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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 short-term predictability of exchange rates : a BVAR time-varying parameters approach
Sarantis, Nicholas - In: Journal of banking & finance 30 (2006) 8, pp. 2257-2279
Persistent link: https://www.econbiz.de/10003355791
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Long-run drift, co-movement and persistence in real wheat and maize prices
Newbold, Paul; Rayner, Anthony J.; Kellard, Neil - In: Journal of agricultural economics 51 (2000) 1, pp. 106-121
Persistent link: https://www.econbiz.de/10001449573
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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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A note on employment, labor supply, and real wages in market disequilibrium: a reply
Sarantis, Nicholas - In: Journal of macroeconomics 8 (1986) 2, pp. 243-245
Persistent link: https://www.econbiz.de/10001085390