Centre for Financial Analysis and Policy (CFAP)
About this community
The Centre for Financial Analysis and Policy (CFAP) is a research centre based in Cambridge Judge Business School. Its origins lie in the research activities of the Cambridge Endowment for Research in Finance (CERF) from 2001-2006. CERF remains the major funding body for research in finance throughout the University of Cambridge, with all its former research activities transferred to CFAP. The work of CFAP focuses on the theoretical and empirical analysis of the behaviour of financial markets, of the relationship between finance and economic performance, and on the formation of financial policy. Topics include macro-financial balances and linkages in the international economy, financial contagion, international financial regulation, financial bubbles and risk management.
Collections in this community
(2010)We test the interest rate sensitivity of subprime credit card borrowers using a unique panel data set from a UK credit card company. What is novel about our contribution is that we were given details of a randomized interest ...
(2010)The term premium is estimated from an empirically coherent open economy VAR model of the UK economy where the model specifically accounts for the mixed nature of the data and cointegration between some variables. Using ...
(2011-02)The basis between spot and future prices will be affected by jump behavior in each asset price, challenging intraday hedging strategies. Using a formal cojumping test this paper considers the cojumping behaviour of spot ...