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Alex Maynard · Study

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Alex Maynard

8 works· latest 2012· 3 institutionscluster: provisionalORCID 0000-0002-0596-527X

h-index8

i108

Citations426

Works here8

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Most cited in this library

Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly2001 · 199 citations
Persistence-robust surplus-lag Granger causality testing2012 · 44 citations
Testing forward rate unbiasedness allowing for persistent regressors2005 · 39 citations
Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns2003 · 38 citations
The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests2006 · 33 citations

Works

8 shown

Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach

Econometric Reviews·2012·3 authors

23citations

Persistence-robust surplus-lag Granger causality testing

Journal of Econometrics·2012·2 authors

44citations

Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks

Journal of Business and Economic Statistics·2011·3 authors

23citations

COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE

Econometric Theory·2009·2 authors·Open access

27citations

The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests

Canadian Journal of Economics/Revue canadienne d économique·2006·1 author

33citations

Testing forward rate unbiasedness allowing for persistent regressors

Journal of Empirical Finance·2005·1 author

39citations

Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns

The Review of Economics and Statistics·2003·1 author

38citations

Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly

Journal of Applied Econometrics·2001·2 authors

199citations