1. 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. 40-57

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

2. Cyhoeddwyd

   Open interest, cross listing, and information shocks.

   Aguenaou, S., ap Gwilym, O. M. & Rhodes, M., 5 Tach 2010, Yn: Journal of Futures Markets. 31, 8, t. 755-778

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

3. 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

4. Cyhoeddwyd

   Foreign exchange market reactions to sovereign credit news

   Alsakka, R. & ap Gwilym, O., 1 Meh 2012, Yn: Journal of International Money and Finance. 31, 4, t. 845-864

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

5. Cyhoeddwyd

   Leads and lags in sovereign credit ratings.

   Alsakka, R. & ap Gwilym, O. M., 1 Tach 2010, Yn: Journal of Banking and Finance. 34, 11, t. 2614-2626

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

6. Cyhoeddwyd

   Rating agencies' credit signals: An analysis of sovereign watch and outlook

   Alsakka, R. & ap Gwilym, O., 1 Ion 2012, Yn: International Review of Financial Analysis. 21, t. 45-55

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

7. Cyhoeddwyd

   Sovereign rating actions: is the criticism justified?

   Alsakka, R. & ap Gwilym, O., 1 Rhag 2011, Yn: Intereconomics : review of European economic policy. 46, 5, t. 248-253

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

8. 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

9. Cyhoeddwyd

   A random effects ordered probit model for rating migrations

   Alsakka, R. & ap Gwilym, O., 1 Medi 2010, Yn: Finance Research Letters. 7, 3, t. 140-147

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

10. Cyhoeddwyd

    Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers

    Alsakka, R. & ap Gwilym, O. M., 1 Ion 2013, Yn: Journal of Economic Behavior and Organization. 85, t. 144-162

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

11. Cyhoeddwyd

    The causes and extent of split sovereign credit ratings in emerging markets.

    Alsakka, R. & ap Gwilym, O., 1 Ion 2012, Yn: Emerging Markets Finance and Trade. 48, 1, t. 4-24

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

12. Cyhoeddwyd

    Modelling sovereign credit ratings: Neural networks versus ordered probit.

    Bennell, J. A., Crabbe, D., Thomas, S., ap Gwilym, O. & Ap Gwilym, O., 1 Ebr 2006, Yn: Expert Systems with Applications. 30, 3, t. 415-425

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

13. Cyhoeddwyd

    Price clustering under floor and electronic trading.

    Bennell, J. & ap Gwilym, O., 1 Ion 2000, Yn: Derivatives Use, Trading and Regulation. 5, 4, t. 354-362

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

14. 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

15. 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. 66-82

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

16. Cyhoeddwyd

    Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities

    Clare, A., ap Gwilym, O., Seaton, J. & Thomas, S., 2011, Yn: Journal of Asset Management. 12, t. 11-29

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

17. 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

18. 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

19. 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

20. 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

21. 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. 194-210

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

22. Cyhoeddwyd

    The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market.

    McGroarty, F., ap Gwilym, O. M. & Thomas, S., 1 Ebr 2009, Yn: Journal of International Financial Markets, Institutions and Money. 19, 2, t. 387-401

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

23. Cyhoeddwyd

    Structural changes, bid-ask spread composition and tick size in inter-bank futures trading.

    McGroarty, F., ap Gwilym, O. M. & Thomas, S., 1 Ebr 2011, Yn: European Journal of Finance. 17, 4, t. 285-306

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

24. 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

25. 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. 44

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