Patricia Fraser

12 published titles

An empirical analysis of long-run purchasing power parity as a theory of international commodity arbitrage

1 edition

Some 'news' on covered interest arbitrage

(Contributor)

1 edition

Some evidence on the potential role of commodity prices in the formulation of monetary policy

1 edition

Spot and forward metals prices : efficiency and time series behaviour

1 edition

"UK unit trust performance 1980-1989 : a passive time-varying approach"

(Contributor)

1 edition

The efficiency of CAC stock price forecasts : a survey based perspective

1 edition

European excess stock returns and capital market integration : an empirical perspective

1 edition

UK stock and government bond markets : firm size, predictability and the term structure

1 edition

Returns and firm size : a note on the UK experience 1970-1991

1 edition

European capital market convergence : a disaggregated perspective

1 edition

UK excess share returns : firm size and volatility

1 edition

Sapphire & sweetboy : Patricia Fraser

1 edition