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An international perspective on risk management quality

Mira, Svetlana; Taylor, Nicholas - In: European financial management : the journal of the … 19 (2013) 5, pp. 935-955

Persistent link: https://www.econbiz.de/10010237350

The rise and fall of technical trading rule success

Taylor, Nicholas - In: Journal of banking & finance 40 (2014), pp. 286-302

Persistent link: https://www.econbiz.de/10010402188

On the effects of private information on volatility

Opschoor, Anne; Wel, Michel van der; Dijk, Dick van; … - 2011

We study the impact of private information on volatility in financial markets. We develop a comprehensive framework to investigate this link while controlling for the effects of both public information (such as macroeconomic news releases) and private information on prices and the effects of...

Persistent link: https://www.econbiz.de/10009126682

Time-varying price discovery in the eighteenth century : empirical evidence from the London and Amsterdam stock markets

Bell, Adrian R.; Brooks, Chris; Taylor, Nicholas - In: Cliometrica : journal of historical economics and … 10 (2016) 1, pp. 5-30

Persistent link: https://www.econbiz.de/10011492239

The determinants of bank risks : evidence from the recent financial crisis

Leung, W.S.; Taylor, Nicholas; Evans, Kevin P. - In: Journal of international financial markets, … 34 (2015), pp. 277-293

Persistent link: https://www.econbiz.de/10011474607

On the effects of private information on volatility

Opschoor, Anne; Wel, Michel van der; Dijk, Dick van; … - 2011 - This version: May 9, 2011

Persistent link: https://www.econbiz.de/10011386466

Portfolio diversification and excess comovement in commodity prices

Garrett, Ian; Taylor, Nicholas - In: The Manchester School 69 (2001) 4, pp. 351-368

Persistent link: https://www.econbiz.de/10001601622

Robust evaluation of fixed-event forecast rationality

Clements, Michael P.; Taylor, Nicholas - In: Journal of forecasting 20 (2001) 4, pp. 285-295

Persistent link: https://www.econbiz.de/10001611046

Evaluating interval forecasts of high-frequency financial data

Clements, Michael P.; Taylor, Nicholas - In: Journal of applied econometrics 18 (2003) 4, pp. 445-456

Persistent link: https://www.econbiz.de/10001779859

Bootstrapping prediction intervals for autoregressive models

Clements, Michael P.; Taylor, Nicholas - In: International journal of forecasting 17 (2001) 2, pp. 247-267

Persistent link: https://www.econbiz.de/10001575596