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Economic & Financial Computing

Journal Aims and Scope:

Economic and Financial Computing provides a forum to present recent advances on the measurement aspects of economic and financial problems. The Journal focuses on both the methodological and practical facets of quantitative and computational techniques as applied to economic and financial issues. It is intended that the Journal will bring to the fore high quality research in these areas, demonstrate applications of such techniques and capture the fast growth in this field.

Economic and Financial Computing is also designed to identify gaps in the current literature covering quantitative methods in economics, finance and forecasting. It is anticipated that, by highlighting the demand for further in-depth analysis to overcome the existing deficiencies, the Journal will promote new directions for research and applications in the field.

It is within the scope of the Journal to publish the latest research in software developments as well as some of the advances in hardware relevant to the disciplines of economics and finance.

From time to time, software programs described in the Journal will be available on disk. While research papers make up the main content of the Journal, other features include, book reviews, conference announcements, conference reports, and software reviews.

Among the articles published:

"Rent Indices for Housing in West Germany 1985 to 1998"- Johannes Hoffmann, Claudia Kurz, Deutsche Bundesbank

"Parmalat's Restructuring: Implications for the Italian Corporate Bond Market"- Edward Eyerman, Stefano Podesta, Giulio Lombardi & Elisabetta Zorzi, FitchRatings

"Using Index Options to Improve the Performance of Dynamic Asset Allocation Strategies"- Noel Amenc, Lionel Martellini, Philippe Malaise, EDHEC Graduate School of Business, and Daphne Sfeir, EDHEC Risk and Asset Management Research Centre

"National Savings and Treasury Debt"- Edward M. Gramlich, Governor, Federal Reserve Board

"Capital Flows, Exchange Rate Regime, and Macroeconomic Performance in Mexico"- Carlos A. Ibarra, Univeristy of the Americas, Puebla, Mexico

"Causes and Determinants of Movements in Bilateral Exchange Rates: An Application to the Euro" -
H. Scobie, Chairman, European Economics and Financial Centre

"Trends in the UK Middle Corporate Market: A Survey"- Lloyds TSB Bank

"Eurex Derivative Products in Alternative Investments: the Case for Managed Futures" - Thomas Schneeweis, Hossein Kazemi, Isenberg School of Management, University of Massachusetts, Amherst, and Richard Spurgin, Graduate School of Management Clark University, Worcester, Massachusetts

"Monetary Policy Framework of the Bank of Japan: A Quantitative Easing Approach" - Masaaki Shirakawa, Bank of Japan

"Financial Time Series with Monthly Fractional Integration" - Luis A. Gil-Alana, University of Navarre

"Macroeconomic Time Series with Single and Multiple Unit Root Cycles" - Luis A. Gil-Alana, University of Navarre

"Multiple Equilibria and Self-fulfilling Prophecies" - Eugen Durenard, Credit Suisse First Boston

"Enlargement of the EU: the European Central Bank's Perspective"- Christian Noyer, Governer, Bank of France

"The Xetra Trading System for Equities and Warrants" - Deutsche Borse AG

"Process and Transaction Cost Efficiency through Xetra XXL" - Peter Gomber & Tobias Kirchner, Deutsche Borse AG

"A Comparison of U.S. and Eurex Equity Options Markets" - Randolf Roth, Eurex, & Ed Gierlach, CMT Derivatives

"The Eurex Derivatives Exchange Structure and Characteristics" - Eurex, Frankfurt

"Equity Gilt Returns: A Comparative Analysis" - Hilary Cook, Barclays Capital

"FUGI Global Model 9.0 M200PC: A New Frontier of Economic Scheme in the 21st Century" - Akira Onishi, Soka University, Japan

"Managing Organisations Knowledge and Intellectual Capital" - Basilis A. Masoulas, Shell Services International, The Hague

"Financial Volatility Forecasting" - V. Assimakopoulos, National Technical University of Athens, Greece, & M. Vafopoulos, Birkbeck College, UK

"Residual Income and EVA" - John O'Hanlon & Ken Peasnell, Lancaster University, UK

"Discrete versus Continuous Modelling" - Julio Sanchez-Choliz and Eduardo Pozo, University of Zaragoza

"The Bond Market under the European Monetary Union" - Helmut Kaiser, Deutsche Bank

"Are Currency Bands Still an Option? The Dilemma of Choosing the Exchange Rate Regime" - M. Gabriella Cagliesi, University of Greenwich, London

"Expert Systems: Rational Application of Best Available Technique (BAT)" - V. Assimakopoulos and D. Askounis, National Technical University of Athens

"Short-Run Responses to Economic Policy: an Interdependence Model" - Davorin Kracun, University of Maribor, Slovenia

Relationship between Exchange Rate and Stock Index in the Asian Market" - J. Kwan and P. Lajbcygier, Monash University

"Collateral Management Strategies" - Brian Larkman, NatWest Capital Markets

"Beta and the U.S. Stock Market Declines of 1987, 1997 and 1998" - W.H. Carlson and C.L. Lackman, Duquesne University

"EMU: Sustainable or Not? Key Questions for 1999 and Beyond" - Philippe Ithurbide, Societe General

"Hong Kong and the Global Financial Market" - Donald Tsung, Financial Secretary, Hong Kong

"Strategic Value Analysis" - Roger Mills, Henley Management College

"Monetary Transmission: Analysis for Five EU Countries" - Jacob A. Bikker, De Nederlandsche Bank

"Changes in Multipliers over Time: an Application to the Netherlands" - S.I. Cohen, Erasmus University Rotterdam

"Relationship between the European Central Bank and the Ecofin Council: Implications for the Exchange Rate Policy for the Euro" - Carel van den Berg, De Nederlandsche Bank

"Impact of Acquisition on Thrift Performance" - Coleen C. Pantalone and Marjorie B. Platt, Northeastern University

"Corporate Restructuring and Alternative and Real Estate Leasing Strategies" - Robert M. Mooradian and Shiawee X. Yang, Northeastern University

"New Approaches to Corporate Forex Exposure" - Laurent Gauthier, Framlingham, and Etienne Rouzeau, Credit Commercial de France

"Government Bond Futures" [Special issue] - London International Financial Futures and Options Exchange (LIFFE)

"Monetary Union: the Shape of Things to Come" - Sir Alan Walters, former economic advisor to Prime Minister Margaret Thatcher

"Standard Portfolio Analysis of Risk (SPAN) Margin System" - Chicago Board of Trade

"Long term Memory Stability in the Italian Stock Market" - M. Corazza

"The Control of the Economy as a Complex System" - M. Salzano

"Swedish Investment Fund System and Its Effects" - Alek Markowski & Tony Persson

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