Professor Kevin Dowd

The Tail Risks of FX Return Distributions: A Comparison of the Returns Associated with Limit Orders and Market Orders. (2007)
Journal Article
Cotter, J., & Dowd, K. (2007). The Tail Risks of FX Return Distributions: A Comparison of the Returns Associated with Limit Orders and Market Orders. Finance Research Letters, 4(3), 146-154. https://doi.org/10.1016/j.frl.2007.05.002%2C

Default Funds in UK Defined Contribution Pension Plans. (2007)
Journal Article
Byrne, A., Blake, D., Cairns, A., & Dowd, K. (2007). Default Funds in UK Defined Contribution Pension Plans. Insurance: Mathematics and Economics, 63(4), 40-51

Backtesting the RPIX Inflation Fan Charts (2007)
Journal Article
Dowd, K. (2007). Backtesting the RPIX Inflation Fan Charts. Journal of Risk Model Validation, 1(3), 1-19

Validating Multiple-Period Density Forecasting Models. (2007)
Journal Article
Dowd, K. (2007). Validating Multiple-Period Density Forecasting Models. Journal of Forecasting, 26(4), 251-270. https://doi.org/10.1002/for.1025

The Impact of Occupation and Gender on Pensions from Defined Contribution Plans. (2007)
Journal Article
Blake, D., Cairns, A., & Dowd, K. (2007). The Impact of Occupation and Gender on Pensions from Defined Contribution Plans. Geneva Papers on Risk and Insurance - Issues and Practice, 32(October), 458-482. https://doi.org/10.1057/palgrave.gpp.2510141

Too Good to be True? The (In)credibility of the UK Inflation Fan Charts (2007)
Journal Article
(In)credibility of the UK Inflation Fan Charts. Journal of Macroeconomics, 29(1), 91-102. https://doi.org/10.1016/j.jmacro.2005.04.003

Temporal Dependence in Multi-Step Density Forecasting Models. (2007)
Journal Article
Dowd, K. (2007). Temporal Dependence in Multi-Step Density Forecasting Models. Journal of Risk Model Validation, 1(1), 1-20

Financial Risks and the Pension Protection Fund: Can it survive them? (2007)
Journal Article
Blake, D., Cotter, J., & Dowd, K. (2007). Financial Risks and the Pension Protection Fund: Can it survive them?. https://doi.org/10.1057/palgrave.pm.5950054

Exponential Spectral Risk Measures (2007)
Journal Article
Dowd, K., & Cotter, J. (2007). Exponential Spectral Risk Measures. The ICFAI Journal of Financial Economics,

Northern Rock Managers like Captain of Titanic. (2007)
Newspaper / Magazine
Dowd, K. (2007). Northern Rock Managers like Captain of Titanic

Better to Have Thrown Northern Rock to the Wolves (2007)
Newspaper / Magazine
Dowd, K. (2007). Better to Have Thrown Northern Rock to the Wolves

Temporal Aggregation of GARCH Volatility Processes: A (Partial) Rehabilitation of the Square-Root Rule (2007)
Journal Article
Dowd, K., & Oliver, P. (2007). Temporal Aggregation of GARCH Volatility Processes: A (Partial) Rehabilitation of the Square-Root Rule. Journal of Accounting and Finance, 5, 51-60

Professor Kevin Dowd's Outputs (12)