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Items where Author is "Kellard, Neil"

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Number of items: 16.

Article

Astill, Sam and Taylor, AM Robert and Kellard, Neil and Korkos, Ioannis (2023) Using Covariates to Improve the Efficacy of Univariate Bubble Detection Methods. Journal of Empirical Finance, 70. pp. 342-366. DOI https://doi.org/10.1016/j.jempfin.2022.12.008

Liao, Yixin and Coakley, Jerry and Kellard, Neil (2022) Index tracking and beta arbitrage effects in comovement. International Review of Financial Analysis, 83. p. 102330. DOI https://doi.org/10.1016/j.irfa.2022.102330

Ivan, Miruna and Banti, Chiara and Kellard, Neil (2022) Prime Money Market Funds Regulation, Global Liquidity, and the Crude Oil Market. Journal of International Money and Finance, 127. p. 102671. DOI https://doi.org/10.1016/j.jimonfin.2022.102671

Zafar, Usman and Kellard, Neil and Vinogradov, Dmitri (2022) Multi-Stage Optimization Filter for Trend Based Short-Term Forecasting. Journal of Forecasting, 41 (2). pp. 345-360. DOI https://doi.org/10.1002/for.2810

Kellard, Neil and Kontonikas, Alexandros and Lamla, Michael and Maiani, Stefano and Wood, Geoffrey (2022) Risk, Financial Stability and FDI. Journal of International Money and Finance, 120. p. 102232. DOI https://doi.org/10.1016/j.jimonfin.2020.102232

Kellard, Neil and Andreou, Panayiotis (2021) Corporate Environmental Proactivity: Evidence from the European Union’s Emissions Trading System. British Journal of Management, 32 (3). pp. 630-647. DOI https://doi.org/10.1111/1467-8551.12356

Makhlouf, Yousef and Kellard, Neil and Vinogradov, Dmitri (2020) Finance-Inequality Nexus: the long and the short of it. Economic Inquiry, 58 (4). pp. 1977-1994. DOI https://doi.org/10.1111/ecin.12918

Kellard, Neil and Jiang, Ying and Liu, Xiaoquan (2020) Night trading and market quality: Evidence from Chinese and U.S. precious metal futures markets. Journal of Futures Markets, 40 (10). pp. 1486-1507. DOI https://doi.org/10.1002/fut.22147

Tsvetanov, Daniel and Coakley, Jerry and Kellard, Neil (2016) Is news related to GDP growth a risk factor for commodity futures returns? Quantitative Finance, 16 (12). pp. 1887-1899. DOI https://doi.org/10.1080/14697688.2016.1211797

Monograph

Kellard, Neil and Madsen, Jakob B and Snaith, Stuart (2023) Long-Run Movements in Real Exchange Rates: 1264 to 2020. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Manac, Radu-Dragomir and Banti, Chiara and Kellard, Neil (2021) How does standardization affect OTC markets? Evidence from the Small Bang reform in the CDS market. Working Paper. Essex Finance Centre Working Papers, Colchester, Essex. (Unpublished)

Vlastakis, Nikolaos and Triantafyllou, Athanasios and Kellard, Neil (2020) Measuring Oil Price Shocks. Working Paper. Essex Finance Centre Working Papers, Colchester, Essex. (Unpublished)

Vlastakis, Nikolaos and Triantafyllou, Athanasios and Kellard, Neil (2020) Oil price uncertainty as a predictor of stock market volatility. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Triantafyllou, Athanasios and Vlastakis, Nikolaos and Kellard, Neil (2019) Oil Price Uncertainty and the Macroeconomy. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Banti, Chiara and Kellard, Neil and Manac, Radu-Dragomir (2018) Credit Default Swap Spreads: Funding Liquidity Matters! Working Paper. Essex Finance Centre Working Papers, Colchester.

Book

Śliwa, Martyna and Kellard, Neil (2021) The Research Impact Agenda: Navigating the Impact of Impact. Management Impact . Routledge.

This list was generated on Thu Jun 1 20:25:53 2023 BST.