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Items where Author is "Nankervis, JC"

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Number of items: 10.

Article

Coakley, J and Marzano, M and Nankervis, JC (2016) 'How profitable are FX technical trading rules?' International Review of Financial Analysis, 45. 273 - 282. ISSN 1057-5219

Nankervis, JC and Kougoulis, P and Coakley, J (2015) 'Generalized Variance-Ratio Tests in the Presence of Statistical Dependence.' Journal of Time Series Analysis, 36 (5). 687 - 705. ISSN 0143-9782

Chronopoulos, DK and Girardone, C and Nankervis, JC (2015) 'Double Bootstrap Confidence Intervals in the Two-Stage DEA Approach.' Journal of Time Series Analysis, 36 (5). 653 - 662. ISSN 0143-9782

Chronopoulos, DK and Girardone, C and Nankervis, JC (2013) 'How Do Stock Markets in the US and Europe Price Efficiency Gains from Bank M&As?' Journal of Financial Services Research, 43 (3). 243 - 263. ISSN 0920-8550

Chronopoulos, DK and Girardone, C and Nankervis, JC (2011) 'Are there any cost and profit efficiency gains in financial conglomeration? evidence from the accession countries.' European Journal of Finance, 17 (8). 603 - 621. ISSN 1351-847X

Kellard, NM and Nankervis, JC and Papadimitriou, FI (2010) 'Predicting the equity premium with dividend ratios: Reconciling the evidence.' Journal of Empirical Finance, 17 (4). 539 - 551. ISSN 0927-5398

Girardone, C and Nankervis, JC and Velentza, EF (2009) 'Efficiency, ownership and financial structure in European banking: A cross-country comparison.' Managerial Finance, 35 (3). 227 - 245. ISSN 0307-4358

Sajjad, R and Coakley, J and Nankervis, JC (2008) 'Markov-switching GARCH modelling of value-at-risk.' Studies in Nonlinear Dynamics and Econometrics, 12 (3). ISSN 1081-1826

Coakley, J and Kougoulis, P and Nankervis, JC (2008) 'The MSCI-Canada index rebalancing and excess comovement.' Applied Financial Economics, 18 (16). 1277 - 1287. ISSN 0960-3107

Velentza, AF and Girardone, C and Nankervis, JC (2008) 'Efficiency across alternative financial structures, bank types and size classes: a comparison of the OECD countries.' International Journal of Banking, Accounting and Finance, 1 (2). 168 - 188. ISSN 1755-3830

This list was generated on Sun Aug 9 22:53:50 2020 BST.