| How to get the most from a business intelligence application during the post implementation phase? Deep structure transformation at a UK retail bank A Audzeyeva, R Hudson European Journal of Information Systems 25, 29-46, 2016 | 128 | 2016 |
| Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective A Audzeyeva, B Summers, KR Schenk-Hoppé International Journal of Forecasting 28 (2), 507-518, 2012 | 15 | 2012 |
| The role of country, regional and global market risks in the dynamics of Latin American yield spreads A Audzeyeva, KR Schenk-Hoppé Journal of International Financial Markets, Institutions and Money 20 (4 …, 2010 | 14 | 2010 |
| On the predictability of emerging market sovereign credit spreads A Audzeyeva, AM Fuertes Journal of International Money and Finance 88, 140-157, 2018 | 11 | 2018 |
| A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression G Anderson, A Audzeyeva FEDS Working Paper, 2019 | 2 | 2019 |
| Fundamentals, real-time uncertainty and CDS index spreads A Audzeyeva, X Wang Review of Quantitative Finance and Accounting 61 (1), 1-33, 2023 | 1 | 2023 |
| Sovereign rating transitions and the price of default risk in emerging markets A Audzeyeva, KR Schenk-Hoppé Available at SSRN 967489, 2007 | 1 | 2007 |
| Forecasting UK yield curve dynamics using macroeconomic and asset pricing factors: A no-arbitrage approach A Audzeyeva, R Bladen-Hovell, SS Jayathilaka Available at SSRN 3386161, 2018 | | 2018 |
| The price of risk in sovereign Latin-American debt: a term-structure perspective A Audzeyeva Available at SSRN 2380139, 2013 | | 2013 |
| Do Public Real Estate Returns Really Lead Private Returns? A Audzeyeva, B Summers, KR Schenk-Hoppe Swiss Finance Institute Research Paper Series, 2010 | | 2010 |
| Journal of International Financial Markets, Institutions & Money A Audzeyeva, KR Schenk-Hoppé | | 2010 |
| On the Prediction of Emerging Market Sovereign Credit Spreads A Audzeyeva, AM Fuertes | | |
| Forecasting UK yield curve dynamics using macroeconomic and asset pricing factors: A just-identified no-arbitrage approach A Audzeyeva, RC Bladen-Hovell, SS Jayathilaka | | |
