Narrow search
Showing 1 - 10 of 18
Cover Image
The information content of short-term options
Oikonomou, Ioannis; Stancu, Andrei; Symeonidis, Lazaros; … - In: Journal of financial markets 46 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012317893
Cover Image
Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage
Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying - 2011
Persistent link: https://www.econbiz.de/10009375423
Cover Image
Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage
Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10009721369
Cover Image
On the predictive content of leading indicators : the case of US real estate markets
Tsolacos, Sotiris; Brooks, Chris; Nneji, Ogonna - In: The journal of real estate research 36 (2014) 4, pp. 541-573
Persistent link: https://www.econbiz.de/10010482245
Cover Image
On the predictive content of leading indicators : the case of US real estate markets
Tsolacos, Sotiris; Brooks, Chris; Nneji, Ogonna - 2013
Persistent link: https://www.econbiz.de/10009782816
Cover Image
Trading rules from forecasting the collapse of speculative bubbles for the S&P 500 composite index
Brooks, Chris; Katsaris, Apostoles - In: The journal of business : B 78 (2005) 5, pp. 2003-2036
Persistent link: https://www.econbiz.de/10003232689
Cover Image
Volatility forecasting for risk management
Brooks, Chris; Persand, Gita - In: Journal of forecasting 22 (2003) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001736943
Cover Image
Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting
Brooks, Chris; Hinich, Melvin J. - In: Journal of forecasting 20 (2001) 3, pp. 181-196
Persistent link: https://www.econbiz.de/10001570836
Cover Image
The trading profitability of forecasts of the gilt-equity yield ratio
Brooks, Chris; Persand, Gita - In: International journal of forecasting 17 (2001) 1, pp. 11-29
Persistent link: https://www.econbiz.de/10001549772
Cover Image
A trading strategy based on the led-lag relationship between the spot index and futures contract for the FTSE 100
Brooks, Chris; Rew, Alistair G.; Ritson, Stuart - In: International journal of forecasting 17 (2001) 1, pp. 31-44
Persistent link: https://www.econbiz.de/10001549774