Publications
Publications by members of CFAP are listed below, by year of publication:
2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002
2012
Alexander, K. (2011) "Rebuilding international financial regulation and Basel III." Journal of Banking, 23(5): 337-344
Alexander, K. and Dmytruk, D. (2012) Workshop on banks' renumeration rules (CRD III): are they implemented and do they work in practice? Brussels: Directorate-General for Internal Policies.
Dungey, M. and Hvozdyk, L. (2012) "Cojumping: evidence from the US Treasury bond and futures markets." Journal of Banking and Finance, 36(5): 1563-1575 (DOI: 10.1016/j.jbankfin.2012.01.005)
2011
Alexander, K. (2011) "Solutions to regulatory differences between the US Dodd Frank Act and the European Commission's proposal, in particular in ensuring equal conditions for market access for EU and third country Central Counterparties (CCPS): note." In European Parliament's Committee on Economic and Monetary Affairs (ed.): Derivatives, central counterparties and trade repositories: compilation of briefing notes. Brussels: European Parliament, pp.6-23
Alexander, K. (2011) "Reforming European financial supervision: adapting EU institutions to market structures." ERA Forum - Journal of the Academy of European Law, 12(2): 229-252 (DOI: 10.1007/s12027-011-0216-x)
2010
Alan, S. (2010) Do disaster expectations explain household portfolios?.CFAP Working Papers, No.34. Cambridge: Cambridge: Centre for Financial Analysis & Policy.
Alan, S. and Loranth, G. (2010) An empirical analysis of subprime consumer credit demand.CFAP Working Papers, No.37. Cambridge: Cambridge: Centre for Financial Analysis & Policy.
Alexander, K. (2010) "International regulatory reform and financial taxes." Journal of International Economic Law, 13(3): 893–910 (DOI: 10.1093/jiel/jgq036)
Alexander, K. and Lorez, K. (2010) "Universal banks: the risks and alternatives." Schweizerische Zeitschrift für Wirtschafts- und Finanzmarktrecht, 6/2010: 459-468
Dungey, M. and Vehbi, M.T. (2010) The term premium and the UK Economy 1980-2007.CFAP Working Papers, No.38. Cambridge: Cambridge: Centre for Financial Analysis & Policy.
Dungey, M. and Yalama, A. (2010) Detecting contagion with correlation: volatility and timing matter.CFAP Working Papers, No.35. Cambridge: Cambridge: Centre for Financial Analysis & Policy.
Dungey, M., Henry, O. and McKenzie, M. (2010) From trade-to-trade in US treasuries.CFAP Working Papers, No.36. Cambridge: Cambridge: Centre for Financial Analysis & Policy.
2009
Alexander, K. (2009) Economic sanctions: law and public policy. London: Palgrave Macmillan.
Alexander, K. (2009) "Bank resolution regimes: balancing prudential regulation and shareholder rights." The Journal of Corporate Law Studies, 9(1): 61-93
Alan, S., Atalay, K., Crossley. T.F. & Jeon, S-H (2009) New evidence on taxes and portfolio choices.CFAP Working Papers, No.33. Cambridge: Cambridge: Centre for Financial Analysis & Policy.
Perez, C. (2009) Technological roots and structural implications of the double bubble at the turn of the century.CFAP Working Papers, No.31. Cambridge: Cambridge: Centre for Financial Analysis & Policy.
2008
Eatwell, J. and Arestis, P. (eds.) (2008) Issues in finance and industry: essays in honour of Ajit Singh. London: Palgrave Macmillan.
Arestis, P. and Eatwell, J. (2008) Issues in economic development and globalization: essays in honour of Ajit Singh. Basingstoke: Palgrave Macmillan.
Andenas, M. and Alexander, K. (eds.) (2008) The World Trade Organization and trade in services. Leiden: Martinus Nijhoff Publishers.
McKenzie, M.D. and Janeway, W.H. (2008) Venture capital fund performance and the IPO market. CFAP Working Papers, No.30. Cambridge: Centre for Financial Analysis & Policy.
2007
Alexander, K., Eatwell, J., Persaud, A. and Reoch, R. (2007) Financial supervision and crisis management in the EU. Brussels: European Parliament Committee on Economic and Monetary Affairs.
2006
Alexander, K. (2006) "The impact of economic sanctions." House of Lords Select Committee on Economic Affairs [Oral evidence also provided at the Committee meeting of 4 July 2006]. London: House of Lords Select Committee on Economic Affairs.
Baur, D. and Fry, R. (2006) Endogenous contagion - a panel data analysis. CFAP Working Papers, No.25. Cambridge: Centre for Financial Analysis & Policy.
Izurieta, A. and Irvin, G. (2006) Global rebalancing: US protection versus Europe-led reflation. CFAP Working Papers, No.28. Cambridge: Centre for Financial Analysis & Policy.
Medova, E. and Tischenko, L. (2006) Lawless privatization? CFAP Working Papers, No.29. Cambridge: Centre for Financial Analysis & Policy.
Tambakis, D.N. (2006) Endogenous market turbulence. CFAP Working Papers, No.27. Cambridge: Centre for Financial Analysis & Policy.
Tambakis, D.N. (2006) Can feedback traders rock the markets? A logistic tale of persistence and chaos. CFAP Working Papers, No.26. Cambridge: Centre for Financial Analysis & Policy.
2005
Alexander, K., Dhumale, R. and Eatwell, J. (2005) Global governance of financial systems: the international regulation of systemic risk. New York: Oxford University Press.
Dungey, M., Goodhart, C., Tambakis, D. (2005) The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high frequency data. CFAP Working Papers, No.24. Cambridge: Centre for Financial Analysis & Policy.
Dungey, M., Jacobs, J.P.A.M. and Lestano, ?. (2005) Synchronisation of financial crises. CFAP Working Papers, No.22. Cambridge: Centre for Financial Analysis & Policy.
Dungey, M. and Tambakis, D.N. (eds.) (2005) Identifying international financial contagion: progress and challenges. Oxford: Oxford University Press.
Freixas, X., Lóránth, G. and Morrison, A.D. (2005) Regulating financial conglomerates. CFAP Working Papers, No.19. Cambridge: Centre for Financial Analysis & Policy.
Goderis, B. and Wagner, W. (2005) Credit derivatives and sovereign debt crises. CFAP Working Papers, No.23. Cambridge: Centre for Financial Analysis & Policy.
Godley, W. and Lavoie, M. (2005) Simple open economy macro with comprehensive accounting - a two country model. CFAP Working Papers, No.20. Cambridge: Centre for Financial Analysis & Policy.
Wagner, W. (2005) Aggregate liquidity shortages, idiosyncratic liquidity smoothing and banking regulation. CFAP Working Papers, No.21. Cambridge: Centre for Financial Analysis & Policy.
Wagner, W. (2005) Credit derivatives, the liquidity of bank assets and banking stability. CFAP Working Papers, No.18. Cambridge: Centre for Financial Analysis & Policy.
2004
Alexander, K. (2004) Corporate governance and bank regulation. CFAP Working Papers, No.17. Cambridge: Centre for Financial Analysis & Policy.
Godley, W. (2004) Towards a reconstruction of macroeconomics using a stock flow consistent (SFC) model. CFAP Working Papers, No.16. Cambridge: Centre for Financial Analysis & Policy.
Godley, W. and Lavoie, M. (2004) Simple open economy macro with comprehensive accounting - a radical alternative to the Mundell Fleming model. CFAP Working Papers, No.15. Cambridge: Centre for Financial Analysis & Policy.
Godley, W. and Lavoie, M. (2004) Features of a realistic banking system within a post-Keynesian stock-flow consistent model. CFAP Working Papers, No.12. Cambridge: Centre for Financial Analysis & Policy.
Perez, C. (2004) Finance and technical change: a neo-Schumpeterian perspective. CFAP Working Papers, No.14. Cambridge: Centre for Financial Analysis & Policy.
Wagner, W. and Marsh, I. (2004) Credit risk transfer and financial sector performance. CFAP Working Papers, No.13. Cambridge: Centre for Financial Analysis & Policy.
2003
Alexander, K. (2003) Establishing a European securities regulator: is the European Union an optimal economic area for a single securities regulatior? CFAP Working Papers, No.7. Cambridge: Centre for Financial Analysis & Policy.
Alexander, K. (2003) The World Trade Organization and financial stability: the balance between liberalisation and regulation in the GATS. CFAP Working Papers, No.5. Cambridge: Centre for Financial Analysis & Policy.
Dungey, M. and Tambakis, D.N. (2003) International financial contagion: what do we know? CFAP Working Papers, No.9. Cambridge: Centre for Financial Analysis & Policy.
Dungey, M., Fry, R., González-Hermosillo, B. and Martin, V.L. (2003) Empirical modelling of contagion: a review of methodologies. CFAP Working Papers, No.8. Cambridge: Centre for Financial Analysis & Policy.
Godley, W. and Lavoie, M. (2003) Two-country stock-flow-consistent macroeconomics using a closed model within a dollar exchange regime. CFAP Working Papers, No.10. Cambridge: Centre for Financial Analysis & Policy.
Izurieta, A. (2003) Economic slowdown in the US, rehabilitation of fiscal policy and the case for a co-ordinated global reflation. CFAP Working Papers, No.6. Cambridge: Centre for Financial Analysis & Policy.
Smith, L.V. and Tambakis, D. (2003) Testing for changing persistence in U.S. Treasury on/off spreads under weighted-symmetric estimation. CFAP Working Papers, No.11. Cambridge: Centre for Financial Analysis & Policy.
2002
Eatwell, J. and Taylor, L. (eds.) (2002) International capital markets: systems in transition. Oxford: Oxford University Press.
Rider, B., Alexander, K. and Linklater, L. (2002) Market abuse and insider dealing. Haywards Heath: Tottel Publishing.
Tambakis, D.N. (2002) Depreciation bias, financial-sector fragility and currency risk. CFAP Working Papers, No.3. Cambridge: Centre for Financial Analysis & Policy.
Tambakis, D.N. (2002) On strategic default and liquidity risk. CFAP Working Papers, No.1. Cambridge: Centre for Financial Analysis & Policy.
Ward, J. (2002) The new Basel accord and developing countries: problems and alternatives. CFAP Working Papers, No.4. Cambridge: Centre for Financial Analysis & Policy.
Ward, J. (2002) The supervisory approach: a critique. CFAP Working Papers, No.2. Cambridge: Centre for Financial Analysis & Policy.