Search Results - person:"Niklewski, Jacek"

Corporate Social Responsibility : How Much Is Enough? A Higher Dimension Perspective of the Relationship between Financial and Social

Kalaitzoglou, Iordanis - 2020

We investigate the nature of the relationship between Corporate Social Responsibility (CSR) and Corporate Financial Performance (CFP) by examining how it changes across a third dimension that accounts for firm-specific factors. We propose a semi-latent specification of an endogenous control...

Persistent link: https://www.econbiz.de/10012855006

Forecasting the Jordanian stock index : modelling asymmetric volatility and distribution effects within a GARCH framework

Al-Hajieh, Heitham; Al-Nemer, Hashem Abdullah; Rodgers, … - In: Copernican Journal of Finance & Accounting : CJF&A 4 (2015) 2, pp. 9-25

Persistent link: https://www.econbiz.de/10012216276

Financial contagion and capital asset pricing in Africa : the impact of the 2007-09 and Euro-Zone crises on natural resources sector Beta in African emerging markets

Tony-Okeke, Uchenna; Ahmadu-Bello, Jaliyyah; Niklewski, … - In: Research in international business and finance 45 (2018), pp. 54-61

Persistent link: https://www.econbiz.de/10011983111

The 2007 financial crisis and the UK residential housing market : did the relationship between interest rates and house prices change?

Tse, Chin Bun; Rodgers, Timothy; Niklewski, Jacek - In: Economic modelling 37 (2014), pp. 518-530

Persistent link: https://www.econbiz.de/10010417611

The 2007 financial crisis and the UK residential housing market: Did the relationship between interest rates and house prices change?

Tse, Chin-Bun; Rodgers, Timothy; Niklewski, Jacek - In: Economic Modelling 37 (2014) C, pp. 518-530

This paper investigates the impact of the 2007 financial crisis on the relationship between real mortgage interest rates and real house prices. It applies a dynamic conditional correlation based methodology that uses fractionally differenced data along with controls for structural breaks and...

Persistent link: https://www.econbiz.de/10010744001

Time diversification frontiers and efficiency frontiers : implications for long-term portfolio management

Niklewski, Jacek; Redhead, Keith - In: The journal of wealth management 16 (2013/14) 3, pp. 31-42

Persistent link: https://www.econbiz.de/10010226800

International portfolio diversification and the 2007 financial crisis

Niklewski, Jacek; Rodgers, Timothy - In: Advances in financial risk management : corporates, …, (pp. 225-252). 2013

Persistent link: https://www.econbiz.de/10010213081