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Futures basis, inventory and c...
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Brooks, Chris
442
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222
Lazar, Emese
57
Wese Simen, Chardin
54
Hollstein, Fabian
49
Bell, Adrian R.
43
Persand, Gita
40
Miffre, Joëlle
31
Pavelin, Stephen
28
Symeonidis, Lazaros
28
Tsolacos, Sotiris
28
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26
Nneji, Ogonna
26
Li, Xiafei
25
Brooks, C.
23
Nguyen, Duc Binh Benno
23
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21
Oikonomou, Ioannis
19
Burke, Simon P.
18
Hillenbrand, Carola
17
Anderson, Keith
15
Kappou, Konstantina
15
Weber, Michael
15
Paschke, Raphael
14
Sibbertsen, Philipp
14
Ward, Charles
13
Back, Janis
12
Money, Kevin
12
Moore, Tony K.
12
Brammer, Stephen
11
Stanescu, Silvia
11
Ward, Charles W.R.
11
Mahringer, Steffen
10
Rudolf, Markus
10
Varotto, Simone
10
Wu, Yingying
10
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9
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9
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9
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9
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61
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5
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5
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3
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3
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1
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30
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29
International review of financial analysis
14
Applied financial economics
11
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11
Hannover Economic Papers (HEP)
11
The journal of futures markets
11
Journal of forecasting
10
Energy economics
9
International journal of forecasting
9
Journal of empirical finance
9
Journal of Futures Markets
8
MPRA Paper
8
The European journal of finance
8
Discussion papers in quantitative economics and computing / E
7
Economic modelling
7
Journal of Banking & Finance
7
International Review of Financial Analysis
6
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6
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6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
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5
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5
Department of Economics - Working Papers Series
5
Economics letters
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5
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4
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Oxford bulletin of economics and statistics
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Research in international business and finance
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ECONIS (ZBW)
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91
The impact of news on measures of undiversifiable risk : evidence from the UK stock market
Brooks, Chris
;
Henry, Ólan Thomas John
-
2000
Persistent link: https://www.econbiz.de/10001456109
Saved in:
92
An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, Chris
;
Garrett, Ian
;
Hinich, Melvin J.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 605-613
Persistent link: https://www.econbiz.de/10001525291
Saved in:
93
What will be the risk-free rate and benchmark yield curve following European monetary union
Brooks, Chris
;
Skinner, Frank S.
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10001525805
Saved in:
94
Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Economic modelling
17
(
2000
)
4
,
pp. 497-513
Persistent link: https://www.econbiz.de/10001533881
Saved in:
95
Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Economics letters
67
(
2000
)
3
,
pp. 245-251
Persistent link: https://www.econbiz.de/10001473656
Saved in:
96
Identification of the break date in a potentially non-stationary series with a structural break
Brooks, Chris
;
Rew, Alistair G.
-
2000
Persistent link: https://www.econbiz.de/10001475370
Saved in:
97
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
- In:
Economics letters
61
(
1998
)
3
,
pp. 273-278
Persistent link: https://www.econbiz.de/10001252467
Saved in:
98
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
Saved in:
99
Threshold autoregressive and Markov switching models : an application to commercial real estate
Maitland-Smith, James
-
1996
Persistent link: https://www.econbiz.de/10000944098
Saved in:
100
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
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