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ZNumber of items: 26.
A
Alexander, C.
(2002)
Cointegration and asset allocation: a new active hedge fund strategy.
Research in International Business and Finance, 16.
pp. 65-90.
ISSN 0275-5319
Alexander, C.
(2002)
Principal component models for generating large GARCH covariance matrices.
Economic Notes, 31 (2).
pp. 337-359.
ISSN 1468-0300
doi: https://doi.org/10.1111/1468-0300.00089
B
Board, J., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S.
(2002)
Transparency and fragmentation: financial market regulation in a dynamic environment.
Palgrave, pp320.
ISBN 9780333986349
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Burke, S.
(2002)
Selecting from amongst non–nested conditional variance models: information criteria and portfolio determination.
The Manchester School, 70 (6).
pp. 747-767.
ISSN 1467-9957
doi: https://doi.org/10.1111/1467-9957.00323
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Garrett, I.
(2002)
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Applied Financial Economics, 12 (1).
pp. 25-31.
ISSN 1466-4305
doi: https://doi.org/10.1080/09603100110087996
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Henry, O.T.
(2002)
The impact of news on measures of undiversifiable risk: evidence from the UK stock market.
Oxford Bulletin of Economics and Statistics, 64 (5).
pp. 487-507.
ISSN 1468-0084
doi: https://doi.org/10.1111/1468-0084.00274
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Kat, H.M.
(2002)
The statistical properties of hedge fund index returns and their implications for investors.
The Journal of Alternative Investments, 5 (2).
pp. 26-44.
ISSN 1520-3255
doi: https://doi.org/10.3905/jai.2002.319053
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Kataris, A.
(2002)
Speculative bubbles in asset prices: hot topic or hot air?
Banking 2020, 1.
pp. 52-54.
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Oozeer, M.C.
(2002)
Modelling the implied volatility of options on long gilt futures.
Journal of Business Finance and Accounting, 29 (1-2).
pp. 111-137.
ISSN 1468-5957
doi: https://doi.org/10.1111/1468-5957.00426
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2002)
Model choice and value-at-risk performance.
Financial Analysts Journal, 58 (5).
pp. 87-97.
doi: https://doi.org/10.2469/faj.v58.n5.2471
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Revéiz, A.
(2002)
A model for exchange rates with crawling bands: an application to the Colombian peso.
Journal of Economics and Business, 54 (5).
pp. 483-503.
ISSN 0148-6195
doi: https://doi.org/10.1016/S0148-6195(02)00103-0
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Rew, A.
(2002)
Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors.
Computational Economics, 20 (3).
pp. 151-176.
ISSN 1572-9974
doi: https://doi.org/10.1023/A:1020945428824
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Rew, A.
(2002)
Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates.
Economic Modelling, 19 (1).
pp. 65-90.
ISSN 0264-9993
doi: https://doi.org/10.1016/S0264-9993(00)00061-4
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A.D. and Persand, G.
(2002)
An extreme value theory approach to calculating minimum capital risk requirements.
Journal of Risk Finance, 3 (2).
pp. 22-33.
ISSN 1526-5943
doi: https://doi.org/10.1108/eb043485
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A.D. and Persand, G.
(2002)
A note on estimating market–based minimum capital risk requirements: a multivariate GARCH approach.
The Manchester School, 70 (5).
pp. 666-681.
ISSN 1467-9957
doi: https://doi.org/10.1111/1467-9957.00319
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Henry, O.T. and Persand, G.
(2002)
The effect of asymmetries on optimal hedge ratios.
Journal of Business, 75 (2).
pp. 333-352.
ISSN 0740-9168
C
Clements, M.
ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, J.
(2002)
A companion to economic forecasting.
Blackwell Companions to Contemporary Economics (Book 7).
Wiley-Blackwell, Massachusetts USA, pp616.
ISBN 9780631215691
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B. C.
(2002)
Conditional mean functions of non-linear models of US output.
Empirical Economics, 27 (4).
pp. 569-586.
ISSN 1435-8921
doi: https://doi.org/10.1007/s001810100103
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D.
(2002)
Explaining forecast failure in macroeconomics.
In: Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (eds.)
A Companion to Economic Forecasting.
Blackwells, pp. 539-571.
ISBN 9780631215691
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D.
(2002)
An overview of economic forecasting.
In: Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (eds.)
A Companion to Economic Forecasting.
Blackwells, pp. 1-18.
ISBN 9781405126236
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F.
(2002)
Modelling methodology and forecast failure.
Econometrics Journal, 5 (2).
pp. 319-344.
ISSN 1368-423X
doi: https://doi.org/10.1111/1368-423X.00086
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 and Smith, J.
(2002)
Evaluating multivariate forecast densities: a comparison of two approaches.
International Journal of Forecasting, 18 (3).
pp. 397-407.
ISSN 0169-2070
doi: https://doi.org/10.1016/S0169-2070(01)00126-1
M
Mills, R.
(2002)
Finance and the revolution in corporate risk management.
Henley Manager Update, 14 (2).
pp. 36-46.
ISSN 1745-7866
Mills, R.
(2002)
Life after Enron.
Henley Manager Update, 13 (4).
pp. 35-46.
ISSN 1745-7866
Mills, R.
(2002)
Mergers and acquisitions.
Henley Manager Update, 13 (3).
pp. 32-42.
ISSN 1745-7866
Z
Zacharatos, N. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2002)
Is the forward rate for the Greek drachma unbiased? A VECM analysis with both overlapping and non-overlapping data.
Journal of Financial Management and Analysis, 15 (1).
pp. 27-37.
ISSN 0970-4205
This list was generated on Fri Aug 16 21:22:26 2024 UTC.