Professor Nick J Taylor

BSc(Cardiff), MSc(Warw.), PhD(London)

  • BS8 1TU

20032019

Research output per year

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Personal profile

Research interests

Nick's research interests lie in the field of financial econometrics, with a particular interest in modeling and forecasting risk. 

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Research Output

  • 34 Article (Academic Journal)

Forecasting returns in the VIX futures market

Taylor, N., 1 Oct 2019, In : International Journal of Forecasting. 35, 4, p. 1193-1210 18 p.

Research output: Contribution to journalArticle (Academic Journal)

  • A comparison of static and dynamic portfolio policies

    Wang, J. & Taylor, N., 1 Jan 2018, In : International Review of Financial Analysis. 55, p. 111-127 17 p.

    Research output: Contribution to journalArticle (Academic Journal)

    Open Access
    File
  • 221 Downloads (Pure)

    Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: an MEM approach

    Xu, Y., Taylor, N. & Lu, W., 1 Mar 2018, In : International Review of Financial Analysis. 56, p. 208-220 13 p.

    Research output: Contribution to journalArticle (Academic Journal)

    Open Access
    File
  • 2 Citations (Scopus)
    109 Downloads (Pure)

    Supervised Work

    Essays on the Composition and Quality of Banks’ Assets

    Author: Skrzypinska, M., 23 Jan 2020

    Supervisor: Taylor, N. (Supervisor) & Horvath, B. (Supervisor)

    Student thesis: Doctoral ThesisDoctor of Philosophy (PhD)

    File

    Flight to Safety in Financial Modelling

    Author: Ruzzi, D., 25 Jun 2019

    Supervisor: Stoja, E. (Supervisor) & Taylor, N. (Supervisor)

    Student thesis: Doctoral ThesisDoctor of Philosophy (PhD)

    File