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Research Output 2011 2018

  • 9 Citations
  • 1 h-Index
  • 5 Article
  • 2 Chapter
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Article
2018
1 Citation (Scopus)
20 Downloads (Pure)
Open Access
File
Natural resources
Euro zone
Emerging markets
Contagion
Africa
2015
44 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)
276 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
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