Expand icon Search icon File icon file Download

Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2008

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Item Type | No Grouping
Jump to: C | I | K | S | V
Number of items: 9.


Coakley, J and Dollery, J and Kellard, NM (2008) The role of long memory in hedging effectiveness. Computational Statistics & Data Analysis, 52 (6). pp. 3075-3082. DOI https://doi.org/10.1016/j.csda.2007.10.019

Coakley, J and Hadass, L and Wood, A (2008) Hot IPOs can damage your long-run wealth! Applied Financial Economics, 18 (14). pp. 1111-1120. DOI https://doi.org/10.1080/09603100701564353

Coakley, J and Kougoulis, P and Nankervis, JC (2008) The MSCI-Canada index rebalancing and excess comovement. Applied Financial Economics, 18 (16). pp. 1277-1287. DOI https://doi.org/10.1080/09603100701537722

Coakley, J and Thomas, H and Wang, H (2008) The short-run wealth effects of foreign divestitures by UK firms. Applied Financial Economics, 18 (3). pp. 173-184. DOI https://doi.org/10.1080/09603100601018831


Instefjord, Norvald and Sasaki, Kouji (2008) Informational leverage: the problem of noise traders. Annals of Finance, 4 (4). pp. 455-480. DOI https://doi.org/10.1007/s10436-007-0086-y


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

Korobilis, D (2008) Forecasting in vector autoregressions with many predictors. In: UNSPECIFIED UNSPECIFIED, 403 - 431. ISBN 9781848553088.


Sajjad, R and Coakley, J and Nankervis, JC (2008) Markov-Switching GARCH Modelling of Value-at-RisK. Studies in Nonlinear Dynamics & Econometrics, 12 (3). DOI https://doi.org/10.2202/1558-3708.1522


Vitiello, L and Poon, S (2008) General Equilibrium and Risk Neutral Framework for Option Pricing with a Mixture of Distributions. The Journal of Derivatives, 15 (4). pp. 48-60. DOI https://doi.org/10.3905/jod.2008.707210

This list was generated on Fri Dec 8 23:03:06 2023 GMT.