Research Repository

Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2008

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Number of items: 12.

C

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

Coakley, J and Dollery, J and Kellard, N (2008) 'The role of long memory in hedging effectiveness.' Computational Statistics and Data Analysis, 52 (6). 3075 - 3082. ISSN 0167-9473

Coakley, J and Hadass, L and Wood, A (2008) 'Hot IPOs can damage your long-run wealth!' Applied Financial Economics, 18 (14). 1111 - 1120. ISSN 0960-3107

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

Coakley, J and Thomas, H and Wang, HM (2008) 'The short-run wealth effects of foreign divestitures by UK firms.' Applied Financial Economics, 18 (3). 173 - 184. ISSN 0960-3107

I

Instefjord, N and Sasaki, K (2008) 'Informational leverage: The problem of noise traders.' Annals of Finance, 4 (4). 455 - 480. ISSN 1614-2446

K

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

Korobilis, D (2008) 'Forecasting in vector autoregressions with many predictors.' In: UNSPECIFIED, (ed.) UNSPECIFIED UNSPECIFIED, 403 - 431. ISBN 9781848553088

S

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

V

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

Vitiello, L and Poon, SH (2008) 'General equilibrium and risk neutral framework for option pricing with a mixture of distributions.' Journal of Derivatives, 15 (4). 48 - 60. ISSN 1074-1240

Vlastakis, N and Dotsis, G and Markellos, R (2008) 'Nonlinear modelling of European football scores using support vector machines.' Applied Economics, 40 (1). 111 - 118. ISSN 0003-6846

This list was generated on Mon Apr 22 22:00:01 2019 BST.