Number of items: 18.
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153
(2001)
A Double-threshold GARCH Model for the French Franc/Deutschmark exchange rate.
Journal of Forecasting, 20 (2).
pp. 135-143.
ISSN 1099-131X
doi: https://doi.org/10.1002/1099-131X(200103)20:2<135::AID-FOR780>3.0.CO;2-R
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Chong, J.
(2001)
The cross-currency hedging performance of implied versus statistical forecasting models.
Journal of Futures Markets, 21 (11).
pp. 1043-1069.
ISSN 1096-9934
doi: https://doi.org/10.1002/fut.2104
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Hinich, M. J.
(2001)
Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting.
Journal of Forecasting, 20 (3).
pp. 181-196.
ISSN 1099-131X
doi: https://doi.org/10.1002/1099-131X(200104)20:3<181::AID-FOR781>3.0.CO;2-R
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2001)
Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects.
Applied Economics Letters, 8 (3).
pp. 155-158.
ISSN 1466-4291
doi: https://doi.org/10.1080/13504850150504504
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2001)
The trading profitability of forecasts of the gilt–equity yield ratio.
International Journal of Forecasting, 17 (1).
pp. 11-29.
ISSN 0169-2070
doi: https://doi.org/10.1016/S0169-2070(00)00060-1
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2001)
Forecasting real estate returns using financial spreads.
Journal of Property Research, 18 (3).
pp. 235-248.
ISSN 1466-4453
doi: https://doi.org/10.1080/09599910110060037
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S.
(2001)
Linkages between property asset returns and interest rates: evidence for the UK.
Applied Economics, 33 (6).
pp. 711-719.
ISSN 1466-4283
doi: https://doi.org/10.1080/00036840122812
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Burke, S. and Persand, G.
(2001)
Benchmarks and the accuracy of GARCH model estimation.
International Journal of Forecasting, 17 (1).
pp. 45-56.
ISSN 0169-2070
doi: https://doi.org/10.1016/S0169-2070(00)00070-4
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Chow, W. and Ward, C.
(2001)
Can profitable trading strategies be derived from investment best-sellers?
Journal of Asset Management, 2 (2).
pp. 162-179.
ISSN 1470-8272
doi: https://doi.org/10.1057/palgrave.jam.2240042
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Katsaris, A., McGough, T. and Tsolacos, S.
(2001)
Testing for bubbles in indirect property price cycles.
Journal of Property Research, 18 (4).
pp. 341-356.
ISSN 1466-4453
doi: https://doi.org/10.1080/09599910110079640
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Rew, A. G. and Ritson, S.
(2001)
A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100.
International Journal of Forecasting, 17 (1).
pp. 31-44.
ISSN 0169-2070
doi: https://doi.org/10.1016/S0169-2070(00)00062-5
Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D.
(2001)
Explaining the results of the M3 forecasting competition (Part of Commentaries on the M3-Competition).
International Journal of Forecasting, 17.
pp. 550-554.
ISSN 0169-2070
Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D.
(2001)
An historical perspective on forecast errors.
National Institute Economic Review, 177.
pp. 70-82.
doi: https://doi.org/10.1177/002795010117700109
Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, J.
(2001)
Forecasting with difference and trend stationary models.
Econometrics Journal, 4.
pp. 1-19.
ISSN 1368-423X
doi: https://doi.org/10.1111/1368-423X.00050
Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Smith, J.
(2001)
Evaluating forecasts from SETAR models of exchange rates.
Journal of International Money and Finance, 20.
pp. 133-148.
ISSN 0261-5606
doi: https://doi.org/10.1016/S0261-5606(00)00039-5
Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Taylor, N.
(2001)
Bootstrapping prediction intervals for autoregressive models.
International Journal of Forecasting., 17 (2).
pp. 247-267.
ISSN 0169-2070
doi: https://doi.org/10.1016/S0169-2070(00)00079-0
Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Taylor, N.
(2001)
Robust evaluation of fixed-event forecast rationality.
Journal of Forecasting, 20.
pp. 285-295.
ISSN 1099-131X
doi: https://doi.org/10.1002/for.806
Mills, R.
(2001)
Stock returns and the cost of equity.
Henley Manager Update, 13 (1).
pp. 36-46.
ISSN 1745-7866
This list was generated on Wed Dec 25 07:17:49 2024 UTC.