Narrow search
Showing 1 - 9 of 9
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Cointegration-based optimisation of currency portfolios
Dunis, Christian; Laws, Jason; Shone, Adam - In: Journal of derivatives & hedge funds 17 (2011) 2, pp. 86-114
Persistent link: https://www.econbiz.de/10009388479
Cover Image
Stock market linkages among new EMU members and the euro area : implications for financial integration and portfolio diversification
Dunis, Christian; Sermpinis, Georgios; Karampelia, … - In: Studies in economics and finance 30 (2013) 4, pp. 370-388
Persistent link: https://www.econbiz.de/10010207317
Cover Image
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
Cover Image
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
Cover Image
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