| 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 |
1 |
3 |
9 |
80 |
1 |
6 |
21 |
195 |
| Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds |
0 |
1 |
5 |
11 |
1 |
4 |
11 |
33 |
| Cointegration Tests with Daily Exchange Rate Data |
0 |
0 |
0 |
1 |
2 |
7 |
35 |
201 |
| Default Probabilities of European Sovereign Debt: Market-Based Estimates |
5 |
7 |
21 |
76 |
7 |
11 |
36 |
210 |
| Efficiency of the Forward Market Day by Day and Month by Month |
0 |
0 |
2 |
15 |
0 |
1 |
11 |
98 |
| Estimating daily seasonals in financial time series: The use of high-pass spectral filters |
0 |
1 |
4 |
14 |
0 |
2 |
11 |
62 |
| 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 |
6 |
25 |
140 |
5 |
13 |
51 |
461 |
| Forecasting the returns on UK investment trusts: a comparison |
0 |
1 |
4 |
38 |
0 |
1 |
14 |
230 |
| Information-based trade in the Shanghai stock market |
0 |
1 |
1 |
1 |
0 |
5 |
8 |
8 |
| LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market |
0 |
1 |
19 |
192 |
4 |
19 |
176 |
1,157 |
| Moment Condition Failure in High Frequency Financial Data: Evidence from the S&P 500 |
0 |
1 |
1 |
27 |
0 |
1 |
3 |
68 |
| Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom |
1 |
3 |
11 |
112 |
2 |
8 |
30 |
439 |
| Oil news and the petropound: Some tests |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
19 |
| Public Sector Prices and the Real Exchange-Rate in the UK Recession |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
111 |
| Reading the Message from the U.K. Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium |
0 |
0 |
0 |
0 |
0 |
4 |
24 |
310 |
| Structural breaks in the real exchange rate adjustment mechanism |
1 |
4 |
10 |
10 |
1 |
7 |
29 |
30 |
| The Determinants of Implied Volatility: A Test Using LIFFE Option Prices |
0 |
0 |
0 |
0 |
2 |
2 |
21 |
84 |
| The pound sterling/US dollar exchange rate and the 'new' |
0 |
0 |
10 |
39 |
2 |
15 |
151 |
1,082 |
| 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 |
6 |
15 |
94 |
836 |
| Volatility and Volume in Chinese Stock Markets |
0 |
2 |
21 |
192 |
2 |
12 |
48 |
481 |
| Wage-Inflation, Productivity and Wage-Leadership |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
56 |
| Total Journal Articles |
11 |
31 |
143 |
949 |
36 |
135 |
789 |
6,171 |