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 1 2 55 1 5 27 217
Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds 0 2 6 34 0 3 11 103
Hedging Effectiveness in the Index Futures Market 4 5 39 232 4 9 86 488
Information-Based Trade in the Shanghai StockMarket 0 1 7 20 0 3 24 62
Rare Disasters and the Equity Premium in a Two-Country World 0 0 13 41 0 1 25 131
Reading the Message from the UK Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium 0 0 0 0 0 3 19 209
Risk Measurement and Management in a Crisis-Prone World 5 6 33 95 8 20 89 184
Structural Breaks in the Real Exchange Rate Adjustment Mechanism 0 3 7 48 0 5 14 105
The Credit Risk Premium in a Disaster-Prone World 0 3 13 36 0 4 44 114
The Other Side of the Trading Story: Evidence from NYSE 0 0 4 30 0 2 16 46
Total Working Papers 9 21 124 591 13 55 355 1,659


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 1 3 9 80 1 6 21 195
Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds 0 1 5 11 1 4 11 33
Cointegration Tests with Daily Exchange Rate Data 0 0 0 1 2 7 35 201
Default Probabilities of European Sovereign Debt: Market-Based Estimates 5 7 21 76 7 11 36 210
Efficiency of the Forward Market Day by Day and Month by Month 0 0 2 15 0 1 11 98
Estimating daily seasonals in financial time series: The use of high-pass spectral filters 0 1 4 14 0 2 11 62
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 6 25 140 5 13 51 461
Forecasting the returns on UK investment trusts: a comparison 0 1 4 38 0 1 14 230
Information-based trade in the Shanghai stock market 0 1 1 1 0 5 8 8
LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market 0 1 19 192 4 19 176 1,157
Moment Condition Failure in High Frequency Financial Data: Evidence from the S&P 500 0 1 1 27 0 1 3 68
Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom 1 3 11 112 2 8 30 439
Oil news and the petropound: Some tests 0 0 0 1 0 1 3 19
Public Sector Prices and the Real Exchange-Rate in the UK Recession 0 0 0 0 0 0 10 111
Reading the Message from the U.K. Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium 0 0 0 0 0 4 24 310
Structural breaks in the real exchange rate adjustment mechanism 1 4 10 10 1 7 29 30
The Determinants of Implied Volatility: A Test Using LIFFE Option Prices 0 0 0 0 2 2 21 84
The pound sterling/US dollar exchange rate and the 'new' 0 0 10 39 2 15 151 1,082
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 6 15 94 836
Volatility and Volume in Chinese Stock Markets 0 2 21 192 2 12 48 481
Wage-Inflation, Productivity and Wage-Leadership 0 0 0 0 1 1 2 56
Total Journal Articles 11 31 143 949 36 135 789 6,171


Statistics updated 2010-03-03