Professor Owain Ap Gwilym

Lead, Deputy Head of School / Profess

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

  1. Published

    Volatility Transmission Among the CDS, Equity, and Bond Markets.

    ap Gwilym, O. M., Meng, L., Ap Gwilym, O. & Varas, J., 1 Nov 2009, In: Journal of Fixed Income. 18, 3, p. 33-46

    Research output: Contribution to journalArticlepeer-review

  2. Published

    Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995.

    ap Gwilym, O. M., McManus, I., Ap Gwilym, O. & Thomas, S., 25 Jul 2009, In: International Journal of Behavioural Accounting and Finance. 1, 2, p. 95-110

    Research output: Contribution to journalArticlepeer-review

  3. Published

    The characteristics and evolution of credit default swap trading.

    ap Gwilym, O. M., Meng, L. & Ap Gwilym, O., 1 Nov 2007, In: Journal of Derivatives and Hedge Funds. 13, 3, p. 186-198

    Research output: Contribution to journalArticlepeer-review

  4. Published

    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 Apr 2014, In: Journal of International Money and Finance. 49, part B, p. 235-257

    Research output: Contribution to journalArticlepeer-review

  5. Published

    Payment history, past returns and the performance of UK zero dividend stocks.

    ap Gwilym, O. M., McManus, I. D., Ap Gwilym, O. & Thomas, S. H., 1 Jan 2006, In: Managerial Finance. 32, 6, p. 518-536

    Research output: Contribution to journalArticlepeer-review

  6. Published

    An improved algorithm for cleaning Ultra high-frequency data.

    ap Gwilym, O. M., Verousis, T. & Ap Gwilym, O., 1 Feb 2010, In: Journal of Derivatives and Hedge Funds. 15, 4, p. 323-340

    Research output: Contribution to journalArticlepeer-review

  7. Published

    Market structure and microstructure, in international interest rate futures markets.

    ap Gwilym, O. M., McGroarty, F., Ap Gwilym, O. & Thomas, S., 1 Sept 2010, In: Research in International Business and Finance. 24, 3, p. 253-266

    Research output: Contribution to journalArticlepeer-review

  8. Published

    Split sovereign ratings and rating migrations in emerging economies.

    ap Gwilym, O. M., Alsakka, R. & Ap Gwilym, O., 1 Jun 2010, In: Emerging Markets Review. 11, 2, p. 79-97

    Research output: Contribution to journalArticlepeer-review

  9. Published

    Price and momentum as robust tactical approaches to global equity investing.

    ap Gwilym, O. M., Ap Gwilym, O., Clare, A., Seaton, J. & Thomas, S., 1 Oct 2010, In: Journal of Investing. 19, 3, p. 80-91

    Research output: Contribution to journalArticlepeer-review

  10. Published

    Return reversals and the compass rose: insights from high frequency options data

    ap Gwilym, O. M., Verousis, T. & Ap Gwilym, O., 1 Sept 2011, In: European Journal of Finance. 17, 9-10, p. 883-896

    Research output: Contribution to journalArticlepeer-review

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