Caporale, GM. and Spagnolo, N. (2012) 'Stock market, economic growth, and EU accession: Evidence from three CEECs'. International Journal of Monetary Economics and Finance, 5 (2). pp. 183 - 191. ISSN: 1752-0479

Canepa, A. (2012) 'Robust Bartlett adjustment for hypotheses testing on cointegrating vectors: A bootstrap approach'. Economics and Finance Working Paper, Brunel University.

Erlwein, C., Mitra, G. and Roman, D. (2012) 'HMM based scenario generation for an investment optimisation problem'. Annals of Operations Research, 193 (1). pp. 173 - 192. ISSN: 0254-5330

Barassi, M. and Spagnolo, N. (2012) 'CO2 Emissions and Economic Growth'. The Energy Journal.

Woodside-Oriakhi, M., Lucas, C. and Beasley, JE. (2012) 'Portfolio rebalancing with an investment horizon and transaction costs'. Omega, 41 (2). pp. 406 - 420. ISSN: 0305-0483

Barassi, MR. and Spagnolo, N. (2012) 'Linear and non-linear causality between CO2 emissions and economic growth'. Energy Journal, 33 (3). pp. 23 - 38. ISSN: 0195-6574

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2012) 'State-dependent threshold smooth transition autoregressive models'. Oxford Bulletin of Economics and Statistics, Early View (6). pp. 835 - 854. ISSN: 0305-9049

Maria Caporale, G. and Spagnolo, N. (2012) 'Stock Market Integration Between Three CEECs'. Journal of Economic Integration, 27. pp. 115 - 122.

Khalaf, RF., Madan, KC. and Lucas, CA. (2012) 'On an M^[X]/G/1 queuing system with random breakdowns, server vacations, delay times and a standby server'. International Journal of Operational Research, 15 (1). pp. 30 - 47. ISSN: 1745-7645

SPAGNOLO, N., Arin, K., Lorz, O. and Reich, MR. (2011) 'Exploring the Dynamics Between Terrorism and Anti-Terror Spending: Theory and UK-Evidence'. Journal of Economics and Behavioural Organization.

Date, P., Canepa, A. and Abdel-Jawad, M. (2011) 'A mixed integer linear programming model for optimal sovereign debt issuance'. European Journal of Operational Research, 214 (3). pp. 749 - 758. ISSN: 0377-2217

Fábián, CI., Mitra, G. and Roman, D. (2011) 'Processing second-order stochastic dominance models using cutting-plane representations'. Mathematical Programming, 130 (1). pp. 33 - 57. ISSN: 0025-5610

Fábián, CI., Mitra, G. and Roman, D. (2011) 'Processing second order stochastic dominance models using cutting plane representations'. Mathematical Programming, 130 (1). pp. 33 - 37. ISSN: 0025-5610

Fabian, C., Mitra, G., Roman, D. and Zverovich, V. (2011) 'An enhanced model for portfolio choice with SSD criteria: A constructive approach'. Quantitative Finance, 11 (10). pp. 1525 - 1534. ISSN: 1469-7688

Caporale, GM. and Spagnolo, N. (2011) 'Stock market and economic growth: Evidence from three CEECs'. Economics and Finance Working Paper, 11 (16).

Woodside-Oriakhi, M., Lucas, C. and Beasley, JE. (2011) 'Heuristic algorithms for the cardinality constrained efficient frontier'. European Journal of Operational Research, 213 (3). pp. 538 - 550. ISSN: 0377-2217

Fabian, CI., Mitra, G., Roman, D., Zverovich, V., Vajnai, T., Csizmas, E. and Papp, O. et al. (2011) 'Portfolio choice models based on second-order stochastic dominance measures: An overview and a computational study', in Bertocchi, M., Consigli, G. and Dempster, MAH. (eds.) Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies. London : Springer. , 163. pp. 441 - 470. ISBN 10: 1441995854. ISBN 13: 978-1-4419-9585-8.

Gregory, C., Darby-Dowman, K. and Mitra, G. (2011) 'Robust optimization and portfolio selection: The cost of robustness'. European Journal of Operational Research, 212 (2). pp. 417 - 428. ISSN: 0377-2217

Khalaf, RF., Madan, KC. and Lucas, CA. (2011) 'On a batch arrival queuing system equipped with a stand-by server during vacation periods or the repairs times of the main server'. Journal of Probability and Statistics, 2011 (1). ISSN: 1687-952X

Hussin, SS., Roman, D., Mitra, G. and Ahmad, WKW. (2011) 'Comparison of employees provident funds in Malaysia, Sri Lanka, India and Thailand', in Mitra, G. and Schwaiger, K. (eds.) Asset and Liability Management Handbook. Palgrave. ISBN 10: 0230277799. ISBN 13: 978-0230277793.

Dueker, M., Psaradakis, Z., Sola, M. and Spagnolo, F. (2011) 'Contemporaneous-Threshold Smooth Transition GARCH Models'.

Arin, KP. and Spagnolo, N. (2011) 'Short-term growth effects of fiscal policy revisited: A Markov-switching approach'. Economics Letters, 110 (3). pp. 278 - 281. ISSN: 0165-1765

Khalaf, RF., Madan, KC. and Lukas, CA. (2011) 'An M^[X]/G/1 queue with Bernoulli Schedule, general vacation times, random breakdowns, general delay times and general repair times'. Applied Mathematical Sciences, 5 (1-4). pp. 35 - 51.

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2011) 'Financial Spillovers and Contagion from Mature to Emerging Stock Markets', in Kolb, RW. (ed.) Financial Contagion: The Viral Threat to the Wealth of Nations. Wiley. pp. 163 - 169. ISBN 10: 0470922389. ISBN 13: 9780470922385.

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2011) 'Financial spillovers and contagion from mature to emerging stock markets', in Kolb, RW. (ed.) Financial Contagion. Wiley. ISBN 10: 0470922389. ISBN 13: 9780470922385.

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2011) 'Multivariate contemporaneous-threshold autoregressive models'. Journal of Econometrics, 160 (2). pp. 311 - 325. ISSN: 0304-4076

Caporale, GM. and Spagnolo, N. (2011) 'Stock market integration between three CEECs, Russia, and the UK'. Review of International Economics, 19 (1). pp. 158 - 169. ISSN: 0965-7576

Arin, KP., Lorz, O., Reich, OFM. and Spagnolo, N. (2011) 'Exploring the dynamics between terrorism and anti-terror spending: Theory and UK-evidence'. Journal of Economic Behavior and Organization, 77 (2). pp. 189 - 202. ISSN: 0167-2681

Gregory, C., Darby-Dowman, K. and Mitra, G. (2011) 'Robust optimization and portfolio selection: The cost of robustness'. European Journal of Operational Research, 212 (2). pp. 417 - 428. ISSN: 0377-2217

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2011) 'Contemporaneous-threshold smooth transition GARCH models'. Studies in Nonlinear Dynamics and Econometrics, 15 (2). pp. 1 - 25. ISSN: 1081-1826

Woodside-Oriakhi, M., Lucas, C. and Beasley, JE. (2011) 'Heuristic algorithms for the cardinality constrained efficient frontier'. European Journal of Operational Research, 213 (3). pp. 538 - 550. ISSN: 0377-2217

Koberstein, A., Lucas, CA., Wolf, C. and Konig, D. (2011) 'Modeling and optimizing risk in the strategic gas-purchase planning problem of local distribution companies'. The Journal of Energy Markets, 4 (3). pp. 47 - 68.

Fábián, CI., Mitra, G., Roman, D., Zverovich, V., Vajnai, T., Csizmás, E. and Papp, O. et al. (2011) 'Portfolio choice models based on second-order stochastic dominance measures: An overview and a computational study', inInternational Series in Operations Research and Management Science. Springer New York. , 163. pp. 441 - 469. ISBN 13: 9781441995858.

Poojari, C., Mitra, G. and Lucas, CA. (2010) 'A heuristic technique for solving stochastic integer programming models - a supply chain application'. Journal of Heuristics. ISSN: 1381-1231

Kumar, R., Mitra, G. and Roman, D. (2010) 'Long–short portfolio optimization in the presence of discrete asset choice constraints and two risk measures'. Journal of Risk, 13 (2). pp. 71 - 100. ISSN: 1465-1211

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2010) 'Testing for global and regional spillovers in emerging stock markets'. Fiducie, The Dutch Financial and Economic Journal of the Financial Study Association, 18 (1). pp. 16 - 19.

Caporale, GM. and Spagnolo, N. (2010) 'Stock Market Integration in Central and Eastern Europe'. Journal of Economic Integration.

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2010) 'Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis'. Emerging Markets Review, 11 (3). pp. 250 - 260. ISSN: 1566-0141

Burke, S., Hunter, J. and Canepa, A. (Accepted) 'Modelling non stationary economic time series'. Macmillan.

Schwaiger, K., Lucas, C. and Mitra, G. (2010) 'Alternative decision models for liability-driven investment'. Journal of Asset Management, 11 (2-3). pp. 178 - 193. ISSN: 1470-8272

Mitra, G. and Medova, E. (2010) 'Asset and liability management/liability-driven investment for pension funds'. Journal of Asset Management, 11 (2-3). pp. 71 - 72. ISSN: 1470-8272

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2010) 'State-Dependent Threshold STAR Models'.

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2010) 'Multivariate Contemporaneous-Threshold Autoregressive Models'.

Roman, D., Mitra, G. and Spagnolo, N. (2010) 'Hidden Markov models for financial optimization problems'. IMA Journal of Management Mathematics, 21 (2). pp. 111 - 129. ISSN: 1471-678X

Poojari, C., Lucas, CA. and Mitra, G. (Accepted) 'An investigation of robust solutions for supply chain planning problem under uncertainty'. Journal of the Operational Research Society, Forthcoming.

Peren Arin, K., Lorz, O., Reich, OFM. and Spagnolo, N. (2010) 'Exploring the dynamics between terrorism and anti-terror spending: Theory and UK-evidence'. Journal of Economic Behavior and Organization, 77 (2). pp. 189 - 202. ISSN: 0167-2681

Solá, M., Psaradakis, Z., Spagnolo, F. and Spagnolo, N. (2010) '"Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities"'.

Caporale, GM. and Spagnolo, N. (2010) 'Stock Market Integration between three CEECs, Russia and the UK'.

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2010) 'Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis'. Emerging Markets Review, 11 (3). pp. 250 - 260. ISSN: 1566-0141

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2010) 'Multivariate contemporaneous-threshold autoregressive models'. Journal of Econometrics. ISSN: 0304-4076