Dr JULIAN WILLIAMS

Senior Lecturer

Personal Details Telephone: +44 (0)1224 272204 Email: julian.williams@abdn.ac.uk

Publications

Working Papers and Discussion Papers

Working Papers

• Pym, DJ., Swierzbinski, J. & Williams, J. 'The Need for Public Policy Intervention in Information Security'.
• Patacconi, A., Swierzbinski, J. & Williams, J. 'Self-Protection and Insurance with Endogenous Security Risks'.
• Chen, J., Williams, J., Black, AJ. & Gustap, O. 'The importance of jumps in modelling volatility during the 2008 financial crisis'. Social Science Electronic Publishing.
• Buckland, R. & Williams, J. 'Risk, Volatility and Regulation in Water Supply and Distribution: a post-privatisation comparison of UK and US water utilities'.

Contributions to Journals

Articles

• Calice, G., Chen, J. & Williams, J. (2013). 'Liquidity Spillovers in Sovereign Bond and CDS Markets: An Analysis of The Eurozone Sovereign Debt Crisis'. Journal of Economic Behavior and Organization, vol 85, pp. 122-143.
  [Online] DOI: 10.1016/j.jebo.2011.10.013
• Calice, G., Chen, J. & Williams, J. (in press). 'Are There Benefits To Being Naked? The Returns and Diversification Impact of Capital Structure Arbitrage'. European Journal of Finance.
  [Online] DOI: 10.1080/1351847X.2011.637115
• Ioannidis, C., Pym, DJ. & Williams, J. (2012). 'Information Security Trade-offs and Optimal Patching Policies'. European Journal of Operational Research, vol 216, no. 2, pp. 434-444.
  [Online] DOI: 10.1016/j.ejor.2011.05.050
  [Online] AURA: IoannidisPymWilliams_EconPatching.pdf
• Calice, G., Ioannidis, C. & Williams, J. (2012). 'Credit Derivatives and the Default Risk of Large Complex Financial Institutions'. Journal of Financial Services Research, vol 42, no. 1-2, pp. 85-107.
  [Online] DOI: 10.1007/s10693-011-0121-z
• Williams, J. & Ioannidis, C. (2011). 'Multivariate Asset Price Dynamics With Stochastic Covariation'. Quantitative Finance, vol 11, no. 1, pp. 125-134.
  [Online] DOI: 10.1080/14697680903419693
• Williams, J., Buckland, R. & Chen, J. (2011). 'Regulatory Changes, Market Integration and Spillover Effects in the Chinese A, B and Hong Kong Equity Markets'. Pacific-Basin Finance Journal, vol 19, no. 4, pp. 351-373.
  [Online] DOI: 10.1016/j.pacfin.2011.01.002

Chapters in Books, Reports and Conference Proceedings

Chapters

• Ioannidis, C., Pym, DJ. & Williams, J. (2012). 'Fixed Costs, Investment Rigidities, and Risk Aversion in Information Security: A Utility-theoretic Approach'. B Schneier (ed.), in: Economics of Security and Privacy III. Springer-Verlag, New York, pp. 171-192.
• Ioannidis, C., Williams, J. & Pym, DJ. (2009). 'Investments and Trade-offs in the Economics of Information Security'. R Dingledine & P Golle (eds), in: Financial Cryptography and Data Security: 13th International Conference, FC 2009, Revised Selected Papers. vol. 5628, Security and Cryptology (Lecture Notes in Computer Science), no. 5628, Springer-Verlag, Heidelberg, Germany, pp. 148-166.
  [Online] DOI: 10.1007/978-3-642-03549-4
• Ioannidis, C., Miao, RH. & Williams, J. (2008). 'Interest Rate Models: A Review'. C Zopunidis, M Doumpos & P Pardalos (eds), in: Handbook of Financial Engineering. Optimization and its Applications, vol. 18, Springer Science+Business Media, New York, NY, USA, pp. 157-201.
  [Online] DOI: 10.1007/978-0-387-76682-9

Conference Proceedings

• Ioannidis, C., Pym, DJ. & Williams, J. (2011). 'Fixed Costs, Investment Rigidities, and Risk Aversion in Information Security: A Utility-theoretic Approach'. B Schneier (ed.), in: Economics of Information Security and Privacy III. Springer, pp. 171-191, The Tenth Workshop on Economics of Information Security (WEIS 2011), Virginia, United Kingdom, 14-15 June.
  [Online] DOI: 10.1007/978-1-4614-1981-5_8

Contributions to Conferences

Papers

• Pym, DJ., Williams, J., Ioannidis, C., Gheyas, IA. & Baldwin, A. (2012). 'Contagion in Cybersecurity Attacks'. Paper presented at 11th Annual Workshop on the Economics of Information Security, Berlin, Germany, 25/06/12 - 26/06/12,.
• Black, AJ., Chen, J., Gustap, O. & Williams, J. 'Volatility modelling with jumps: An empirical approach'. Paper presented at International Conference of the Financial Engineering and Banking Society, London, United Kingdom, 7/06/12 - 8/06/12,.

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