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Items where Author is "Nankervis, John C"

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Number of items: 9.

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. ISSN 0143-9782

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. ISSN 0920-8550

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. ISSN 1368-4221

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. ISSN 0169-2070

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. ISSN 1351-847X

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. ISSN 1544-6123

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. ISSN 0927-5398

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. ISSN 0735-0015

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. ISSN 0307-4358

This list was generated on Tue May 17 10:35:40 2022 BST.