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Can exchange rate volatility explain persistence in the forward premium?
Kellard, Neil; Sarantis, Nicholas - In: Journal of empirical finance 15 (2008) 4, pp. 714-728
Persistent link: https://www.econbiz.de/10003759755
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Long memory and structural breaks in commodity futures markets
Coakley, Jerry; Wang, Jian; Kellard, Neil - In: The journal of futures markets 31 (2011) 11, pp. 1076-1113
Persistent link: https://www.econbiz.de/10009355739
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On the prevalence of trends in primary commodity prices
Kellard, Neil; Wohar, Mark E. - In: Journal of development economics 79 (2006) 1, pp. 146-167
Persistent link: https://www.econbiz.de/10003226244
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Commodity futures returns : more memory than you might think!
Coakley, Jerry; Kellard, Neil; Wang, Jian - In: The European journal of finance 22 (2016) 13/15, pp. 1457-1483
Persistent link: https://www.econbiz.de/10011715477