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Frank Skinner
Frank Skinner
Professor of Finance, Brunel University
Dirección de correo verificada de brunel.ac.uk
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An empirical analysis of credit default swaps
FS Skinner, TG Townend
International Review of Financial Analysis 11 (3), 297-309, 2002
792002
Governance quality and information asymmetry
A Elbadry, D Gounopoulos, F Skinner
Financial Markets, Institutions & Instruments 24 (2-3), 127-157, 2015
772015
Covered interest rate parity in emerging markets
FS Skinner, A Mason
International Review of Financial Analysis 20 (5), 355-363, 2011
642011
Duration for bonds with default risk
IJ Fooladi, GS Roberts, F Skinner
Journal of Banking & Finance 21 (1), 1-16, 1997
561997
MTS time series: Market and data description for the European bond and repo database
A Dufour, F Skinner
Icma centre discussion papers in finance, 2004
422004
Estimating corporate yield curves
A Diaz, FS Skinner
The Journal of Fixed Income 11 (2), 95-103, 2001
402001
An empirical study of credit default swaps
FS Skinner, A Diaz
The journal of fixed income 13 (1), 28-38, 2003
302003
Nonlinear autoregressive distributed lag approach: An application on the connectedness between bitcoin returns and the other ten most relevant cryptocurrency returns
MO Gonzalez, F Jareño, FS Skinner
Mathematics 8 (5), 810, 2020
272020
Small-scale water supply: a review of technologies.
B Skinner
Small-scale water supply: a review of technologies., 2003
252003
Asymmetric interdependencies between large capital cryptocurrency and gold returns during the COVID-19 pandemic crisis
MO González, F Jareño, FS Skinner
International Review of Financial Analysis 76, 101773, 2021
222021
Credit spreads and the zero‐coupon treasury spot curve
N Papageorgiou, FS Skinner
Journal of Financial Research 29 (3), 421-439, 2006
212006
The original maturity of corporate bonds: The influence of credit rating, asset maturity, security, and macroeconomic conditions
G Bali, FS Skinner
Financial Review 41 (2), 187-203, 2006
202006
An evaluation of contingent immunization
A Díaz, M de la O González, E Navarro, FS Skinner
Journal of Banking & Finance 33 (10), 1874-1883, 2009
182009
Persistent doubt: An examination of hedge fund performance
M dela O. González, NA Papageorgiou, FS Skinner
European Financial Management 22 (4), 613-639, 2016
172016
Pricing and hedging interest and credit risk sensitive instruments
F Skinner
Elsevier, 2004
172004
Interest and inflation risk: Investor behavior
MO González, F Jareño, FS Skinner
Frontiers in psychology 7, 390, 2016
162016
Hedging bonds subject to credit risk
FS Skinner
Journal of Banking & Finance 22 (3), 321-345, 1998
161998
Analyst coverage: Does the listing location really matter?
OAG Hassan, FS Skinner
International Review of Financial Analysis 46, 227-236, 2016
132016
Analyst coverage: Does the listing location really matter?
OAG Hassan, FS Skinner
International Review of Financial Analysis 46, 227-236, 2016
132016
Visibly in trouble: Northern Rock, a post‐mortem on a financial crisis
AG Hallsworth, F Skinner
Area 40 (2), 278-283, 2008
132008
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20