Date, P., Lade, RJ., Mitra, G. and Moore, PE. (2009) 'Modelling the risk of failure in explosion protection installations'. Journal of Loss Prevention in the Process Industries, 22 (4). pp. 492 - 498. ISSN: 0950-4230 Open Access Link

Roman, D. and Mitra, G. (2009) 'Portfolio selection models: a review and new directions'. Wilmott Journal, 1 (2). pp. 69 - 85. ISSN: 1759-6351 Open Access Link

Mitra, L., Mitra, G. and Dibartolomeox, D. (2009) 'Equity portfolio risk estimation using market information and sentiment'. Quantitative Finance, 9 (8). pp. 887 - 895. ISSN: 1469-7688

Fábián, CI., Mitra, G. and Roman, D. (2009) 'Processing second-order stochastic dominance models using cutting-plane representations'. Mathematical Programming. pp. 1 - 25. ISSN: 0025-5610

Di Domenica, N., Lucas, C., Mitra, G. and Valente, P. (2009) 'Scenario generation for stochastic programming and simulation: A modelling perspective'. IMA Journal of Management Mathematics, 20 (1). pp. 1 - 38. ISSN: 1471-678X

Seeratten, D. and Spagnolo, N. (2009) 'Central bank intervention and foreign exchange markets'. Applied Financial Economics, 19 (17). pp. 1417 - 1432. ISSN: 0960-3107

Di Domenica, N., Lucas, C., Mitra, G. and Valente, P. (2009) 'Scenario generation for stochastic programming and simulation: a modelling perspective'. IMA JOURNAL OF MANAGEMENT MATHEMATICS, 20 (1). pp. 1 - 38. ISSN: 1471-678X

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2009) 'Volatility Spillovers and Contagion from Mature to Emerging Stock Markets'.

Beirne, J., Caporale, GM. and Spagnolo, N. (2009) 'Market, interest rate and exchange rate risk effects on financial stock returns: a GARCH-M approach'. Quantitative and Qualitative Analysis in Social Sciences, 3 (2). pp. 44 - 68. ISSN: 1752-8925

Valente, C., Mitra, G., Sadki, M. and Fourer, R. (2009) 'Extending algebraic modelling languages for stochastic programming'. INFORMS Journal on Computing, 21 (1). pp. 107 - 122. ISSN: 1091-9856

Driffill, J., Kenc, T., Sola, M. and Spagnolo, F. (2009) 'The effects of different parameterizations of Markov-switching in a CIR model of bond pricing'. Studies in Nonlinear Dynamics and Econometrics, 13 (1). pp. 1 - 24. ISSN: 1558-3708

Psaradakis, Z., Sola, M., Spagnolo, F. and Spagnolo, N. (2009) 'Selecting nonlinear time series models using information criteria'. Journal of Time Series Analysis, 30 (4). pp. 369 - 394. ISSN: 0143-9782

Battisti, G., Canepa, A. and Stoneman, P. (2009) 'e-Business usage across and within firms in the UK: profitability, externalities and policy'. Research Policy, 38 (1). pp. 133 - 143. ISSN: 0048-7333 Open Access Link

Canepa, A. and Stoneman, P. (2008) 'Financial constraints to innovation in the UK: Evidence from CIS2 and CIS3'. Oxford Economics Papers, 60 (4). pp. 711 - 730. ISSN: 0030-7653

Poojari, CA., Lucas, C. and Mitra, G. (2008) 'Robust solutions and risk measures for a supply chain planning problem under uncertainty'. Journal of the Operational Research Society, 59 (1). pp. 2 - 12. ISSN: 0160-5682

Arin, KP., Ciferri, D. and Spagnolo, N. (2008) 'The price of terror: The effects of terrorism on stock market returns and volatility'. Economics Letters, 101 (3). pp. 164 - 167. ISSN: 0165-1765

Cipollini, A., Mouratidis, K. and Spagnolo, N. (2008) 'Evaluating currency crises: the case of the European monetary system'. Empirical Economics, 35 (1). pp. 11 - 27. ISSN: 0377-7332

Wu, WB., Yu, K. and Mitra, G. (2008) 'Kernel conditional quantile estimation for stationary processes with application to conditional value-at-risk'. Journal of Financial Econometrics, 6 (2). pp. 253 - 270. ISSN: 1479-8409

Lucas, C. and Mitra, G. (2008) 'IMA Journal Management Mathematics: Editorial'. IMA Journal of Management Mathematics, 19 (4). pp. 323 - 324. ISSN: 1471-678X

Roman, D., Darby-Dowman, K. and Mitra, G. (2007) 'Mean-risk models using two risk measures: a multi-objective approach'. Quantitative Finance, 7 (4). pp. 443 - 458. ISSN: 1469-7688 Open Access Link

Dueker, M., Sola, M. and Spagnolo, F. (2007) 'Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting'.

Di Domenica, N., Mitra, G., Valente, P. and Birbilis, G. (2007) 'Stochastic programming and scenario generation within a simulation framework: an information systems perspective'. Decision Support Systems, 42 (4). pp. 2197 - 2218. ISSN: 0167-9236

Valente, P. and Mitra, G. (2007) 'The evolution of web-based optimisation: from ASP to e-services'. Decision Support Systems, 43 (4). pp. 1096 - 1116. ISSN: 0167-9236

Dempster, MAH., Mitra, G. and Pflug, GC. (2007) 'Introduction to the special issue on financial planning in a dynamical setting'. Quantitative Finance, 7 (2). pp. 111 - 112. ISSN: 1469-7688

Dempster, MAH., Mitra, G. and Pflug, GC. (2007) 'Introduction to the special issue on portfolio construction and risk management'. Quantitative Finance, 7 (4). pp. 357 - 358. ISSN: 1469-7688

Dueker, MJ., Sola, M. and Spagnolo, F. (2007) 'Contemporaneous threshold autoregressive models: estimation, testing and forecasting'. Journal of Econometrics, 141 (2). pp. 517 - 547. ISSN: 0304-4076

Lucas, C., Mitra, G. and Poojari, CA. (2007) 'Risk based methods for supply chain planning and management'. Journal of the Operational Research Society, 58 (11). pp. 1397 - 1397. ISSN: 0160-5682

Canepa, A. and Godfrey, LG. (2007) 'Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods'. Journal of Time Series Analysis, 28 (3). pp. 434 - 453. ISSN: 0143-9782

Russo, E., Spagnolo, F. and Mamon, R. (2007) 'An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market', inInternational Series in Operations Research and Management Science. , 104. pp. 133 - 153.

Sola, M., Spagnolo, F. and Spagnolo, N. (2007) 'Predicting Markov volatility switches using monetary policy variables'. Economics Letters, 95 (1). pp. 110 - 116. ISSN: 0165-1765

Roman, D., Darby-Dowman, K. and Mitra, G. (2006) 'Portfolio construction based on stochastic dominance and target return distributions'. Mathematical Programming, 108 (2-3). pp. 541 - 569. ISSN: 0025-5610

Kontonikas, A., Montagnoli, A. and Spagnolo, N. (2006) 'Stock Returns and Inflation: The Impact of Inflation Targeting'.

Caporale, GM., Pittis, N. and Spagnolo, N. (2006) 'Volatility transmission and financial crises'. Journal of Economics and Finance, 30 (3). pp. 376 - 390. ISSN: 1055-0925

Jobst, NJ., Mitra, G. and Zenios, SA. (2006) 'Integrating market and credit risk: a simulation and optimisation perspective'. Journal of Banking and Finance, 30 (2). pp. 717 - 742. ISSN: 0378-4266

Canepa, A. (2006) 'Small sample corrections for linear restrictions on cointegrating vectors: a Monte Carlo comparison'. Economics Letters, 91 (3). pp. 330 - 336. ISSN: 0165-1765

Psaradakis, Z. and Spagnolo, N. (2006) 'Joint determination of the state dimension and autoregressive order for models with Markov regime switching'. Journal of Time Series Analysis, 27 (5). pp. 753 - 766. ISSN: 0143-9782

Psaradakis, Z., Sola, M. and Spagnolo, F. (2006) 'Instrumental-variables estimation in Markov switching models with endogenous explanatory variables: an application to the term structure of interest rates'. Studies in Nonlinear Dynamics and Econometrics, 10 (2). pp. 1 - 31. ISSN: 1558-3708

Canepa, A. and Stoneman, P. (2005) 'Financing constraints in the inter firm diffusion of new process technologies', inEssays in Honor of Edwin Mansfield: The Economics of R&D, Innovation, and Technological Change. Springer-Verlag. pp. 247 - 257. ISBN 10: 0387250107.

Caporale, GM., Cerrato, M. and Spagnolo, N. (2005) 'Measuring half-lives: using a non-parametric bootstrap approach'. Applied Financial Economics Letters, 1 (1). pp. 1 - 4.

Nwana, V., Darby-Dowman, K. and Mitra, G. (2005) 'A co-operative parallel heuristic for mixed zero-one linear programming: combining simulated annealing with branch and bound'. European Journal of Operational Research, 164 (1). pp. 12 - 23. ISSN: 0377-2217 Open Access Link

Psaradakis, Z. and Spagnolo, F. (2005) 'Forecast performance of nonlinear error-correction models with multiple regimes'. Journal of Forecasting, 24 (2). pp. 119 - 138. ISSN: 0277-6693

Boinet, V., Napolitano, O. and Spagnolo, N. (2005) 'Was the currency crisis in Argentina self-fulfilling?'. Review of World Economics, 141 (2). pp. 357 - 368. ISSN: 1610-2878

Mitra, G. (2005) 'Introduction: Optimization and risk modelling'. Computational Optimization and Applications, 32 (1-2). pp. 5 - 8. ISSN: 0926-6003

Caporale, GM., Cipollini, A. and Spagnolo, N. (2005) 'Testing for contagion: a conditional correlation analysis'. Journal of Empirical Finance, 12 (3). pp. 476 - 489. ISSN: 0927-5398

Arestis, P., Caporale, GM., Cipollini, A. and Spagnolo, N. (2005) 'Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis'. International Journal of Finance and Economics, 10 (4). pp. 359 - 367. ISSN: 1076-9307

Volosov, K., Mitra, G., Spagnolo, F. and Lucas, C. (2005) 'Treasury management model with foreign exchange exposure'. Computational Optimization and Applications, 32 (1-2). pp. 179 - 207. ISSN: 0926-6003 Open Access Link

Spagnolo, F., Psaradakis, Z. and Sola, M. (2005) 'Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables'. Journal of Applied Econometrics, 20 (3). pp. 423 - 437. ISSN: 0883-7252

Davis, EP., IOANNIDIS, CHRISTOS. and SPAGNOLO, NICOLA. (2005) 'STOCK MARKET INTEGRATION AND EUROPEAN MONETARY UNION'.

Caporale, GM., Pittis, N. and Spagnolo, N. (2004) 'Feedbacks between stock prices and exchange rates in the East Asian markets', in Tsoukis, C., Agiomirgianakis, GM. and Biswas, T. (eds.) Aspects of Globalisation - Macroeconomic and Capital Market Linkages in an Integrated World Economy. Kluwer Academic Publishers, London. pp. 215 - 241.

Caporale, GM. and Spagnolo, N. (2004) 'Modelling East Asian exchange rates: A Markov-switching approach'. Applied Financial Economics, 14 (4). pp. 233 - 242. ISSN: 0960-3107