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Items where Author is "Kellard, N"

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Number of items: 11.

Article

Kellard, N and Millo, Y and Simon, J and Engel, O (2017) 'Close Communications: Hedge Funds, Brokers and the Emergence of Herding.' British Journal of Management, 28 (1). 84 - 101. ISSN 1045-3172

Tsvetanov, D and Coakley, J and Kellard, N (2016) 'Is news related to GDP growth a risk factor for commodity futures returns?' Quantitative Finance, 16 (12). 1887 - 1899. ISSN 1469-7688

Coakley, J and Kellard, N and Wang, J (2016) 'Commodity futures returns: more memory than you might think!<sup>†</sup>.' European Journal of Finance, 22 (14). 1457 - 1483. ISSN 1351-847X

Tsvetanov, D and Coakley, J and Kellard, N (2016) 'Bubbling over! The behaviour of oil futures along the yield curve.' Journal of Empirical Finance, 38 (Part B). 516 - 533. ISSN 0927-5398

Kellard, N and Osborn, D and Coakley, J (2015) 'Introduction to the JTSA John Nankervis Memorial Issue.' Journal of Time Series Analysis, 36 (5). 601 - 602. ISSN 0143-9782

Snaith, S and Coakley, J and Kellard, N (2013) 'Does the forward premium puzzle disappear over the horizon?' Journal of Banking and Finance, 37 (9). 3681 - 3693. ISSN 0378-4266

Coakley, J and Dollery, J and Kellard, N (2011) 'Long memory and structural breaks in commodity futures markets.' Journal of Futures Markets, 31 (11). 1076 - 1113. ISSN 0270-7314

Kellard, N and Dunis, C and Sarantis, N (2010) 'Foreign exchange, fractional cointegration and the implied-realized volatility relation.' Journal of Banking and Finance, 34 (4). 882 - 891. ISSN 0378-4266

Kellard, N and Sarantis, N (2008) 'Can exchange rate volatility explain persistence in the forward premium?' Journal of Empirical Finance, 15 (4). 714 - 728. ISSN 0927-5398

Cerrato, M and Kellard, N and Sarantis, N (2008) 'The purchasing power parity persistence puzzle: Evidence from black market real exchange rates.' Manchester School, 76 (4). 405 - 423. ISSN 1463-6786

Coakley, J and Dollery, J and Kellard, N (2008) 'The role of long memory in hedging effectiveness.' Computational Statistics and Data Analysis, 52 (6). 3075 - 3082. ISSN 0167-9473

This list was generated on Thu Nov 21 05:28:11 2019 GMT.