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 0 61 0 0 1 374
Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds 0 0 0 40 0 0 1 306
Dodging the Steamroller: Fundamentals versus the Carry Trade 0 0 0 52 1 1 3 134
Hedging Effectiveness in the Index Futures Market 0 0 0 238 0 0 1 677
Information-Based Trade in the Shanghai StockMarket 0 0 0 29 0 0 0 104
Rare Disasters and the Equity Premium in a Two-Country World 0 0 0 54 0 0 1 193
Reading the Message from the UK Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium 0 0 0 0 0 0 3 259
Risk Measurement and Management in a Crisis-Prone World 0 0 0 122 0 0 0 302
Structural Breaks in the Real Exchange Rate Adjustment Mechanism 0 0 0 67 0 0 0 179
The CDS-bond basis puzzle in the financial sector 0 0 0 28 0 0 3 68
The Credit Risk Premium in a Disaster-Prone World 0 0 0 53 0 0 0 186
The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected Volatility 0 1 4 94 0 1 9 180
The Other Side of the Trading Story: Evidence from NYSE 0 0 0 37 0 0 0 108
The Pricing of Unexpected Volatility in the Currency Market 0 0 3 36 0 0 7 58
Total Working Papers 0 1 7 911 1 2 29 3,128


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 0 0 106 0 1 2 276
Cointegration Tests with Daily Exchange Rate Data 0 0 0 1 0 0 3 332
Default probabilities of European sovereign debt: market-based estimates 0 0 1 144 0 0 3 369
Estimating daily seasonals in financial time series: The use of high-pass spectral filters 0 0 0 20 0 0 0 84
Exchange Rate Forecasting. Techniques and Applications: Imad A. Moosa, Macmillan Business, London, 2000, ISBN: 0-333-73644-3, pp. 448, [UK pound]120 (Hardback) 0 0 4 378 1 1 6 1,078
Forecasting the returns on UK investment trusts: a comparison 0 0 0 50 0 1 1 281
Information-based trade in the Shanghai stock market 0 0 0 14 0 0 0 103
LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market 1 1 1 234 1 2 3 1,378
Moment condition failure in high frequency financial data: evidence from the S&P 500 0 0 0 36 1 2 2 125
Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom 0 0 2 145 2 4 8 599
Oil news and the petropound: Some tests 0 0 1 3 0 0 1 42
Public Sector Prices and the Real Exchange-Rate in the UK Recession 0 0 0 0 0 0 0 127
Reading the Message from the U.K. Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium 0 0 0 0 0 0 4 407
The EU Proposals for The Regulation of Alternative Investments 0 0 0 9 0 1 1 29
The effects of the 2008 short-sales ban 0 0 0 11 0 0 1 55
The index futures markets: Is screen trading more efficient? 0 0 0 0 0 0 0 11
The pound sterling/US dollar exchange rate and the 'new' 0 0 0 51 0 0 0 1,182
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 0 2 7 1,089
Volatility and Volume in Chinese Stock Markets 0 0 0 201 0 0 0 550
Wage-Inflation, Productivity and Wage-Leadership 0 0 0 0 0 0 0 78
Total Journal Articles 1 1 9 1,403 5 14 42 8,195
1 registered items for which data could not be found


Statistics updated 2024-02-04