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Research Output 2011 2018

  • 9 Citations
  • 1 h-Index
  • 5 Article
  • 2 Chapter
2018
1 Citation (Scopus)
14 Downloads (Pure)
Open Access
File
Natural resources
Euro zone
Emerging markets
Contagion
Africa
2016

The Portfolio Diversification Benefits of Frontier Markets: An Investigation Into Regional Effects

Andrikopoulos, P., Niklewski, J. & Rodgers, T., 2016, Handbook of Frontier Markets: Evidence from Middle East, North Africa and International Comparative Studies. Andrikopoulos, P., Gregoriou, G. N. & Kallinterakis, V. (eds.). London, UK.: Academic Press, Vol. 2. p. 163-192 29 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Regional effects
Portfolio diversification
Diversification benefits
Non-normality
Copula
2015
39 Downloads (Pure)

Forecasting the Jordanian stock index: modelling asymmetric volatility and distribution effects within a GARCH framework

Al-Hajieh, H., AlNemer, H., Rodgers, T. & Niklewski, J., 2015, In : Copernican Journal of Finance and Accounting. 4, 2, p. 9-26

Research output: Contribution to journalArticle

Open Access
File
Generalized autoregressive conditional heteroscedasticity
Modeling
Stock index
GJR-GARCH Model
Asymmetric volatility
2014
8 Citations (Scopus)
272 Downloads (Pure)

The 2007 financial crisis and the UK residential housing market: Did the relationship between interest rates and house prices change?

Tse, C-B., Rodgers, T. & Niklewski, J., 2014, In : Economic Modelling. 37, p. 518-530 13 p.

Research output: Contribution to journalArticle

Open Access
File
House prices
Price changes
Interest rates
Financial crisis
Housing market
2013

International Portfolio Diversification and the 2007 Financial Crisis

Niklewski, J. & Rodgers, T., 2013, Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios. Batten, J. A., MacKay, P. & Wagner, N. (eds.). Basingstoke: Palgrave Macmillan UK, p. 225-252 28 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Stock selection
Financial crisis
International portfolio diversification
Managers
Investors
Efficiency frontier
Diversification
Portfolio management
Equity
Investment horizon
2011

Option Theory, Time Diversification, and Index Funds

Redhead, K. & Niklewski, J., 2011, In : The Journal of Index Investing. 2, 2, p. 48-58 11 p.

Research output: Contribution to journalArticle

Costs
Index funds
Diversification
Investment horizon
Option theory