Article

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