Access Statistics for Carol Alexander

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 Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds 1 4 51 120 5 16 118 265
Are Nash bargaining wage agreements unique: an investigation into bargaining sets for firm-union negotiations 0 0 0 0 2 6 18 94
Bayesian Methods for Measuring Operational Risk 4 12 51 101 6 21 100 183
Cofeatures in international bond and equity markets 0 0 0 0 3 15 35 119
Cointegration and Asset Allocation: A New Fund Strategy 11 33 119 196 21 61 220 383
Common volatility in the foreign exchange market 0 0 0 0 1 3 23 206
Detecting Switching Strategies in Equity Hedge Funds 4 8 22 40 5 14 47 88
Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency 4 8 34 59 4 15 65 142
Hedging Options with Scale-Invariant Models 2 4 16 28 2 6 41 81
Hedging and Cross-hedging ETFs 9 26 118 184 19 52 285 473
Hedging with Stochastic and Local Volatility 7 18 61 145 12 34 122 298
Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds 4 7 31 68 7 13 65 151
Minimum Variance Hedging and Stock Index Market Efficiency 4 6 20 51 7 14 64 154
Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk 10 22 97 164 15 40 178 316
Option Pricing with Normal Mixture Returns: Modelling Excess Kurtosis and Uncertanity in Volatility 4 8 35 84 5 12 68 157
Orthogonal Methods for Generating Large Positive Semi-Definite Covariance Matrices 4 9 20 27 6 11 32 56
Principal Component Analysis of Volatility Smiles and Skews 7 14 62 121 11 23 101 194
Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices 5 8 55 117 9 22 111 245
Seasonal price movements and unit roots in Indonesian rice market integration 0 0 0 0 0 3 49 188
Short and Long Term Smile Effects: The Binomial Normal Mixture Diffusion Model 1 1 16 25 7 13 83 145
Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding 1 8 24 40 6 27 89 147
Statistical Properties of Forward Libor Rates 4 9 53 149 16 42 318 755
The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations 7 12 77 140 15 26 177 299
The Spider in the Hedge 1 4 18 35 3 9 46 102
Understanding the Internal Measurement Approach to Assessing Operational Risk Capital 5 7 36 62 6 11 75 124
Total Working Papers 99 228 1,016 1,956 193 509 2,530 5,365

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Nash Bargaining Wage Agreements Unique? An Investigation into Bargaining Sets for Firm-Union Negotiations 1 1 3 39 1 1 14 172
Are foreign exchange markets really efficient? 0 4 14 108 0 4 23 181
Common Volatility in the Foreign Exchange Market 0 4 6 32 0 5 8 75
Developing a stress testing framework based on market risk models 10 41 144 144 27 71 252 252
Hedging index exchange traded funds 4 10 51 65 7 24 92 125
Indexing, cointegration and equity market regimes 4 20 68 294 7 27 99 517
Model-free hedge ratios and scale-invariant models 3 6 27 77 7 15 50 161
Model-free price hedge ratios for homogeneous claims on tradable assets 3 7 20 39 3 8 30 63
Normal mixture GARCH(1,1): applications to exchange rate modelling 3 22 138 325 5 38 266 729
Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects 3 7 26 83 4 9 36 153
PRICING AND HEDGING CONVERTIBLE BONDS: DELAYED CALLS AND UNCERTAIN VOLATILITY 4 9 26 28 5 16 61 64
Regime dependent determinants of credit default swap spreads 7 16 70 86 10 24 127 181
The Changing Relationship between Productivity, Wages and Unemployment in the UK 0 0 0 2 12 21 92 395
The Present and Future of Financial Risk Management 4 13 39 239 14 27 91 547
Total Journal Articles 46 160 632 1,561 102 290 1,241 3,615

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Statistics updated 2009-11-04