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 3 702
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 1 6 8 256
A Principal Components Approach to Cross-Section Dependence in Panels 2 3 5 798 7 13 27 1,932
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 1 3 5 220
An MTAR Test for Stock Market Bubbles 0 0 0 0 1 4 6 421
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 1 2 2 312
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 1 8 11 349
Comovement and FTSE 100 Index Changes 0 0 0 100 2 5 7 423
Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding 1 2 5 21 4 10 20 53
Enfranchising the crowd: Nominee account equity crowdfunding 0 0 0 9 0 4 8 34
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 0 5 6 570
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 1 5 5 325
Generalized variance ratio tests in the presence of statistical dependence 0 0 0 0 1 6 9 214
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 3 10 12 528
Saving, Investment and Capital Mobility in LDCs 0 0 0 1 1 3 6 587
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 2 6 7 551
Testing for Long Run Relative PPP in Europe 0 0 0 396 1 6 7 1,000
The Feldstein-Horioka puzzle is not as bad as you think 1 1 1 402 1 6 11 1,033
The Forward Premium Anomaly at Long Horizons 0 0 0 0 2 7 7 165
The overvaluation of PPP in Europe? 0 0 0 0 1 1 1 584
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 1 5 11 520
Unobserved Heterogeneity in Panel Time Series Models 0 1 1 1,100 2 10 21 4,417
Total Working Papers 4 7 12 2,979 35 127 200 15,196


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 4 6 9
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 1 2 4 394
A pricing kernel approach to valuing options on interest rate futures 0 0 0 20 3 7 8 93
Asymmetric dynamics in UK real interest rates 0 0 0 84 0 6 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 2 2 176
Bubbling over! The behaviour of oil futures along the yield curve 0 0 0 11 0 7 9 64
Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence 0 0 2 9 0 2 5 37
Cointegration of long span saving and investment 0 0 0 95 1 9 13 247
Commodity futures returns: more memory than you might think! 0 0 0 2 2 4 4 13
Comovement and FTSE 100 index changes 0 0 0 10 1 1 1 48
Credit default swaps and the UK 2008–09 short sales ban 0 0 0 1 1 5 6 13
Current Account Solvency and the Feldstein-Horioka Puzzle 0 0 2 422 1 9 12 1,095
Does Volatility Improve UK Earnings Forecasts? 0 0 0 1 0 2 4 19
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 0 6 10 116
Earnings management and IPO anomalies in China 0 0 1 16 1 7 14 112
Earnings management using classification shifting of revenues 0 4 11 55 4 15 33 215
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 2 6 8 782
Exchange rate forecasting using economic models and technical trading rules 0 0 1 6 3 9 13 22
FX technical trading rules can be profitable sometimes! 1 1 1 30 2 10 14 130
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence 0 0 0 3 0 8 12 39
Hot IPOs can damage your long-run wealth! 0 0 0 40 1 4 6 133
How profitable are FX technical trading rules? 1 1 5 50 3 9 16 144
Index tracking and beta arbitrage effects in comovement 0 0 0 3 2 10 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 2 6 71
Investor sentiment and value and growth stock index options 0 0 0 15 0 3 5 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 1 3 4 13
Is the Feldstein–Horioka Puzzle History? 0 0 0 205 0 2 9 544
Long memory and structural breaks in commodity futures markets 0 0 0 2 0 1 5 51
Markov-Switching GARCH Modelling of Value-at-Risk 0 0 1 220 2 7 19 546
Misvaluation and UK mergers 1986-2002 0 0 0 28 1 3 4 118
New Developments in Equity Crowdfunding: A Review 0 5 9 173 3 16 38 311
New panel unit root tests of PPP 0 0 0 101 1 10 15 299
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 2 7 8 403
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 0 4 7 41
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 2 4 8 174
P2P lending and outside entrepreneurial finance 0 1 1 1 2 5 8 12
Post‐IPO Operating Performance, Venture Capital and the Bubble Years 1 1 2 11 1 3 7 49
Prospect theory and IPO returns in China 0 0 1 23 1 4 9 101
Purchasing power parity and the theory of general relativity: the first tests 0 0 1 190 2 7 9 543
Saving, Investment, and Capital Mobility in LDCs 0 0 0 0 2 4 8 370
Seasoned equity crowdfunded offerings 0 0 2 2 1 8 12 25
Serial SEOs and capital structure 0 0 0 2 0 1 3 23
Short‐run Real Exchange Rate Dynamics 0 0 0 1 0 1 1 2
Strategic entrepreneurial choice between competing crowdfunding platforms 1 1 1 1 1 7 13 18
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 1 6 8 123
Testing for symmetry and proportionality in a European panel 0 0 1 23 1 9 12 117
The European sovereign debt market: from integration to segmentation 0 1 1 38 1 4 8 103
The Feldstein-Horioka Puzzle and Capital Mobility: A Review 0 0 0 1,096 1 6 11 3,150
The Integration of Property and Financial Markets 0 0 1 115 3 4 9 244
The MSCI-Canada index rebalancing and excess comovement 0 0 0 40 0 1 3 185
The PPP debate: Price matters! 0 0 0 164 1 2 2 413
The S&P 500 index inclusion effect: Evidence from the options market 0 0 6 8 15 70 116 127
The School’s Out effect: A new seasonal anomaly! 0 0 0 0 0 2 8 14
The effect of the interest coverage covenants on classification shifting of revenues 0 0 2 10 3 11 17 43
The impact of mispricing and growth on UK M&As 0 0 0 2 2 7 8 23
The lunar moon festival and the dark side of the moon 0 0 1 42 2 4 6 173
The role of long memory in hedging effectiveness 0 0 0 32 1 3 6 100
The short-run wealth effects of foreign divestitures by UK firms 0 0 0 5 0 2 2 28
UK IPO underpricing and venture capitalists 0 1 2 100 0 5 9 267
Unobserved heterogeneity in panel time series models 0 0 0 235 3 10 10 504
Valuation ratios and price deviations from fundamentals 0 1 2 169 2 8 11 392
Total Journal Articles 4 17 58 4,463 86 413 687 14,741


Statistics updated 2026-03-04