1. 2015
2. 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

3. 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

4. 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

5. 2014
6. 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

7. 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

8. Cyhoeddwyd

   Speculate against speculative demand

   ap Gwilym, O. M., Ap Gwilym, O., Kita, A. & Wang, Q., 26 Maw 2014, Yn: International Review of Financial Analysis. 34, t. 212-221

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

9. Cyhoeddwyd

   The implications of a price anchoring effect at the upstairs market of the London Stock Exchange

   Verousis, T. & ap Gwilym, O., Maw 2014, Yn: International Review of Financial Analysis. 32, t. 37-46

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

10. 2013
11. Cyhoeddwyd

    A substitution effect between price clustering and size clustering in credit default swaps

    Meng, L., Verousis, T. & ap Gwilym, O., 1 Ebr 2013, Yn: Journal of International Financial Markets, Institutions and Money. 24, April, t. 139-152

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

12. Cyhoeddwyd

    The impact of sovereign rating actions on bank ratings in emerging markets

    ap Gwilym, O. M., Williams, G. L. & Alsakka, R., 1 Chwef 2013, Yn: Journal of Banking and Finance. 37, 2, t. 563-577

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

13. Cyhoeddwyd

    Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level

    ap Gwilym, O. M. & Verousis, T., 1 Ion 2013, Yn: Journal of Futures Markets. 33, 1, t. 55-76

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