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 5 6 10 709
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 3 6 15 264
A Principal Components Approach to Cross-Section Dependence in Panels 0 1 8 803 2 6 32 1,951
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 1 3 8 225
An MTAR Test for Stock Market Bubbles 0 0 0 0 3 3 10 425
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 1 1 4 314
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 4 6 16 357
Comovement and FTSE 100 Index Changes 1 1 1 101 3 6 18 436
Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding 0 1 4 23 7 11 34 76
Enfranchising the crowd: Nominee account equity crowdfunding 0 0 0 9 4 4 16 45
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 2 3 12 577
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 2 5 13 220
Lead Investor Nominee in Equity Crowdfunding 0 0 0 0 2 2 8 8
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 2 3 16 533
Saving, Investment and Capital Mobility in LDCs 0 0 0 1 1 3 8 592
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 1 3 12 556
Testing for Long Run Relative PPP in Europe 1 1 1 397 3 3 12 1,006
The Feldstein-Horioka puzzle is not as bad as you think 0 0 1 402 0 0 10 1,036
The Forward Premium Anomaly at Long Horizons 0 0 0 0 3 4 11 169
The overvaluation of PPP in Europe? 0 0 0 0 1 4 7 590
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 3 4 17 530
Unobserved Heterogeneity in Panel Time Series Models 0 0 1 1,100 6 6 27 4,430
Total Working Papers 2 4 16 2,988 59 92 321 15,374


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 3 11 15
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 3 4 7 399
A pricing kernel approach to valuing options on interest rate futures 0 0 0 20 2 2 11 97
Asymmetric dynamics in UK real interest rates 0 0 0 84 2 5 16 290
Banks and financial markets in times of uncertainty 0 0 0 4 1 1 8 21
Bidder CEO and Other Executive Compensation in UK M&As 0 0 0 33 1 3 9 183
Border costs and real exchange rate dynamics in Europe 0 0 0 27 2 2 8 182
Bubbling over! The behaviour of oil futures along the yield curve 1 1 1 12 3 3 15 72
Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence 0 0 0 9 4 4 9 44
Cointegration of long span saving and investment 0 0 0 95 2 2 15 252
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 2 3 4 51
Credit default swaps and the UK 2008–09 short sales ban 0 0 0 1 1 1 10 18
Current Account Solvency and the Feldstein-Horioka Puzzle 0 0 0 422 0 0 17 1,102
Does Volatility Improve UK Earnings Forecasts? 0 0 0 1 2 3 7 24
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 0 0 18 125
Earnings management and IPO anomalies in China 0 0 0 16 0 1 12 116
Earnings management using classification shifting of revenues 0 0 6 56 6 11 43 241
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 1 1 10 786
Exchange rate forecasting using economic models and technical trading rules 0 0 0 6 2 2 14 27
FX technical trading rules can be profitable sometimes! 1 2 4 33 9 17 54 174
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence 0 0 0 3 3 3 11 42
Hot IPOs can damage your long-run wealth! 0 0 0 40 2 3 14 141
How profitable are FX technical trading rules? 4 11 16 64 21 57 133 266
Index tracking and beta arbitrage effects in comovement 0 0 0 3 2 4 18 34
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 3 3 4 11 32
Investor participation and underpricing in lottery-allocated Chinese IPOs 0 0 0 9 5 7 11 79
Investor sentiment and value and growth stock index options 0 0 1 16 1 1 8 68
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 1 1 4 439
Is news related to GDP growth a risk factor for commodity futures returns? 0 0 0 0 1 2 6 16
Is the Feldstein–Horioka Puzzle History? 0 0 0 205 1 2 11 552
Long memory and structural breaks in commodity futures markets 0 0 0 2 0 2 11 59
Markov-Switching GARCH Modelling of Value-at-Risk 0 0 1 221 2 2 18 557
Misvaluation and UK mergers 1986-2002 0 0 0 28 2 4 10 125
New Developments in Equity Crowdfunding: A Review 2 3 12 180 5 8 35 325
New panel unit root tests of PPP 0 0 0 101 2 2 16 304
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 3 4 15 410
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 1 1 7 44
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 0 8 176
P2P lending and outside entrepreneurial finance 0 1 2 2 1 2 10 17
Post‐IPO Operating Performance, Venture Capital and the Bubble Years 0 0 2 12 2 3 11 56
Prospect theory and IPO returns in China 0 0 0 23 2 4 15 110
Purchasing power parity and the theory of general relativity: the first tests 0 0 0 190 0 1 13 549
Saving, Investment, and Capital Mobility in LDCs 0 0 0 0 4 5 13 379
Seasoned equity crowdfunded offerings 0 0 2 4 0 4 17 34
Serial SEOs and capital structure 0 0 0 2 1 1 7 29
Short‐run Real Exchange Rate Dynamics 0 0 0 1 1 1 3 4
Strategic entrepreneurial choice between competing crowdfunding platforms 0 0 1 1 3 3 12 23
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 1 20 2 2 7 98
Testing for symmetry and proportionality in a European panel 0 0 0 23 0 1 15 122
Testing for symmetry and proportionality in a European panel 0 0 0 28 2 3 12 129
The European sovereign debt market: from integration to segmentation 0 0 1 38 2 2 14 110
The Feldstein-Horioka Puzzle and Capital Mobility: A Review 0 0 0 1,096 2 4 15 3,157
The Integration of Property and Financial Markets 0 1 2 117 7 9 16 256
The MSCI-Canada index rebalancing and excess comovement 0 0 1 41 0 1 9 193
The PPP debate: Price matters! 0 0 0 164 1 1 7 418
The S&P 500 index inclusion effect: Evidence from the options market 1 1 7 13 3 6 209 256
The School’s Out effect: A new seasonal anomaly! 0 0 0 0 1 1 9 17
The effect of the interest coverage covenants on classification shifting of revenues 1 1 1 11 2 2 19 49
The impact of mispricing and growth on UK M&As 1 2 2 4 1 2 12 28
The lunar moon festival and the dark side of the moon 0 0 0 42 4 7 14 183
The role of long memory in hedging effectiveness 0 0 0 32 1 2 12 106
The short-run wealth effects of foreign divestitures by UK firms 0 0 0 5 2 4 9 35
UK IPO underpricing and venture capitalists 0 0 1 100 2 3 15 277
Unobserved heterogeneity in panel time series models 0 0 0 235 2 7 35 529
Valuation ratios and price deviations from fundamentals 0 0 2 169 0 0 11 393
Total Journal Articles 11 23 67 4,508 149 256 1,195 15,463


Statistics updated 2026-11-12