Items where Author is "Nankervis, John C"

Article

Chronopoulos, Dimitris K and Girardone, Claudia and Nankervis, John C (2015) Double Bootstrap Confidence Intervals in the Two‐Stage DEA Approach. Journal of Time Series Analysis, 36 (5). pp. 653-662. DOI https://doi.org/10.1111/jtsa.12122

Chronopoulos, Dimitris K and Girardone, Claudia and Nankervis, John C (2013) How Do Stock Markets in the US and Europe Price Efficiency Gains from Bank M&As? Journal of Financial Services Research, 43 (3). pp. 243-263. DOI https://doi.org/10.1007/s10693-012-0132-4

Nankervis, John C and Savin, Nathan E (2012) Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests. The Econometrics Journal, 15 (3). pp. 516-534. DOI https://doi.org/10.1111/j.1368-423x.2012.00379.x

Chortareas, Georgios and Jiang, Ying and Nankervis, John C (2011) Forecasting exchange rate volatility using high-frequency data: Is the euro different? International Journal of Forecasting, 27 (4). pp. 1089-1107. DOI https://doi.org/10.1016/j.ijforecast.2010.07.003

Chronopoulos, Dimitris K and Girardone, Claudia and Nankervis, John C (2011) Are there any cost and profit efficiency gains in financial conglomeration? Evidence from the accession countries. The European Journal of Finance, 17 (8). pp. 603-621. DOI https://doi.org/10.1080/1351847x.2010.538300

Chortareas, Georgios and Jiang, Ying and Nankervis, John C (2011) The random-walk behavior of the Euro exchange rate. Finance Research Letters, 8 (3). pp. 158-162. DOI https://doi.org/10.1016/j.frl.2010.10.003

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

Nankervis, John C and Savin, NE (2010) Testing for Serial Correlation: Generalized Andrews–Ploberger Tests. Journal of Business & Economic Statistics, 28 (2). pp. 246-255. DOI https://doi.org/10.1198/jbes.2009.08115

Girardone, Claudia and Nankervis, John C and Velentza, Ekaterini‐Fotini (2009) Efficiency, ownership and financial structure in European banking. Managerial Finance, 35 (3). pp. 227-245. DOI https://doi.org/10.1108/03074350910931753