On the robustness of cointegration tests when assessing market efficiency

von Kellard, Neil
Veröffentlicht in Finance research letters (2006)

The relative efficiency of commodity futures markets

Veröffentlicht in The journal of futures markets (1999)

Special issue of the journal of empirical finance guest editors' introduction

von Kellard, Neil
Veröffentlicht in Journal of empirical finance (2016)

Special issue: Recent developments in financial econometrics and empirical finance

Veröffentlicht 2016

The research impact agenda : navigating the impact of impact

von Śliwa, Martyna
Veröffentlicht 2022

Can exchange rate volatility explain persistence in the forward premium?

von Kellard, Neil
Veröffentlicht in Journal of empirical finance (2008)

On the prevalence of trends in primary commodity prices

von Kellard, Neil
Veröffentlicht in Journal of development economics (2006)

Business and management impact assessment in research excellence framework 2014 : analysis and reflection

von Kellard, Neil M.
Veröffentlicht in British journal of management (2016)

Bubbling over! : the behaviour of oil futures along the yield curve

von Tsvetanov, Daniel
Veröffentlicht in Journal of empirical finance (2016)

The purchasing power parity persistence puzzle : evidence from black market real exchange rates

von Cerrato, Mario
Veröffentlicht in Manchester School of Economic Studies The Manchester School (2008)

Index tracking and beta arbitrage effects in comovement

von Liao, Yixin
Veröffentlicht in International review of financial analysis (2022)

Long memory and structural breaks in commodity futures markets

von Coakley, Jerry
Veröffentlicht in The journal of futures markets (2011)

The PPP debate : price matters!

von Coakley, Jerry
Veröffentlicht in Economics letters (2005)

Foreign exchange, fractional cointegration and the implied–realized volatility relation

von Kellard, Neil
Veröffentlicht in Journal of banking & finance (2010)

Does the forward premium puzzle disappear over the horizon?

von Snaith, Stuart
Veröffentlicht in Journal of banking & finance (2013)

Commodity futures returns : more memory than you might think!

von Coakley, Jerry
Veröffentlicht in The European journal of finance (-2016)

Forecasting EUR-USD implied volatility : the case of intraday data

von Dunis, Christian
Veröffentlicht in Journal of banking & finance (2014)

Long-run drift, co-movement and persistence in real wheat and maize prices

von Newbold, Paul
Veröffentlicht in Journal of agricultural economics (2000)

Evaluating currency market efficiency : are cointegration tests appropriate?

von Kellard, Neil
Veröffentlicht in Applied financial economics (2001)

Prime money market funds regulation, global liquidity, and the crude oil market

von Ivan, Miruna-Daniela
Veröffentlicht in Journal of international money and finance (2022)