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 3 702
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 0 2 8 256
A Principal Components Approach to Cross-Section Dependence in Panels 2 4 6 800 4 13 29 1,936
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 3 4 220
An MTAR Test for Stock Market Bubbles 0 0 0 0 0 4 6 421
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 0 2 2 312
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 0 7 11 349
Comovement and FTSE 100 Index Changes 0 0 0 100 0 5 7 423
Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding 0 2 5 21 2 12 22 55
Enfranchising the crowd: Nominee account equity crowdfunding 0 0 0 9 1 3 9 35
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 0 1 6 570
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 0 3 5 325
Generalized variance ratio tests in the presence of statistical dependence 0 0 0 0 0 4 9 214
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 0 8 12 528
Saving, Investment and Capital Mobility in LDCs 0 0 0 1 0 2 6 587
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 1 6 8 552
Testing for Long Run Relative PPP in Europe 0 0 0 396 1 6 8 1,001
The Feldstein-Horioka puzzle is not as bad as you think 0 1 1 402 0 2 8 1,033
The Forward Premium Anomaly at Long Horizons 0 0 0 0 0 5 7 165
The overvaluation of PPP in Europe? 0 0 0 0 0 1 1 584
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 2 7 13 522
Unobserved Heterogeneity in Panel Time Series Models 0 0 1 1,100 3 11 22 4,420
Total Working Papers 2 7 13 2,981 14 108 206 15,210

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 6 9
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 0 2 4 394
A pricing kernel approach to valuing options on interest rate futures 0 0 0 20 0 6 8 93
Asymmetric dynamics in UK real interest rates 0 0 0 84 0 4 10 282
Banks and financial markets in times of uncertainty 0 0 0 4 0 3 5 17
Bidder CEO and Other Executive Compensation in UK M&As 0 0 0 33 0 1 3 175
Border costs and real exchange rate dynamics in Europe 0 0 0 27 0 1 2 176
Bubbling over! The behaviour of oil futures along the yield curve 0 0 0 11 2 7 11 66
Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence 0 0 2 9 1 2 6 38
Cointegration of long span saving and investment 0 0 0 95 2 7 15 249
Commodity futures returns: more memory than you might think! 0 0 0 2 1 4 5 14
Comovement and FTSE 100 index changes 0 0 0 10 0 1 1 48
Credit default swaps and the UK 2008–09 short sales ban 0 0 0 1 1 3 7 14
Current Account Solvency and the Feldstein-Horioka Puzzle 0 0 2 422 4 10 16 1,099
Does Volatility Improve UK Earnings Forecasts? 0 0 0 1 0 2 3 19
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 1 5 11 117
Earnings management and IPO anomalies in China 0 0 1 16 0 4 10 112
Earnings management using classification shifting of revenues 0 2 11 55 4 15 37 219
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 0 5 8 782
Exchange rate forecasting using economic models and technical trading rules 0 0 1 6 0 7 13 22
FX technical trading rules can be profitable sometimes! 1 2 2 31 5 13 18 135
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence 0 0 0 3 0 6 12 39
Hot IPOs can damage your long-run wealth! 0 0 0 40 0 3 6 133
How profitable are FX technical trading rules? 0 1 5 50 4 12 20 148
Index tracking and beta arbitrage effects in comovement 0 0 0 3 0 7 12 27
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 3 0 2 2 23
Investor participation and underpricing in lottery-allocated Chinese IPOs 0 0 0 9 0 0 5 71
Investor sentiment and value and growth stock index options 0 0 0 15 0 2 4 63
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 3 4 438
Is news related to GDP growth a risk factor for commodity futures returns? 0 0 0 0 0 3 4 13
Is the Feldstein–Horioka Puzzle History? 0 0 0 205 0 0 8 544
Long memory and structural breaks in commodity futures markets 0 0 0 2 1 2 5 52
Markov-Switching GARCH Modelling of Value-at-Risk 0 0 1 220 3 6 22 549
Misvaluation and UK mergers 1986-2002 0 0 0 28 0 2 4 118
New Developments in Equity Crowdfunding: A Review 2 6 9 175 3 17 38 314
New panel unit root tests of PPP 0 0 0 101 0 7 15 299
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 1 7 9 404
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 0 2 7 41
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 1 3 9 175
P2P lending and outside entrepreneurial finance 0 1 1 1 0 5 8 12
Post‐IPO Operating Performance, Venture Capital and the Bubble Years 0 1 2 11 0 2 7 49
Prospect theory and IPO returns in China 0 0 1 23 3 6 12 104
Purchasing power parity and the theory of general relativity: the first tests 0 0 1 190 0 7 9 543
Saving, Investment, and Capital Mobility in LDCs 0 0 0 0 0 3 8 370
Seasoned equity crowdfunded offerings 0 0 2 2 1 6 13 26
Serial SEOs and capital structure 0 0 0 2 0 1 3 23
Short‐run Real Exchange Rate Dynamics 0 0 0 1 0 0 1 2
Strategic entrepreneurial choice between competing crowdfunding platforms 0 1 1 1 1 6 13 19
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 4 7 95
Testing for symmetry and proportionality in a European panel 0 0 1 28 0 6 8 123
Testing for symmetry and proportionality in a European panel 0 0 1 23 1 7 13 118
The European sovereign debt market: from integration to segmentation 0 0 1 38 2 4 10 105
The Feldstein-Horioka Puzzle and Capital Mobility: A Review 0 0 0 1,096 1 4 12 3,151
The Integration of Property and Financial Markets 0 0 0 115 0 4 7 244
The MSCI-Canada index rebalancing and excess comovement 1 1 1 41 1 2 4 186
The PPP debate: Price matters! 0 0 0 164 0 2 2 413
The S&P 500 index inclusion effect: Evidence from the options market 2 2 8 10 28 57 142 155
The School’s Out effect: A new seasonal anomaly! 0 0 0 0 0 1 8 14
The effect of the interest coverage covenants on classification shifting of revenues 0 0 2 10 0 9 17 43
The impact of mispricing and growth on UK M&As 0 0 0 2 1 8 9 24
The lunar moon festival and the dark side of the moon 0 0 0 42 0 4 5 173
The role of long memory in hedging effectiveness 0 0 0 32 0 1 6 100
The short-run wealth effects of foreign divestitures by UK firms 0 0 0 5 2 4 4 30
UK IPO underpricing and venture capitalists 0 0 2 100 0 4 9 267
Unobserved heterogeneity in panel time series models 0 0 0 235 4 12 14 508
Valuation ratios and price deviations from fundamentals 0 1 2 169 0 5 11 392
Total Journal Articles 6 18 60 4,469 79 361 747 14,820

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 statistics 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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09