Narrow search
Showing 1 - 8 of 8
Cover Image
Can exchange rate volatility explain persistence in the forward premium?
Kellard, Neil; Sarantis, Nicholas - In: Journal of empirical finance 15 (2008) 4, pp. 714-728
Persistent link: https://www.econbiz.de/10003759755
Cover Image
Long memory and structural breaks in commodity futures markets
Coakley, Jerry; Wang, Jian; Kellard, Neil - In: The journal of futures markets 31 (2011) 11, pp. 1076-1113
Persistent link: https://www.econbiz.de/10009355739
Cover Image
On the prevalence of trends in primary commodity prices
Kellard, Neil; Wohar, Mark E. - In: Journal of development economics 79 (2006) 1, pp. 146-167
Persistent link: https://www.econbiz.de/10003226244
Cover Image
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
Cover Image
Structural breaks and unit roots in black market real exchange rates
Cerrato, Mario; Sarantis, Nicholas - In: Recent developments on exchange rates, (pp. 59-68). 2004
Persistent link: https://www.econbiz.de/10001935169
Cover Image
Structural breaks and the equilibrium real effective exchange rate of China : a NATREX approach
You, Kefei; Sarantis, Nicholas - In: China economic review : an international journal 23 (2012) 4, pp. 1146-1163
Persistent link: https://www.econbiz.de/10009673239
Cover Image
Structural breaks, rural transformation and total factor productivity growth in China
You, Kefei; Sarantis, Nicholas - In: Journal of productivity analysis 39 (2013) 3, pp. 231-242
Persistent link: https://www.econbiz.de/10009749979
Cover Image
A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate
You, Kefei; Sarantis, Nicholas - In: Journal of international financial markets, … 22 (2012) 1, pp. 151-170
Persistent link: https://www.econbiz.de/10009540830