Nicholas Sarantis

发表

Structural, VAR and BVAR models of exchange rate determination: a comparison of their forecasting performance

Chris Stewart, Nicholas Sarantis, Nicholas Sarantis, 1995 .

Bank performance and convergence during the financial crisis: Evidence from the ‘old’ European Union and Eurozone ☆

A. Assaf, R. Matousek, Aarti Rughoo, 2015 .

Investment Stability and Industrial Structure in U.K. Manufacturing

Nicholas Sarantis, 1978 .

The Purchasing Power Parity Persistence Puzzle: Evidence from Black Market Real Exchange Rates

N. Kellard, Nicholas Sarantis, M. Cerrato, 2008 .

Centre for International Capital Markets

Nicholas Sarantis, Kefei You, 2008 .

Credibility and Inflation Expectations in the European Monetary System

Nicholas Sarantis, 2002 .

The ERM Effect, Conflict and Inflation in the European Union

Nicholas Sarantis, C. Stewart, 2000 .

Structural Breaks and the Equilibrium Chinese Yuan/US Dollar Real Exchange Rate: A FEER Approach

Nicholas Sarantis, Kefei You, 2011 .

A FEER model for the equilibrium Chinese yuan/US dollar real exchange rate

Nicholas Sarantis, Kefei You, 2009 .

An Extended FABEER Model for the Equilibrium Chinese Yuan/US Dollar Nominal Exchange Rate

Nicholas Sarantis, Kefei You, 2009 .

Fiscal Policies and Consumer Behaviour in Western Europe

Nicholas Sarantis, 1985 .

Saving Behaviour in OECD Countries: Evidence from Panel Cointegration Tests

Nicholas Sarantis, C. Stewart, 2001 .

An extended NATREX model for China

Nicholas Sarantis, Kefei You, 2008 .

Distributional Conflict, the Current Account, and Fiscal-monetary Policies under Flexible Exchange Rates

Nicholas Sarantis, 1991 .

The Mundell-Fleming Model with Perfect Capital Mobility and Oligopolistic Pricing

Nicholas Sarantis, 1986 .

Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies

Nicholas Sarantis, M. Cerrato, 2006 .

Structural breaks, rural transformation and total factor productivity growth in China

Nicholas Sarantis, Kefei You, 2012, Journal of Productivity Analysis.

Labour reallocation and total factor productivity growth in China

Nicholas Sarantis, Kefei You, 2010 .

Macroeconomic policy and activity in an open economy with oligopoly and collective bargaining

Nicholas Sarantis, 1989 .

Distribution, Aggregate Demand and Unemployment in OECD Countries

Nicholas Sarantis, 1993 .

Conflict and inflation in industrial countries

Nicholas Sarantis, 1991 .

The bank lending channel and monetary transmission in Central and Eastern European countries

R. Matousek, Nicholas Sarantis, 2009 .

A Nonlinear Panel Unit Root Test under Cross Section Dependence

Mario Cerrato, Christian de Peretti, Rolf Larsson, 2011 .

Integration in the European Retail Banking Sector : Evidence from Deposit and Lending Rates

Aarti Rughoo, Nicholas Sarantis, 2009 .

Uncertainty, dynamic conditions, and optimal investment, employment and inventory policies

Nicholas Sarantis, 1979 .

Relative prices, investment incentives, cash flow, and vintage investment functions for UK manufacturing industries

Nicholas Sarantis, 1979 .

Employment, labor supply and real wages in market disequilibrium

Nicholas Sarantis, 1981 .

Is the consumption-income ratio stationary? Evidence from panel unit root tests

Nicholas Sarantis, C. Stewart, 1999 .

Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach

Nicholas Sarantis, Kefei You, 2008 .

Working Paper No. 274

P. Arestis, P. Davidson, G. Harcourt, 1999 .

Modeling non-linearities in real effective exchange rates

Nicholas Sarantis, Nicholas Sarantis, 1999 .

The global financial crisis and integration in European retail banking

Aarti Rughoo, Nicholas Sarantis, 2014 .

A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate

Nicholas Sarantis, Kefei You, 2012 .

An investigation of customer order flow in the foreign exchange market

Mario Cerrato, Nicholas Sarantis, Nicholas Sarantis, 2011 .

On the short-term predictability of exchange rates: A BVAR time-varying parameters approach

Nicholas Sarantis, Nicholas Sarantis, 2006 .

Monetary and Asset Market Models for Sterling Exchange Rates: A Cointegration Approach

Chris Stewart, Nicholas Sarantis, Nicholas Sarantis, 1995 .

The monetary exchange rate model in the long run: An empirical investigation

Nicholas Sarantis, Nicholas Sarantis, 1994 .

Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence

Nicholas Sarantis, Nicholas Sarantis, 2001 .

Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates

Nicholas Sarantis, M. Cerrato, 2007 .

A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP

Mario Cerrato, Nicholas Sarantis, Nicholas Sarantis, 2007, Comput. Stat. Data Anal..

Distribution and Terms of Trade Dynamics, Inflation, and Growth

Nicholas Sarantis, 1990 .

Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations

Nicholas Sarantis, 2006 .

The effects of monetary policy changes on market interest rates in Greece: An event study approach

Nicholas Sarantis, Asimakis Kaketsis, 2006 .

Integration in European Retail Banking : Evidence from savings and lending rates to non-financial corporations

Aarti Rughoo, Nicholas Sarantis, 2012 .

Integration in European Retail Banking : Evidence from savings and lending rates to the household sector

Aarti Rughoo, Nicholas Sarantis, 2011 .

Centre for EMEA Banking, Finance and Economics Working paper series Structural Breaks and Convergence in the European Retail Banking Sector

Aarti Rughoo, Nicholas Sarantis, 2011 .

Foreign Exchange, Fractional Cointegration and the Implied-Realized Volatility Relation

C. Dunis, N. Kellard, Nicholas Sarantis, 2010 .

The implied-realized volatility relation in foreign exchange options markets

C. Dunis, N. Kellard, Nicholas Sarantis, 2009 .

Price-Quality Relations and Hedonic Price Indexes for Cars in the United Kingdom

Nicholas Sarantis, Jonathan Murray, 1999 .

Foreign influences, exchange rates, expectations and price inflation in a developing economy: The case of Greece

Nicholas Sarantis, 1984 .

Structural breaks, rural transformation and total factor productivity growth in China

Nicholas Sarantis, Kefei You, 2013 .

Can exchange rate volatility explain persistence in the forward premium

N. Kellard, Nicholas Sarantis, 2008 .

The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets

N. Kellard, Nicholas Sarantis, M. Cerrato, 2005 .

Seasonality, cointegration and the long-run purchasing power parity: evidence for sterling exchange rates

Nicholas Sarantis, C. Stewart, 1993 .

Explaining Bias in the Foreign Exchange Market: The Case of Traded Volatility and Fractional Cointegration

N. Kellard, Nicholas Sarantis, 2004 .

A disequilibrium model of investment, working capital and borrowing for the UK company sector

Nicholas Sarantis, 1980 .

Quality, user cost, forward-looking behavior, and the demand for cars in the UK

Nicholas Sarantis, Jonathan Murray, 1999 .

Credibility, Macroeconomic Fundamentals and Markov Regime Switches in the EMS

Nicholas Sarantis, Sylviane Piard, 2004 .

CREDIBILITY, M ACROECONOMIC FUNDAMENTA L S A ND M AR K O V REGIME S WITCHES I N T HE E M S

Nicholas Sarantis, 2004 .