Items where Author is "Sarantis, N"
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Article
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