1. 2014
2. Cyhoeddwyd

   The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis

   ap Gwilym, O. M., Alsakka, R., Ap Gwilym, O. & Vu, T. N., 13 Ebr 2014, Yn: Journal of International Money and Finance. 49, part B, t. 235-257

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

3. Cyhoeddwyd

   Sovereign rating actions and the implied volatility of stock index options

   Tran, V., Alsakka, R. & ap Gwilym, O. M., 5 Meh 2014, Yn: International Review of Financial Analysis. 34, t. 101-113

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

4. 2015
5. Cyhoeddwyd

   Does sovereign creditworthiness affect bank valuations in emerging markets?

   Williams, G. L., Alsakka, R. & ap Gwilym, O. M., 10 Chwef 2015, Yn: Journal of International Financial Markets, Institutions and Money. 36, t. 113-129

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

6. Cyhoeddwyd

   The intraday determination of liquidity in the NYSE LIFFE equity option markets

   Verousis, T., ap Gwilym, O. & Chen, X., 13 Maw 2015, Yn: European Journal of Finance.

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

7. Cyhoeddwyd

   The credit signals that matter most for sovereign bond spreads with split rating

   Vu, H., Alsakka, R. & ap Gwilym, O. M., Mai 2015, Yn: Journal of International Money and Finance. 53, t. 174-191

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

8. Cyhoeddwyd

   Market impact under a new regulatory regime: Credit rating agencies in Europe

   Alsakka, R., ap Gwilym, O., Klusak, P. & Tran, V., 28 Meh 2015, Yn: Economic Notes. 44, 2, t. 275-308

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

9. 2016
10. Cyhoeddwyd

    The Impact of a Premium-Based Tick Size on Equity Option Liquidity

    Verousis, T., ap Gwilym, O. & Voukelatos, N., 7 Maw 2016, Yn: Journal of Futures Markets. 36, 4, t. 397-417

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

11. Cyhoeddwyd

    Commonality in equity options liquidity: Evidence from European Markets

    Verousis, T., ap Gwilym, O. & Voukelatos, N., 24 Mai 2016, Yn: European Journal of Finance. 22, 12, t. 1204-1223

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

12. Cyhoeddwyd

    In Search of Concepts: The Effects of Speculative Demand on Stock Returns

    ap Gwilym, O. M., Hasan, I., Wang, Q. & Xie, R., 2 Meh 2016, Yn: European Financial Management. 22, 3, t. 427-449

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

13. 2017
14. Cyhoeddwyd

    Differences of opinion in sovereign credit signals during the European crisis

    Alsakka, R., ap Gwilym, O. M. & Vu, H., 2017, Yn: European Journal of Finance. 23, t. 859-884

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid