Access Statistics for Gerard Leonard Gannon
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 | |
| First and Seccond Order Inefficiency in Australian Currency Markets | 0 | 0 | 0 | 0 | 1 | 5 | 16 | 274 |
| Simultaneous Volatility Effects in Index Futures | 0 | 0 | 0 | 0 | 2 | 4 | 12 | 287 |
| Volatility Persistence and Contemporaneous Effetcs | 0 | 0 | 0 | 0 | 0 | 0 | 4 | 191 |
| Volatility Spillovers and Transmission Effects: Currency Futures and Equity Index Futures | 0 | 0 | 0 | 0 | 3 | 3 | 11 | 483 |
| Total Working Papers | 0 | 0 | 0 | 0 | 6 | 12 | 43 | 1,235 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| 'Information effect' of economic news: SPI futures | 0 | 0 | 5 | 27 | 1 | 10 | 26 | 115 |
| Comparing Trading Performance of the Constant and Dynamic Hedge Models: A Note | 0 | 3 | 13 | 58 | 0 | 5 | 29 | 138 |
| Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets | 0 | 3 | 7 | 30 | 1 | 11 | 29 | 121 |
| Evaluation of volatility forecasts in an economic value framework | 1 | 1 | 4 | 20 | 1 | 5 | 11 | 52 |
| First and second order inefficiency in Australasian currency markets | 1 | 2 | 3 | 11 | 1 | 4 | 9 | 48 |
| Simultaneous volatility transmissions and spillover effects: U.S. and Hong Kong stock and futures markets | 0 | 3 | 8 | 34 | 0 | 7 | 20 | 57 |
| Structural effects and spillovers in HSIF, HSI and S&P500 volatility | 0 | 0 | 7 | 24 | 1 | 2 | 26 | 88 |
| Structural models: Intra/Inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures | 0 | 1 | 2 | 16 | 0 | 4 | 12 | 69 |
| Total Journal Articles | 2 | 13 | 49 | 220 | 5 | 48 | 162 | 688 |
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