Jane M. Binner

University of Birmingham - Department of Accounting and Finance

Chair in Finance

Birmingham , B15 2TY

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

894

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK

FRB of St. Louis Working Paper No. 2007-016D
Number of pages: 32 Posted: 13 Apr 2007
Stockholm University - Stockholm Business School, Federal Reserve Bank of St. Louis - Research Division, University of Birmingham - Department of Accounting and Finance, Lund University and Lund University - Department of Economics
Downloads 422 (131,020)
Citation 2

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Portfolio choice, Utility maximization, Full-Scale Optimization, S-shaped utility, bilinear utility

2.

Does Commonality in Illiquidity Command a Risk Premium?

Number of pages: 36 Posted: 23 Jun 2013 Last Revised: 04 Jan 2017
Federal Reserve Bank of St. Louis - Research Division, University of Birmingham - Department of Accounting and Finance, Stockholm University - Stockholm Business School and Lund University - Department of Economics
Downloads 146 (371,028)

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commonality, commonality risk premium, asset illiquidity, systematic illiquidity, liquidity, effective tick

3.

Dynamics in Systematic Liquidity

FRB of St. Louis Working Paper No. 2009-025A
Number of pages: 36 Posted: 27 May 2009
Stockholm University - Stockholm Business School, Federal Reserve Bank of St. Louis - Research Division, University of Birmingham - Department of Accounting and Finance and Lund University - Department of Economics
Downloads 143 (377,163)

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systematic liquidity, market liquidity, commonality, dynamic principal component analysis, robust PCA

4.

Does Money Matter in Inflation Forecasting?

FRB of St. Louis Working Paper No. 2009-030B
Number of pages: 39 Posted: 26 Jun 2009 Last Revised: 14 May 2010
University of Birmingham - Department of Accounting and Finance, affiliation not provided to SSRN, affiliation not provided to SSRN, Federal Reserve Bank of St. Louis - Research Division, SUNY at Binghamton - Department of Economics and University of Nottingham
Downloads 86 (542,263)
Citation 6

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Inflation, Monetary Aggregates, Recurrent Neural Networks, Kernel Methods

5.

Connectionist-Based Rules Describing the Pass-Through of Individual Goods Prices into Trend Inflation in the United States

Federal Reserve Bank of St. Louis Working Paper No. 2011-007A
Number of pages: 32 Posted: 17 Feb 2011
Federal Reserve Bank of St. Louis - Research Division, University of Birmingham - Department of Accounting and Finance and Government of the United States of America - United States Air Force Research Laboratory WPAFB
Downloads 57 (676,989)

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Consumer prices, Inflation, Neural Network, Data Mining, Rule Generation

6.

Identifying Monetary Policy Shocks with Divisia Money in the United Kingdom

Number of pages: 40 Posted: 01 Dec 2023
University of Birmingham - Department of Accounting and Finance, Aston University - Aston Business School, SUNY at Binghamton - Department of Economics and University of Texas at Dallas
Downloads 34 (832,892)

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Divisia, money supply, user costs, monetary policy, money demand, United Kingdom, structural VAR

7.

Are Green, Climate Change and Corporate Bonds Substitutes or Complements? Evidence from a Fourier Specification

Number of pages: 24 Posted: 23 Apr 2024
Jane M. Binner, Adrian R Fleissig and James Swofford
University of Birmingham - Department of Accounting and Finance, affiliation not provided to SSRN and University of South Alabama
Downloads 6 (1,101,026)

Abstract:

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Climate Change Bond, green bonds, Corporate bonds, Budget and Substitution Elasticities