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Brexit and CDS spillovers across UK and Europe

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The purpose of the paper is twofold. First, it aims at identifying when UK and European (France, Germany, Italy and Spain) Credit Default Swaps(CDSs) exhibit explosivity with respect to their past behaviors. Second, it seeks to quantify the dynamics of CDS volatility spillover effects...

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US and UK interest rates 1890 - 1934 : new evidence on structural breaks

Newbold, Paul; Leybourne, Stephen James; Wohar, Mark E. - 2001

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Money supply announcements and foreign exchange futures prices for five countries

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Uncertainty and predictability of real housing returns in the United Kingdom : a regional analysis

Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E.; … - In: Journal of forecasting 41 (2022) 7, pp. 1525-1556

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Structural breaks in volatility : the case of UK sector returns

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An analysis of the time series properties of the UK ex-post real interest rate : fractional integration, breaks or nonlinear

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Profit persistence revisited : the case of the UK

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