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 3 701
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 4 5 7 254
A Principal Components Approach to Cross-Section Dependence in Panels 1 1 8 796 4 6 25 1,923
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 0 2 217
An MTAR Test for Stock Market Bubbles 0 0 0 0 0 2 2 417
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 2 5 342
Comovement and FTSE 100 Index Changes 0 0 0 100 0 1 3 418
Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding 0 0 3 19 0 1 11 43
Enfranchising the crowd: Nominee account equity crowdfunding 0 0 0 9 2 3 6 32
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 4 4 5 569
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 2 2 2 322
Generalized variance ratio tests in the presence of statistical dependence 0 0 0 0 2 4 5 210
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 2 3 4 520
Saving, Investment and Capital Mobility in LDCs 0 0 0 1 1 1 4 585
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 1 2 2 546
Testing for Long Run Relative PPP in Europe 0 0 0 396 1 1 2 995
The Feldstein-Horioka puzzle is not as bad as you think 0 0 0 401 4 6 11 1,031
The Forward Premium Anomaly at Long Horizons 0 0 0 0 2 2 2 160
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 0 2 6 515
Unobserved Heterogeneity in Panel Time Series Models 1 1 1 1,100 2 8 13 4,409
Total Working Papers 2 2 12 2,974 33 57 121 15,102


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 3 4 5 8
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 0 2 2 392
A pricing kernel approach to valuing options on interest rate futures 0 0 0 20 1 1 2 87
Asymmetric dynamics in UK real interest rates 0 0 0 84 2 5 6 278
Banks and financial markets in times of uncertainty 0 0 0 4 0 2 3 14
Bidder CEO and Other Executive Compensation in UK M&As 0 0 0 33 0 0 2 174
Border costs and real exchange rate dynamics in Europe 0 0 0 27 1 1 1 175
Bubbling over! The behaviour of oil futures along the yield curve 0 0 0 11 2 2 4 59
Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence 0 0 2 9 1 1 4 36
Cointegration of long span saving and investment 0 0 0 95 4 5 8 242
Commodity futures returns: more memory than you might think! 0 0 0 2 1 1 1 10
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 3 3 6 11
Current Account Solvency and the Feldstein-Horioka Puzzle 0 0 3 422 3 4 8 1,089
Does Volatility Improve UK Earnings Forecasts? 0 0 0 1 0 1 2 17
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 2 6 6 112
Earnings management and IPO anomalies in China 0 0 1 16 3 5 10 108
Earnings management using classification shifting of revenues 2 4 10 53 4 10 24 204
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 1 1 3 777
Exchange rate forecasting using economic models and technical trading rules 0 0 1 6 2 3 6 15
FX technical trading rules can be profitable sometimes! 0 0 0 29 2 2 6 122
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence 0 0 0 3 2 3 6 33
Hot IPOs can damage your long-run wealth! 0 0 0 40 1 3 3 130
How profitable are FX technical trading rules? 0 1 4 49 1 3 8 136
Index tracking and beta arbitrage effects in comovement 0 0 0 3 3 4 5 20
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 2 3 6 71
Investor sentiment and value and growth stock index options 0 0 0 15 1 2 4 61
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 0 1 435
Is news related to GDP growth a risk factor for commodity futures returns? 0 0 0 0 0 0 1 10
Is the Feldstein–Horioka Puzzle History? 0 0 1 205 2 4 12 544
Long memory and structural breaks in commodity futures markets 0 0 0 2 0 2 4 50
Markov-Switching GARCH Modelling of Value-at-Risk 0 1 2 220 4 12 22 543
Misvaluation and UK mergers 1986-2002 0 0 0 28 1 1 2 116
New Developments in Equity Crowdfunding: A Review 1 1 9 169 2 7 29 297
New panel unit root tests of PPP 0 0 0 101 3 5 8 292
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 1 2 2 397
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 2 4 6 39
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 2 6 6 172
P2P lending and outside entrepreneurial finance 0 0 0 0 0 1 3 7
Post‐IPO Operating Performance, Venture Capital and the Bubble Years 0 0 1 10 1 2 5 47
Prospect theory and IPO returns in China 0 1 2 23 1 4 7 98
Purchasing power parity and the theory of general relativity: the first tests 0 0 1 190 0 0 2 536
Saving, Investment, and Capital Mobility in LDCs 0 0 0 0 1 2 6 367
Seasoned equity crowdfunded offerings 0 1 2 2 3 4 7 20
Serial SEOs and capital structure 0 0 0 2 0 1 3 22
Short‐run Real Exchange Rate Dynamics 0 0 0 1 1 1 1 2
Strategic entrepreneurial choice between competing crowdfunding platforms 0 0 0 0 2 3 8 13
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 3 3 91
Testing for symmetry and proportionality in a European panel 0 0 1 23 3 5 6 111
Testing for symmetry and proportionality in a European panel 0 0 1 28 0 0 2 117
The European sovereign debt market: from integration to segmentation 1 1 1 38 2 5 6 101
The Feldstein-Horioka Puzzle and Capital Mobility: A Review 0 0 0 1,096 3 5 10 3,147
The Integration of Property and Financial Markets 0 0 2 115 0 1 6 240
The MSCI-Canada index rebalancing and excess comovement 0 0 0 40 0 2 3 184
The PPP debate: Price matters! 0 0 0 164 0 0 3 411
The S&P 500 index inclusion effect: Evidence from the options market 0 2 6 8 41 58 90 98
The School’s Out effect: A new seasonal anomaly! 0 0 0 0 1 6 7 13
The effect of the interest coverage covenants on classification shifting of revenues 0 0 2 10 2 4 9 34
The impact of mispricing and growth on UK M&As 0 0 0 2 0 0 1 16
The lunar moon festival and the dark side of the moon 0 0 1 42 0 1 2 169
The role of long memory in hedging effectiveness 0 0 0 32 2 5 5 99
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 1 1 2 100 1 1 5 263
Unobserved heterogeneity in panel time series models 0 0 0 235 2 2 2 496
Valuation ratios and price deviations from fundamentals 0 1 1 168 3 5 6 387
Total Journal Articles 5 14 56 4,451 131 241 442 14,459


Statistics updated 2026-01-09