Access Statistics for Laurence Copeland

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
Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds 0 0 2 54 0 9 29 212
Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds 0 1 5 32 2 4 11 100
Hedging Effectiveness in the Index Futures Market 3 10 45 227 7 19 107 479
Information-Based Trade in the Shanghai StockMarket 0 3 7 19 3 9 26 59
Rare Disasters and the Equity Premium in a Two-Country World 2 5 18 41 4 11 33 130
Reading the Message from the UK Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium 0 0 0 0 2 4 20 206
Risk Measurement and Management in a Crisis-Prone World 0 12 44 89 7 32 99 164
Structural Breaks in the Real Exchange Rate Adjustment Mechanism 1 2 4 45 2 5 10 100
The Credit Risk Premium in a Disaster-Prone World 1 4 13 33 5 13 67 110
The Other Side of the Trading Story: Evidence from NYSE 0 1 6 30 3 5 19 44
Total Working Papers 7 38 144 570 35 111 421 1,604


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited 0 2 11 77 0 2 23 189
Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds 0 1 4 10 0 1 12 29
Cointegration Tests with Daily Exchange Rate Data 0 0 0 1 2 6 34 194
Default Probabilities of European Sovereign Debt: Market-Based Estimates 5 6 18 69 6 10 44 199
Efficiency of the Forward Market Day by Day and Month by Month 0 0 3 15 0 0 16 97
Estimating daily seasonals in financial time series: The use of high-pass spectral filters 0 0 4 13 0 4 10 60
Exchange Rate Forecasting. Techniques and Applications: Imad A. Moosa, Macmillan Business, London, 2000, ISBN: 0-333-73644-3, pp. 448, [UK pound]120 (Hardback) 3 12 22 134 5 20 50 448
Forecasting the returns on UK investment trusts: a comparison 0 2 6 37 3 7 26 229
Information-based trade in the Shanghai stock market 0 0 0 0 2 3 3 3
LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market 0 3 32 191 10 32 226 1,138
Moment Condition Failure in High Frequency Financial Data: Evidence from the S&P 500 0 0 3 26 0 1 6 67
Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom 1 1 16 109 2 5 51 431
Oil news and the petropound: Some tests 0 0 0 1 1 1 4 18
Public Sector Prices and the Real Exchange-Rate in the UK Recession 0 0 0 0 2 2 15 111
Reading the Message from the U.K. Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium 0 0 0 0 4 6 26 306
Structural breaks in the real exchange rate adjustment mechanism 0 0 6 6 2 6 23 23
The Determinants of Implied Volatility: A Test Using LIFFE Option Prices 0 0 0 0 2 5 35 82
The pound sterling/US dollar exchange rate and the 'new' 0 1 16 39 5 20 307 1,067
Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100 0 0 0 0 8 30 105 821
Volatility and Volume in Chinese Stock Markets 1 3 24 190 2 8 47 469
Wage-Inflation, Productivity and Wage-Leadership 0 0 0 0 0 0 5 55
Total Journal Articles 10 31 165 918 56 169 1,068 6,036


Statistics updated 2009-12-09