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1“...The transformation from a closed and inward-looking economy to an active integration into the European Union is one which a number of countries are facing...”
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3“...This book looks at the implications of financial liberalization for three southern European countries - Greece, Portugal and Spain. These countries have been...”
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4“...This paper examines the cash flow sensitivity of investment using a panel of UK manufacturing firms to investigate the existence of a balance sheet channel. In...”
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5“...We explore whether the sensitivity of firm-level investment to cash flow, typically associated with an external financing premium, is time-varying and in...”
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6by Swamy, P.A.V.B Hall, Stephen Tavlas, George Chang, I-Lok Gibson, Heather Greene, William Mehta, Jatinder Published in Econometrics (25.03.2016)“...This paper contributes to the literature on the estimation of causal effects by providing an analytical formula for individual specific treatment effects and...”
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7by Gibson, Heather D Hall, Stephen G Tavlas, George S Published in Journal of international money and finance (01.04.2012)“...We discuss the origins of the Greek financial crisis as manifested in the growing fiscal and current-account deficits since euro-area entry in 2001. We then...”
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8“...This article explores the relationship between financial conditions and real economic activity in the euro area as a whole and for Greece in particular. We use...”
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10“...The construction of large conditional covariance matrices has posed a problem in the empirical literature because the direct extension of the univariate GARCH...”
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11by Gibson, Heather D Hall, Stephen G Tavlas, George S Published in Journal of macroeconomics (01.03.2016)“...We examine the impact of the ECB's Securities Market Program (SMP) and the ECB's two Covered Bond Purchase Programs (CBPPs) on sovereign bond spreads and...”
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12by Angelopoulou, Eleni Balfoussia, Hiona Gibson, Heather D Published in Economic modelling (01.02.2014)“...In this paper we construct financial conditions indices (FCIs) for the euro area, for the period 2003 to 2011, using a wide range of prices, quantities,...”
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14by Gibson, Heather D“...This study highlights the growing interdependence that exists between the financial markets of industrial and developing nations, by determining the role the...”
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15by Gibson, Heather D Hall, Stephen G Tavlas, George S Published in Journal of macroeconomics (01.03.2014)“...•We investigate the main determinants of Greek sovereign spreads.•Sovereign downgrades and political uncertainty appear to have been drivers of spreads from...”
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16by Andrew P. Dickerson Heather D. Gibson Euclid Tsakalotos Published in Oxford economic papers (01.07.1997)“...This paper investigates the impact of acquisitions on company performance using a large panel of UK-quoted companies observed over a long time period. The...”
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17by Hall, Stephen G Published in Computational economics (2020)“...A number of recent papers have proposed a time-varying-coefficient (TVC) procedure that, in theory, yields consistent parameter estimates in the presence of...”
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18“...With the outbreak of the Greek financial crisis in late 2009, spreads on Greek (and other) sovereigns reached unprecedented levels. Using a panel data of...”
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19by Andrew P. Dickerson Heather D. Gibson Euclid Tsakalotos Published in Cambridge journal of economics (01.05.2003)“...The primary purpose of this paper is to investigate whether companies can use acquisition as a strategy to reduce their likelihood of take-over. The...”
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20by Heather D. Gibson Published in Oxford economic papers (01.04.2003)“...This paper examines the existence of reputation effects in the EMS and their impact on the probability of realignment. By reputation effects we mean effects...”