Items where Author is "Kellard, Neil M"

Article

Kellard, Neil M and Kontonikas, Alexandros and Lamla, Michael and Maiani, Stefano (2022) Deal or No Deal? Modelling the Impact of Brexit Uncertainty on UK Private Equity Activity. British Journal of Management, 33 (1). pp. 46-68. DOI https://doi.org/10.1111/1467-8551.12479

Kellard, Neil M and Snaith, Stuart and Ahmad, Norzalina (2018) Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures. Journal of Futures Markets, 38 (6). pp. 673-695. DOI https://doi.org/10.1002/fut.21899

Harvey, David I and Kellard, Neil M and Madsen, Jakob B and Wohar, Mark E (2017) Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day. World Development, 89 (C). pp. 57-70. DOI https://doi.org/10.1016/j.worlddev.2016.07.012

Makhlouf, Yousef and Kellard, Neil M and Vinogradov, Dmitri (2015) Trade openness, export diversification, and political regimes. Economics Letters, 136 (C). pp. 25-27. DOI https://doi.org/10.1016/j.econlet.2015.08.031

Kellard, Neil M and Jiang, Ying and Wohar, Mark (2015) Spurious long memory, uncommon breaks and the implied–realized volatility puzzle. Journal of International Money and Finance, 56 (C). pp. 36-54. DOI https://doi.org/10.1016/j.jimonfin.2015.04.003

Dunis, Christian and Kellard, Neil M and Snaith, Stuart (2013) Forecasting EUR–USD implied volatility: The case of intraday data. Journal of Banking & Finance, 37 (12). pp. 4943-4957. DOI https://doi.org/10.1016/j.jbankfin.2013.08.028

Kellard, Neil M and Nankervis, John C and Papadimitriou, Fotios I (2010) Predicting the equity premium with dividend ratios: Reconciling the evidence. Journal of Empirical Finance, 17 (4). pp. 539-551. DOI https://doi.org/10.1016/j.jempfin.2010.04.002

Harvey, David I and Kellard, Neil M and Madsen, Jakob B and Wohar, Mark E (2010) The Prebisch-Singer Hypothesis: Four Centuries of Evidence. Review of Economics and Statistics, 92 (2). pp. 367-377. DOI https://doi.org/10.1162/rest.2010.12184

Monograph

Kellard, Neil M and Kontonikas, Alexandros and Lamla, Michael J and Maiani, Stefano and Wood, Geoffrey (2018) Risk, Financial Stability and FDI. Working Paper. Essex Finance Centre Working Papers, Colchester.