ABSTRACT Mortality models used for forecasting are predominantly based on the statistical properties of time series and do not generally incorporate an understanding of the forces driving secular trends. This paper addresses three research questions: Can the factors found in stochastic...

A recent literature has developed on modelling mortality in multiple populations together. The purpose of this paper is to suggest a reason why mortality in different populations may be related based on an economic literature on technology and knowledge diffusion.

Despite the rising number of green finance policies, the origins shaping them remain largely unexamined. Using survival analysis to investigate the factors influencing the adoption of green finance policies, we find that social movement pressure, proxied by fossil fuel divestment, mainly drives...

We address an important empirical question as to which firm-level characteristic best predicts stock returns in the UK equity market. To answer this question, we employ a semiparametric characteristic-based factor model first introduced by Connor, Hagmann and Linton (2012). We also augment their...

Rising energy and food prices are causing living standards to fall across Europe and straining household budgets. The longer-term outlook for households is unclear as the dynamics of financialstrain are not well understood. We address four important research questions on financial strain...