| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited |
0 |
2 |
11 |
77 |
0 |
2 |
23 |
189 |
| Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds |
0 |
1 |
4 |
10 |
0 |
1 |
12 |
29 |
| Cointegration Tests with Daily Exchange Rate Data |
0 |
0 |
0 |
1 |
2 |
6 |
34 |
194 |
| Default Probabilities of European Sovereign Debt: Market-Based Estimates |
5 |
6 |
18 |
69 |
6 |
10 |
44 |
199 |
| Efficiency of the Forward Market Day by Day and Month by Month |
0 |
0 |
3 |
15 |
0 |
0 |
16 |
97 |
| Estimating daily seasonals in financial time series: The use of high-pass spectral filters |
0 |
0 |
4 |
13 |
0 |
4 |
10 |
60 |
| Exchange Rate Forecasting. Techniques and Applications: Imad A. Moosa, Macmillan Business, London, 2000, ISBN: 0-333-73644-3, pp. 448, [UK pound]120 (Hardback) |
3 |
12 |
22 |
134 |
5 |
20 |
50 |
448 |
| Forecasting the returns on UK investment trusts: a comparison |
0 |
2 |
6 |
37 |
3 |
7 |
26 |
229 |
| Information-based trade in the Shanghai stock market |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
3 |
| LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market |
0 |
3 |
32 |
191 |
10 |
32 |
226 |
1,138 |
| Moment Condition Failure in High Frequency Financial Data: Evidence from the S&P 500 |
0 |
0 |
3 |
26 |
0 |
1 |
6 |
67 |
| Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom |
1 |
1 |
16 |
109 |
2 |
5 |
51 |
431 |
| Oil news and the petropound: Some tests |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
18 |
| Public Sector Prices and the Real Exchange-Rate in the UK Recession |
0 |
0 |
0 |
0 |
2 |
2 |
15 |
111 |
| Reading the Message from the U.K. Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium |
0 |
0 |
0 |
0 |
4 |
6 |
26 |
306 |
| Structural breaks in the real exchange rate adjustment mechanism |
0 |
0 |
6 |
6 |
2 |
6 |
23 |
23 |
| The Determinants of Implied Volatility: A Test Using LIFFE Option Prices |
0 |
0 |
0 |
0 |
2 |
5 |
35 |
82 |
| The pound sterling/US dollar exchange rate and the 'new' |
0 |
1 |
16 |
39 |
5 |
20 |
307 |
1,067 |
| Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100 |
0 |
0 |
0 |
0 |
8 |
30 |
105 |
821 |
| Volatility and Volume in Chinese Stock Markets |
1 |
3 |
24 |
190 |
2 |
8 |
47 |
469 |
| Wage-Inflation, Productivity and Wage-Leadership |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
55 |
| Total Journal Articles |
10 |
31 |
165 |
918 |
56 |
169 |
1,068 |
6,036 |