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Measuring and assessing the effects and extent of international bond market integration
Lucey, Brian M.; Steeley, James M. - In: Journal of international financial markets, … 16 (2006) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10003285767
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Making political capital : the behaviour of the UK capital markets during Election '97
Steeley, James M. - In: Applied financial economics 13 (2003) 2, pp. 85-95
Persistent link: https://www.econbiz.de/10001725728
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Volatility transmission between stock and bond markets
Steeley, James M. - In: Journal of international financial markets, … 16 (2006) 1, pp. 71-86
Persistent link: https://www.econbiz.de/10003285791
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Yield curve dimensionality when short rates are near the zero lower bound
Steeley, James M. - In: Developments in macro-finance Yield curve modelling, (pp. 169-199). 2014
Persistent link: https://www.econbiz.de/10010254021
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A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M. - In: Applied financial economics 24 (2014) 10/12, pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
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Forecasting the term structure when short-term rates are near zero
Steeley, James M. - In: Journal of forecasting 33 (2014) 5, pp. 350-363
Persistent link: https://www.econbiz.de/10010425630
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Testing term structure estimation methods : evidence from the UK STRIPS market
Steeley, James M. - In: Journal of money, credit and banking : JMCB 40 (2008) 7, pp. 1489-1512
Persistent link: https://www.econbiz.de/10003761422
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Stock price distributions and news : evidence from index options
Steeley, James M. - In: Review of quantitative finance and accounting 23 (2004) 3, pp. 229-250
Persistent link: https://www.econbiz.de/10002418334
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Information processing and the UK weekend effect : do investors cut their issues on Mondays?
Steeley, James M. - In: Applied economics letters 11 (2004) 14, pp. 895-899
Persistent link: https://www.econbiz.de/10002438011
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A note on information seasonality and the disappearance of the weekend effect in the UK stock market
Steeley, James M. - In: Journal of banking & finance 25 (2001) 10, pp. 1941-1956
Persistent link: https://www.econbiz.de/10001608865