Concepedia
Statistics
Publications
93
Citations
4.7K
H-Index
34
Active since
1992
Affiliations
University of Sussex(Current)
University of Reading
ICMA Centre
Peking University
HSBC Holdings
Carol Alexander is an author at University of Sussex specializing in finance, business, and asset pricing.
Top concepts
BusinessFinanceAsset PricingFinancial EconomicsEconomicsVolatility ModelingEngineeringStatisticsManagementFinancial Engineering
Publications per year
1992–2023
Generalized beta-generated distributions
Carol Alexander, Gauss M. Cordeiro, Edwin M. M. Ortega et al. · Computational Statistics & Data Analysis · 2011 · 361 citations
Engineering, Generalized Function, Statistical Inference +5
Regime dependent determinants of credit default swap spreads
Carol Alexander, Andreas Kaeck · Journal of Banking & Finance · 2007 · 295 citations
Economics, Credit Market, Business +6
Seasonality and Cointegration of Regional House Prices in the UK
Carol Alexander, Michael Barrow · Urban Studies · 1994 · 230 citations
Economic Fluctuation, South East, Real Estate Finance +16
Cointegration and market integration: An application to the Indonesian rice market
Carol Alexander, John Wyeth · The Journal of Development Studies · 1994 · 197 citations
Financial Integration, Trade, Economic Integration +19
Optimal hedging using cointegration
Carol Alexander · Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences · 1999 · 195 citations
Time Series Econometrics, Financial Mathematics, Price Equilibria +19
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