Neil Michael Kellard
Names
| first: |
Neil |
| middle: |
Michael |
| last: |
Kellard |
Identifer
Contact
Affiliations
-
University of Essex
/ Essex Business School
/ Essex Finance Center
Research profile
author of:
- Trends and Cycles in Real Commodity Prices: 1650-2010 (RePEc:auu:hpaper:010)
by David Harvey & Neil Kellard & Jakob Madsen & Mark Wohar - Finance‐Inequality Nexus: The Long And The Short Of It (RePEc:bla:ecinqu:v:58:y:2020:i:4:p:1977-1994)
by Yousef Makhlouf & Neil M. Kellard & Dmitri V. Vinogradov - Long‐Run Drift, Co‐Movement and Persistence in Real Wheat and Maize Prices (RePEc:bla:jageco:v:51:y:2000:i:1:p:106-121)
by Paul Newbold & Tony Rayner & Neil Kellard - Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate? (RePEc:bla:jageco:v:53:y:2002:i:3:p:513-529)
by Neil Kellard - Introduction to the JTSA John Nankervis Memorial Issue (RePEc:bla:jtsera:v:36:y:2015:i:5:p:601-602)
by Neil Kellard & Denise Osborn & Jerry Coakley & Neil Kellard & Denise Osborn & Jerry Coakley - The Purchasing Power Parity Persistence Puzzle: Evidence From Black Market Real Exchange Rates (RePEc:bla:manchs:v:76:y:2008:i:4:p:405-423)
by Mario Cerrato & Neil Kellard & Nicholas Sarantis - Trends and Persistence in Primary Commodity Prices (RePEc:ecj:ac2003:118)
by Kellard, Neil & Mark E Wohar - The role of long memory in hedging effectiveness (RePEc:eee:csdana:v:52:y:2008:i:6:p:3075-3082)
by Coakley, Jerry & Dollery, Jian & Kellard, Neil - On the prevalence of trends in primary commodity prices (RePEc:eee:deveco:v:79:y:2006:i:1:p:146-167)
by Kellard, Neil & Wohar, Mark E. - Trade openness, export diversification, and political regimes (RePEc:eee:ecolet:v:136:y:2015:i:c:p:25-27)
by Makhlouf, Yousef & Kellard, Neil M. & Vinogradov, Dmitri - The PPP debate: Price matters! (RePEc:eee:ecolet:v:88:y:2005:i:2:p:209-213)
by Coakley, Jerry & Kellard, Neil & Snaith, Stuart - Can exchange rate volatility explain persistence in the forward premium? (RePEc:eee:empfin:v:15:y:2008:i:4:p:714-728)
by Kellard, Neil & Sarantis, Nicholas - Predicting the equity premium with dividend ratios: Reconciling the evidence (RePEc:eee:empfin:v:17:y:2010:i:4:p:539-551)
by Kellard, Neil M. & Nankervis, John C. & Papadimitriou, Fotios I. - Special issue of the Journal of Empirical Finance Guest Editors' introduction (RePEc:eee:empfin:v:38:y:2016:i:pb:p:513-515)
by Kellard, Neil & Taylor, A.M. Robert - Bubbling over! The behaviour of oil futures along the yield curve (RePEc:eee:empfin:v:38:y:2016:i:pb:p:516-533)
by Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil - Using covariates to improve the efficacy of univariate bubble detection methods (RePEc:eee:empfin:v:70:y:2023:i:c:p:342-366)
by Astill, Sam & Taylor, A.M. Robert & Kellard, Neil & Korkos, Ioannis - Two puzzles in the analysis of foreign exchange market efficiency (RePEc:eee:finana:v:7:y:1998:i:2:p:95-111)
by Newbold, Paul & Wohar, Mark E. & Rayner, Tony & Kellard, Neil & Ennew, Christine - Index tracking and beta arbitrage effects in comovement (RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002812)
by Liao, Yixin & Coakley, Jerry & Kellard, Neil - The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives (RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304714)
by Akyildirim, Erdinc & Corbet, Shaen & Katsiampa, Paraskevi & Kellard, Neil & Sensoy, Ahmet - On the robustness of cointegration tests when assessing market efficiency (RePEc:eee:finlet:v:3:y:2006:i:1:p:57-64)
by Kellard, Neil - Foreign exchange, fractional cointegration and the implied-realized volatility relation (RePEc:eee:jbfina:v:34:y:2010:i:4:p:882-891)
by Kellard, Neil & Dunis, Christian & Sarantis, Nicholas - Forecasting EUR–USD implied volatility: The case of intraday data (RePEc:eee:jbfina:v:37:y:2013:i:12:p:4943-4957)
by Dunis, Christian & Kellard, Neil M. & Snaith, Stuart - Does the forward premium puzzle disappear over the horizon? (RePEc:eee:jbfina:v:37:y:2013:i:9:p:3681-3693)
by Snaith, Stuart & Coakley, Jerry & Kellard, Neil - Risk, financial stability and FDI (RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560620301881)
by Kellard, Neil M. & Kontonikas, Alexandros & Lamla, Michael J. & Maiani, Stefano & Wood, Geoffrey - Prime money market funds regulation, global liquidity, and the crude oil market (RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000742)
by Ivan, Miruna-Daniela & Banti, Chiara & Kellard, Neil - Spurious long memory, uncommon breaks and the implied–realized volatility puzzle (RePEc:eee:jimfin:v:56:y:2015:i:c:p:36-54)
by Kellard, Neil M. & Jiang, Ying & Wohar, Mark - Child mortality, commodity price volatility and the resource curse (RePEc:eee:socmed:v:178:y:2017:i:c:p:144-156)
by Makhlouf, Yousef & Kellard, Neil M. & Vinogradov, Dmitri - Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day (RePEc:eee:wdevel:v:89:y:2017:i:c:p:57-70)
by Harvey, David I. & Kellard, Neil M. & Madsen, Jakob B. & Wohar, Mark E. - Close communications: hedge funds, brokers and the emergence of herding (RePEc:ehl:lserod:64766)
by Kellard, Neil & Millo, Yuval & Simon, Jan & Engel, Ofer - Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures (RePEc:esy:uefcwp:15373)
by Snaith, S & Kellard, NM & Ahmad, N - Credit Default Swap Spreads: Funding Liquidity Matters! (RePEc:esy:uefcwp:23321)
by Banti, Chiara & Kellard, Neil & Manac, Radu-Dragomir - Risk, Financial Stability and FDI (RePEc:esy:uefcwp:23409)
by Kellard, Neil M & Kontonikas, Alexandros & Lamla, Michael J & Maiani, Stefano & Wood, Geoffrey - Oil Price Uncertainty and the Macroeconomy (RePEc:esy:uefcwp:24735)
by Triantafyllou, Athanasios & Vlastakis, Nikolaos & Kellard, Neil - Oil price uncertainty as a predictor of stock market volatility (RePEc:esy:uefcwp:26566)
by Vlastakis, Nikolaos & Triantafyllou, Athanasios & Kellard, Neil - Measuring Oil Price Shocks (RePEc:esy:uefcwp:27498)
by Vlastakis, Nikolaos & Triantafyllou, Athanasios & Kellard, Neil - How does standardization affect OTC markets? Evidence from the Small Bang reform in the CDS market (RePEc:esy:uefcwp:30946)
by Manac, Radu-Dragomir & Banti, Chiara & Kellard, Neil - Long-Run Movements in Real Exchange Rates: 1264 to 2020 (RePEc:esy:uefcwp:35634)
by Kellard, Neil & Madsen, Jakob B & Snaith, Stuart - The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets (RePEc:mmf:mmfc05:34)
by Mario Cerrato & Neil Kellard & Nicholas Sarantis - Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach (RePEc:mmf:mmfc06:129)
by Neil Kellard & John Nankervis & Fotis Papadimitriou - Testing for Efficiency in Commodity Futures Markets (RePEc:not:notecp:96/11)
by C. Ennew, & N. Kellard, & P. Newbold & A.J. Rayner, - Two Puzzles in the Analysis of Foreign Exchange Market Efficiency (RePEc:not:notecp:96/18)
by C. Ennew, & N. Kellard, & P. Newbold, A. J. Rayner & M. E. Wohar, - Long-Run Price Behaviour of Wheat and Maize: Trend Stationarity or Difference-Stationarity? (RePEc:not:notecp:97/7)
by P. Newbold, & A.J. Rayner, & N. Kellard & C. Ennew, - Is the Dollar/ECU Exchange A Random Walk? (RePEc:not:notecp:97/8)
by P. Newbold, A & .J. Rayner, & N. Kellard & C. Ennew, - Threshold Autoregressive Models of the Commodities Futures Basis (RePEc:sce:scecfa:323)
by Alfonso Gutierrez & Jerry Coakley & Neil Kellard - The Forward Premium Anomaly at Long Horizons (RePEc:sce:scecfa:474)
by Stuart Snaith & Neil Kellard & Jerry Coakley - Long Memory and Structural Breaks in Commodity Futures Basis and Market (RePEc:sce:scecfa:523)
by Jerry Coakley & Jian Dollery & Neil Kellard - Unknown item RePEc:taf:apfiec:v:11:y:2001:i:6:p:681-691 (article)
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- Commodity futures returns: more memory than you might think! (RePEc:taf:eurjfi:v:22:y:2016:i:14:p:1457-1483)
by Jerry Coakley & Neil Kellard & Jian Wang - Banks and financial markets in times of uncertainty (RePEc:taf:eurjfi:v:26:y:2020:i:10:p:893-896)
by Jerry Coakley & Claudia Girardone & Neil Kellard - Is news related to GDP growth a risk factor for commodity futures returns? (RePEc:taf:quantf:v:16:y:2016:i:12:p:1887-1899)
by Daniel Tsvetanov & Jerry Coakley & Neil Kellard - The Prebisch-Singer Hypothesis: Four Centuries of Evidence (RePEc:tpr:restat:v:92:y:2010:i:2:p:367-377)
by David I. Harvey & Neil M. Kellard & Jakob B. Madsen & Mark E. Wohar - Multistage optimization filter for trend‐based short‐term forecasting (RePEc:wly:jforec:v:41:y:2022:i:2:p:345-360)
by Usman Zafar & Neil Kellard & Dmitri Vinogradov - The relative efficiency of commodity futures markets (RePEc:wly:jfutmk:v:19:y:1999:i:4:p:413-432)
by Neil Kellard & Paul Newbold & Tony Rayner & Christine Ennew - Long memory and structural breaks in commodity futures markets (RePEc:wly:jfutmk:v:31:y:2011:i:11:p:1076-1113)
by Jerry Coakley & Jian Dollery & Neil Kellard - Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures (RePEc:wly:jfutmk:v:38:y:2018:i:6:p:673-695)
by Stuart Snaith & Neil M. Kellard & Norzalina Ahmad - Night trading and market quality: Evidence from Chinese and US precious metal futures markets (RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1486-1507)
by Ying Jiang & Neil Kellard & Xiaoquan Liu