5
H index
2
i10 index
71
Citations
University of Victoria | 5 H index 2 i10 index 71 Citations RESEARCH PRODUCTION: 12 Articles 5 Papers RESEARCH ACTIVITY: 19 years (2004 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psn46 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stuart Snaith. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Applied Financial Economics | 3 |
Economics Letters | 3 |
Journal of Banking & Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Essex Finance Centre Working Papers / University of Essex, Essex Business School | 2 |
Year | Title of citing document |
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2023 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149. Full description at Econpapers || Download paper |
2023 | Banking market power and its determinants: New insights from MENA countries. (2023). Coccorese, Paolo ; Chaffai, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000092. Full description at Econpapers || Download paper |
2023 | Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993. Full description at Econpapers || Download paper |
2023 | Further evidence on the returns to technical trading rules: Insights from fourteen currencies. (2023). Todorov, Ivan ; Dockery, Everton. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000270. Full description at Econpapers || Download paper |
2023 | Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730. Full description at Econpapers || Download paper |
2023 | Forecasting Forex Trend Indicators with Fuzzy Rough Sets. (2023). Schaeffer, S E ; Lopez-Irarragorri, F ; Garza, J C. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10281-3. Full description at Econpapers || Download paper |
2023 | Re-evaluating whether absolute or relative purchasing power parity is being tested when using price indices. (2023). Stewart, Chris. In: Economics Discussion Papers. RePEc:ris:kngedp:2023_001. Full description at Econpapers || Download paper |
2023 | Foreign exchange trading and management with the stochastic dual dynamic programming method. (2023). Sepulveda-Hurtado, Guillermo Alexander ; Reus, Lorenzo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00433-7. Full description at Econpapers || Download paper |
2023 | Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange. (2023). Kadioglu, Eyup ; Frommel, Michael. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00500-7. Full description at Econpapers || Download paper |
2023 | Do forward premium rates predict the spot rates? Comparison of developed and emerging economies. (2023). Ahmed, Ijlal ; Khattak, Shoaib. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2178-2187. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2012 | The PPP debate: Multiple breaks and cross-sectional dependence In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
2017 | The exchange rate exposure puzzle: The long and the short of it In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2005 | The PPP debate: Price matters! In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
2017 | FX technical trading rules can be profitable sometimes! In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 15 |
2013 | Forecasting EUR–USD implied volatility: The case of intraday data In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
2013 | Does the forward premium puzzle disappear over the horizon? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2022 | Banking competition, convergence and growth across macro-regions of MENA In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2015 | Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures.(2018) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2023 | Long-Run Movements in Real Exchange Rates: 1264 to 2020 In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Testing for Long Run Relative PPP in Europe In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 2 |
2004 | The overvaluation of PPP in Europe? In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
2006 | The Forward Premium Anomaly at Long Horizons In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2005 | Testing for symmetry and proportionality in a European panel In: Applied Financial Economics. [Full Text][Citation analysis] | article | 9 |
2006 | Testing for symmetry and proportionality in a European panel.(2006) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2011 | Project finance loan spreads and disaggregated political risk In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
2022 | Exchange rate forecasting using economic models and technical trading rules In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
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