Items where Author is "Sarantis, N"
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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
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