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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Speight, Alan E.H."
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Großbritannien
31
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31
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22
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Aufsatz in Zeitschrift
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54
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6
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Speight, Alan E. H.
54
McMillan, David G.
26
MacDonald, Ronald
7
Peel, David
7
Evans, Kevin P.
6
Ap Gwilym, Owain
3
Cook, Steven
3
Thomas, Dennis A.
2
Drobny, Andrès
1
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Applied economics
8
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8
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The European journal of finance
3
The journal of futures markets
3
Applied economics letters
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Asia-Pacific financial markets
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International journal of finance & economics : IJFE
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International review of applied economics
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Current politics and economics of Europe
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International journal of manufacturing technology and management
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Journal of the Japanese and international economies : an international journal ; JJIE
1
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Research in international business and finance
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The Manchester School of Economic and Social Studies
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
54
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1
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
2
Intraday euro exchange rates and international macroeconomic announcements
Evans, Kevin P.
;
Speight, Alan E. H.
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 83-110
Persistent link: https://www.econbiz.de/10009155460
Saved in:
3
Correlations and spillovers among three euro rates : evidence using realised variance
McMillan, David G.
;
Ruiz, Isabel
;
Speight, Alan E. H.
- In:
The European journal of finance
16
(
2010
)
8
,
pp. 753-767
Persistent link: https://www.econbiz.de/10008759337
Saved in:
4
Bubbles in UK house prices : evidence from ESTR models
McMillan, David G.
;
Speight, Alan E. H.
- In:
International review of applied economics
24
(
2010
)
4
,
pp. 437-452
Persistent link: https://www.econbiz.de/10008653280
Saved in:
5
Intraday periodicity, calendar and announcement effects in Euro exchange rate volatility
Evans, Kevin P.
;
Speight, Alan E. H.
- In:
Research in international business and finance
24
(
2010
)
1
,
pp. 82-101
Persistent link: https://www.econbiz.de/10003917571
Saved in:
6
International macroeconomic announcements and intraday euro exchange rate volatility
Evans, Kevin P.
;
Speight, Alan E. H.
- In:
Journal of the Japanese and international economies : …
24
(
2010
)
4
,
pp. 552-568
Persistent link: https://www.econbiz.de/10009247706
Saved in:
7
Dynamic news effects in high frequency Euro exchange rates
Evans, Kevin P.
;
Speight, Alan E. H.
- In:
Journal of international financial markets, …
20
(
2010
)
3
,
pp. 238-258
Persistent link: https://www.econbiz.de/10009260264
Saved in:
8
Return and volatility spillovers in three euro exchange rates
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of economics & business
62
(
2010
)
2
,
pp. 79-93
Persistent link: https://www.econbiz.de/10003949050
Saved in:
9
How useful is intraday data for evaluating daily value-at-risk? : evidence from three Euro rates
McMillan, David G.
;
Speight, Alan E. H.
;
Evans, Kevin P.
- In:
Journal of multinational financial management
18
(
2008
)
5
,
pp. 488-503
Persistent link: https://www.econbiz.de/10003789977
Saved in:
10
Euro exchange rate volatility and macroeconomic fundamentals
Evans, Kevin P.
;
Speight, Alan E. H.
- In:
Current politics and economics of Europe
19
(
2008
)
3/4
,
pp. 267-289
Persistent link: https://www.econbiz.de/10003840156
Saved in:
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