Access Statistics for Jerry Coakley

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 NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS 0 0 0 0 0 0 1 699
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 1 1 2 249
A Principal Components Approach to Cross-Section Dependence in Panels 1 1 14 795 1 2 31 1,916
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 0 1 216
An MTAR Test for Stock Market Bubbles 0 0 0 0 0 0 0 415
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 0 0 0 310
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 1 1 3 340
Comovement and FTSE 100 Index Changes 0 0 0 100 0 1 3 417
Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding 0 2 4 19 0 4 10 41
Enfranchising the crowd: Nominee account equity crowdfunding 0 0 0 9 2 3 5 29
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 0 1 2 565
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 0 0 0 320
Generalized variance ratio tests in the presence of statistical dependence 0 0 0 0 0 0 1 206
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 0 1 1 517
Saving, Investment and Capital Mobility in LDCs 0 0 0 1 0 2 2 583
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 0 0 0 544
Testing for Long Run Relative PPP in Europe 0 0 0 396 0 0 1 994
The Feldstein-Horioka puzzle is not as bad as you think 0 0 0 401 0 0 5 1,025
The Forward Premium Anomaly at Long Horizons 0 0 0 0 0 0 1 158
The overvaluation of PPP in Europe? 0 0 0 0 0 0 1 583
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 4 4 4 513
Unobserved Heterogeneity in Panel Time Series Models 0 0 0 1,099 1 2 5 4,400
Total Working Papers 1 3 18 2,972 10 22 79 15,040


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non‐Linear Analysis of Excess Foreign Exchange Returns 0 0 0 0 0 0 1 4
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 0 0 2 390
A pricing kernel approach to valuing options on interest rate futures 0 0 0 20 0 1 1 86
Asymmetric dynamics in UK real interest rates 0 0 0 84 0 1 1 273
Banks and financial markets in times of uncertainty 0 0 0 4 0 0 1 12
Bidder CEO and Other Executive Compensation in UK M&As 0 0 0 33 0 1 2 174
Border costs and real exchange rate dynamics in Europe 0 0 0 27 0 0 1 174
Bubbling over! The behaviour of oil futures along the yield curve 0 0 1 11 0 1 3 57
Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence 0 1 2 9 0 2 5 35
Cointegration of long span saving and investment 0 0 1 95 0 1 5 237
Commodity futures returns: more memory than you might think! 0 0 0 2 0 0 0 9
Comovement and FTSE 100 index changes 0 0 0 10 0 0 0 47
Credit default swaps and the UK 2008–09 short sales ban 0 0 0 1 0 0 2 7
Current Account Solvency and the Feldstein-Horioka Puzzle 0 0 3 421 0 0 6 1,084
Does Volatility Improve UK Earnings Forecasts? 0 0 0 1 0 0 2 16
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 0 0 2 106
Earnings management and IPO anomalies in China 0 1 2 16 0 1 6 103
Earnings management using classification shifting of revenues 1 3 5 47 4 7 12 190
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 1 2 2 776
Exchange rate forecasting using economic models and technical trading rules 0 0 1 5 1 2 5 11
FX technical trading rules can be profitable sometimes! 0 0 1 29 1 2 4 119
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence 0 0 0 3 2 3 3 30
Hot IPOs can damage your long-run wealth! 0 0 0 40 0 0 0 127
How profitable are FX technical trading rules? 1 3 3 48 2 5 7 133
Index tracking and beta arbitrage effects in comovement 0 0 0 3 0 1 2 16
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 3 0 0 0 21
Investor participation and underpricing in lottery-allocated Chinese IPOs 0 0 0 9 0 1 3 67
Investor sentiment and value and growth stock index options 0 0 0 15 0 0 3 59
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 1 1 1 435
Is news related to GDP growth a risk factor for commodity futures returns? 0 0 0 0 0 1 1 10
Is the Feldstein–Horioka Puzzle History? 0 0 1 205 1 3 9 539
Long memory and structural breaks in commodity futures markets 0 0 0 2 1 1 3 48
Markov-Switching GARCH Modelling of Value-at-Risk 0 0 3 219 2 3 12 531
Misvaluation and UK mergers 1986-2002 0 0 0 28 0 0 1 115
New Developments in Equity Crowdfunding: A Review 0 1 12 168 0 6 29 289
New panel unit root tests of PPP 0 0 0 101 1 2 3 287
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 0 0 0 395
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 1 1 4 35
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 0 1 166
P2P lending and outside entrepreneurial finance 0 0 0 0 0 0 3 5
Post‐IPO Operating Performance, Venture Capital and the Bubble Years 0 1 3 10 1 2 7 45
Prospect theory and IPO returns in China 0 0 1 22 1 1 3 94
Purchasing power parity and the theory of general relativity: the first tests 0 0 1 190 0 1 5 536
Saving, Investment, and Capital Mobility in LDCs 0 0 0 0 0 1 6 365
Seasoned equity crowdfunded offerings 0 0 0 0 1 2 2 15
Serial SEOs and capital structure 0 0 0 2 0 1 3 21
Short‐run Real Exchange Rate Dynamics 0 0 0 1 0 0 0 1
Strategic entrepreneurial choice between competing crowdfunding platforms 0 0 0 0 3 4 5 10
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 0 1 88
Testing for symmetry and proportionality in a European panel 0 0 1 28 0 0 2 116
Testing for symmetry and proportionality in a European panel 0 0 1 23 0 0 2 106
The European sovereign debt market: from integration to segmentation 0 0 1 37 1 1 2 96
The Feldstein-Horioka Puzzle and Capital Mobility: A Review 0 0 2 1,096 1 2 8 3,142
The Integration of Property and Financial Markets 0 0 2 115 0 2 7 239
The MSCI-Canada index rebalancing and excess comovement 0 0 0 40 0 0 1 182
The PPP debate: Price matters! 0 0 0 164 0 0 6 411
The S&P 500 index inclusion effect: Evidence from the options market 1 3 5 6 2 21 32 39
The School’s Out effect: A new seasonal anomaly! 0 0 0 0 0 0 3 7
The effect of the interest coverage covenants on classification shifting of revenues 1 2 2 10 2 3 7 30
The impact of mispricing and growth on UK M&As 0 0 0 2 0 1 2 16
The lunar moon festival and the dark side of the moon 0 0 2 42 0 0 3 168
The role of long memory in hedging effectiveness 0 0 0 32 0 0 0 94
The short-run wealth effects of foreign divestitures by UK firms 0 0 0 5 0 0 0 26
UK IPO underpricing and venture capitalists 0 1 1 99 0 2 4 262
Unobserved heterogeneity in panel time series models 0 0 1 235 0 0 1 494
Valuation ratios and price deviations from fundamentals 0 0 0 167 1 1 2 382
Total Journal Articles 4 16 58 4,432 31 94 262 14,203


Statistics updated 2025-09-05