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Items where Author is "Kellard, NM"

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Number of items: 13.

Article

Makhlouf, Y and Kellard, NM and Vinogradov, D (2017) 'Child mortality, commodity price volatility and the resource curse.' Social Science and Medicine, 178 (C). pp. 144-156. ISSN 0277-9536

Kellard, NM 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). pp. 84-101. ISSN 1045-3172

Kellard, NM and Sliwa, M (2016) 'Business and Management impact assessment in REF2014: Analysis and reflection.' British Journal of Management, 27 (4). pp. 693-711. ISSN 1045-3172

Coakley, J and Kellard, NM and Wang, J (2016) 'Commodity futures returns: more memory than you might think!' The European Journal of Finance, 22 (14). pp. 1457-1483. ISSN 1351-847X

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

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

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

Coakley, J and Dollery, J and Kellard, NM (2010) 'Long memory and structural breaks in commodity futures markets.' Journal of Futures Markets, 31 (11). pp. 1076-1113. ISSN 0270-7314

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

Cerrato, M and Kellard, NM and Sarantis, N (2008) 'The Purchasing Power Parity Persistence Puzzle: Evidence From Black Market Real Exchange Rates.' The Manchester School, 76 (4). pp. 405-423. ISSN 1463-6786

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

Book Section

Kellard, NM and Harvey, D and Madsen, J and Wohar, M (2018) 'The Resource Curse, Commodity Prices and Economic Growth.' In: Pfaffenzeller, S, (ed.) Global Commodity Markets and Development Economics. Routledge Studies in Development Economics . Routledge, 16 - 50. ISBN 978-1138898257, 1138898252

Monograph

Snaith, S and Kellard, NM and Ahmad, N (2015) Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures. Working Paper. Essex Finance Centre Working Papers, Colchester.

This list was generated on Thu Aug 18 05:43:13 2022 BST.