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 2 699
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 1 1 1 248
A Principal Components Approach to Cross-Section Dependence in Panels 5 7 20 793 7 14 35 1,905
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 0 0 215
An MTAR Test for Stock Market Bubbles 0 0 0 0 0 0 0 415
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 1 1 338
Comovement and FTSE 100 Index Changes 0 0 0 100 0 2 4 416
Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding 0 0 3 16 1 1 6 33
Enfranchising the crowd: Nominee account equity crowdfunding 0 0 0 9 0 0 2 26
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 0 0 1 564
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 0 0 0 320
Generalized variance ratio tests in the presence of statistical dependence 0 0 0 0 0 0 0 205
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 0 0 0 516
Saving, Investment and Capital Mobility in LDCs 0 0 0 1 0 0 1 581
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 0 0 2 544
Testing for Long Run Relative PPP in Europe 0 0 0 396 0 0 0 993
The Feldstein-Horioka puzzle is not as bad as you think 0 0 0 401 0 2 3 1,022
The Forward Premium Anomaly at Long Horizons 0 0 0 0 0 1 1 158
The overvaluation of PPP in Europe? 0 0 0 0 0 1 1 583
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 0 0 0 509
Unobserved Heterogeneity in Panel Time Series Models 0 0 0 1,099 0 1 1 4,396
Total Working Papers 5 7 23 2,967 10 25 61 14,996

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 0 0 3
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 0 0 2 390
A pricing kernel approach to valuing options on interest rate futures 0 0 0 20 0 0 0 85
Asymmetric dynamics in UK real interest rates 0 0 0 84 0 0 0 272
Banks and financial markets in times of uncertainty 0 0 0 4 0 1 1 12
Bidder CEO and Other Executive Compensation in UK M&As 0 0 0 33 0 0 1 172
Border costs and real exchange rate dynamics in Europe 0 0 0 27 0 0 1 174
Bubbling over! The behaviour of oil futures along the yield curve 0 1 1 11 0 1 1 55
Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence 0 0 1 7 0 1 4 32
Cointegration of long span saving and investment 0 0 1 95 0 0 2 234
Commodity futures returns: more memory than you might think! 0 0 0 2 0 0 0 9
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 1 1 2 2 3 7
Current Account Solvency and the Feldstein-Horioka Puzzle 1 2 2 420 2 5 7 1,083
Does Volatility Improve UK Earnings Forecasts? 0 0 0 1 0 0 1 15
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 0 0 2 106
Earnings management and IPO anomalies in China 0 0 1 15 0 0 2 98
Earnings management using classification shifting of revenues 0 1 3 44 0 2 14 182
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 0 0 0 774
Exchange rate forecasting using economic models and technical trading rules 0 0 3 5 0 0 5 9
FX technical trading rules can be profitable sometimes! 0 0 1 29 0 0 2 116
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence 0 0 0 3 0 0 0 27
Hot IPOs can damage your long-run wealth! 0 0 0 40 0 0 0 127
How profitable are FX technical trading rules? 0 0 2 45 0 0 7 128
Index tracking and beta arbitrage effects in comovement 0 0 0 3 0 0 3 15
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 0 0 2 65
Investor sentiment and value and growth stock index options 0 0 0 15 0 1 2 58
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 0 0 434
Is news related to GDP growth a risk factor for commodity futures returns? 0 0 0 0 0 0 1 9
Is the Feldstein–Horioka Puzzle History? 1 1 1 205 3 4 5 535
Long memory and structural breaks in commodity futures markets 0 0 0 2 0 0 2 46
Markov-Switching GARCH Modelling of Value-at-Risk 0 2 3 219 4 7 9 527
Misvaluation and UK mergers 1986-2002 0 0 0 28 0 0 0 114
New Developments in Equity Crowdfunding: A Review 2 6 19 164 3 8 33 273
New panel unit root tests of PPP 0 0 1 101 0 0 2 284
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 0 0 0 395
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 0 1 3 34
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 0 1 166
P2P lending and outside entrepreneurial finance 0 0 0 0 0 0 3 4
Post‐IPO Operating Performance, Venture Capital and the Bubble Years 0 0 4 9 0 1 18 42
Prospect theory and IPO returns in China 1 1 1 22 1 1 2 92
Purchasing power parity and the theory of general relativity: the first tests 0 0 0 189 0 2 4 534
Saving, Investment, and Capital Mobility in LDCs 0 0 0 0 1 3 4 362
Seasoned equity crowdfunded offerings 0 0 0 0 0 0 4 13
Serial SEOs and capital structure 0 0 0 2 1 1 2 20
Short‐run Real Exchange Rate Dynamics 0 0 1 1 0 0 1 1
Strategic entrepreneurial choice between competing crowdfunding platforms 0 0 0 0 0 0 1 5
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 0 1 88
Testing for symmetry and proportionality in a European panel 0 0 0 27 0 1 1 115
Testing for symmetry and proportionality in a European panel 0 0 0 22 0 1 1 105
The European sovereign debt market: from integration to segmentation 0 0 1 37 0 0 1 95
The Feldstein-Horioka Puzzle and Capital Mobility: A Review 0 1 2 1,096 2 3 6 3,139
The Integration of Property and Financial Markets 1 1 1 114 1 1 4 235
The MSCI-Canada index rebalancing and excess comovement 0 0 0 40 1 1 2 182
The PPP debate: Price matters! 0 0 0 164 1 5 7 411
The S&P 500 index inclusion effect: Evidence from the options market 0 1 2 2 2 4 11 11
The School’s Out effect: A new seasonal anomaly! 0 0 0 0 0 0 2 6
The effect of the interest coverage covenants on classification shifting of revenues 0 0 1 8 1 2 5 26
The impact of mispricing and growth on UK M&As 0 0 0 2 0 0 1 15
The lunar moon festival and the dark side of the moon 0 0 1 41 0 0 3 167
The role of long memory in hedging effectiveness 0 0 0 32 0 0 0 94
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 0 0 0 98 0 0 1 258
Unobserved heterogeneity in panel time series models 0 0 2 235 0 0 6 494
Valuation ratios and price deviations from fundamentals 0 0 2 167 0 0 3 381
Total Journal Articles 6 17 58 4,405 25 59 212 14,054

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03