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A pioneering Chair in its field of expertise Within higher education, a Chair promotes a discipline through the implementation of research work and the transmission of this knowledge. Bridging th
Professor Constantin Zopounidis who is an affiliate faculty member of Audencia Business School and is a prolific author in operational research and all fields of management, decision making, finance,
Dr Giacomo Nocera, Associate Professor at the Institute of Finance, co-authored with Giuliano Iannotta and Andrea Sironi one of the most highly cited papers published in the Journal of Financial Inter
This paper employs the Quantile Autoregressive Distributed Lags (QARDL) model developed recently by Cho et al. (2015) to investigate the pass-through of oil prices to a set of energy prices. This appr
During the recent financial crisis, numerous EU officials, market participants and the media suggested that irrational herding was a key factor for the financial turmoil and the soaring yield spreads.