2019

Kearney, Fearghal ORCID: 0000-0002-3251-8707, Cummins, Mark ORCID: 0000-0002-3539-8843 and Murphy, Finbarr ORCID: 0000-0002-7463-7923 (2019) Using extracted forward rate term structure information to forecast foreign exchange rates. Journal of Empirical Finance, 53 . pp. 1-14. ISSN 0927-5398

2017

Kearney, Fearghal ORCID: 0000-0002-3251-8707, Cummins, Mark ORCID: 0000-0002-3539-8843 and Murphy, Finbarr ORCID: 0000-0002-7463-7923 (2017) Forecasting implied volatility in foreign exchange markets: a functional time series approach. European Journal of Finance, 24 (1). pp. 1-18. ISSN 0927-5398

2014

Kearney, Fearghal ORCID: 0000-0002-3251-8707, Murphy, Finbarr and Cummins, Mark ORCID: 0000-0002-3539-8843 (2014) Outperformance in exchange traded fund pricing deviations: generalised control of data snooping bias. Journal of Financial Markets, 19 . pp. 86-109. ISSN 1386-4181