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 12 680
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 0 1 4 241
A Principal Components Approach to Cross-Section Dependence in Panels 0 1 9 729 1 3 23 1,735
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 0 3 212
An MTAR Test for Stock Market Bubbles 0 0 0 0 1 2 5 391
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 3 5 9 301
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 0 0 1 324
Comovement and FTSE 100 Index Changes 0 3 4 95 0 4 9 383
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 0 0 1 553
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 1 2 5 313
Generalized variance ratio tests in the presence of statistical dependence 0 0 0 0 0 0 5 195
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 0 0 2 501
Numerical Issues in Threshold Autoregressive Modelling of Time Series 0 0 0 14 2 2 5 127
Reinterpreting the Real Exchange Rate - Yield Diffential Nexus 0 0 0 2 0 1 4 30
Rethinking the Forward Premium Puzzle in a Non-linear Framework 0 0 0 19 1 1 4 60
Saving, Investment and Capital Mobility in LDCs 0 0 0 1 1 1 5 562
Small Sample Properties of Panel Time-series Estimators with I(1) Errors 0 0 0 31 1 1 4 110
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 3 3 5 530
Testing for Long Run Relative PPP in Europe 0 0 0 392 1 1 4 963
The Feldstein-Horioka puzzle is not as bad as you think 0 0 2 400 1 1 5 1,001
The Forward Premium Anomaly at Long Horizons 0 0 0 0 0 0 2 150
The overvaluation of PPP in Europe? 0 0 0 0 0 1 8 574
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 0 0 5 475
Unobserved Heterogeneity in Panel Time Series Models 0 1 9 1,091 3 19 78 4,349
Total Working Papers 0 5 24 2,926 20 50 208 14,760

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 40 0 0 0 183
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 0 0 1 383
A pricing kernel approach to valuing options on interest rate futures 0 0 0 20 0 0 1 79
Asymmetric dynamics in UK real interest rates 0 0 0 84 0 0 1 269
Bidder CEO and Other Executive Compensation in UK M&As 0 0 2 28 1 1 6 110
Border costs and real exchange rate dynamics in Europe 0 0 0 27 1 2 4 165
Cointegration of long span saving and investment 0 0 2 86 0 0 4 210
Comovement and FTSE 100 index changes 0 0 0 7 0 0 2 30
Current Account Solvency and the Feldstein-Horioka Puzzle 1 3 14 384 2 7 35 993
Does Volatility Improve UK Earnings Forecasts? 0 0 0 25 0 2 6 72
Does the forward premium puzzle disappear over the horizon? 0 1 2 25 0 2 5 93
Earnings management and IPO anomalies in China 0 0 1 10 1 1 7 74
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 0 0 2 760
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence 0 0 1 3 0 0 2 22
Hot IPOs can damage your long-run wealth! 0 0 0 39 2 2 3 116
How profitable are FX technical trading rules? 0 0 2 24 1 1 9 64
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 2 0 0 0 16
Investor participation and underpricing in lottery-allocated Chinese IPOs 0 0 0 9 0 0 3 52
Investor sentiment and value and growth stock index options 1 1 1 11 1 1 1 44
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 1 1 2 423
Is the Feldstein-Horioka Puzzle History? 0 0 1 196 0 0 5 494
Long memory and structural breaks in commodity futures markets 0 0 0 2 0 1 3 28
Markov-Switching GARCH Modelling of Value-at-Risk 2 2 5 202 5 7 17 456
Misvaluation and UK mergers 1986-2002 0 1 3 25 0 2 6 94
New panel unit root tests of PPP 0 1 2 96 2 3 5 260
Nonparametric cointegration analysis of real exchange rates 0 0 1 140 0 1 5 386
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 0 0 1 159
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 2 2 2 18
Post-IPO Operating Performance, Venture Capital and the Bubble Years 0 0 2 69 1 2 10 308
Purchasing power parity and the theory of general relativity: the first tests 0 0 2 180 0 3 8 484
Saving, Investment, and Capital Mobility in LDCs 0 0 0 0 0 0 3 328
Short-Run Real Exchange Rate Dynamics 0 0 0 40 0 0 0 145
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 0 0 78
Testing for symmetry and proportionality in a European panel 0 0 0 22 0 0 0 101
Testing for symmetry and proportionality in a European panel 0 0 0 27 0 0 1 110
The European sovereign debt market: from integration to segmentation 0 1 2 34 0 2 4 84
The Feldstein-Horioka Puzzle and Capital Mobility: A Review 0 1 2 1,070 2 4 12 3,065
The MSCI-Canada index rebalancing and excess comovement 0 0 0 36 0 0 1 170
The PPP debate: Price matters! 0 0 0 159 0 1 10 368
The integration of property and financial markets 0 0 1 105 0 0 4 192
The lunar moon festival and the dark side of the moon 0 0 0 40 0 0 2 151
The role of long memory in hedging effectiveness 0 0 0 32 0 0 1 88
The short-run wealth effects of foreign divestitures by UK firms 0 0 0 5 0 0 1 22
UK IPO underpricing and venture capitalists 0 0 0 94 0 2 6 236
Unobserved heterogeneity in panel time series models 0 1 16 212 5 9 33 434
Valuation ratios and price deviations from fundamentals 0 2 8 150 0 4 11 334
Total Journal Articles 4 14 70 4,041 27 63 245 12,751

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Statistics updated 2019-09-09