Items where Author is "Kellard, NM"

Kellard, NM and Harvey, D and Madsen, J and Wohar, M (2018) The Resource Curse, Commodity Prices and Economic Growth. In: Global Commodity Markets and Development Economics. Routledge Studies in Development Economics . Routledge, London and New York, pp. 16-50. ISBN 978-1138898257. Official URL: https://www.routledge.com/9781138898257

Makhlouf, Y and Kellard, NM and Vinogradov, D (2017) Child mortality, commodity price volatility and the resource curse. Social Science and Medicine, 178 (C). pp. 144-156. DOI https://doi.org/10.1016/j.socscimed.2017.01.063

Kellard, NM and Millo, Y and Simon, J and Engel, O (2017) Close Communications: Hedge Funds, Brokers and the Emergence of Herding. British Journal of Management, 28 (1). pp. 84-101. DOI https://doi.org/10.1111/1467-8551.12158

Kellard, NM and Sliwa, M (2016) Business and Management impact assessment in REF2014: Analysis and reflection. British Journal of Management, 27 (4). pp. 693-711. DOI https://doi.org/10.1111/1467-8551.12186

Coakley, J and Kellard, NM and Wang, J (2016) Commodity futures returns: more memory than you might think! The European Journal of Finance, 22 (14). pp. 1457-1483. DOI https://doi.org/10.1080/1351847x.2015.1025989

Snaith, S and Kellard, NM and Ahmad, N (2015) Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures. Working Paper. Essex Finance Centre Working Papers, Colchester.

Kellard, NM and Osborn, D and Coakley, J (2015) Introduction to the JTSA John Nankervis Memorial Issue. Journal of Time Series Analysis, 36 (5). pp. 601-602. DOI https://doi.org/10.1111/jtsa.12127

Snaith, S and Coakley, J and Kellard, NM (2013) Does the forward premium puzzle disappear over the horizon? Journal of Banking & Finance, 37 (9). pp. 3681-3693. DOI https://doi.org/10.1016/j.jbankfin.2013.06.001

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. DOI https://doi.org/10.1016/j.jbankfin.2009.09.017

Coakley, J and Dollery, J and Kellard, NM (2010) Long memory and structural breaks in commodity futures markets. Journal of Futures Markets, 31 (11). pp. 1076-1113. DOI https://doi.org/10.1002/fut.20502

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. DOI https://doi.org/10.1016/j.jempfin.2007.10.002

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. DOI https://doi.org/10.1111/j.1467-9957.2008.01066.x

Coakley, J and Dollery, J and Kellard, NM (2008) The role of long memory in hedging effectiveness. Computational Statistics & Data Analysis, 52 (6). pp. 3075-3082. DOI https://doi.org/10.1016/j.csda.2007.10.019