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Arbitrage bounds and the time series properties of the discount on UK closed-end mutual funds

Copeland, Laurence S. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003390739

Arbitrage bounds and the time series properties of the discount on UK closed-end mutual funds

Copeland, Laurence S. - In: Journal of business finance & accounting : JBFA 34 (2007) 1/2, pp. 313-330

Persistent link: https://www.econbiz.de/10003432226

LIFFE cycles : intraday evidence from the FTSE-100 Stock Index futures market

Abhyankar, Abhay; Copeland, Laurence S.; Wong, W. - In: The European journal of finance 5 (1999) 2, pp. 123-139

Persistent link: https://www.econbiz.de/10001439629

Nonlinear dynamics in real-time equity market indices : evidence from the United Kingdom

Abhyankar, Abhay - In: The economic journal : the journal of the Royal … 105 (1995) 431, pp. 864-880

Persistent link: https://www.econbiz.de/10001184713

Uncovering nonlinear structure in real-time stock-market indexes : the S&P 500, the DAX, the Nikkei 225, and the FTSE-100

Abhyankar, Abhay - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001214331

Real interest rates, expected inflation and the inflation uncertainty premium : evidence from UK index-linked bond prices

Levin, Eric J. - In: Economics letters 38 (1992) 3, pp. 331-334

Persistent link: https://www.econbiz.de/10001123545

Reading the message from the UK indexed bond market : real interest rates, expected inflation and the risk premium

Levin, Eric J. - In: The Manchester School of Economic and Social Studies 61 (1993), pp. 13-34

Persistent link: https://www.econbiz.de/10001144424

Exchange rates and international finance

Copeland, Laurence S. - 1994 - 2. ed

Persistent link: https://www.econbiz.de/10000889416

Forecasting the returns on UK investment trusts : a comparison

Copeland, Laurence S.; Wang, Ping - In: The European journal of finance 6 (2000) 3, pp. 298-310

Persistent link: https://www.econbiz.de/10001526132

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

Persistent link: https://www.econbiz.de/10003825837