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Items where Author is "Nankervis, JC"

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Coakley, J and Marzano, M and Nankervis, JC (2016) 'How profitable are FX technical trading rules?' International Review of Financial Analysis, 45. pp. 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). pp. 687-705. ISSN 0143-9782

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). pp. 168-188. ISSN 1755-3830

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

Sajjad, R and Coakley, J and Nankervis, JC (2008) 'Markov-Switching GARCH Modelling of Value-at-RisK.' Studies in Nonlinear Dynamics & Econometrics, 12 (3). ISSN 1558-3708

This list was generated on Tue Aug 9 05:13:37 2022 BST.