Details about Stuart Snaith

Access statistics for papers by Stuart Snaith.

Last updated 2023-06-10. Update your information in the RePEc Author Service.

Short-id: psn46

Working Papers

2023

1. Long-Run Movements in Real Exchange Rates: 1264 to 2020
   Essex Finance Centre Working Papers, University of Essex, Essex Business School

2015

2. Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures
   Essex Finance Centre Working Papers, University of Essex, Essex Business School View citations (1)
   See also Journal Article Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures, Journal of Futures Markets, John Wiley & Sons, Ltd. (2018) View citations (2) (2018)

2006

3. The Forward Premium Anomaly at Long Horizons
   Computing in Economics and Finance 2006, Society for Computational Economics

2004

4. Testing for Long Run Relative PPP in Europe
   Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group View citations (2)
5. The overvaluation of PPP in Europe?
   Computing in Economics and Finance 2004, Society for Computational Economics

Journal Articles

2022

1. Banking competition, convergence and growth across macro-regions of MENA
   The Quarterly Review of Economics and Finance, 2022, 84, (C), 534-549 View citations (1)
2. Exchange rate forecasting using economic models and technical trading rules
   The European Journal of Finance, 2022, 28, (10), 997-1018

2018

3. Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures
   Journal of Futures Markets, 2018, 38, (6), 673-695 View citations (2)
   See also Working Paper Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures, Essex Finance Centre Working Papers (2015) View citations (1) (2015)

2017

4. FX technical trading rules can be profitable sometimes!
   International Review of Financial Analysis, 2017, 49, (C), 113-127 View citations (16)
5. The exchange rate exposure puzzle: The long and the short of it
   Economics Letters, 2017, 159, (C), 204-207 View citations (3)

2013

6. Does the forward premium puzzle disappear over the horizon?
   Journal of Banking & Finance, 2013, 37, (9), 3681-3693 View citations (5)
7. Forecasting EUR–USD implied volatility: The case of intraday data
   Journal of Banking & Finance, 2013, 37, (12), 4943-4957 View citations (9)

2012

8. The PPP debate: Multiple breaks and cross-sectional dependence
   Economics Letters, 2012, 115, (3), 342-344 View citations (8)

2011

9. Project finance loan spreads and disaggregated political risk
   Applied Financial Economics, 2011, 21, (23), 1725-1734 View citations (4)

2006

10. Testing for symmetry and proportionality in a European panel
    Applied Financial Economics, 2006, 16, (1-2), 63-71 View citations (7)
    Also in Applied Financial Economics, 2005, 15, (11), 745-752 (2005) View citations (5)

2005

11. The PPP debate: Price matters!
    Economics Letters, 2005, 88, (2), 209-213 View citations (16)