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 1 2 10 682
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 0 1 2 242
A Principal Components Approach to Cross-Section Dependence in Panels 1 3 11 732 1 5 22 1,742
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 0 2 212
An MTAR Test for Stock Market Bubbles 0 0 0 0 4 6 12 401
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 0 3 10 305
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 0 0 0 324
Comovement and FTSE 100 Index Changes 0 0 3 95 0 1 8 385
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 0 2 3 555
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 0 2 7 318
Generalized variance ratio tests in the presence of statistical dependence 0 0 0 0 1 3 6 198
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 0 0 0 501
Numerical Issues in Threshold Autoregressive Modelling of Time Series 0 0 0 14 0 0 3 127
Reinterpreting the Real Exchange Rate - Yield Diffential Nexus 0 0 0 2 1 2 5 32
Rethinking the Forward Premium Puzzle in a Non-linear Framework 0 0 0 19 1 1 4 62
Saving, Investment and Capital Mobility in LDCs 0 0 0 1 1 7 12 570
Small Sample Properties of Panel Time-series Estimators with I(1) Errors 0 0 0 31 0 1 3 111
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 0 3 8 534
Testing for Long Run Relative PPP in Europe 0 0 1 393 1 6 10 970
The Feldstein-Horioka puzzle is not as bad as you think 0 0 1 400 0 0 3 1,001
The Forward Premium Anomaly at Long Horizons 0 0 0 0 1 2 2 152
The overvaluation of PPP in Europe? 0 0 0 0 0 0 4 574
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 0 1 3 476
Unobserved Heterogeneity in Panel Time Series Models 0 1 7 1,092 1 14 71 4,366
Total Working Papers 1 4 23 2,931 13 62 210 14,840

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 40 0 5 7 190
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 1 2 2 385
A pricing kernel approach to valuing options on interest rate futures 0 0 0 20 0 0 0 79
Asymmetric dynamics in UK real interest rates 0 0 0 84 0 0 0 269
Bidder CEO and Other Executive Compensation in UK M&As 0 1 3 29 0 2 6 112
Border costs and real exchange rate dynamics in Europe 0 0 0 27 1 1 4 166
Cointegration of long span saving and investment 0 0 1 86 0 1 3 211
Comovement and FTSE 100 index changes 0 0 0 7 0 0 1 30
Current Account Solvency and the Feldstein-Horioka Puzzle 2 4 16 389 4 9 37 1,006
Does Volatility Improve UK Earnings Forecasts? 0 0 0 25 2 3 7 75
Does the forward premium puzzle disappear over the horizon? 0 0 2 25 0 2 7 95
Earnings management and IPO anomalies in China 0 1 2 11 0 3 8 77
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 1 1 2 761
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence 0 0 1 3 0 1 3 23
Hot IPOs can damage your long-run wealth! 0 0 0 39 0 2 4 118
How profitable are FX technical trading rules? 2 2 3 26 2 5 12 71
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 2 1 2 2 18
Investor participation and underpricing in lottery-allocated Chinese IPOs 0 0 0 9 2 3 6 55
Investor sentiment and value and growth stock index options 0 1 2 12 0 1 2 45
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 3 6 427
Is the Feldstein-Horioka Puzzle History? 0 1 1 197 0 2 4 496
Long memory and structural breaks in commodity futures markets 0 0 0 2 0 1 3 30
Markov-Switching GARCH Modelling of Value-at-Risk 0 0 3 202 3 8 22 465
Misvaluation and UK mergers 1986-2002 1 1 4 26 2 4 9 98
New panel unit root tests of PPP 0 0 3 97 0 0 6 261
Nonparametric cointegration analysis of real exchange rates 0 0 1 140 2 4 8 390
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 0 4 6 22
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 1 2 2 161
Post-IPO Operating Performance, Venture Capital and the Bubble Years 0 0 2 69 1 2 8 311
Purchasing power parity and the theory of general relativity: the first tests 0 0 2 180 1 4 11 489
Saving, Investment, and Capital Mobility in LDCs 0 0 0 0 1 3 10 335
Short-Run Real Exchange Rate Dynamics 0 0 0 40 1 1 2 147
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 1 2 80
Testing for symmetry and proportionality in a European panel 0 0 0 27 2 2 3 112
Testing for symmetry and proportionality in a European panel 0 0 0 22 0 1 1 102
The European sovereign debt market: from integration to segmentation 1 1 3 35 1 2 6 86
The Feldstein-Horioka Puzzle and Capital Mobility: A Review 2 4 6 1,074 4 9 20 3,075
The MSCI-Canada index rebalancing and excess comovement 0 2 2 38 0 3 4 173
The PPP debate: Price matters! 0 0 0 159 2 5 10 376
The integration of property and financial markets 0 0 0 105 1 1 4 193
The lunar moon festival and the dark side of the moon 0 0 0 40 0 0 2 151
The role of long memory in hedging effectiveness 0 0 0 32 2 2 3 90
The short-run wealth effects of foreign divestitures by UK firms 0 0 0 5 0 0 1 22
UK IPO underpricing and venture capitalists 2 2 2 96 2 3 8 239
Unobserved heterogeneity in panel time series models 0 2 13 215 1 6 28 441
Valuation ratios and price deviations from fundamentals 0 0 8 151 1 2 14 339
Total Journal Articles 10 22 80 4,067 42 118 316 12,897

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Statistics updated 2020-01-03