B

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

C

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

M

Mills, R. (2001) Stock returns and the cost of equity. Henley Manager Update, 13 (1). pp. 36-46. ISSN 1745-7866