Publications

by members of

Faculty of Finance
Cass Business School
City University
LondonLondon, United Kingdom

Working papers

2008

1. Marwan Izzeldin & Ana-Maria Fuertes & Elena Kalotychou, 2008. "On forecasting daily stock volatility: the role of intraday information and market conditions," Working Papers 005439, Lancaster University Management School, Economics Department. [Downloadable!]

2007

1. Paul Hallwood & Ronald MacDonald & Ian Marsh, 2007. "Did Impending War in Europe Help Destroy the Gold Bloc in 1936? An Internal Inconsistency Hypothesis," Working papers 2007-23, University of Connecticut, Department of Economics. [Downloadable!]

2006

1. Elena Kalotychou & Ana-Maria Fuertes, 2006. "On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics," Computing in Economics and Finance 2006 509, Society for Computational Economics. [Downloadable!]
2. Tianshu Zhao & Barbara Casu & Alessandra Ferrari, 2006. "Deregulation and productivity growth: a study of Indian commercial banking," Economics & Management Discussion Papers em-dp2006-38, Henley Business School, Reading University. [Downloadable!]
3. Tianshu Zhao & Barbara Casu & Alessandra Ferrari, 2006. "Deregulation and productivity growth: a study of Indian commercial banking," Economic Analysis Research Group Working Papers earg-wp2006-07, Henley Business School, Reading University. [Downloadable!]

2004

1. Marsh, Ian W & Wagner, Wolf, 2004. "Credit Risk Transfer and Financial Sector Performance," CEPR Discussion Papers 4265, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Paul Hallwood & Ian W. Marsh & Joerg Scheibe, 2004. "An Assessment of the Case for Monetary Union or Official Dollarization in Argentina, Brazil, Chile, Uruguay and Venezuela," Working papers 2004-13, University of Connecticut, Department of Economics. [Downloadable!]
3. Ana-Maria Fuertes & Elena Kalotychou, 2004. "Forecasting sovereign default using panel models: A comparative analysis," Computing in Economics and Finance 2004 228, Society for Computational Economics.
4. Ana-Maria Fuertes & Jerry Coakley & Andrew Wood, 2004. "A new interpretation of the real exchange rate - yield differential nexus," Money Macro and Finance (MMF) Research Group Conference 2003 32, Money Macro and Finance Research Group. [Downloadable!]
5. Ana-Maria Fuertes & Elena Kalotychou, 2004. "Elements in the Design of an Early Warning System for Sovereign Default," Computing in Economics and Finance 2004 231, Society for Computational Economics.
6. Ana-Maria Fuertes & Dylan Thomas, 2004. "Market-wide shocks and anomalous price behaviour: evidence from closed-end funds," Money Macro and Finance (MMF) Research Group Conference 2004 56, Money Macro and Finance Research Group. [Downloadable!]
7. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004. "The Feldstein-Horioka puzzle is not as bad as you think," Money Macro and Finance (MMF) Research Group Conference 2003 17, Money Macro and Finance Research Group. [Downloadable!]
8. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004. "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance 0403, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
9. Barbara Casu & Claudia Girardone, 2004. "An Analysis of the Relevance of Off-Balance Sheet Items in Explaining Productivity Change in European Banking," Money Macro and Finance (MMF) Research Group Conference 2004 37, Money Macro and Finance Research Group. [Downloadable!]
10. Kate Phylaktis & Lichuan Xia, 2004. "Sources of Industry and Country Effects in Firm Level Returns," Money Macro and Finance (MMF) Research Group Conference 2004 10, Money Macro and Finance Research Group. [Downloadable!]

2003

1. C. Paul Hallwood & Ian W. Marsh, 2003. "Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931," Working papers 2003-23, University of Connecticut, Department of Economics. [Downloadable!]
2. Andrew Wood & Jerry Coakley & Ana-Maria Fuertes, 2003. "A New Interpretation of the Exchange Rate - Yield Differential Nexus," Computing in Economics and Finance 2003 160, Society for Computational Economics.
3. Ana-maria Fuertes, 2003. "Robust Bootstrap Inference On Long Run Dependence Using Panels," Computing in Economics and Finance 2003 307, Society for Computational Economics.
4. Ana María Fuertes & Aurelia Bengochea & Salvador del Saz, 2003. "Estudio De Las Preferencias Individuales Sobre Un Espacio Natural Mediante El Análisis Conjunto," Working Papers. Serie EC 2003-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

2002

1. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2002. "A Principal Components Approach to Cross-Section Dependence in Panels," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-3, International Conferences on Panel Data. [Downloadable!]
2. Jerry Coakley & Ana-Maria Fuertes, 2002. "An MTAR Test for Stock Market Bubbles," Computing in Economics and Finance 2002 298, Society for Computational Economics.
3. Jerry Coakley & Ana-Maria Fuertes, 2002. "Exchange Rate Overshooting and the Forward Premium Puzzle," Computing in Economics and Finance 2002 145, Society for Computational Economics.
4. Ana-Maria Fuertes & Miguel A. Martin & M. Teresa Perez, 2002. "Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models," Computing in Economics and Finance 2002 113, Society for Computational Economics.
5. Andrew Wood & Ana-Maria Fuertes & Jerry Coakley, 2002. "Reinterpreting the Real Exchange Rate - Yield Diffential Nexus," Working Papers wp02-10, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]

2001

1. Paul Hallwood & Ian W. Marsh & Jorg Scheibe, 2001. "Official Dollarization in Latin America: Could it Work?," Working papers 2001-06, University of Connecticut, Department of Economics. [Downloadable!]
2. Jerry Coakley, Ana-Maria Fuertes, Ron Smith, 2001. "Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach," Computing in Economics and Finance 2001 140, Society for Computational Economics.
3. Jerry Coakley, Ana-Maria Fuertes, Ron Smith, 2001. "Small sample properties of panel time-series estimators with I(1) errors," Computing in Economics and Finance 2001 191, Society for Computational Economics.
4. Jerry Coakley; Ana-Maria Fuertes, 2001. "Bootstrap LR Tests for Sign and Amplitude Asymmetries," Computing in Economics and Finance 2001 262, Society for Computational Economics.
5. Maria-Teresa Perez & Ana-Maria Fuertes & Jerry Coakley, 2001. "Numerical Issues in Threshold Autoregressive Modelling of Time Series," Working Papers wp01-09, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]
6. Ron Smith & Ana-Maria Fuertes & Jerry Coakley, 2001. "Small Sample Properties of Panel Time-series Estimators with I(1) Errors," Working Papers wp01-08, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]
7. Ana-Maria Fuertes & Jerry Coakley, 2001. "Rethinking the Forward Premium Puzzle in a Non-linear Framework," Working Papers wp01-06, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]

2000

1. Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2000. "How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?," NBER Working Papers 7524, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Ana-Maria Fuertes & Maria-Teresa Perez & Jerry Coakley, 2000. "A Numerical Algorithm For The Efficient Estimation Of Band-Tar Models," Computing in Economics and Finance 2000 140, Society for Computational Economics.
3. Coakley, Jerry & Fuertes, Ana María & Zoega, Gylfi, 2000. "Evaluating The Persistence And Structuralist Theories Of Unemployment," CEPR Discussion Papers 2438, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. Barbara Casu & Philip Molyneux, 2000. "A Comparative Study of Efficiency in European Banking," Center for Financial Institutions Working Papers 00-17, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

1999

1. MacDonald, Ronald & Marsh, Ian W, 1999. "Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen," CEPR Discussion Papers 2210, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Cheung, Yin-Wong & Chinn, Menzie David & Marsh, Ian W, 1999. "How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?," CEPR Discussion Papers 2230, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

1995

1. Kate Phylaktis, 1995. "Capital Market Integration in the Pacific Basin Region: An Analysis of Real Interest Rate Linkages," IMF Working Papers 95/133, International Monetary Fund.

1991

1. Mark P. Taylor & Kate Phylaktis, 1991. "The Demand for Money During High Inflation Episodes - Some Latin American Evidence on the Cagan Model," IMF Working Papers 91/48, International Monetary Fund.

Undated

1. Roberto Blanco & Simon Brennan & Ian W Marsh, . "An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps," Bank of England working papers 211, Bank of England. [Downloadable!]
2. Christian Hawkesby & Ian W Marsh & Ibrahim Stevens, . "Comovements in the prices of securities issued by large complex financial institutions," Bank of England working papers 256, Bank of England. [Downloadable!]
3. Michael Moore & Kate Phylaktis, . "Black And Official Exchange Rates in the Pacific Basin: Some Tests For Efficiency," Financial Market Papers 7, Financial Services Research Forum. [Downloadable!]

Journal articles

2009

1. Fuertes, Ana-Maria & Izzeldin, Marwan & Kalotychou, Elena, 2009. "On forecasting daily stock volatility: The role of intraday information and market conditions," International Journal of Forecasting, Elsevier, vol. 25(2), pages 259-281. [Downloadable!] (restricted)
2. Ana-Maria Fuertes & Shelagh A. Heffernan, 2009. "Interest rate transmission in the UK: a comparative analysis across financial firms and products," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 45-63. [Downloadable!]
3. Ana-Maria Fuertes & Joëlle Miffre & Wooi-Hou Tan, 2009. "Momentum profits, nonnormality risks and the business cycle," Applied Financial Economics, Taylor and Francis Journals, vol. 19(12), pages 935-953. [Downloadable!] (restricted)
4. Barbara Casu & Claudia Girardone, 2009. "Competition issues in European banking," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 17(2), pages 119-133, May. [Downloadable!] (restricted)
5. Casu, Barbara & Girardone, Claudia, 2009. "Testing the relationship between competition and efficiency in banking: A panel data analysis," Economics Letters, Elsevier, vol. 105(1), pages 134-137, October. [Downloadable!] (restricted)

2008

1. Fuertes, Ana-Maria, 2008. "Sieve bootstrap t-tests on long-run average parameters," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3354-3370, March. [Downloadable!] (restricted)
2. Geoffrey Meen & Mark Andrew, 2008. "Planning for housing in the post-Barker era: affordability, household formation, and tenure choice," Oxford Review of Economic Policy, Oxford University Press, vol. 24(1), pages 79-98, spring. [Downloadable!] (restricted)

2007

1. Fuertes, Ana-Maria & Kalotychou, Elena, 2007. "Optimal design of early warning systems for sovereign debt crises," International Journal of Forecasting, Elsevier, vol. 23(1), pages 85-100. [Downloadable!] (restricted)
2. Fuertes, Ana-Maria & Kalotychou, Elena, 2007. "On sovereign credit migration: A study of alternative estimators and rating dynamics," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3448-3469, April. [Downloadable!] (restricted)
3. Kate Phylaktis & Antonis Aristidou, 2007. "Security transaction taxes and financial volatility: Athens stock exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 17(18), pages 1455-1467. [Downloadable!] (restricted)

2006

1. Fuertes, Ana-Maria & Thomas, Dylan C., 2006. "Large market shocks and abnormal closed-end-fund price behaviour," Journal of Banking & Finance, Elsevier, vol. 30(9), pages 2517-2535, September. [Downloadable!] (restricted)
2. Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Valuation ratios and price deviations from fundamentals," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2325-2346, August. [Downloadable!] (restricted)
3. Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron, 2006. "Unobserved heterogeneity in panel time series models," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2361-2380, May. [Downloadable!] (restricted)
4. Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Testing for sign and amplitude asymmetries using threshold autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 30(4), pages 623-654, April. [Downloadable!] (restricted)
5. Fuertes, Ana-Maria & Kalotychou, Elena, 2006. "Early warning systems for sovereign debt crises: The role of heterogeneity," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1420-1441, November. [Downloadable!] (restricted)
6. Barbara Casu & Claudia Girardone, 2006. "Bank Competition, Concentration And Efficiency In The Single European Market," Manchester School, University of Manchester, vol. 74(4), pages 441-468, 07. [Downloadable!] (restricted)
7. Elena Beccalli & Barbara Casu & Claudia Girardone, 2006. "Efficiency and Stock Performance in European Banking," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 33(1-2), pages 245-262. [Downloadable!] (restricted)
8. Casu, B. & Thanassoulis, E., 2006. "Evaluating cost efficiency in central administrative services in UK universities," Omega, Elsevier, vol. 34(5), pages 417-426, October. [Downloadable!] (restricted)
9. Andrew, Mark & Haurin, Donald & Munasib, Abdul, 2006. "Explaining the route to owner-occupation: A transatlantic comparison," Journal of Housing Economics, Elsevier, vol. 15(3), pages 189-216, September. [Downloadable!] (restricted)
10. Mark Andrew & Geoffrey Meen, 2006. "Population structure and location choice: A study of London and South East England," Papers in Regional Science, Blackwell Publishing, vol. 85(3), pages 401-419, 08. [Downloadable!] (restricted)
11. Phylaktis, Kate, 2006. "Emerging markets finance: Overview of the special issue," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 349-357, April. [Downloadable!] (restricted)
12. Phylaktis, Kate & Xia, Lichuan, 2006. "Sources of firms' industry and country effects in emerging markets," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 459-475, April. [Downloadable!] (restricted)

2005

1. Coakley, Jerry & Flood, Robert P. & Fuertes, Ana M. & Taylor, Mark P., 2005. "Purchasing power parity and the theory of general relativity: the first tests," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 293-316, March. [Downloadable!] (restricted)
2. Marwan Izzeldin & Ana-Maria Fuertes & Anthony Murphy, 2005. "A guided tour of TSMod 4.03," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 691-698. [Downloadable!]
3. Barbara Casu & Claudia Girardone, 2005. "An analysis of the relevance of off-balance sheet items in explaining productivity change in European banking," Applied Financial Economics, Taylor and Francis Journals, vol. 15(15), pages 1053-1061, October. [Downloadable!] (restricted)
4. Phylaktis, Kate & Ravazzolo, Fabiola, 2005. "Stock market linkages in emerging markets: implications for international portfolio diversification," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(2), pages 91-106, April. [Downloadable!] (restricted)
5. Kate Phylaktis & Gikas Manalis, 2005. "Price transmission dynamics between informationally linked securities," Applied Financial Economics, Taylor and Francis Journals, vol. 15(3), pages 187-201, February. [Downloadable!] (restricted)
6. Phylaktis, Kate & Ravazzolo, Fabiola, 2005. "Stock prices and exchange rate dynamics," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1031-1053, November. [Downloadable!] (restricted)

2004

1. MacDonald, Ronald & Marsh, Ian W., 2004. "Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 99-111, February. [Downloadable!] (restricted)
2. Hallwood, C. Paul & Marsh, Ian W., 2004. "Exchange market pressure on the pound-dollar exchange rate: 1925-1931," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 249-264, August. [Downloadable!] (restricted)
3. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004. "Is the Feldstein-Horioka Puzzle History?," Manchester School, University of Manchester, vol. 72(5), pages 569-590, 09. [Downloadable!] (restricted)
4. Jerry Coakley & Ana-Maria Fuertes & Andrew Wood, 2004. "A new interpretation of the exchange rate-yield differential nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 201-218. [Downloadable!]
5. Barbara Casu & Claudia Girardone, 2004. "Financial conglomeration: efficiency, productivity and strategic drive," Applied Financial Economics, Taylor and Francis Journals, vol. 14(10), pages 687-696, June. [Downloadable!] (restricted)
6. Casu, Barbara & Girardone, Claudia & Molyneux, Philip, 2004. "Productivity change in European banking: A comparison of parametric and non-parametric approaches," Journal of Banking & Finance, Elsevier, vol. 28(10), pages 2521-2540, October. [Downloadable!] (restricted)
7. Mark Andrew, 2004. "A Permanent Change in the Route to Owner Occupation?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(1), pages 24-48, 02. [Downloadable!] (restricted)
8. Meen, Geoffrey & Andrew, Mark, 2004. "On the use of policy to reduce housing market segmentation," Regional Science and Urban Economics, Elsevier, vol. 34(6), pages 727-751, November. [Downloadable!] (restricted)
9. Phylaktis, Kate & Ravazzolo, Fabiola, 2004. "Currency risk in emerging equity markets," Emerging Markets Review, Elsevier, vol. 5(3), pages 317-339, September. [Downloadable!] (restricted)

2003

1. Coakley, Jerry & Fuertes, Ana-Maria & Perez, Maria-Teresa, 2003. "Numerical issues in threshold autoregressive modeling of time series," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 2219-2242, September. [Downloadable!] (restricted)
2. Barbara Casu & Philip Molyneux, 2003. "A comparative study of efficiency in European banking," Applied Economics, Taylor and Francis Journals, vol. 35(17), pages 1865-1876, November. [Downloadable!] (restricted)
3. Mark Andrew & Geoffrey Meen, 2003. "House Price Appreciation, Transactions and Structural Change in the British Housing Market: A Macroeconomic Perspective," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 31(1), pages 99-116, 03. [Downloadable!] (restricted)
4. Mark Andrew & Geoffrey Meen, 2003. "Housing Transactions and the Changing Decisions of Young Households in Britain: The Microeconomic Evidence," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 31(1), pages 117-138, 03. [Downloadable!] (restricted)

2002

1. Coakley, Jerry & Fuertes, Ana-Maria, 2002. "Asymmetric Dynamics in UK Real Interest Rates," Applied Financial Economics, Taylor and Francis Journals, vol. 12(6), pages 379-87, June. [Downloadable!] (restricted)
2. Phylaktis, Kate & Ravazzolo, Fabiola, 2002. "Measuring financial and economic integration with equity prices in emerging markets," Journal of International Money and Finance, Elsevier, vol. 21(6), pages 879-903, November. [Downloadable!] (restricted)

2001

1. Coakley, Jerry & Fuertes, Ana-Maria, 2001. "Nonparametric Cointegration Analysis of Real Exchange Rates," Applied Financial Economics, Taylor and Francis Journals, vol. 11(1), pages 1-8, February. [Downloadable!] (restricted)
2. Coakley, Jerry & Fuertes, Ana-Maria, 2001. "A Non-linear Analysis of Excess Foreign Exchange Returns," Manchester School, University of Manchester, vol. 69(6), pages 623-42, December. [Downloadable!] (restricted)
3. Coakley, Jerry & Fuertes, Ana-Maria, 2001. "Border costs and real exchange rate dynamics in Europe," Journal of Policy Modeling, Elsevier, vol. 23(6), pages 669-676, August. [Downloadable!] (restricted)
4. Jerry Coakley & Ana-María Fuertes & Gylfi Zoega, 2001. "Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 5(3). [Downloadable!]
5. Phylaktis, Kate & Girardin, Eric, 2001. "Foreign exchange markets in transition economies: China," Journal of Development Economics, Elsevier, vol. 64(1), pages 215-235, February. [Downloadable!] (restricted)

2000

1. Paul Hallwood, C. & MacDonald, Ronald & Marsh, Ian W., 2000. "Realignment expectations and the US dollar, 1890-1897: Was there a 'Peso problem'?," Journal of Monetary Economics, Elsevier, vol. 46(3), pages 605-620, December. [Downloadable!] (restricted)
2. Coakley, Jerry & Fuertes, Ana-Marie, 2000. "Is There a Base Currency Effect in Long-Run PPP?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(4), pages 253-63, October. [Downloadable!] (restricted)
3. Coakley, Jerry & Fuertes, Ana-Maria, 2000. "Short-Run Real Exchange Rate Dynamics," Manchester School, University of Manchester, vol. 68(4), pages 461-75, Special I. [Downloadable!] (restricted)
4. Moore, Michael & Phylaktis, Kate, 2000. "Black and Official Exchange Rates in the Pacific Basin: Some Tests of Dynamic Behaviour," Applied Financial Economics, Taylor and Francis Journals, vol. 10(4), pages 361-69, August. [Downloadable!] (restricted)

1999

1. Phylaktis, Kate, 1999. "Capital market integration in the Pacific Basin region: an impulse response analysis," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 267-287, February. [Downloadable!] (restricted)
2. Kate Phylaktis & Manolis Kavussanos & Gikas Manalis, 1999. "Price Limits and Stock Market Volatility in the Athens Stock Exchange," European Financial Management, Blackwell Publishing Ltd, vol. 5(1), pages 69-84. [Downloadable!] (restricted)

1998

1. Meen, Geoffrey & Andrew, Mark, 1998. "On the Aggregate Housing Market Implications of Labour Market Change," Scottish Journal of Political Economy, Scottish Economic Society, vol. 45(4), pages 393-419, September. [Downloadable!] (restricted)

1997

1. Ronald MacDonald & Ian W. Marsh, 1997. "On Fundamentals And Exchange Rates: A Casselian Perspective," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 655-664, November. [Downloadable!] (restricted)
2. Hallwood, C. Paul & MacDonald, Ronald & Marsh, Ian W., 1997. "Crash! Expectational Aspects of the Departures of the United Kingdom and the United States from the Inter-War Gold Standard," Explorations in Economic History, Elsevier, vol. 34(2), pages 174-194, April. [Downloadable!] (restricted)
3. Coakley, Jerry & Fuertes, Ana Maria, 1997. "New panel unit root tests of PPP," Economics Letters, Elsevier, vol. 57(1), pages 17-22, November. [Downloadable!] (restricted)
4. Phylaktis, Kate & Kassimatis, Yiannis, 1997. "Black and Official Exchange Rate Volatility and Foreign Exchange Controls," Applied Financial Economics, Taylor and Francis Journals, vol. 7(1), pages 15-24, February. [Downloadable!] (restricted)
5. Phylaktis, Kate, 1997. "Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages," Pacific-Basin Finance Journal, Elsevier, vol. 5(2), pages 195-213, June. [Downloadable!] (restricted)

1996

1. Macdonald, Ronald & Marsh, Ian W., 1996. "Currency forecasters are heterogeneous: confirmation and consequences," Journal of International Money and Finance, Elsevier, vol. 15(5), pages 665-685, October. [Downloadable!] (restricted)
2. Marsh, Ian W. & Power, David M., 1996. "A note on the performance of foreign exchange forecasters in a portfolio framework," Journal of Banking & Finance, Elsevier, vol. 20(3), pages 605-613, April. [Downloadable!] (restricted)
3. Kate Phylaktis & Manolis G Kavussanos & Gikas Manalis, 1996. "Stock prices and the flow of information in the Athens Stock Exchange," European Financial Management, Blackwell Publishing Ltd, vol. 2(1), pages 113-126. [Downloadable!] (restricted)

1994

1. Phylaktis, Kate & Kassimatis, Yiannis, 1994. "Does the real exchange rate follow a random walk? The Pacific Basin perspective," Journal of International Money and Finance, Elsevier, vol. 13(4), pages 476-495, August. [Downloadable!] (restricted)
2. Phylaktis, Kate & Kassimatis, Yiannis, 1994. "Black and Official Exchange Rates in the Pacific Basin Countries: An Analysis of Their Long-Run Dynamics," Applied Economics, Taylor and Francis Journals, vol. 26(4), pages 399-407, April.

1993

1. MacDonald, Ronald & Marsh, Ian, 1993. "On the Efficiency of Oil Price Forecasts," Applied Financial Economics, Taylor and Francis Journals, vol. 3(4), pages 293-302, December. [Downloadable!] (restricted)
2. Kate Phylaktis & David Blake, 1993. "The fisher hypothesis: Evidence from three high inflation economies," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 129(3), pages 591-599, September. [Downloadable!] (restricted)
3. Phylaktis, Kate & Taylor, Mark P, 1993. "Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 32-37, February. [Downloadable!] (restricted)

1992

1. Phylaktis, Kate, 1992. "Purchasing power parity and cointegration: The Greek evidence from the 1920s," Journal of International Money and Finance, Elsevier, vol. 11(5), pages 502-513, October. [Downloadable!] (restricted)

1991

1. Phylaktis, Kate, 1991. "The black market for dollars in Chile," Journal of Development Economics, Elsevier, vol. 37(1-2), pages 155-172, November. [Downloadable!] (restricted)

1988

1. Phylaktis, Kate, 1988. "Capital controls: The case of Argentina," Journal of International Money and Finance, Elsevier, vol. 7(3), pages 303-320, September. [Downloadable!] (restricted)

This page was last updated on 2009-12-2.