| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Banks and financial markets in times of uncertainty |
0 |
0 |
0 |
4 |
3 |
4 |
5 |
17 |
| Bubbling over! The behaviour of oil futures along the yield curve |
0 |
0 |
0 |
11 |
5 |
7 |
9 |
64 |
| Can exchange rate volatility explain persistence in the forward premium? |
0 |
0 |
0 |
48 |
0 |
0 |
2 |
189 |
| Child mortality, commodity price volatility and the resource curse |
0 |
0 |
0 |
8 |
6 |
8 |
8 |
38 |
| Commodity futures returns: more memory than you might think! |
0 |
0 |
0 |
2 |
1 |
2 |
2 |
11 |
| Does the forward premium puzzle disappear over the horizon? |
0 |
0 |
0 |
26 |
4 |
9 |
10 |
116 |
| Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate? |
0 |
0 |
0 |
80 |
4 |
8 |
9 |
237 |
| Evaluating currency market efficiency: are cointegration tests appropriate? |
0 |
0 |
0 |
138 |
2 |
2 |
3 |
533 |
| FINANCE‐INEQUALITY NEXUS: THE LONG AND THE SHORT OF IT |
0 |
0 |
1 |
12 |
8 |
9 |
14 |
60 |
| Forecasting EUR–USD implied volatility: The case of intraday data |
0 |
1 |
4 |
83 |
3 |
19 |
28 |
335 |
| Foreign exchange, fractional cointegration and the implied-realized volatility relation |
0 |
0 |
0 |
38 |
5 |
14 |
14 |
207 |
| Index tracking and beta arbitrage effects in comovement |
0 |
0 |
0 |
3 |
5 |
9 |
10 |
25 |
| Introduction to the JTSA John Nankervis Memorial Issue |
0 |
0 |
0 |
3 |
2 |
2 |
2 |
23 |
| Is news related to GDP growth a risk factor for commodity futures returns? |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
12 |
| Is the dollar/ECU exchange rate a random walk? |
0 |
0 |
1 |
55 |
3 |
4 |
7 |
205 |
| Long memory and structural breaks in commodity futures markets |
0 |
0 |
0 |
2 |
1 |
3 |
5 |
51 |
| Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day |
0 |
0 |
0 |
60 |
1 |
4 |
9 |
219 |
| Long‐Run Drift, Co‐Movement and Persistence in Real Wheat and Maize Prices |
0 |
0 |
0 |
8 |
4 |
5 |
6 |
98 |
| Multistage optimization filter for trend‐based short‐term forecasting |
0 |
0 |
0 |
2 |
5 |
7 |
8 |
12 |
| Night trading and market quality: Evidence from Chinese and US precious metal futures markets |
0 |
0 |
0 |
2 |
6 |
16 |
20 |
38 |
| On the prevalence of trends in primary commodity prices |
0 |
0 |
1 |
146 |
3 |
7 |
8 |
346 |
| On the robustness of cointegration tests when assessing market efficiency |
0 |
0 |
0 |
23 |
1 |
3 |
4 |
73 |
| Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures |
0 |
0 |
0 |
6 |
2 |
2 |
3 |
25 |
| Predicting the equity premium with dividend ratios: Reconciling the evidence |
0 |
0 |
2 |
98 |
2 |
4 |
7 |
242 |
| Prime money market funds regulation, global liquidity, and the crude oil market |
0 |
0 |
0 |
3 |
4 |
7 |
8 |
22 |
| Risk, financial stability and FDI |
1 |
2 |
7 |
22 |
3 |
7 |
20 |
70 |
| Special issue of the Journal of Empirical Finance Guest Editors' introduction |
0 |
0 |
0 |
9 |
2 |
4 |
7 |
66 |
| Spurious long memory, uncommon breaks and the implied–realized volatility puzzle |
0 |
0 |
0 |
9 |
3 |
7 |
8 |
67 |
| THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES* |
0 |
0 |
0 |
18 |
3 |
5 |
6 |
101 |
| The PPP debate: Price matters! |
0 |
0 |
0 |
164 |
1 |
1 |
2 |
412 |
| The Prebisch-Singer Hypothesis: Four Centuries of Evidence |
1 |
1 |
8 |
182 |
5 |
14 |
33 |
656 |
| The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives |
0 |
2 |
3 |
51 |
4 |
10 |
17 |
169 |
| The relative efficiency of commodity futures markets |
1 |
1 |
1 |
46 |
3 |
6 |
9 |
137 |
| The role of long memory in hedging effectiveness |
0 |
0 |
0 |
32 |
0 |
5 |
5 |
99 |
| Trade openness, export diversification, and political regimes |
1 |
1 |
1 |
38 |
2 |
4 |
10 |
127 |
| Two puzzles in the analysis of foreign exchange market efficiency |
0 |
0 |
0 |
90 |
1 |
1 |
2 |
269 |
| Using covariates to improve the efficacy of univariate bubble detection methods |
0 |
0 |
0 |
2 |
4 |
5 |
8 |
17 |
| Total Journal Articles |
4 |
8 |
29 |
1,524 |
113 |
226 |
331 |
5,388 |