Journal Article |
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Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Banks and financial markets in times of uncertainty |
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0 |
0 |
4 |
0 |
1 |
1 |
12 |
Bubbling over! The behaviour of oil futures along the yield curve |
0 |
1 |
1 |
11 |
0 |
1 |
1 |
55 |
Can exchange rate volatility explain persistence in the forward premium? |
0 |
0 |
0 |
48 |
1 |
1 |
2 |
188 |
Child mortality, commodity price volatility and the resource curse |
0 |
0 |
0 |
8 |
0 |
1 |
2 |
30 |
Commodity futures returns: more memory than you might think! |
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0 |
0 |
2 |
0 |
0 |
0 |
9 |
Does the forward premium puzzle disappear over the horizon? |
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0 |
0 |
26 |
0 |
0 |
2 |
106 |
Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate? |
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0 |
0 |
80 |
0 |
0 |
0 |
228 |
Evaluating currency market efficiency: are cointegration tests appropriate? |
0 |
0 |
0 |
138 |
0 |
0 |
1 |
530 |
FINANCE‐INEQUALITY NEXUS: THE LONG AND THE SHORT OF IT |
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0 |
1 |
11 |
0 |
1 |
5 |
46 |
Forecasting EUR–USD implied volatility: The case of intraday data |
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0 |
2 |
79 |
1 |
2 |
9 |
308 |
Foreign exchange, fractional cointegration and the implied-realized volatility relation |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
193 |
Index tracking and beta arbitrage effects in comovement |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
15 |
Introduction to the JTSA John Nankervis Memorial Issue |
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0 |
0 |
3 |
0 |
0 |
0 |
21 |
Is news related to GDP growth a risk factor for commodity futures returns? |
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0 |
0 |
0 |
0 |
0 |
1 |
9 |
Is the dollar/ECU exchange rate a random walk? |
1 |
1 |
1 |
55 |
2 |
2 |
2 |
200 |
Long memory and structural breaks in commodity futures markets |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
46 |
Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day |
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1 |
1 |
60 |
1 |
2 |
8 |
211 |
Long‐Run Drift, Co‐Movement and Persistence in Real Wheat and Maize Prices |
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0 |
0 |
8 |
0 |
0 |
0 |
92 |
Multistage optimization filter for trend‐based short‐term forecasting |
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0 |
1 |
2 |
1 |
1 |
2 |
5 |
Night trading and market quality: Evidence from Chinese and US precious metal futures markets |
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0 |
0 |
2 |
2 |
2 |
2 |
20 |
On the prevalence of trends in primary commodity prices |
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0 |
4 |
145 |
0 |
0 |
7 |
338 |
On the robustness of cointegration tests when assessing market efficiency |
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0 |
0 |
23 |
0 |
0 |
1 |
69 |
Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures |
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0 |
0 |
6 |
0 |
0 |
0 |
22 |
Predicting the equity premium with dividend ratios: Reconciling the evidence |
1 |
1 |
3 |
97 |
1 |
2 |
4 |
236 |
Prime money market funds regulation, global liquidity, and the crude oil market |
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0 |
0 |
3 |
0 |
1 |
4 |
14 |
Risk, financial stability and FDI |
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2 |
9 |
15 |
0 |
2 |
13 |
50 |
Special issue of the Journal of Empirical Finance Guest Editors' introduction |
0 |
0 |
0 |
9 |
0 |
1 |
4 |
59 |
Spurious long memory, uncommon breaks and the implied–realized volatility puzzle |
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0 |
0 |
9 |
0 |
1 |
1 |
59 |
THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES* |
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0 |
0 |
18 |
0 |
0 |
0 |
95 |
The PPP debate: Price matters! |
0 |
0 |
0 |
164 |
1 |
5 |
7 |
411 |
The Prebisch-Singer Hypothesis: Four Centuries of Evidence |
0 |
0 |
2 |
174 |
0 |
2 |
9 |
623 |
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives |
0 |
0 |
3 |
48 |
1 |
2 |
10 |
153 |
The relative efficiency of commodity futures markets |
0 |
0 |
5 |
45 |
1 |
1 |
9 |
129 |
The role of long memory in hedging effectiveness |
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0 |
0 |
32 |
0 |
0 |
0 |
94 |
Trade openness, export diversification, and political regimes |
0 |
0 |
2 |
37 |
0 |
0 |
2 |
117 |
Two puzzles in the analysis of foreign exchange market efficiency |
0 |
0 |
0 |
90 |
0 |
1 |
1 |
267 |
Using covariates to improve the efficacy of univariate bubble detection methods |
0 |
0 |
1 |
2 |
0 |
1 |
3 |
9 |
Total Journal Articles |
2 |
6 |
36 |
1,497 |
12 |
33 |
119 |
5,069 |