Research Repository

Items where Author is "Sarantis, N"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 3.


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

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

This list was generated on Mon Nov 28 11:13:57 2022 GMT.