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The impact of stock index futures trading on daily returns seasonality : a multicountry study

Faff, Robert W.; McKenzie, Michael D. - In: The journal of business : B 75 (2002) 1, pp. 95-125

Persistent link: https://www.econbiz.de/10001641883

A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data

Faff, Robert W.; Sirimon Treepongkaruna - In: Australian journal of management 38 (2013) 2, pp. 333-352

Persistent link: https://www.econbiz.de/10009786619

A Re-Examination of the Empirical Performance of the Longstaff and Schwartz Two-Factor Term Structure Model Using Real Yield Data

Faff, Robert W. - 2013

In this study, we apply the Longstaff and Schwartz (1992) two-factor term structure model to real yields across eight countries. As such, we improve on many prior studies that have inappropriately tested this formulation using nominal yield data. We use the generalized method of moments to test...

Persistent link: https://www.econbiz.de/10013078502

A liquidity redistribution effect in intercorporate lending : evidence from private firms in Poland

Białek-Jaworska, Anna; Faff, Robert W.; Zięba, Damian - In: European research studies 23 (2020) 1, pp. 151-175

Persistent link: https://www.econbiz.de/10012286742

Financial Markets, Innovation and Regulation

Andriosopoulos, Dimitris - 2019

financial technology. The three plenary sessions focused on how can regulation “make markets work well” by Dr Matteo Aquilina … conference: “Financial Markets, Innovation and Regulation” …

Persistent link: https://www.econbiz.de/10012892006