Journal Articles
Sorwar, G.; Mozumder, S.; Dowd, Emeritus Professor, K. (2013), "Skewness Models for Option Pricing and Option Portfolio Approximation", Review of Quantitative Finance and Accounting, Vol.40, pp. 273292.
Sorwar, G.; Dowd, K. (2010), "Estimating Financial Risk Measures for Options", Journal of Banking and Finance, Vol.34, pp. 19821992.
Dowd, K.; Woods, M. (2009), "Pensions Risk", Financial Management (CIMA), Vol.February, pp. 4547.
Humphrey, C.; Woods, M.; Dowd, K. (2009), "Responding to a good crisis  challenging questions for bank auditors (II)", Financial Services Focus, ICAEW, London, June.
Humphrey, C.; Woods, M.; Dowd, K. (2009), "Responding to a good crisis  challenging questions for bank auditors (1)", Financial Services Focus, ICAEW, London, May.
Woods, M.; Dowd, K. (2009), "Financial Risk Management for Management Accountants", Society of Management Accountants Canada, American Institute of Certified Public Accountants and Chartered Institute of Management Accountants.
Woods, M.; Humphrey, C.; Dowd, K.; YuLin, L. (2009), "Crunch time for bank audits? Questions of practice and scope for dialogue", Managerial Auditing Journal.
Blake, D.; Cairnes, A.; Dowd, K. (2008), "The birth of the life market", AsiaPacific Journal of Risk and Insurance, forthcoming 2008.
Blake, D.; Dowd, K.; Cairnes, A. (2008), "Longevity Risk and the Grim Reaper's Toxic Tail: The Survivor Fan Charts", Insurance, Mathematics and Economics, forthcoming 2008.
Dowd, K. (2008), "The GDP Fan Charts An Empirical Evaluation", National Institute Economic Review, Vol.January, pp. 5967.
Dowd, K. (2008), "Copulas in Macroeconomics", Journal of International and Global Economic Studies, forthcoming 2008.
Dowd, K.; Bartlett, D.; Chaplin, M.; Kelliher, P.; O'Brien, C. (2008), "Risk management in the UK insurance industry the changing state of practice", International Journal of Financial Services Management, Vol.3 (1), pp. 523.
Dowd, K.; Cotter, J.; Humphrey, C.; Woods, M. (2008), "How unlucky is 25 sigma?", Journal of Portfolio Management, Vol.34(4), pp.7680.
Sorwar, G.; Dowd, K.; Cotter, J. (2008), "Spectral Risk Measure: Properties and Limitations", Journal of Financial Services Research, Vol.34, pp. 7175.
Woods, M.; Dowd, K.; Humphrey, C. (2008), "The Value of Risk Reporting: A Critical Analysis of ValueatRisk Disclosures in the Banking Sector", International Journal of Financial Services Management, Vol.8 (1), pp. 4564.
Blake, D.; Cairns, A.; Dowd, K. (2007), "The Impact of Occupation and Gender Differences on DefinedContribution Pension Plans", Geneva Papers on Risk and Insurance  Issues and Practice, forthcoming 2007.
Byrne, A.; Blake, D.; Cairnes, A.; Dowd, K. (2007), "Default Funds in UK Defined Contribution Pension Plans", Financial Analysts Journal, Vol.63 (4), pp. 4051.
Dowd, K. (2007), "Too Good to be True? The (In)credibility of the UK Inflation Fan Charts", Journal of Macroeconomics, Vol.29 (1), pp.91102.
Dowd, K. (2007), "The Pagan Report on Modelling and Forecasting at the Bank of England", Greek Economic Review, forthcoming 2007.
Dowd, K. (2007), "Temporal Dependence in MultiStep Density Forecasting Models", Journal of Risk Model Validation, Vol.1 (1), pp. 322.
Dowd, K. (2007), "Risk Management vs. Statistics: Correlation Volatility and the Principle of Prudence", Financial Engineering News, Vol.53 (JanuaryFebruary, pp. 15, 20.
Dowd, K. (2007), "Backtesting the RPIX Inflation Fan Charts", Journal of Risk Model Validation, Vol.1 (3), pp. 119.
Dowd, K. (2007), "Validating MultiplePeriod Density Forecasting Models", Journal of Forecasting, Vol.26 (4), pp. 251270.
Dowd, K. (2007), "Guest Editorial Journal of Risk Special Issue on Backtesting", Journal of Risk, Vol.9 (2), pp.vvi.
Dowd, K. (2007), "Probable Maximum Loss An Almost Ideal Risk Measure?", Financial Engineering News, Vol.54, MarchApril, http//www.fenews.com/fen54/riskreward/riskreward.htm.
Dowd, K.; Cotter, J. (2007), "Exponential Spectral Risk Measures", ICFAI Journal of Mergers and Acquisitions, Vol.5 (4), pp. 5766.
Aragones, J.; Blanco, C.; Dowd, K. (2006), "The Ghost at the Banquet Managing Model Risk", Futures and Options World.
Blake, D.; Cairnes, A.; Dowd, K.; MacMinn, R. (2006), "Longevity Bonds: Financial Engineering, Valuation and Hedging", Journal of Risk and Insurance, Vol.73 (4), pp. 647672.
Blake, D.; Cairns, A.; Dowd, K. (2006), "Living with Mortality: Longevity Bonds and Other MortalityLinked Securities", British Actuarial Journal, Vol.12 (1), pp. 153197.
Byrne, A.; Blake, D.; Cairns, A.; Dowd, K. (2006), "There's No Time Like the Present: The Cost of Delaying Retirement Saving", Financial Services Review, Vol.15, pp. 213231.
Cairns, A.; Blake, D.; Dowd, K. (2006), "Stochastic Lifestyling: Optimal Dynamic Asset Allocation for DefinedContribution Pension Plans", Journal of Economic Dynamics and Control, Vol.30, pp.843877.
Cairns, A.; Blake, D.; Dowd, K. (2006), "A TwoFactor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration", Journal of Risk and Insurance, Vol.73 (4), pp. 687718.
Cotter, J.; Dowd, K. (2006), "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements", Journal of Banking and Finance, Vol.30 (12), pp. 34693485.
Dowd, K. (2006), "FOMC Macroeconomic Forecasts: A NonParametric Analysis", International Journal of Business, Vol.3 (2), pp. 18.
Dowd, K. (2006), "Using Order Statistics to Estimate Confidence Intervals for Probabilistic Risk Measures", Journal of Derivatives, Vol.14 (2), pp. 7781.
Dowd, K. (2006), "Taking the LongTerm View", Financial Engineering News, Vol.51, pp. 27, 30.
Dowd, K. (2006), "How to Become a Good Financial Engineer", Financial Engineering News, Vol.47 (JanuaryFebruary, pp.13, 16.
Dowd, K. (2006), "The Invisible Problem of Risk Blindness", Financial Engineering News, Vol.52 (NovemberDecembe, pp. 27, 34.
Dowd, K. (2006), "The State of Risk Management", Financial Engineering News, Vol.48 (MarchApril), pp. 1718.
Dowd, K. (2006), "Backtesting Risk Models within a Standard Normality Framework", Journal of Risk, Vol.9 (2), pp. 93111.
Dowd, K.; Blake, D. (2006), "After VaR: The Theory, Estimation, and Insurance Applications of Quantilebased Risk Measures", Journal of Risk and Insurance, Vol.73 (2), pp. 193228.
Dowd, K.; Blake, D.; Cairns, A. (2006), "The Grave Problem of Longevity Risk", Financial Engineering News, Vol.49 (SeptemberOctobe, pp. 19, 30.
Dowd, K.; Blake, D.; Cairns, A.; Dawson, P. (2006), "Survivor Swaps", Journal of Risk and Insurance, Vol.73 (1), pp.117.
Dowd, K.; Cairnes, A.; Blake, D. (2006), "MortalityDependent Measures of Financial Risk", Insurance, Mathematics and Economics, Vol.38, pp. 427440.
Dowd, K.; Oliver, P. (2006), "Temporal Aggregation of GARCH Volatility Processes: A (Partial) Rehabilitation of the SquareRoot Rule", Journal of Accounting and Finance, Vol.5, pp. 5160.
Blake, D.; Cairns, A.; Cox, S.; Dawson, P.; Dowd, K.; MacMinn, R. (2005), "UK The Benefits of Longevity Bonds", Pensions, Vol.67 (February 2005), pp. 67.
Blanco, C.; Dowd, K.; Mark, R. (2005), "Art or Science?", Futures and Options World, Vol.May 2005, pp. 5053.
Blanco, C.; Dowd, K.; Mark, R. (2005), "Russian Roulette", Futures and Options World, Vol.April 2005, pp. 45  48.
Blanco, C.; Dowd, K.; Mark, R. (2005), "A Liquid Diet", Futures and Options World, Vol.June 2005, pp. 4346.
Cairns, A.; Blake, D.; Dawson, P.; Dowd, K. (2005), "Pricing Risk on Longevity Bonds", Life & Pensions, Vol.1 (2), pp. 4144.
Dowd, K. (2005), "Hedge Funds Losses, Credit Derivatives and Dr. Li's Copula", Financial Engineering News, Vol.46 (NovemberDecembe, pp. 1, 4.
Dowd, K. (2005), "Copulas and Coherence Portfolio Analysis in a NonNormal World", Journal of Portfolio Management, Vol.30 (Fall), pp. 123127.
Dowd, K. (2005), "Spectral Risk Measures", Financial Engineering News, Vol.42 (MarchApril 2005, pp. 1112.
Dowd, K. (2005), "Evaluating Copulas", Financial Engineering News, Vol.46 (NovemberDecembe, pp. 7, 10.
Dowd, K. (2005), "Coherent Risk Measures", Financial Engineering News, Vol.41 (JanuaryFebruary, pp.910.
Dowd, K. (2005), "Risk Management: Some Guidelines for Practitioners", Risk Management, Vol.6, pp. 3134.
Dowd, K. (2005), "Distortion Risk Measures", Financial Engineering News, Vol.44 (JulyAugust 2005, pp. 7, 12, 14.
Dowd, K. (2005), "Everything You Need to Know About Backtesting", Financial Engineering News, Vol.48 (SeptemberOctobe, pp. 19, 22.
Dowd, K. (2005), "Estimating Risk Measures", Financial Engineering News, Vol.43 (MayJune 2005), pp. 13, 16.
Dowd, K.; Blake, D.; Cairns, A. (2005), "PensionMetrics: Designing DefinedContribution Pension Schemes", Risk, Vol.18 (5), pp. 8182.
Dowd, K.; Blake, D.; Cairns, A. (2005), "Simulating DC Outcomes", Investment and Pensions Europe, Vol.October, p. 29.
Dowd, K.; Blanco, C.; Mark, R. (2005), "An Integrated Framework", Futures and Options World, Vol.February, pp.5055.
Dowd, K.; Blanco, C.; Mark, R. (2005), "Stress Test", Futures and Options World, Vol.March, pp.5862.
Kelliher, P.; Bartlett, D.; Chaplin, M.; Dowd, K.; O'Brien, C. (2005), "Liquidity Risk in Life Insurance", Actuary, Vol.June, pp. 2425.
Dowd, K. (2004), "Rejoinder to Huang", Journal of Portfolio Management, Vol.30 (3), pp.p.127.
Dowd, K. (2004), "A Modified Berkowitz Backtest", Risk, Vol.17 (4), p.86.
Dowd, K. (2004), "An Informal Introduction to Copulas", Financial Engineering News, pp.1520.
Dowd, K. (2004), "The Inflation 'Fan Charts': An Evaluation", Greek Economic Review, Vol.23 (1), pp.99111.
Dowd, K. (2004), "Subadditivity and VaR", Financial Engineering News, Vol.40 (November), pp.710.
Dowd, K.; Blake, D.; Cairns, A. (2004), "Longterm Value at Risk", Journal of Risk Finance, Vol.5 (2), pp.5257.
Dowd, K.; Fackler, P. (2004), "Estimating VaR with Copulas", Financial Engineering News, Vol.39 (SeptemberOctobe, pp.921.
O'Brien, C.; Dowd, K. (2004), "Stochastic Modelling Enhancing Life Insurers' Risk Management", Practical Investors' Journal, Vol.2 (Winter), pp.812.
Dowd, K. (2003), "Survivor Bonds: A Comment on Blake and Burrows", Journal of Risk and Insurance, Vol.70 (2), pp.339348.
Dowd, K. (2003), "Measuring Annuity Risks", Journal of Accounting and Finance, Vol.2, pp.99107.
Dowd, K.; Blake, D.; Cairns, A. (2003), "PensionMetrics 2: Stochastic Pension Plan Design During the Distribution Phase", Insurance, Mathematics and Economics, Vol.33, pp.2947.
Dowd, K. (2002), "Estimating Expected Tail Loss", Financial Engineering News, Vol.25, pp.35.
Dowd, K. (2002), "Assessing the PreCommitment Approach to Bank Capital Regulation", Journal of Risk Finance, Vol.3 (4), pp.3540.
Dowd, K. (2002), "A Bootstrap Backtest", Risk, Vol.15 (10), pp.9394.
Dowd, K.; Chappell, D. (2002), "The Optimal Extraction of a Privately Owned Renewable Resource", The Mathematical Scientist, Vol.27 (2), pp.7579.
Aragones, J.; Blanco, C.; Dowd, K. (2001), "Incorporating Stress Tests into Market Risk Modelling", Derivatives Quarterly, Vol.7 (3), pp.4449.
Blake, D.; Cairns, A.; Dowd, K. (2001), "Pensionmetrics: Stochastic Pension Plan Design and ValueatRisk During the Accumulation Phase", Insurance, Mathematics and Economics, Vol.29 (2), pp.187215.
Dowd, K. (2001), "Central Banks: Who Needs Them?", Policy Options, pp.3740.
Dowd, K. (2001), "Estimating VaR with Order Statistics", Journal of Derivatives, Vol.8 (3), pp.2330.
Dowd, K. (2001), "The Emergence of Fiat Money: A Reconsideration", Cato Journal, Vol.20 (3), pp.467476.
Dowd, K. (2001), "Sharp Thinking", Risk, Vol.Risk Management for Investors Special Report, pp.34S37.
Dowd, K. (2001), "Estimating the Failure Probabilities of Financial Institutions: A Simple Approach", Journal of Risk Finance, Vol.2 (4), pp.3338.
Dowd, K. (2001), "Enterprise Risk Management: A Better Option", Chartered Financial Analyst, Vol.7 (4), pp.2829.
Dowd, K.; Chappell, D. (2001), "The Optimal Monopolistic Extraction of a Durable Natural Resource", Greek Economic Review, Vol.21 (1), pp.5361.
Dowd, K.; Cronin, D. (2001), "Does Monetary Policy Have a Future?", Cato Journal, Vol.21 (2), pp.227244.
Dowd, K. (2000), "VaR vs. Expected Tail Loss", Derivatives Week, pp.67.
Dowd, K. (2000), "Bank Capital Adequacy Versus Deposit Insurance", Journal of Financial Services Research, Vol.17 (1), pp.715.
Dowd, K. (2000), "Accounting for Value at Risk", Journal of Risk Finance, Vol.2 (1), pp.5158.
Dowd, K. (2000), "Using Futures Prices to Control Inflation: Reply to Garrison and White", Journal of Money, Credit and Banking, Vol.32 (1), pp.142145.
Dowd, K. (2000), "Improving the Sharpe Ratio", Financial Engineering News, Vol.3 (7).
Dowd, K. (2000), "Estimating ValueatRisk: A Subjective Approach", Journal of Risk Finance, Vol.1 (4), pp.4346.
Dowd, K. (2000), "Are Free Markets the Cause of Financial Instability?", Critical Review, Vol.14 (1), pp.5767.
Dowd, K. (2000), "Assessing VaR Accuracy", Derivatives Quarterly, Vol.6 (3), pp.6163.
Dowd, K. (2000), "Adjusting for Risk: An Improved Sharpe Ratio", International Review of Economics and Finance, Vol.9,3, pp.209222.
Dowd, K.; Aragones, J.; Blanco, C. (2000), "Aproximación del Valor de Riesgo a Través de la Teoría del Valor Extremo", Análisis Financiero, Vol.82, pp.7885.
Dowd, K.; Aragones, J.; Blanco, C. (2000), "Extreme Value VaR (2)", Derivatives Week, pp.89.
Dowd, K.; Aragones, J.; Blanco, C. (2000), "Extreme Value VaR", Derivatives Week, pp.78.
Dowd, K.; Blake, D.; Cairns, A. (2000), "Extrapolating VaR by The SquareRoot Rule", Financial Engineering News, Vol.3 (7).
Dowd, K.; Harrison, B. (2000), "The Gibson Paradox and the Gold Standard: Evidence from the United Kingdom, 18211913", Applied Economics Letters, Vol.7,11, pp.711713.
Dowd, K. (1999), "Too Big to Fail? LongTerm Capital Management and the Federal Reserve", Cato Institute. Briefing Papers.
Dowd, K. (1999), "A VaR Approach to RiskReturn Analysis", Journal of Portfolio Management, Vol.25, pp.6067.
Dowd, K. (1999), "Financial Risk Management", Financial Analysts Journal, Vol.55 (4), pp.6571.
Dowd, K. (1999), "The Extreme Value Approach to VaR: An Introduction (1), (2)", Financial Engineering News, pp.p.1,2,6.
Dowd, K. (1999), "The Extreme Value Approach to VaR: An Introduction (3)", Financial Engineering News, pp.12.
Dowd, K. (1999), "The Extreme Value Approach to VaR: An Introduction (4)", Financial Engineering News, pp.15.
Dowd, K. (1999), "Does Asymmetric Information Justify Bank Capital Adequacy Regulation", Cato Journal, Vol.19 (1), pp.3941.
Dowd, K. (1999), "An Almost Ideal Monetary Rule", Greek Economic Review, Vol.19 (2), pp.5362.
Dowd, K.; Chappell, D. (1999), "Confidence Intervals for VaR", Financial Engineering News, pp.12.
Dowd, K. (1998), "The 'Battle of the Systems': A Comment on Tilly", Journal of Institutional and Theoretical Economics, Vol.154 (1), pp.3943.
Dowd, K. (1998), "Monetary Policy in the 21st Century: An Impossible Task?", Cato Journal, Vol.17 (3), pp.327331.
Dowd, K. (1998), "VAR by Increments", 'Risk' Special Report on EnterpriseWide Risk Management, pp.3132.
Dowd, K. (1997), "Anarchy, Warfare and Social Order: Comment on Hirshleifer", Journal of Political Economy, Vol.105, 3, pp.648651.
Dowd, K. (1997), "The Regulation of Bank Capital Adequacy", Advances in Austrian Economics, Vol.4, pp.95110.
Dowd, K.; Chappell, D. (1997), "A Simple Model of the Gold Standard", Journal of Money, Credit and Banking, Vol.29, 1, pp.94105.
Dowd, K. (1996), "Some Unpleasant Budgetary Arithmetic of a Proposal to End Inflation: A Reply", Economic Journal, Vol.106, 436, pp.635636.
Dowd, K. (1996), "The Analytics of Bimetallism", The Manchester School, Vol.64, 3, pp.281297.
Dowd, K. (1996), "Costly Verification and Banking", Oxford Economic Papers, Vol.48 (4), pp.601617.
Dowd, K. (1996), "The Case for Financial LaissezFaire", Economic Journal, Vol.106 (436), pp.679687.
Dowd, K. (1996), "Reexamining the Case for Government Deposit Insurance: Reply", Southern Economic Journal, Vol.62, 4, pp.p.1092.
Books
Dowd, K. (2005), Competition and Finance: A New Interpretation of Financial and Monetary Economics, (Chinese Language Edition), China Renmin University Press.
Dowd, K. (2005), Measuring Market Risk, (Second Edition), Chichester and New York, John Wiley and Sons.
Dowd, K. (2002), Measuring Market Risk, Chichester and New York, John Wiley & Sons, Hardback.
Dowd, K. (2002), An Introduction to Market Risk Measurement, Chichester and New York, John Wiley & Sons, Paperback.
Dowd, K. (2000), Money and The Market: Essays on Free Banking, London & New York, Routledge, Hardback.
Dowd, K. (1998), Beyond Value at Risk: The New Science of Risk Management, Chichester & New York, Wiley & Sons.
Dowd, K.; Timberlake, R.J. (1998), ed Money and The Nation State: The Financial Revolution, Government and The World Monetary System, New Brunswick, NJ, Transaction (under the auspices of the Independent Institute), Foreword Miller, Merton H.
Dowd, K. (1996), ed The Experience of Free Banking, London, Routledge.
Dowd, K. (1996), Private Money: The Path to Monetary Stability, London, Hobart Paper No. 112 Institute of Economic Affairs, Second Edition.
Dowd, K. (1996), LaissezFaire Banking, London, Routledge, Paperback Edition.
Dowd, K. (1996), Competition and Finance: A New Interpretation of Financial and Monetary Economics, Basingstoke and New York, Macmillan Press & St Martin's Press.
Dowd, K.; Lewis, M. (1992), ed Current Issues in Monetary Theory and Policy, London, Macmillan.
Dowd, K. (1989), The State and the Monetary System, Oxford, Philip Allan Publishers.
Reports for external body
Bartlett, D.; Chaplin, M.; Dowd, K.; Kelliher, P.; O'Brien, C. 2005, "Risk Management by UK Life Assurers: A Survey", in Report for the Faculty and Institute of Actuaries Working Party on Risk Management in UK Life Assurers.
Chapters in Books
Blake, D.; Dowd, K. (2008), "Life Securitization", in Melnick, E.; Everritt, B. (ed) The Encyclopedia of Quantitative Risk Assessment, Wiley, forthcoming 2008.
Dowd, K. (2008), "Backtesting Market Risk Models", in Fabozzi, F. J. (ed) Handbook of Finance, Wiley, forthcoming 2008.
Dowd, K. (2008), "Model Risk", in Fabozzi, F. J. (ed) Handbook of Finance, Wiley, forthcoming 2008.
Dowd, K. (2007), "A Momentbased Procedure for Evaluating Risk Forecasting Models", in Satchell, S. (ed) Analytics of Risk Model Validation, (Chapter 4), pp. 4559, Elsevier.
Blanco, C.; Mark, R.; Dowd, K.; Kremke, K. (2006), "Liquidity Risk Management and Management for Energy Firms", in Fusaro, P. (ed) The Professional Risk Manager's Guide to Energy and Environmental Markets Risk Management, pp. 135146, Wilmington DE. PRIMA Publications, Chapter 10.
Blanco, C.; Mark, R.; Dowd, K.; Murdoch, W. (2006), "Best Practices in Credit Risk Management for Energy and Commodity Derivatives", in Fusaro, P. (ed) The Professional Risk Manager's Guide to Energy and Environmental Markets Risk Management, pp. 8396, Wilmington DE, PRIMA Publications, Chapter 7.
Blanco, C.; Mark, R.; Dowd, K.; Murdoch, W. (2006), "Market Risk Measurement and Management for Energy Firms", in Fusaro, P. (ed) The Professional Risk Manager's Guide to Energy and Environmental Markets Risk Management, pp. 6282, Wilmington DE, PRIMA Publications, Chapter 6.
Dowd, K. (2006), "Retrospective Assessment of ValueatRisk", in Risk Management: A Modern Perspective, pp. 183202, San Diego, Elsevier.
Dowd, K. (2006), "Forecasting Inflation: The Inflation 'Fan Charts", in Issues in Monetary Policy: The Relationship Between Money and Financial Markets, pp. 8093, Chichester, John Wiley & Sons.
Dowd, K. (2004), "Value at Risk", in Encyclopaedia of Actuarial Science, pp.17401748.
Dowd, K. (2004), "Qualitative Dimensions in Finance and Risk Management Research", in Humphrey, C.; Lee, W. (ed) The Real Life Guide to Accounting Research: A BehindtheScenes View of Using Qualitative Research Methods, pp.507521, Amsterdam, Elsevier.
Dowd, K.; Rowe, D. (2004), "Introduction to VaR Models", in Alexander, C.; Sheedy, E. (ed) The Professional Risk Managers' Handbook: A Comprehensive Guide to Current Theory and the Best Practices, p.2, Prima Professional Publishing.
Dowd, K. (2003), "Free Banking", in Mullineux, A.; Murindes, V. (ed) Handbook of International Banking, pp.173190, Cheltenham, Edward Elgar.
Dowd, K. (2002), "Gold Standard", in Snowdon, B.; Vane, H. (ed) An Encyclopaedia of Macroeconomics, pp.293296, Cheltenham, Edward Elgar.
Dowd, K. (2002), "Time Inconsistency", in Snowdon, B.; Vane, H. (ed) An Encyclopaedia of Macroeconomics, pp.699703, Cheltenham, Edward Elgar.
Dowd, K. (1999), "Participation in Civil Society", in D Campbell & ND Lewis (ed) Promoting Participation: Law & Politics?, pp.3143, London & Syndey, Cavendish Publishing Ltd.
Conferences
Humphrey, C.; Woods, M.; Dowd, K. 2009, "Greater visibility (II)", at Financial Services Focus, ICAEW, London, July/August.
Humphrey, C.; Woods, M.; Dowd, K. 2009, "See and be seen", at Financial Services Focus, ICAEW, London, June.
Discussion Papers
Cairnes, A.; Blake, D.; Dowd, K.; Coughlan, G.; Epstein, D.; Ong, A.; Balevich, I. 2007, "A Quantitative Comparison of Stochastic Mortality Models Using Data from England & Wales and the United States", Pensions Institute Discussion Paper.
Cairns, A.; Blake, D.; Dowd, K. 2006, "Pricing Death Frameworks for the Valuation and Securitization of Mortality Risk", CRIS Discussion Paper.
Dowd, K. 2006, "Too Good to be True? The (In)credibility of the UK Inflation Fan Charts", CRIS Discussion Paper.
Dowd, K.; Blake, D. 2006, "After VaR The Theory, Estimation, and Insurance Applications of Quantile Based Risk Measures", CRIS Discussion Paper.
Cairns, A.; Blake, D.; Dowd, K. 2005, "A TwoFactor Model for Stochastic Mortality with Parameter Uncertainty", CRIS Discussion Paper.
Cairns, A.; Blake, D.; Dowd, K. 2005, "MortalityDependent Financial Risk Measures", CRIS Discussion Paper.
Cotter, J.; Dowd, K. 2005, "Extreme Spectral Risk Measures An Application to Futures Clearinghouse Margin Requirements", CRIS Discussion Paper.
Dowd, K. 2005, "Validating multipleperiod density forecasting models", CRIS Discussion Paper.
Dowd, K. 2005, "A Momentbased Procedure for Evaluating Risk Forecasting Models", CRIS Discussion Paper.
Kelliher, P.; Bartlett, D.; Chaplin, M.; Dowd, K.; O'Brien, C. 2005, "Liquidity management in UK life assurance a discussion paper", Report of the Faculty and Institute of Actuaries Working Paper on Risk Management in UK Life Assurers.
Dowd, K. 2004, "The GDP Fan Charts An Empirical Evaluation", CRIS Discussion Paper.
Dowd, K. 2004, "FOMC Forecasts of Macroeconomic Risks", Nottingham University Business School Discussion Paper, Nottingham University Business School.
Dowd, K. 2004, "The Swedish Inflation Fan Charts: An Evaluation of the Riksbank's Inflation Density Forecasts", Nottingham University Business School Discussion Paper, Nottingham University Business School.
Dowd, K.; Blake, D.; Cairns, A.; Dawson, P. 2004, "Survivor Swaps", CRIS Discussion Paper.
Woods, M.; Dowd, K.; Humphrey, C. 2004, "Credibility at Risk? The Accounting Profession, Risk Reporting and the Rise of VAR", CRIS Discussion Paper.
Cronin, D.; Dowd, K. 2003, "Electronic Currency and the FiatMoney Price Level", Nottingham University Business School Discussion Paper, Nottingham University Business School.
Dowd, K. 2003, "Forecasting LongerTerm Volatility", Nottingham University Business School Discussion Paper, Nottingham University Business School.
Dowd, K. 2003, "Backtesting the Bank: An Evaluation of the Bank of England's 'Fan Chart' approach to Inflation Forecasting", Nottingham University Business School Discussion Paper, Nottingham University Business School.
Editorials
Blake, D.; Cairns, A.; Dowd, K. 2001, "Enhancing Annuities with Equity", in Journal of Pensions Management: An International Journal, pp.68.
