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Commodity futures returns : more memory than you might think!
Coakley, Jerry; Kellard, Neil; Wang, Jian - In: The European journal of finance 22 (2016) 13/15, pp. 1457-1483
Persistent link: https://www.econbiz.de/10011715477
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The PPP debate: Price matters!
Coakley, Jerry; Kellard, Neil; Snaith, Stuart - In: Economics Letters 88 (2005) 2, pp. 209-213
Persistent link: https://www.econbiz.de/10005095471
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Does the forward premium puzzle disappear over the horizon?
Snaith, Stuart; Coakley, Jerry; Kellard, Neil - In: Journal of Banking & Finance 37 (2013) 9, pp. 3681-3693
This paper provides the first comprehensive study of the horizon effect in tests of the forward rate unbiasedness hypothesis. It estimates Fama regressions employing 1-month through to 10-year horizon data for the five most heavily traded US dollar currency pairs pre-crisis 1980–2006. In...
Persistent link: https://www.econbiz.de/10010682607
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Bubbling over! : the behaviour of oil futures along the yield curve
Tsvetanov, Daniel; Coakley, Jerry; Kellard, Neil - In: Journal of empirical finance 38 (2016), pp. 516-533
Persistent link: https://www.econbiz.de/10011663333
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Banks and financial markets in times of uncertainty
Coakley, Jerry; Girardone, Claudia; Kellard, Neil - In: The European journal of finance 26 (2020) 10, pp. 893-896
Persistent link: https://www.econbiz.de/10012207324
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Banks and financial markets in times of uncertainty : Essex Business School, University of Essex, 7-8th July 2017
Coakley, Jerry (ed.); Girardone, Claudia (ed.);  … - Banks and Financial Markets in Times of Uncertainty … - 2020
Persistent link: https://www.econbiz.de/10012207394
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Index tracking and beta arbitrage effects in comovement
Liao, Yixin; Coakley, Jerry; Kellard, Neil - In: International review of financial analysis 83 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013461660
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Multistage optimization filter for trend‐based short‐term forecasting
Zafar, Usman; Kellard, Neil; Vinogradov, Dmitri V. - In: Journal of Forecasting 41 (2021) 2, pp. 345-360
Persistent link: https://www.econbiz.de/10012632575
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Night trading and market quality : Evidence from Chinese and US precious metal futures markets
Jiang, Ying; Kellard, Neil; Liu, Xiaoquan - In: Journal of Futures Markets 40 (2020) 10, pp. 1486-1507
Persistent link: https://www.econbiz.de/10012273037
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On the robustness of cointegration tests when assessing market efficiency
Kellard, Neil - In: Finance Research Letters 3 (2006) 1, pp. 57-64
Persistent link: https://www.econbiz.de/10005397401