B

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Henry, Ó. T. (2000) Can portmanteau nonlinearity tests serve as general mis-specification tests? Economics Letters, 67 (3). pp. 245-251. ISSN 0165-1765 doi: https://doi.org/10.1016/S0165-1765(00)00212-3

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Henry, Ó. T. (2000) Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia. Economic Modelling, 17 (4). pp. 497-513. ISSN 0264-9993 doi: https://doi.org/10.1016/S0264-9993(99)00035-8

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Skinner, F. (2000) What will be the risk-free rate and benchmark yield curve following European monetary union? Applied Financial Economics, 10 (1). pp. 59-69. ISSN 0960-3107 doi: https://doi.org/10.1080/096031000331932

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S. (2000) Does orthogonalization really purge equity based property valuations of their general stock market influences? Applied Economics Letters, 7 (5). pp. 305-309. ISSN 1466-4291 doi: https://doi.org/10.1080/135048500351447

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S. (2000) Forecasting models of retail rents. Environment and Planning A, 32 (10). pp. 1825-1839. ISSN 0308-518X doi: https://doi.org/10.1068/a3332

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A. D. and Persand, G. (2000) A word of caution on calculating market-based minimum capital risk requirements. Journal of Banking & Finance, 24 (10). pp. 1557-1574. ISSN 0378-4266 doi: https://doi.org/10.1016/S0378-4266(99)00092-8

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Tsolacos, S. and Lee, S. (2000) The cyclical relations between traded property stock prices and aggregate time-series. Journal of Property Investment & Finance, 18 (6). pp. 540-564. ISSN 1463-578X doi: https://doi.org/10.1108/14635780010357532

C

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Smith, J. (2000) Evaluating the forecast densities of linear and non-linear models: applications to output growth and unemployment. Journal of Forecasting, 19 (4). pp. 255-276. ISSN 1099-131X doi: https://doi.org/10.1002/1099-131X(200007)19:4<255::AID-FOR773>3.0.CO;2-G

D

Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X and Engle, R. F. (2000) Time and the price impact of a trade. Journal of Finance, 55 (6). pp. 2467-2498. ISSN 0022-1082 doi: https://doi.org/10.1111/0022-1082.00297

H

Hendry, D. and Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2000) Economic forecasting in the face of structural breaks. In: Holly, S. and Weale, M. (eds.) Econometric Modelling: Techniques and Applications. Cambridge University Press, pp. 3-37. ISBN 9780521650694