Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Stuart Snaith"'
Publikováno v:
The European Journal of Finance. 28:997-1018
The use of technical analysis by practitioners in the foreign exchange market contrasts with the ongoing debate among academics on the poor predictive ability of macroeconomic variables. This paper...
This paper examines convergence of bank competition in Middle East and North Africa (MENA) and the impact of bank market power on growth. Using a sample from 16 countries over 2005−14 and forming macro-regions based on oil export allowances to capt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c54da26f3e1912669454452d8900fdac
https://shura.shu.ac.uk/27679/1/Issa-BankingCompetitionConvergence(AM).pdf
https://shura.shu.ac.uk/27679/1/Issa-BankingCompetitionConvergence(AM).pdf
Publikováno v:
Journal of Futures Markets. 38:673-695
Given the widespread transfer of trading to electronic platforms it is important to ask whether such trading is more efficient than traditional open outcry. To empirically assess this we examine the Crude Palm Oil market from 1995:06 to 2008:07 - a m
Publikováno v:
Snaith, S, Termprasertsakul, S & Wood, A 2017, ' The exchange rate exposure puzzle : the long and the short of it ', Economics Letters, vol. 159, pp. 204-207 . https://doi.org/10.1016/j.econlet.2017.08.005
The exchange rate exposure puzzle has remained robust to empirical scrutiny however evidence suggests the puzzle abates when longer horizons are considered. This paper applies inference that is appropriate in a long horizon setting and finds this evi
Publikováno v:
International Review of Financial Analysis. 49:113-127
This paper investigates the profitability of technical trading rules in the foreign exchange market taking into account data snooping bias and transaction costs. A universe of 7650 trading rules is applied to six currencies quoted in U.S. dollars ove
Publikováno v:
Journal of Banking & Finance. 37:4943-4957
This study models and forecasts the evolution of intraday implied volatility on an underlying EUR–USD exchange rate for a number of maturities. To our knowledge we are the first to employ high frequency data in this context. This allows the constru
Publikováno v:
Journal of Banking & Finance. 37:3681-3693
This paper provides the first comprehensive study of the horizon effect in tests of the forward rate unbiasedness hypothesis. It estimates Fama regressions employing 1-month through to 10-year horizon data for the five most heavily traded US dollar c
Autor:
Stuart Snaith, Claudia Girardone
Publikováno v:
Applied Financial Economics. 21:1725-1734
This article provides novel evidence on project finance loan pricing using economic and disaggregated political risk determinants. As expected, our findings suggest that the presence of loan guarantees and lower levels of aggregate political risk res
Autor:
Jerry Coakley, Stuart Snaith
Publikováno v:
Applied Financial Economics. 16:63-71
Symmetry and proportionality for 15 European economies 1973 : 04–1998 : 12 is tested in a panel regression framework that allows for permanent shocks. Support is found for both restrictions and thus for general relative PPP in the US dollar but not
Publikováno v:
Economics Letters. 88:209-213
We implement panel unit root PPP tests that allow for cross-sectional dependence between 15 OECD economies 1973 : 03–1998 : 12. The main variation in the results stems from using the CPI or PPI indexes rather than from ignoring or allowing for cros