Search Results - "Kellard, Neil M."

Child mortality, commodity price volatility and the resource curse by Makhlouf, Yousef, Kellard, Neil M., Vinogradov, Dmitri

“…Given many developing economies depend on primary commodities, the fluctuations of commodity prices may imply significant effects for the wellbeing of…”
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Corporate Environmental Proactivity: Evidence from the European Union's Emissions Trading System by Andreou, Panayiotis C., Kellard, Neil M.

“…In the presence of environmental policy, how do regulated firms respond? The answer is crucial for the design and effectiveness of policy regimes intended to…”
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Deal or No Deal? Modelling the Impact of Brexit Uncertainty on UK Private Equity Activity by Kellard, Neil M., Kontonikas, Alexandros, Lamla, Michael, Maiani, Stefano

“…Given uncertainty in policy, particularly around Brexit, how do private equity (PE) firms investing in the UK behave? Analysing their response is vital for…”
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Women’s empowerment and child mortality by Kellard, Neil M., Makhlouf, Yousef, Sarkisyan, Anna, Vinogradov, Dmitri V.

“…This paper investigates the nexus between women’s empowerment and child health, in particular examining whether having more rights, and which rights, leads to…”
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Risk, financial stability and FDI by Kellard, Neil M., Kontonikas, Alexandros, Lamla, Michael J., Maiani, Stefano, Wood, Geoffrey

“…•This paper examines how risk in host and origin countries affects Eurozone FDI.•Country of origin bank risk impacts on FDI; country of domicile bank risk does…”
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FINANCE‐INEQUALITY NEXUS: THE LONG AND THE SHORT OF IT by Makhlouf, Yousef, Kellard, Neil M., Vinogradov, Dmitri V.

“…Financial development affects income inequality differently in the short and in the long term. Investigating OECD countries from 1870–2011, we find in the…”
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What moves commodity terms-of-trade? Evidence from 178 countries by Makhlouf, Yousef, Kellard, Neil M., Vinogradov, Dmitri

“…Despite the important impact of commodity terms-of-trade (CTOT) on GDP growth, child mortality rates and public debt, little is known about its determinants…”
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Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day by Harvey, David I., Kellard, Neil M., Madsen, Jakob B., Wohar, Mark E.

“…•Examines commodity prices, income, and interest rates over the long-run.•Prices present a downward trend with breaks while income trends upward with…”
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Institutional settings and financing green innovation by Kellard, Neil M., Kontonikas, Alexandros, Lamla, Michael J., Maiani, Stefano, Wood, Geoffrey

“…•National institutional settings impact firms’ responses to environmental challenges.•Green innovation is more likely to occur in liberal market economies.•The…”
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THE PREBISCH-SINGER HYPOTHESIS: FOUR CENTURIES OF EVIDENCE by Harvey, David I., Kellard, Neil M., Madsen, Jakob B., Wohar, Mark E.

“…We employ a unique data set and new time-series techniques to reexamine the existence of trends in relative primary commodity prices. The data set comprises 25…”
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Business and Management Impact Assessment in Research Excellence Framework 2014: Analysis and Reflection by Kellard, Neil M., Śliwa, Martyna

“…The evaluation of research impact is likely to remain an important element of research quality audits in the UK for the foreseeable future. With this paper, we…”
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Trade openness, export diversification, and political regimes by Makhlouf, Yousef, Kellard, Neil M., Vinogradov, Dmitri

“…Recent studies have challenged the view that trade openness leads to more specialization in countries’ trade. Using a panel of 116 countries over 35 years, we…”
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Forecasting EUR–USD implied volatility: The case of intraday data by Dunis, Christian, Kellard, Neil M., Snaith, Stuart

“…•To our knowledge, the first intraday study of implied volatility predictability.•Forecasting models employed that attempt to exploit intraday…”
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Spurious long memory, uncommon breaks and the implied–realized volatility puzzle by Kellard, Neil M, Jiang, Ying, Wohar, Mark

“…One of the puzzles in international finance is the frequent finding that implied volatility is a biased predictor of realized volatility. However, given asset…”
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Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures by Snaith, Stuart, Kellard, Neil M., Ahmad, Norzalina

“…Given the widespread transfer of trading to electronic platforms we ask whether such trading is more efficient than open outcry. Examining the Crude Palm Oil…”
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Predicting the equity premium with dividend ratios: Reconciling the evidence by Kellard, Neil M., Nankervis, John C., Papadimitriou, Fotios I.

“…This paper evaluates the ability of dividend ratios to predict the equity premium. We conduct an in and out-of-sample comparative study and apply the Goyal and…”
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Banks, financial markets, and income inequality by Makhlouf, Yousef, Kellard, Neil M., Vinogradov, Dmitri V.

“…Abstract While financial development is often found to raise income inequality, it remains unclear whether the composition of the financial system makes a…”
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The Prebisch-Singer hypothesis: four centuries of evidence by Harvey, David I, Kellard, Neil M, Madsen, Jakob B, Wohar, Mark E

“…We employ a unique data set and new time-series techniques to reexamine the existence of trends in relative primary commodity prices. The data set comprises 25…”
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