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2018

Shen, Jiadi (2018) Backtesting in VaR Models of Bitcoins. [Dissertation (University of Nottingham only)]

2017

Du, Cong (2017) A cross-country comparison of Expected Shortfall estimation models. [Dissertation (University of Nottingham only)]

Huseynov, Sanan (2017) The Impact of Oil Price Movements on Exchange Rate Changes: Evidence from Caspian Sea Countries (GARCH and EGARCH Approaches). [Dissertation (University of Nottingham only)]

LIAN, NING (2017) An analysis of loan loss provision behaviour in Chinese banking. [Dissertation (University of Nottingham only)]

Lyu, Tianyao (2017) Loan Loss Provisioning Behaviour- An Empirical Study of Chinese Banks. [Dissertation (University of Nottingham only)]

ZHANG, TIANXIN (2017) Loan Loss Provisioning Practices of Chinese Banks. [Dissertation (University of Nottingham only)]

ZHU, Yidan (2017) An Analysis of Loan Loss Provisioning Behaviour in Chinese Banks. [Dissertation (University of Nottingham only)]

2016

Liu, Yue (2016) C Bank Chongqing Branch credit risk management research. [Dissertation (University of Nottingham only)]

2015

Gong, Bosichan (2015) Long-term Correlations and Rare Events in Futures Volatility. [Dissertation (University of Nottingham only)]

Manning Smith, James (2015) Digital Gold or Worthless Bytes? An Exploration of Bitcoin Price Fluctuations and Assessment of Event Driven Volatility. [Dissertation (University of Nottingham only)]

2014

Chen, Zili (2014) De Facto China Yuan Exchange Rate Regime and Fluctuation Estimation. [Dissertation (University of Nottingham only)] (Unpublished)

Gao, Song (2014) An Empirical Analysis of the Contagion Risk in the Stock Markets: Evidence with E-GARCH VaR Model. [Dissertation (University of Nottingham only)] (Unpublished)

Liew, KeiYan (2014) Evaluation of the Predictive Ability of VaR Models during Different Market Conditions. [Dissertation (University of Nottingham only)] (Unpublished)

Purnama, Gita Prisilfia (2014) An Empirical Analysis of Cost Efficiency and Share Performance in Indonesian Banking Industry. [Dissertation (University of Nottingham only)] (Unpublished)

Yang, Jiajia (2014) Cost X-efficiency and Loan Loss Provision Decision: Evidence from Mainland China and Hong Kong Listed Banks. [Dissertation (University of Nottingham only)] (Unpublished)

Yin, Rui (2014) The Analysis of Systemic Risk of Commercial Banks in China Using CoVaR. [Dissertation (University of Nottingham only)] (Unpublished)

Zhao, Xinran (2014) An Empirical Study on Value-at-Risk and Backtesting VaR Models. [Dissertation (University of Nottingham only)] (Unpublished)

2013

Takkides, Themistoklis (2013) Analysis of Political News in the Greek Stock Market. [Dissertation (University of Nottingham only)] (Unpublished)

WU, JIE (2013) Cash Flow at Risk of the Retailers in UK. [Dissertation (University of Nottingham only)] (Unpublished)

Xiao, Ying (2013) An Evaluation of Value at Risk Models in Chinese Stock Market. [Dissertation (University of Nottingham only)] (Unpublished)

Yang, Yunhan (2013) Chinese Real Estate Market Risk Measure by Value-at-Risk: an Empirical Study on Real Estate Market of Beijing and Chongqing. [Dissertation (University of Nottingham only)] (Unpublished)

2012

Chin, Wei Hoong (2012) Value-at-Risk: Applying Extreme Value Approach to Measuring Financial Markets of the Southeast Asian Countries. [Dissertation (University of Nottingham only)] (Unpublished)

LI, VIVIANA (2012) Assessing the Performance of Value – at – Risk Models in Hang Seng Index and China Securities Index. [Dissertation (University of Nottingham only)] (Unpublished)

Lee, Mei-Ying (2012) The Study of Optimal Hedge Ratios and Utility Based Approach to the Crude Oil Hedging Strategies Using Multivariate GARCH. [Dissertation (University of Nottingham only)] (Unpublished)

Ma, Xiaosu (2012) The Impacts of Credit Derivatives on Bank Portfolio Performance: An Empirical Analysis. [Dissertation (University of Nottingham only)] (Unpublished)

Mukasheva, Aigerim (2012) Simulation based approach in evaluation of alternative VaR models in the presence of ARCH effects. [Dissertation (University of Nottingham only)] (Unpublished)

Ong, Sze En (2012) Catasrophe Bond Pricing: An Application of Extreme Value Theory. [Dissertation (University of Nottingham only)] (Unpublished)

Ong, Sze En (2012) Catastrophe Bond Pricing: An Application of Extreme Value Theory. [Dissertation (University of Nottingham only)] (Unpublished)

2011

Alkhub, Hala (2011) Value at Risk Disclosures: The Case of Canada Revisited. [Dissertation (University of Nottingham only)] (Unpublished)

Anhar, Merrisa Fitriyana (2011) Descriptive Comparative Analysis of the Doctrine of Efficient Breach from Law and Economic Perspectives. [Dissertation (University of Nottingham only)] (Unpublished)

Khussanov, Azizzhon (2011) A Value at Risk Efficiency Test Under Different Scenarios: Historical Simulation and MOnte Carlo Simulation Approaches. [Dissertation (University of Nottingham only)] (Unpublished)

Nassar, Dalia/D.N (2011) The Accuracy and Disclosure of VaR by banks : Evidence from the UK. [Dissertation (University of Nottingham only)] (Unpublished)

Nguyen, Thanh Ha (2011) THE DEVELOPMENT OF THE CHARITY RETAIL SECTOR IN THE UK. [Dissertation (University of Nottingham only)] (Unpublished)

Yuen, Lok Hin David (2011) Evaluating different Value-at-Risk calculation methods: Are the Hong Kong Listed Banks’Market Risk Disclosures consistent with the performance? [Dissertation (University of Nottingham only)] (Unpublished)

2010

Alsairafi, Ahmed (2010) UNIVERSITY OF NOTTINGHAM Riskiness of Islamic and conventional retail banks: a comparative study Ahmed AlSairafi MA Risk Management Riskiness of Islamic and conventional retail banks: a comparative study. [Dissertation (University of Nottingham only)] (Unpublished)

Kongprajya, Anyarat (2010) An Analysis of The Impact of Political News on Thai Stock Market. [Dissertation (University of Nottingham only)] (Unpublished)

Thompson, Daniel (2010) To Hedge or Not to Hedge: The Impact of the Global Financial Crisis on Corporate Hedging Strategy in FTSE 350 Companies. [Dissertation (University of Nottingham only)] (Unpublished)

Zhang, Yang (2010) A Statistical Approach to Test Technical Trading Rules. [Dissertation (University of Nottingham only)] (Unpublished)

2009

Bao, Xiuli (2009) The Application of Value at Risk in Chinese Commercial Banks for the Foreign Exchange Rate Risk Management. [Dissertation (University of Nottingham only)] (Unpublished)

Hsu, Chia-Luan (2009) Stock Return Volatility and the Determinants: An Empirical Study of the US Market. [Dissertation (University of Nottingham only)] (Unpublished)

Santacruz, Guillaume (2009) Value at Risk: a Trade-off between Accuracy and Computational Time. [Dissertation (University of Nottingham only)] (Unpublished)

Yang, Mei (2009) Identify the Risk Factor in Asset Pricing: Total Skewness in Chinese Stock Markets. [Dissertation (University of Nottingham only)] (Unpublished)

Zhang, Zhu (2009) The Impact of Foreign Exchange Rate Risk on China’s Commercial Banks. [Dissertation (University of Nottingham only)] (Unpublished)

2008

Stringer, Elizabeth (2008) Price Discrimination in the Airline Industry. [Dissertation (University of Nottingham only)] (Unpublished)

2007

Sachdev, Harpreet Kaur (2007) Economics of a Single Currency. [Dissertation (University of Nottingham only)] (Unpublished)

Shah, Preksha (2007) Linkages Between Macroeconomic Variables and the BSE Stock Indices :An Application of the Vector Error Correction Model. [Dissertation (University of Nottingham only)] (Unpublished)

2006

Cooper, Simon (2006) An Investigation into the Corporate Governance of Limited Liability Partnerships in the Professional Services Industry. [Dissertation (University of Nottingham only)] (Unpublished)

Luo, Xuefen (2006) The Reform of China's Exchange Rate Regime. [Dissertation (University of Nottingham only)] (Unpublished)

Luo, Xuefen (2006) The Reform of China's Exchange Rate Regime. [Dissertation (University of Nottingham only)] (Unpublished)

Ross-Jones, Thomas (2006) Pension Scheme Governance in the UK: A Qualitative Study. [Dissertation (University of Nottingham only)] (Unpublished)