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 5 704
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 1 2 10 259
A Principal Components Approach to Cross-Section Dependence in Panels 1 2 8 803 2 5 31 1,947
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 0 6 222
An MTAR Test for Stock Market Bubbles 0 0 0 0 0 0 7 422
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 0 0 3 313
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 1 2 12 352
Comovement and FTSE 100 Index Changes 0 0 0 100 1 2 14 431
Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding 0 1 3 22 0 2 24 65
Enfranchising the crowd: Nominee account equity crowdfunding 0 0 0 9 0 4 12 41
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 1 1 10 575
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 0 0 5 325
Generalized variance ratio tests in the presence of statistical dependence 0 0 0 0 1 1 10 216
Lead Investor Nominee in Equity Crowdfunding 0 0 0 0 0 0 6 6
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 0 0 13 530
Saving, Investment and Capital Mobility in LDCs 0 0 0 1 1 1 7 590
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 2 2 11 555
Testing for Long Run Relative PPP in Europe 0 0 0 396 0 0 9 1,003
The Feldstein-Horioka puzzle is not as bad as you think 0 0 1 402 0 1 11 1,036
The Forward Premium Anomaly at Long Horizons 0 0 0 0 0 0 7 165
The overvaluation of PPP in Europe? 0 0 0 0 1 1 4 587
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 0 0 13 526
Unobserved Heterogeneity in Panel Time Series Models 0 0 1 1,100 0 0 24 4,424
Total Working Papers 1 3 13 2,985 12 26 254 15,294


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 1 8 12
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 0 0 5 395
A pricing kernel approach to valuing options on interest rate futures 0 0 0 20 0 0 9 95
Asymmetric dynamics in UK real interest rates 0 0 0 84 3 4 15 288
Banks and financial markets in times of uncertainty 0 0 0 4 0 1 8 20
Bidder CEO and Other Executive Compensation in UK M&As 0 0 0 33 1 2 7 181
Border costs and real exchange rate dynamics in Europe 0 0 0 27 0 2 6 180
Bubbling over! The behaviour of oil futures along the yield curve 0 0 0 11 0 0 12 69
Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence 0 0 0 9 0 1 5 40
Cointegration of long span saving and investment 0 0 0 95 0 1 13 250
Commodity futures returns: more memory than you might think! 0 0 1 3 0 0 9 18
Comovement and FTSE 100 index changes 0 0 0 10 0 0 1 48
Credit default swaps and the UK 2008–09 short sales ban 0 0 0 1 0 0 10 17
Current Account Solvency and the Feldstein-Horioka Puzzle 0 0 1 422 0 1 18 1,102
Does Volatility Improve UK Earnings Forecasts? 0 0 0 1 1 1 6 22
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 0 2 19 125
Earnings management and IPO anomalies in China 0 0 0 16 0 0 12 115
Earnings management using classification shifting of revenues 0 1 9 56 3 7 43 233
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 0 0 9 785
Exchange rate forecasting using economic models and technical trading rules 0 0 1 6 0 0 14 25
FX technical trading rules can be profitable sometimes! 1 1 3 32 4 11 42 161
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence 0 0 0 3 0 0 9 39
Hot IPOs can damage your long-run wealth! 0 0 0 40 1 1 12 139
How profitable are FX technical trading rules? 4 7 9 57 18 42 94 227
Index tracking and beta arbitrage effects in comovement 0 0 0 3 1 2 15 31
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 3 1 1 8 29
Investor participation and underpricing in lottery-allocated Chinese IPOs 0 0 0 9 2 3 7 74
Investor sentiment and value and growth stock index options 0 0 1 16 0 1 8 67
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 0 3 438
Is news related to GDP growth a risk factor for commodity futures returns? 0 0 0 0 0 0 4 14
Is the Feldstein–Horioka Puzzle History? 0 0 0 205 1 3 12 551
Long memory and structural breaks in commodity futures markets 0 0 0 2 1 1 10 58
Markov-Switching GARCH Modelling of Value-at-Risk 0 0 2 221 0 1 24 555
Misvaluation and UK mergers 1986-2002 0 0 0 28 1 2 7 122
New Developments in Equity Crowdfunding: A Review 1 3 10 178 2 5 30 319
New panel unit root tests of PPP 0 0 0 101 0 0 15 302
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 1 1 12 407
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 0 0 8 43
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 0 10 176
P2P lending and outside entrepreneurial finance 0 0 1 1 0 0 10 15
Post‐IPO Operating Performance, Venture Capital and the Bubble Years 0 1 2 12 0 1 8 53
Prospect theory and IPO returns in China 0 0 1 23 2 2 14 108
Purchasing power parity and the theory of general relativity: the first tests 0 0 0 190 0 1 12 548
Saving, Investment, and Capital Mobility in LDCs 0 0 0 0 0 1 9 374
Seasoned equity crowdfunded offerings 0 1 4 4 3 5 18 33
Serial SEOs and capital structure 0 0 0 2 0 1 7 28
Short‐run Real Exchange Rate Dynamics 0 0 0 1 0 0 2 3
Strategic entrepreneurial choice between competing crowdfunding platforms 0 0 1 1 0 0 10 20
Testing for sign and amplitude asymmetries using threshold autoregressions 0 1 1 20 0 1 8 96
Testing for symmetry and proportionality in a European panel 0 0 0 28 1 1 11 127
Testing for symmetry and proportionality in a European panel 0 0 0 23 1 3 16 122
The European sovereign debt market: from integration to segmentation 0 0 1 38 0 2 12 108
The Feldstein-Horioka Puzzle and Capital Mobility: A Review 0 0 0 1,096 2 2 13 3,155
The Integration of Property and Financial Markets 1 2 2 117 2 4 10 249
The MSCI-Canada index rebalancing and excess comovement 0 0 1 41 0 0 10 192
The PPP debate: Price matters! 0 0 0 164 0 1 6 417
The S&P 500 index inclusion effect: Evidence from the options market 0 1 6 12 1 19 212 251
The School’s Out effect: A new seasonal anomaly! 0 0 0 0 0 1 9 16
The effect of the interest coverage covenants on classification shifting of revenues 0 0 0 10 0 0 17 47
The impact of mispricing and growth on UK M&As 1 1 1 3 1 2 11 27
The lunar moon festival and the dark side of the moon 0 0 0 42 2 2 10 178
The role of long memory in hedging effectiveness 0 0 0 32 1 1 11 105
The short-run wealth effects of foreign divestitures by UK firms 0 0 0 5 2 2 7 33
UK IPO underpricing and venture capitalists 0 0 1 100 1 2 13 275
Unobserved heterogeneity in panel time series models 0 0 0 235 4 10 32 526
Valuation ratios and price deviations from fundamentals 0 0 2 169 0 0 11 393
Total Journal Articles 8 19 61 4,493 64 161 1,068 15,271


Statistics updated 2026-09-10