Research Output per year
Research Output 2011 2018
2018
The Impact of the 2007-09 and Euro-Zone Crises on Natural Resources Sector Beta in African Emerging Markets: The Impact of the 2007-09 and Euro-Zone Crises on Natural Resources Sector Beta in African Emerging Markets
Tony-Okeke, U., Ahmadu-Bello, J., Niklewski, J. & Rodgers, T., 1 Oct 2018, In : Research in International Business and Finance. 45, p. 54-61 8 p.Research output: Contribution to journal › Article
Open Access
File
Natural resources
Euro zone
Emerging markets
Contagion
Africa
2015
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. 9-26Research output: Contribution to journal › Article
Open Access
File
Generalized autoregressive conditional heteroscedasticity
Modeling
Stock index
GJR-GARCH Model
Asymmetric volatility
2014
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 journal › Article
Open Access
File
House prices
Price changes
Interest rates
Financial crisis
Housing market
2013
Time diversification frontiers and efficiency frontiers: Implications for long-term portfolio management
Niklewski, J. & Redhead, K., 2013, In : The Journal of Wealth Management. 16, 3, p. 31-42Research output: Contribution to journal › Article
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 journal › Article
Costs
Index funds
Diversification
Investment horizon
Option theory