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Access Statistics for Jerry Coakley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS 0 0 0 0 0 0 3 698
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 0 0 0 247
A Principal Components Approach to Cross-Section Dependence in Panels 1 5 16 786 2 6 30 1,891
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 0 0 215
An MTAR Test for Stock Market Bubbles 0 0 0 0 0 0 0 415
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 0 0 0 310
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 0 0 0 337
Comovement and FTSE 100 Index Changes 0 0 1 100 0 0 4 414
Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding 0 1 3 16 0 1 8 32
Enfranchising the crowd: Nominee account equity crowdfunding 0 0 1 9 0 2 3 26
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 1 1 1 564
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 0 0 1 320
Generalized variance ratio tests in the presence of statistical dependence 0 0 0 0 0 0 0 205
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 0 0 0 516
Saving, Investment and Capital Mobility in LDCs 0 0 0 1 0 0 1 581
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 0 0 2 544
Testing for Long Run Relative PPP in Europe 0 0 1 396 0 0 1 993
The Feldstein-Horioka puzzle is not as bad as you think 0 0 0 401 0 0 1 1,020
The Forward Premium Anomaly at Long Horizons 0 0 0 0 0 0 0 157
The overvaluation of PPP in Europe? 0 0 0 0 0 0 0 582
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 0 0 0 509
Unobserved Heterogeneity in Panel Time Series Models 0 0 2 1,099 0 0 3 4,395
Total Working Papers 1 6 24 2,960 3 10 58 14,971


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non‐Linear Analysis of Excess Foreign Exchange Returns 0 0 0 0 0 0 0 3
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 0 2 2 390
A pricing kernel approach to valuing options on interest rate futures 0 0 0 20 0 0 0 85
Asymmetric dynamics in UK real interest rates 0 0 0 84 0 0 0 272
Banks and financial markets in times of uncertainty 0 0 0 4 0 0 0 11
Bidder CEO and Other Executive Compensation in UK M&As 0 0 0 33 0 0 1 172
Border costs and real exchange rate dynamics in Europe 0 0 0 27 0 1 1 174
Bubbling over! The behaviour of oil futures along the yield curve 0 0 0 10 0 0 0 54
Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence 0 0 1 7 1 1 4 31
Cointegration of long span saving and investment 0 1 1 95 0 2 2 234
Commodity futures returns: more memory than you might think! 0 0 0 2 0 0 0 9
Comovement and FTSE 100 index changes 0 0 0 10 0 0 0 47
Credit default swaps and the UK 2008–09 short sales ban 0 0 1 1 0 0 1 5
Current Account Solvency and the Feldstein-Horioka Puzzle 0 0 0 418 0 0 2 1,078
Does Volatility Improve UK Earnings Forecasts? 0 0 0 1 0 1 1 15
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 0 2 2 106
Earnings management and IPO anomalies in China 1 1 1 15 1 1 2 98
Earnings management using classification shifting of revenues 0 1 2 43 0 2 13 180
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 0 0 1 774
Exchange rate forecasting using economic models and technical trading rules 1 1 4 5 1 3 6 9
FX technical trading rules can be profitable sometimes! 1 1 1 29 1 1 2 116
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence 0 0 0 3 0 0 0 27
Hot IPOs can damage your long-run wealth! 0 0 0 40 0 0 0 127
How profitable are FX technical trading rules? 0 0 5 45 1 2 12 128
Index tracking and beta arbitrage effects in comovement 0 0 1 3 1 1 6 15
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 3 0 0 0 21
Investor participation and underpricing in lottery-allocated Chinese IPOs 0 0 0 9 1 1 2 65
Investor sentiment and value and growth stock index options 0 0 0 15 0 1 1 57
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 0 1 434
Is news related to GDP growth a risk factor for commodity futures returns? 0 0 0 0 0 0 2 9
Is the Feldstein–Horioka Puzzle History? 0 0 0 204 1 1 1 531
Long memory and structural breaks in commodity futures markets 0 0 0 2 1 1 3 46
Markov-Switching GARCH Modelling of Value-at-Risk 1 1 1 217 1 1 2 520
Misvaluation and UK mergers 1986-2002 0 0 0 28 0 0 0 114
New Developments in Equity Crowdfunding: A Review 0 2 20 158 0 5 34 265
New panel unit root tests of PPP 0 0 1 101 0 0 2 284
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 0 0 0 395
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 1 1 166
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 0 2 2 33
P2P lending and outside entrepreneurial finance 0 0 0 0 0 2 4 4
Post‐IPO Operating Performance, Venture Capital and the Bubble Years 0 2 5 9 0 3 20 41
Prospect theory and IPO returns in China 0 0 0 21 0 0 2 91
Purchasing power parity and the theory of general relativity: the first tests 0 0 0 189 0 1 5 532
Saving, Investment, and Capital Mobility in LDCs 0 0 0 0 0 0 1 359
Seasoned equity crowdfunded offerings 0 0 0 0 0 0 5 13
Serial SEOs and capital structure 0 0 0 2 0 1 1 19
Short‐run Real Exchange Rate Dynamics 0 0 1 1 0 0 1 1
Strategic entrepreneurial choice between competing crowdfunding platforms 0 0 0 0 0 0 3 5
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 1 1 88
Testing for symmetry and proportionality in a European panel 0 0 0 22 0 0 0 104
Testing for symmetry and proportionality in a European panel 0 0 0 27 0 0 0 114
The European sovereign debt market: from integration to segmentation 1 1 1 37 1 1 1 95
The Feldstein-Horioka Puzzle and Capital Mobility: A Review 0 1 1 1,095 0 2 3 3,136
The Integration of Property and Financial Markets 0 0 0 113 1 2 4 234
The MSCI-Canada index rebalancing and excess comovement 0 0 0 40 0 0 1 181
The PPP debate: Price matters! 0 0 0 164 1 1 2 406
The S&P 500 index inclusion effect: Evidence from the options market 0 0 1 1 0 0 7 7
The School’s Out effect: A new seasonal anomaly! 0 0 0 0 1 2 2 6
The effect of the interest coverage covenants on classification shifting of revenues 0 0 2 8 0 1 4 24
The impact of mispricing and growth on UK M&As 0 0 0 2 1 1 1 15
The lunar moon festival and the dark side of the moon 0 1 1 41 1 2 3 167
The role of long memory in hedging effectiveness 0 0 0 32 0 0 0 94
The short-run wealth effects of foreign divestitures by UK firms 0 0 0 5 0 0 0 26
UK IPO underpricing and venture capitalists 0 0 0 98 0 0 1 258
Unobserved heterogeneity in panel time series models 1 1 2 235 1 1 6 494
Valuation ratios and price deviations from fundamentals 0 0 2 167 0 1 3 381
Total Journal Articles 6 14 55 4,388 17 54 190 13,995


Statistics updated 2024-12-04