Laurence S. Copeland

• Exchange rates and international finance
• Daily and monthly seasonality in the mean and variance of the exchange rate
• Duration, leverage and the volatility of equities
• Inflation, interest rate risk and the variance of common stock prices
• Information, interest rates and the volatility of equities
• Oil and the sterling exchange-rate
• Oil news and the petropound
• Public sector prices and the real exchange-rate in the UK recession
• Stock returns, interest rates and inflation in a rational expectations model of the macroeconomy
• The implied volatility of option prices
• The monetary approach to the exchange-rate
• The pound sterling and the news