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New Insights into the Impact of the Introduction of Futures Trading on Stock Price Volatility
McKenzie, Michael D.; Brailsford, Timothy J.; Faff, … - In: The journal of futures markets 21 (2001) 3, pp. 237-256
Persistent link: https://www.econbiz.de/10006834311
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Causality detection on US mutual fund movements using evolutionary subset time-series
Brailsford, Tim J.; O'Neill, Terry J.; Penm, Jack - In: International journal of services and standards 2 (2005-06) 4, pp. 368-384
Persistent link: https://www.econbiz.de/10007280265
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A new approach to testing PPP : evidence from the Yen
Brailsford, T. J.; Penm, J. H. W.; Terrell, R. D. - In: Research in finance 21 (2004), pp. 135-154
Persistent link: https://www.econbiz.de/10009943507
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Zero-non-zero patterned vector error correction modelling for I(2) cointegrated time series with applications in testing PPP and stock market relationships
Brailsford, T. J.; Penm, J. H. W.; Terrell, R. D. - In: Research in finance 22 (2005), pp. 305-326
Persistent link: https://www.econbiz.de/10009943514
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The equivalence of causality detection in VAR and VECM modeling with applications to exchange rates
Brailsford, T. J.; Penm, J. H. W.; Terrell, R. D. - In: Multinational finance journal : MF ; quarterly … 10 (2006) 3/4, pp. 153-177
Persistent link: https://www.econbiz.de/10009879286
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The price elasticity of the euro to movementsin foreign reserves through European Central Bank intervention
Brailsford, T. J.; Penm, J. H. W.; Terrell, R. D. - In: Finance India : the quarterly journal of Indian … 18 (2004) 4, pp. 1627-1641
Persistent link: https://www.econbiz.de/10009920644
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The sequential fitting of subset autoregressions with a forgetting factor
Brailsford, T. J.; Hyung, Namwon; Penm, J. H. W.; … - In: Journal of economic research 9 (2004) 1, pp. 29-57
Persistent link: https://www.econbiz.de/10009929660
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Agency Problems and Capital Expenditure Announcements
Brailsford, Timothy J.; Yeoh, Daniel - In: The journal of business : B 77 (2004) 2, pp. 223-256
Persistent link: https://www.econbiz.de/10006020788
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Kernel bandwidth applications to the Euro and the US mutual fund movements
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, … - In: Research in finance 23 (2006), pp. 81-97
Persistent link: https://www.econbiz.de/10009943532
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The adjustment of the Yule-Walker relations in VAR modeling : the impact of the Euro on the Hong Kong stock market
Brailsford, Timothy J.; Penm, Jack H. W.; Deane Terrell, R. - In: Multinational finance journal : MF ; quarterly … 5 (2001) 1, pp. 35-58
Persistent link: https://www.econbiz.de/10009879234