Kellard, Neil, Dunis, Christian L. and Sarantis, Nicholas (2009) The implied-realized volatility relation in foreign exchange options markets. Centre for International Capital Markets discussion papers, 2009 (19). pp. 1-39. ISSN 1749-3412
Kellard, Neil, Dunis, Christian L. and Sarantis, Nicholas (2007) Foreign exchange, fractional cointegration and the implied-realized volatility relation. Centre for International Capital Markets discussion papers, 2007 (01). pp. 1-32. 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