Items where Author is "Cerrato, Mario"

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Number of items: 9.

Cerrato, Mario, Lo, Chia Chun and Skindilias, Konstantinos (2011) Adaptive Continuous time Markov Chain Approximation Model to General Jump-Diffusions. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2011 (28). pp. 1-22.

Cerrato, Mario, Peretti, Christian de and Stewart, Chris (2011) Is the consumption-income ratio stationary? Evidence from linear and nonlinear panel unit root tests for OECD and non-OECD countries. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2011 (09). pp. 1-22.

Cerrato, Mario, Sarantis, Nicholas and Saunders, Alex (2009) An investigation of customer order flow in the foreign exchange market. Centre for International Capital Markets discussion papers, 2009 (11). pp. 1-32. ISSN 1749-3412

Caporale, Guglielmo Maria and Cerrato, Mario (2008) Using Chebyshev polynomials to approximate partial differential equations. Centre for International Capital Markets discussion papers, 2008 (10). pp. 1-15. ISSN 1749-3412

Cerrato, Mario and Djennad, Abdelmadjid (2007) Dynamic option adjusted spread and the value of mortgage backed securities. Centre for International Capital Markets discussion papers, 2007 (09). pp. 1-18. ISSN 1749-3412

Cerrato, Mario (2007) Valuing American style derivatives by least squares methods. Centre for International Capital Markets discussion papers, 2007 (13). pp. 1-24. ISSN 1749-3412

Cerrato, Mario, Peretti, Christian de and Sarantis, Nicholas (2007) A nonlinear panel unit root test under cross section dependence. Centre for International Capital Markets discussion papers, 2007 (14). pp. 1-31. ISSN 1749-3412

Cerrato, Mario, Kellard, Neil and Sarantis, Nicholas (2007) The purchasing power parity persistence paradigm in emerging markets. Centre for International Capital Markets discussion papers, 2007 (07). pp. 1-32. ISSN 1749-3412

Cerrato, Mario (2003) New panel unit root and cointegration tests of purchasing power parity. Doctoral thesis, London Metropolitan University.

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