Research output per year
Research output per year
Search results
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2018
Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets
Kim, S. J., Mckenzie, M. D. & Faff, R. W., 2018, Information Spillovers and Market Integration in International Finance: Empirical Analyses. Kim, S-J. (ed.). World Scientific Publishing, p. 151-174 24 p. (World Scientific Studies in International Economics; vol. 64).Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research › peer-review
1 Citation (Scopus) -
2017
Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth it?
Low, R. K. Y., Alcock, J., Faff, R. & Brailsford, T., 27 Mar 2017, Assymetric Dependence in Finance: Diversification, Correlation and Portfolio Management in Market Downturns. Alcock, J. & Satchell, S. (eds.). Chichester: John Wiley & Sons, p. 263-289 27 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research › peer-review
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2015
Profiling ethical investors
Méndez-Rodríguez, P., Galguera, L., Bravo, M., Benson, K., Faff, R. & Pérez-Gladish, B., 2015, Socially Responsible Investment: A Multi-Criteria Decision Making Approach. Ballestero, E., Pérez-Gladish, B. & Garcia-Bernabeu, A. (eds.). Springer, p. 23-52 30 p. (International Series in Operations Research and Management Science; vol. 219).Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research › peer-review
3 Citations (Scopus) -
2011
A Practical Guide to Gold as an Investment Asset
Cai, C. X., Clacher, I., Faff, R. & Hillier, D., 29 Nov 2011, The Handbook of Commodity Investing. Fabozzi, F. J., Fuss, R. & Kaiser, D. G. (eds.). John Wiley & Sons, p. 712-735 24 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research › peer-review
1 Citation (Scopus) -
2009
Information transmission across stock and bond markets: International evidence
Cai, C. X., Faff, R., Hillier, D. & Lhaopadchan, S., 1 Jan 2009, Stock Market Volatility. Gregoriou, G. (ed.). CRC Press, p. 293-310 18 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research › peer-review
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2005
Alternative beta risk estimators in emerging markets: the Latin American case
Brooks, R. D., Faff, R. W., Fry, T. & Maldonado-Rey, D., Apr 2005, Latin American Financial Markets: Developments in Financial Innovations. Arbelaez, H. & Click, R. W. (eds.). Emerald Group Publishing Limited, p. 329-344 16 p. (International Finance Review; vol. 5).Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research › peer-review
1 Citation (Scopus)