Working papers

Eccles, P., Grout, P.A, Siciliani, P. and Zalewska, A. 2023. Open banking and capital requirements. Bank of England WP.

Wei, W. and Zalewska, A. 2023. Capitalists or fiduciary conscious agents?  ESG mutual fund fees and investor sophistication 

Fatouh, M. and Giansante, S. 2023. The cyclicality of bank credit losses and capital ratios under expected loss model 

Lee, T., Moutzouris, I.C., Papapostolou, N.C. and Fatouh, M. 2023. Foreign exchange hedging using regime-switching models: the case of pound sterling

Malik, A. 2023.  Monetary policy uncertainty and mutual fund alpha consistency.  WP

Malik, A., Gonul, C. and Loflund, A. 2023. Mutual fund flows and economic distress risk.  WP

Omar, A., Wisniewski, P. and Lambe, B. 2023. Corruption in infrastructure projects: evidence from offshore banking.  WP

Pasqualina, A., Litos, A. and Papadopoulou , A. 2023. Endogenous information acquisition in an investment-trading game.  WP

Zalewska, A. and Y. Zhang. 2022. To Bao or not to Bao. Payment innovation and the money market funds. 

Malik, A. and Colak, G. 2022. Macro or firm-level: which political risk matters.  WP

Bernales, A. Ladley, D., Litos, E. and Valenzuela, M. 2022. Alternative execution priority rules in dark pools. 

Zalewska, A. and Zhang, Y. 2021. Independent directors’ self-interest and mutual funds’ liquidations. 

Eccles, P., P.A. Grout, P. Siciliani and Zalewska, A. 2021.The impact of machine learning and big data on credit markets.      

Zalewska, A. 2021. Are SRRI risk classes informative about pension funds’ risk-return characteristics?  

Fatouh, M., Neamțu, I., and van Wijnbergen, S. 2021. Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?

Malik, A. and Colak, G. 2021. Corporate bond market and the FOMC cycle.  WP

Mehta, G. 2021. Expectations and the option implied-variance.

Fatouh, M., Bock, R. and Ouenniche, J. 2020. Impact of IFRS 9 on the cost of funding of banks in Europe 

Giansante, S., Fatouh, M. and Ongena, S. 2020. Does quantitative easing boost bank lending to the real economy or cause other bank asset reallocation?  The case of the UK

Pan, B., Yang, J. (2023) China’s Competition and Corporate Innovation: IPRs protection and finance, Working Paper.

Pan, B., Yang, J.; Chen, C. (2023) Green innovation and corporate pollution externalities in China.  Working Paper.

Ferdous, L.T., Yeboah, R., Zhou, Y. (2023), Climate Risk and Accounting Conservatism,

Wunman, I., Ferdous, L.T. (2023).  Sustainability Performance and Digitalisation, International Journal of Entrepreneurial Behavior & Research

Yang, M. (2023), Innovation and annual report readability (under review Research Policy)

Yang, M. (2023), Innovation and dividend smoothing, Working Paper (under review Research Policy)