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Professor Nick J TaylorBSc(Cardiff), MSc(Warw.), PhD(London)

Professor of Financial Economics

1 - 10 out of 34Page size: 10
  1. 2019
  2. Published

    Forecasting returns in the VIX futures market

    Taylor, N., 1 Oct 2019, In : International Journal of Forecasting. 35, 4, p. 1193-1210 18 p.

    Research output: Contribution to journalArticle

  3. 2018
  4. Published

    Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: an MEM approach

    Xu, Y., Taylor, N. & Lu, W., 1 Mar 2018, In : International Review of Financial Analysis. 56, p. 208-220 13 p.

    Research output: Contribution to journalArticle

  5. Published

    A comparison of static and dynamic portfolio policies

    Wang, J. & Taylor, N., 1 Jan 2018, In : International Review of Financial Analysis. 55, p. 111-127 17 p.

    Research output: Contribution to journalArticle

  6. 2017
  7. Published

    Realised variance forecasting under Box-Cox transformations

    Taylor, N., Oct 2017, In : International Journal of Forecasting. 33, 4, p. 770-785 16 p.

    Research output: Contribution to journalArticle

  8. Published

    Timing strategy performance in the crude oil futures market

    Taylor, N., Aug 2017, In : Energy Economics. 66, p. 480-492 13 p.

    Research output: Contribution to journalArticle

  9. Published

    Risk Control: Who Cares?

    Taylor, N. J., Jan 2017, In : European Financial Management. 23, 1, p. 153-179 27 p.

    Research output: Contribution to journalArticle

  10. 2016
  11. E-pub ahead of print

    The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data

    Taylor, N. & Xu, Y., 21 Dec 2016, In : Quantitative Finance. 15 p.

    Research output: Contribution to journalArticle

  12. Published

    Roll strategy efficiency in commodity futures markets

    Taylor, N. J., Mar 2016, In : Journal of Commodity Markets. 1, 1, p. 14-34 21 p.

    Research output: Contribution to journalArticle

  13. Published

    Time-varying Price Discovery in the Eighteenth Century: Empirical Evidence from the London and Amsterdam Stock Markets

    Bell, A., Brooks, C. & Taylor, N. J., 2016, In : Cliometrica.

    Research output: Contribution to journalArticle

  14. 2015
  15. Published

    Managed Portfolio Performance and Transaction Costs

    Taylor, N. J., 2015, In : Applied Economics Letters.

    Research output: Contribution to journalArticle

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