Professor Kevin Dowd's Outputs (250)

Financial Risk Management for Management Accountants. (2008)
Report
Woods, M., & Dowd, K. (2008). Financial Risk Management for Management Accountants. [No known commissioning body]

Securitization/Life (2008)
Book Chapter
Blake, D., & Dowd, K. (2008). Securitization/Life. In E. Melnick, & B. Everitt (Eds.), Encyclopedia of Quantitative Risk Analysis and Assessment (1623-1627). John Wiley and Sons

Keynesian Over-spending Won't Rescue the Economy. (2008)
Newspaper / Magazine
Dowd, K., Lilico, A., Greenwood, J., Jeffrey, R., Lea, R., Williams, T., …Spencer, P. (2008). Keynesian Over-spending Won't Rescue the Economy

The Birth of the Life Market (2008)
Journal Article
Blake, D., Cairns, A., & Dowd, K. (2008). The Birth of the Life Market. Asia-Pacific Journal of Risk and Insurance, 3(1), 6-36. https://doi.org/10.2202/1793-2157.1027

The huge economic significance of longevity risk for corporations, governments and individuals is beginning to be recognized and quantified. The traditional insurance route for managing this risk is capacity constrained, leaving the capital markets t... Read More about The Birth of the Life Market.

Market Risk Reporting by the World's Top Banks: Evidence on the Diversity of Reporting Practice and the Implications for Accounting Harmonisation (2008)
Journal Article
Woods, M., Dowd, K., & Humphrey, C. (2008). Market Risk Reporting by the World's Top Banks: Evidence on the Diversity of Reporting Practice and the Implications for Accounting Harmonisation. Revista de Contabilidad, 11(2), 9-42

La adopción de las normas internacionales de contabilidad y la convergencia global de la regulación contable, se exhibe frecuentemente como forma de reducir la diversidad en la elaboración de información financiera. Dado que este proceso parece induc... Read More about Market Risk Reporting by the World's Top Banks: Evidence on the Diversity of Reporting Practice and the Implications for Accounting Harmonisation.

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

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

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

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

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

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

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

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

Using Order Statistics to Estimate Confidence Intervals for Probabilistic Risk Measures. (2006)
Journal Article
Dowd, K. (2006). Using Order Statistics to Estimate Confidence Intervals for Probabilistic Risk Measures. The journal of derivatives, 14(2), 77-81. https://doi.org/10.3905/jod.2006.667552

Backtesting Risk Models within a Standard Normality Framework. (2006)
Journal Article
Dowd, K. (2006). Backtesting Risk Models within a Standard Normality Framework. Journal of Risk, 9(2), 93-111

FOMC Macroeconomic Forecasts: A Non-Parametric Analysis (2006)
Journal Article
Dowd, K. (2006). FOMC Macroeconomic Forecasts: A Non-Parametric Analysis. International Journal of Applied Economics and Finance, 3(2), 1-8