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2025
'The economic effects of "excessive" financial deepening'
School's author: Markus Eberhardt
'Systemic risk and macroeconomic fat tails'
School's authors: Spiros Bougheas and David Harvey
'Bonferroni-type tests for return predictability with possibly trending predictors'
School's authors: David Harvey and Steve Leybourne
'Round number preferences and left-digit bias: Evidence from credit card repayments'
School's author: John Gathergood
'Unit root tests for explosive financial bubbles in the presence of deterministic level shifts'
School's authors: David Harvey, Steve Leybourne, Benjamin Tatlow and Yang Zu
'Finite-sample identification-robust inference for nonlinear DSGE models'
School's author: Zhenjiang Lin (UNNC)
'Early behavioural markets of loss of financial capacity'
'Real-time monitoring procedures for early detection of bubbles'
'Attention utility: Evidence from individual investors'
'At the top of the mind: Peak prices and the disposition effect'
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2024
2023
'Real-time monitoring of bubbles and crashes'
'Economic condictions and health: Local effects, national effect and local area heterogeneity'
School's author: Kevin Lee
'Gender differences in reference letters: Evidence from the Economics Job Market'
'Does homeownership reduce crime? A radical housing reform from the UK'
'Identification-robust inference with simulation-based pseudo-matching'
'Bonferroni type tests for return predictability and the initial condition'
'Work-from-home and the risk of securities misconducts'
'Improved tests for stock return predictability'
'Naïve buying diversification and narrow framing by individual investors'
'Buy now, pay late (BNPL) ... on your credit card'
2022
'Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model'
'Estimating carbon footprints from large scale financial transaction data'
'Testing for co-explosive behaviour in Financial Time Series'
'Democracy, growth, heterogeneity and robustness'
'Workplace inequality is associated with status-signaling expenditure'
'Estimation of the variance function in structural break autoregressive models with non-stationary and explosive segments'
School's authors: David Harvey, Steve Leybourne and Yang Zu
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School of EconomicsUniversity of Nottingham University Park Nottingham, NG7 2RD
lorenzo.trapani@nottingham.ac.uk