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Foreign exchange, fractional cointegration and the implied–realized volatility relation
Kellard, Neil; Dunis, Christian; Sarantis, Nicholas - In: Journal of banking & finance 34 (2010) 4, pp. 882-891
Persistent link: https://www.econbiz.de/10003966120
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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/10003300878
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The relative efficiency of commodity futures markets
Kellard, Neil (contributor) - In: The journal of futures markets 19 (1999) 4, pp. 413-432
Persistent link: https://www.econbiz.de/10001378173
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Evaluating currency market efficiency : are cointegration tests appropriate?
Kellard, Neil; Newbold, Paul; Rayner, Anthony J. - In: Applied financial economics 11 (2001) 6, pp. 681-691
Persistent link: https://www.econbiz.de/10001636219
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Unobserved components in an error-correction model of consumption for Southern European countries
Sarantis, Nicholas; Stewart, Chris - In: Empirical economics : a journal of the Institute for … 26 (2001) 2, pp. 391-405
Persistent link: https://www.econbiz.de/10001579906
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Does purchasing power parity hold in emerging markets? : Ecidence from a panel of black market exchange rates
Cerrato, Mario - In: International journal of finance & economics : IJFE 12 (2007) 4, pp. 427-444
Persistent link: https://www.econbiz.de/10015180240
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Symmetry, proportionality and the purchasing power parity : evidence from panel cointegration tests
Cerrato, Mario; Sarantis, Nicholas - In: International review of economics & finance : IREF 17 (2008) 1, pp. 56-65
Persistent link: https://www.econbiz.de/10003749785