(a) Macroeconomics

"Discussion of the Fisher Effect Puzzle: A Case of Non-Linear Relationship" Open Economies Review, 2010 Volume 21, Issue 1, Page 105.

"The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting?" 2007, (with M.R. Wickens), in P. Arestis (ed) Is There a New Consensus in Macroeconomics?, Palgrave Macmillan.

(b) Macroeconomics and Finance

“A cross-section of equity returns: the no-arbitrage test”, University of York mimeo, (with P.Abhakorn and M.R. Wickens), 2011.

 “Consumption, size and book-to-market ratio in equity returns”, University of York mimeo,  (with P.Abhakorn and M.R. Wickens), 2011.

"The equity premium and the business cycle: the role of demand and supply shocks" International Journal of Finance and Economics, 2010, 15, pp134-152, (with S.Sorensen and M.R. Wickens).

"General equilibrium theories of the equity risk premium:estimates and tests" Quantitative and Qualitative Analysis in Social Sciences, 2008, (with S.Sorensen and M.R. Wickens).

"An asset market integration test based on observable macroeconomic stochastic discount factors", in R. Driver, P.Sinclair and C. Thoenissen (eds), Exchange Rates, Capital Flows and Policy, Routledge, 2004, (with S. Sorensen and M.R. Wickens).

Macroeconomic Sources of FOREX Risk, Department of Economics, University of York, Discussion Paper and CEPR Discussion Paper, (with M.R. Wickens).

Asset Pricing with Observable Stochastic Discount Factors, Journal of Economic Surveys, 2002 and M.McAleer and L.Oxley (eds)The Econometrics of Financial Time Series, Blackwell, Oxford, (with M.R. Wickens).

(c) Wages and Labour Markets

"The Public-Private Sector Wage Differential: Gender, Workplaces and Family Friendliness.", Applied Economics, 2011, (with M. Chatterji and K. A. Mumford).

"What determines the part-time and gender earnings gaps in Britain: evidence from the workplace ." Oxford Economic Papers, 2009 , 61, pp i56-i75, (with K. A. Mumford).

"The gender earnings gap: including the workplace", Manchester School 2007, 75, 6, pp 653-672 (with K. A. Mumford).

(d) Stockmarket Microstructure

"IPO Pricing and the Relative Importance of Investor Sentiment - Evidence from Germany" July 2005, (with A. Oehler and M. Rummer).

"The Existence and Effectiveness of Price Support Activities in Germany : A Note" April 2006, (with A. Oehler and M. Rummer).

Portfolio Return Autocorrelation and Non-Sychronous Trading in UK Equities, Department of Economics, University of York, Discussion Paper, (with G. Morgan and S.Thomas).

 

Page Author: Peter N Smith
Last Modified 3rd November 2011.