Working or Discussion Paper

Albanis, George T. and Batchelor, R. A. (1999) Combining heterogeneous classifiers for stock selection. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.02-).

Avesani, Renzo G., Gallo, Giampiero M. and Salmon, Mark H. (1999) On the evolution of credibility and flexible exchange rate target zones. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.11).

Cheung, Yin-Wong, Chinn, Menzie David and Marsh, Ian W. (1999) How do UK-based foreign exchange dealers think their market operates? Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.21).

Critchley, Frank, Marriott, Paul and Salmon, Mark H. (1999) An elementary account of Amari's expected geometry. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.6).

Hillman, Robert and Salmon, Mark H. (1999) From market micro-structure to macro fundamentals : is there predictability in the dollar-Deutsche Mark exchange rate? Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.12).

Hwang, Soosung (1999) The effects of systematic sampling and temporal aggregation on discrete time long memory processes and their finite sample properties. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.15).

Hwang, Soosung, Knight, John L. and Satchell, S. (Stephen) (1999) Forecasting volatility using LINEX loss functions. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.20).

Hwang, Soosung and Satchell, S. (Stephen) (1999) Market risk and the concept of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.16).

Hwang, Soosung and Satchell, S. (Stephen) (1999) Modelling emerging market risk premia using higher moments. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.17).

MacDonald, Ronald and Marsh, Ian W. (1999) Currency spillovers and tri-polarity : a simultaneous model of the US dollar, German mark and Japanese yen. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.14).

Marsh, Ian W. (1999) An analysis of the performance of European foreign exchange forecasters. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.7).

Marsh, Ian W. and Power, David (1999) A panel-based investigation into the relationship between stock prices and dividends. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.8).

Neely, Christopher J. and Weller, Paul A. (1999) Intraday technical trading in the foreign exchange market. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.2).

Neely, Christopher J. and Weller, Paul A. (1999) Predictability in international asset returns : a re-examination. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.3).

Neely, Christopher J. and Weller, Paul A. (1999) Technical analysis and central bank intervention. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.4).

Tambakis, Demosthenes N. and Royen, Anne-Sophie van (1999) Bootstrap predictability of daily exchange rates in ARMA models. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. Working Papers Series, Vol.1999 (No.5).