Professor Owain Ap Gwilym
Dirprwy Bennaeth yr Ysgol / Athro mewn Cyllid
Contact info
Professor Owain ap Gwilym
Division: Financial Studies
Location: Room 1.17, Hen Goleg
Telephone: 01248 38 2176
Email: owain.apgwilym@bangor.ac.uk
- 2024
- Cyhoeddwyd
The evolution and determinants of the non-performing loan burden in Italian banking
Pancotto, L., ap Gwilym, O. & Williams, J., Ebr 2024, Yn: Pacific-Basin Finance Journal. 84, 102306.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 2023
- E-gyhoeddi cyn argraffu
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, W., Mazouz, K., ap Gwilym, O. & Wang, Q., 1 Medi 2023, (E-gyhoeddi cyn argraffu) Yn: Quantitative Finance.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Deal! Market reactions to the agreement on the EU Covid-19 recovery fund
Pancotto, L., ap Gwilym, O. & Molyneux, P., 31 Gorff 2023, Yn: Journal of Financial Stability.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 2022
- Cyhoeddwyd
The Impact of Regulatory Reforms on European Bank Behaviour: A Dynamic Structural Estimation
Jones, L., Alsakka, R., ap Gwilym, O. & Mantovan, N., Tach 2022, Yn: European Economic Review. 150, 104280.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Regulating rating agencies: A conservative behavioural change
Jones, L., Alsakka, R., ap Gwilym, O. & Mantovan, N., Meh 2022, Yn: Journal of Financial Stability. 60, 100999.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Does competition improve sovereign credit rating quality?
Vu, H., Alsakka, R. & ap Gwilym, O., Ion 2022, Yn: Journal of International Financial Markets, Institutions and Money. 76, 101478.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 2020
- Cyhoeddwyd
Market reactions to the implementation of the Banking Union in Europe
Pancotto, L., ap Gwilym, O. & Williams, J., 23 Mai 2020, Yn: European Journal of Finance. 26, 7-8, t. 640-665Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Commonality in Liquidity across Options and Stock Futures Markets
Benzennou, B., ap Gwilym, O. & Williams, G., Ion 2020, Yn: Finance Research Letters. 32, 101096.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 2019
- Cyhoeddwyd
The impact of ESMA regulatory identifiers on the quality of ratings
Klusak, P., Alsakka, R. & ap Gwilym, O., Tach 2019, Yn: International Review of Financial Analysis. 66, 101365.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
The European Bank Recovery and Resolution Directive: A market assessment
Pancotto, L., ap Gwilym, O. & Williams, J., Hyd 2019, Yn: Journal of Financial Stability. 44Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets
Tran, V., Alsakka, R. & ap Gwilym, O., 2 Medi 2019, Yn: European Journal of Finance. 25, 13, t. 1211-1233Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 2018
- Cyhoeddwyd
The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions
Abad, P., Alsakka, R. & ap Gwilym, O., Gorff 2018, Yn: Journal of International Money and Finance. 85, t. 40-57Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Are single stock futures used as an alternative during a short-selling ban?
Benzennou, B., ap Gwilym, O. & Williams, G., Ion 2018, Yn: Journal of Futures Markets. 38, 1, t. 66-82Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 2017
- Cyhoeddwyd
What drives differences of opinion in sovereign ratings? The roles of information disclosure and political risk
Vu, H., Alsakka, R. & ap Gwilym, O., Gorff 2017, Yn: International Journal of Finance and Economics. 22, 3, t. 216-233Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Does the disclosure of unsolicited sovereign rating status affect bank ratings?
Klusak, P., Alsakka, R. & ap Gwilym, O., Maw 2017, Yn: British Accounting Review. 49, 2, t. 194-210Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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. 859-884Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 2016
- 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. 427-449Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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. 1204-1223Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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. 397-417Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 2015
- 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. 275-308Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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. 174-191Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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
- 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. 113-129Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 2014
- 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. 101-113Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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. 235-257Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid