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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

Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations

Sarantis, Nicholas - In: Journal of international money and finance 25 (2006) 7, pp. 1168-1186

Persistent link: https://www.econbiz.de/10003394357

Erratum to 'The Prebisch-Singer Hypothesis : Four Centuries of Evidence' (Review of Economics and Statistics, 2010, 92, 367-377)

Harvey, David I.; Kellard, Neil; Madsen, Jakob; Wohar, … - 2013

Harvey, Kellard, Madsen and Wohar (2010, Review of Economics and Statistics, 92, 367-377) contains data construction errors and the reported results are incorrect. This erratum provides the corrected results

Persistent link: https://www.econbiz.de/10014161770

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

The development of Bitcoin futures : exploring the interactions between cryptocurrency derivatives

Akyildirim, Erdinc; Corbet, Shaen; Katsiampa, Paraskevi; … - In: Finance research letters 34 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012436502

Banks and financial markets in times of uncertainty

Coakley, Jerry; Girardone, Claudia; Kellard, Neil - In: The European journal of finance 26 (2020) 10, pp. 893-896

Persistent link: https://www.econbiz.de/10012207324

Prime money market funds regulation, global liquidity, and the crude oil market

Ivan, Miruna-Daniela; Banti, Chiara; Kellard, Neil - In: Journal of international money and finance 127 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013435624

How does standardization affect OTC markets in the long term? : evidence from the small bang reform in the CDS market

Manac, Radu-Dragomir; Banti, Chiara; Kellard, Neil - In: Journal of international financial markets, … 96 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015063652

Currency trading in volatile markets : did neural networks outperform for the EUR/USD during the financial crisis 2007 - 2009?

Dunis, Christian; Laws, Jason; Schilling, Ulrike - In: Journal of derivatives & hedge funds 18 (2012) 1, pp. 2-41

Persistent link: https://www.econbiz.de/10009535199

Special issue on Forecasting financial markets

Dunis, Christian (contributor); Kanioura, Athina (contributor) - 2005

Persistent link: https://www.econbiz.de/10003081451