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 1 3 702
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 1 2 9 257
A Principal Components Approach to Cross-Section Dependence in Panels 1 5 7 801 5 16 30 1,941
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 2 3 6 222
An MTAR Test for Stock Market Bubbles 0 0 0 0 1 2 7 422
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 1 2 3 313
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 1 2 12 350
Comovement and FTSE 100 Index Changes 0 0 0 100 5 7 12 428
Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding 0 1 4 21 4 10 23 59
Enfranchising the crowd: Nominee account equity crowdfunding 0 0 0 9 1 2 10 36
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 3 3 9 573
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 0 1 5 325
Generalized variance ratio tests in the presence of statistical dependence 0 0 0 0 1 2 10 215
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 1 4 13 529
Saving, Investment and Capital Mobility in LDCs 0 0 0 1 2 3 8 589
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 1 4 9 553
Testing for Long Run Relative PPP in Europe 0 0 0 396 2 4 9 1,003
The Feldstein-Horioka puzzle is not as bad as you think 0 1 1 402 1 2 9 1,034
The Forward Premium Anomaly at Long Horizons 0 0 0 0 0 2 7 165
The overvaluation of PPP in Europe? 0 0 0 0 2 3 3 586
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 3 6 16 525
Unobserved Heterogeneity in Panel Time Series Models 0 0 1 1,100 3 8 25 4,423
Total Working Papers 1 7 13 2,982 40 89 238 15,250


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 2 2 8 11
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 1 2 5 395
A pricing kernel approach to valuing options on interest rate futures 0 0 0 20 2 5 10 95
Asymmetric dynamics in UK real interest rates 0 0 0 84 1 1 11 283
Banks and financial markets in times of uncertainty 0 0 0 4 2 2 7 19
Bidder CEO and Other Executive Compensation in UK M&As 0 0 0 33 2 2 5 177
Border costs and real exchange rate dynamics in Europe 0 0 0 27 1 1 3 177
Bubbling over! The behaviour of oil futures along the yield curve 0 0 0 11 1 3 11 67
Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence 0 0 1 9 1 2 6 39
Cointegration of long span saving and investment 0 0 0 95 0 3 15 249
Commodity futures returns: more memory than you might think! 1 1 1 3 3 6 8 17
Comovement and FTSE 100 index changes 0 0 0 10 0 1 1 48
Credit default swaps and the UK 2008–09 short sales ban 0 0 0 1 3 5 10 17
Current Account Solvency and the Feldstein-Horioka Puzzle 0 0 1 422 2 7 17 1,101
Does Volatility Improve UK Earnings Forecasts? 0 0 0 1 2 2 5 21
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 5 6 16 122
Earnings management and IPO anomalies in China 0 0 1 16 2 3 12 114
Earnings management using classification shifting of revenues 0 0 11 55 4 12 40 223
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 3 5 11 785
Exchange rate forecasting using economic models and technical trading rules 0 0 1 6 2 5 15 24
FX technical trading rules can be profitable sometimes! 0 2 2 31 5 12 23 140
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence 0 0 0 3 0 0 12 39
Hot IPOs can damage your long-run wealth! 0 0 0 40 4 5 10 137
How profitable are FX technical trading rules? 0 1 5 50 23 30 43 171
Index tracking and beta arbitrage effects in comovement 0 0 0 3 2 4 14 29
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 3 4 4 6 27
Investor participation and underpricing in lottery-allocated Chinese IPOs 0 0 0 9 0 0 5 71
Investor sentiment and value and growth stock index options 1 1 1 16 3 3 7 66
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 0 4 438
Is news related to GDP growth a risk factor for commodity futures returns? 0 0 0 0 1 2 5 14
Is the Feldstein–Horioka Puzzle History? 0 0 0 205 2 2 10 546
Long memory and structural breaks in commodity futures markets 0 0 0 2 4 5 9 56
Markov-Switching GARCH Modelling of Value-at-Risk 0 0 1 220 3 8 25 552
Misvaluation and UK mergers 1986-2002 0 0 0 28 2 3 5 120
New Developments in Equity Crowdfunding: A Review 0 2 9 175 0 6 36 314
New panel unit root tests of PPP 0 0 0 101 2 3 16 301
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 2 5 11 406
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 2 2 9 43
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 1 4 10 176
P2P lending and outside entrepreneurial finance 0 0 1 1 2 4 9 14
Post‐IPO Operating Performance, Venture Capital and the Bubble Years 0 1 2 11 3 4 10 52
Prospect theory and IPO returns in China 0 0 1 23 1 5 13 105
Purchasing power parity and the theory of general relativity: the first tests 0 0 0 190 3 5 11 546
Saving, Investment, and Capital Mobility in LDCs 0 0 0 0 2 4 8 372
Seasoned equity crowdfunded offerings 1 1 3 3 2 4 15 28
Serial SEOs and capital structure 0 0 0 2 2 2 5 25
Short‐run Real Exchange Rate Dynamics 0 0 0 1 1 1 2 3
Strategic entrepreneurial choice between competing crowdfunding platforms 0 1 1 1 1 3 14 20
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 0 7 95
Testing for symmetry and proportionality in a European panel 0 0 0 23 1 3 13 119
Testing for symmetry and proportionality in a European panel 0 0 0 28 1 2 8 124
The European sovereign debt market: from integration to segmentation 0 0 1 38 1 4 11 106
The Feldstein-Horioka Puzzle and Capital Mobility: A Review 0 0 0 1,096 2 4 13 3,153
The Integration of Property and Financial Markets 0 0 0 115 0 3 7 244
The MSCI-Canada index rebalancing and excess comovement 0 1 1 41 4 5 8 190
The PPP debate: Price matters! 0 0 0 164 2 3 4 415
The S&P 500 index inclusion effect: Evidence from the options market 1 3 9 11 19 62 159 174
The School’s Out effect: A new seasonal anomaly! 0 0 0 0 1 1 8 15
The effect of the interest coverage covenants on classification shifting of revenues 0 0 2 10 1 4 18 44
The impact of mispricing and growth on UK M&As 0 0 0 2 1 4 10 25
The lunar moon festival and the dark side of the moon 0 0 0 42 3 5 8 176
The role of long memory in hedging effectiveness 0 0 0 32 4 5 10 104
The short-run wealth effects of foreign divestitures by UK firms 0 0 0 5 1 3 5 31
UK IPO underpricing and venture capitalists 0 0 2 100 6 6 15 273
Unobserved heterogeneity in panel time series models 0 0 0 235 5 12 19 513
Valuation ratios and price deviations from fundamentals 0 0 2 169 1 3 12 393
Total Journal Articles 4 14 59 4,473 169 334 898 14,989


Statistics updated 2026-05-06