Narrow search
Showing 1 - 10 of 12
Cover Image
Implied volatility from the term structure : a simple analytical approximation
Steeley, James M. - In: Economics letters 57 (1997) 3, pp. 345-352
Persistent link: https://www.econbiz.de/10001231497
Cover Image
Volatility transmission between stock and bond markets
Steeley, James M. - In: Journal of international financial markets, … 16 (2006) 1, pp. 71-86
Persistent link: https://www.econbiz.de/10003285791
Cover Image
Volatility transmission in the UK equity market
Chelley-Steeley, Patricia L. - In: The European journal of finance 2 (1996) 2, pp. 145-160
Persistent link: https://www.econbiz.de/10001209725
Cover Image
Volatility, leverage and firm size : the UK evidence
Chelley-Steeley, Patricia L. - In: The Manchester School of Economic and Social Studies 64 (1996), pp. 83-103
Persistent link: https://www.econbiz.de/10001201954
Cover Image
The leverage effect in the UK stock market
Chelley-Steeley, Patricia L.; Steeley, James M. - In: Applied financial economics 15 (2005) 6, pp. 409-423
Persistent link: https://www.econbiz.de/10002708209
Cover Image
Semi-parametric modelling of the term structure
Bianchi, Marco; Orszag, Jonathan Michael; Steeley, James M. - 1997
Persistent link: https://www.econbiz.de/10000956524
Cover Image
Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan; Steeley, James M. - In: Consumer issues in global economics, finance and business, (pp. 179-210). 2011
Persistent link: https://www.econbiz.de/10009427419
Cover Image
Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan; Steeley, James M. - In: Finance and banking developments, (pp. 43-74). 2010
Persistent link: https://www.econbiz.de/10008860436
Cover Image
Portfolio size, non-trading frequency and portfolio return autocorrelation
Chelley-Steeley, Patricia L.; Steeley, James M. - In: Journal of international financial markets, … 33 (2014), pp. 56-77
Persistent link: https://www.econbiz.de/10011299869
Cover Image
The effects of quantitative easing on the volatility of the gilt-edged market
Steeley, James M.; Matyushkin, Alexander - In: International review of financial analysis 37 (2015), pp. 113-128
Persistent link: https://www.econbiz.de/10011317236