bayesian Methods, Quantile Regression, Second Hand Vessel Price, Maritime Shipping
Nuclear energy, Returns to Scale, Exponential Tilting, Asymmetric Laplace, Empirical Likelihood
Home health care, copula, thin markets, entry, growth and exit
Multiple Indicators-Multiple Causes (MIMIC), technical efficiency, productivity growth, EU banks
Containers, Dry Bulk, Tankers, Ship Recycling, Vector Autoregressive Models
Non-performing loans, Macroeconomic determinants, Bank-specific determinants, GMM estimation
