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 1 2 700
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 1 1 3 250
A Principal Components Approach to Cross-Section Dependence in Panels 0 0 9 795 0 3 28 1,919
A new interpretation of the real exchange rate - yield differential nexus 0 0 0 49 0 1 2 217
An MTAR Test for Stock Market Bubbles 0 0 0 0 2 2 2 417
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 0 1 4 341
Comovement and FTSE 100 Index Changes 0 0 0 100 0 1 4 418
Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding 0 0 3 19 1 2 11 43
Enfranchising the crowd: Nominee account equity crowdfunding 0 0 0 9 1 1 4 30
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 0 102 0 0 1 565
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 1 2 3 208
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 1 1 2 518
Saving, Investment and Capital Mobility in LDCs 0 0 0 1 0 1 3 584
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 1 1 1 545
Testing for Long Run Relative PPP in Europe 0 0 0 396 0 0 1 994
The Feldstein-Horioka puzzle is not as bad as you think 0 0 0 401 1 2 7 1,027
The Forward Premium Anomaly at Long Horizons 0 0 0 0 0 0 1 158
The overvaluation of PPP in Europe? 0 0 0 0 0 0 1 583
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 2 2 6 515
Unobserved Heterogeneity in Panel Time Series Models 0 0 0 1,099 4 7 12 4,407
Total Working Papers 0 0 12 2,972 16 29 98 15,069


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 1 1 2 5
A new interpretation of the exchange rate-yield differential nexus 0 0 0 62 0 2 2 392
A pricing kernel approach to valuing options on interest rate futures 0 0 0 20 0 0 1 86
Asymmetric dynamics in UK real interest rates 0 0 0 84 2 3 4 276
Banks and financial markets in times of uncertainty 0 0 0 4 1 2 3 14
Bidder CEO and Other Executive Compensation in UK M&As 0 0 0 33 0 0 2 174
Border costs and real exchange rate dynamics in Europe 0 0 0 27 0 0 0 174
Bubbling over! The behaviour of oil futures along the yield curve 0 0 1 11 0 0 3 57
Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence 0 0 2 9 0 0 4 35
Cointegration of long span saving and investment 0 0 0 95 1 1 4 238
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 0 1 0 1 3 8
Current Account Solvency and the Feldstein-Horioka Puzzle 0 1 4 422 1 2 8 1,086
Does Volatility Improve UK Earnings Forecasts? 0 0 0 1 0 1 2 17
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 3 4 4 110
Earnings management and IPO anomalies in China 0 0 1 16 1 2 7 105
Earnings management using classification shifting of revenues 1 4 8 51 2 10 20 200
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 0 0 107 0 0 2 776
Exchange rate forecasting using economic models and technical trading rules 0 1 1 6 0 2 4 13
FX technical trading rules can be profitable sometimes! 0 0 0 29 0 1 4 120
Generalized Variance-Ratio Tests in the Presence of Statistical Dependence 0 0 0 3 0 1 4 31
Hot IPOs can damage your long-run wealth! 0 0 0 40 2 2 2 129
How profitable are FX technical trading rules? 1 1 4 49 2 2 7 135
Index tracking and beta arbitrage effects in comovement 0 0 0 3 1 1 2 17
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 1 2 4 69
Investor sentiment and value and growth stock index options 0 0 0 15 0 1 3 60
Is There a Base Currency Effect in Long-Run PPP? 0 0 0 51 0 0 1 435
Is news related to GDP growth a risk factor for commodity futures returns? 0 0 0 0 0 0 1 10
Is the Feldstein–Horioka Puzzle History? 0 0 1 205 1 3 11 542
Long memory and structural breaks in commodity futures markets 0 0 0 2 2 2 4 50
Markov-Switching GARCH Modelling of Value-at-Risk 0 1 3 220 0 8 19 539
Misvaluation and UK mergers 1986-2002 0 0 0 28 0 0 1 115
New Developments in Equity Crowdfunding: A Review 0 0 10 168 5 6 30 295
New panel unit root tests of PPP 0 0 0 101 1 2 5 289
Nonparametric cointegration analysis of real exchange rates 0 0 0 140 1 1 1 396
Numerical issues in threshold autoregressive modeling of time series 0 0 0 41 2 4 4 170
Numerical issues in threshold autoregressive modeling of time series 0 0 0 1 0 2 4 37
P2P lending and outside entrepreneurial finance 0 0 0 0 0 2 3 7
Post‐IPO Operating Performance, Venture Capital and the Bubble Years 0 0 1 10 1 1 5 46
Prospect theory and IPO returns in China 0 1 2 23 2 3 6 97
Purchasing power parity and the theory of general relativity: the first tests 0 0 1 190 0 0 4 536
Saving, Investment, and Capital Mobility in LDCs 0 0 0 0 0 1 7 366
Seasoned equity crowdfunded offerings 0 2 2 2 0 2 4 17
Serial SEOs and capital structure 0 0 0 2 0 1 3 22
Short‐run Real Exchange Rate Dynamics 0 0 0 1 0 0 0 1
Strategic entrepreneurial choice between competing crowdfunding platforms 0 0 0 0 0 1 6 11
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 0 19 0 3 3 91
Testing for symmetry and proportionality in a European panel 0 0 1 28 0 1 3 117
Testing for symmetry and proportionality in a European panel 0 0 1 23 1 2 4 108
The European sovereign debt market: from integration to segmentation 0 0 0 37 3 3 4 99
The Feldstein-Horioka Puzzle and Capital Mobility: A Review 0 0 1 1,096 2 2 8 3,144
The Integration of Property and Financial Markets 0 0 2 115 0 1 6 240
The MSCI-Canada index rebalancing and excess comovement 0 0 0 40 0 2 3 184
The PPP debate: Price matters! 0 0 0 164 0 0 5 411
The S&P 500 index inclusion effect: Evidence from the options market 2 2 7 8 10 18 50 57
The School’s Out effect: A new seasonal anomaly! 0 0 0 0 4 5 6 12
The effect of the interest coverage covenants on classification shifting of revenues 0 0 2 10 2 2 8 32
The impact of mispricing and growth on UK M&As 0 0 0 2 0 0 1 16
The lunar moon festival and the dark side of the moon 0 0 1 42 0 1 2 169
The role of long memory in hedging effectiveness 0 0 0 32 3 3 3 97
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 1 99 0 0 4 262
Unobserved heterogeneity in panel time series models 0 0 0 235 0 0 0 494
Valuation ratios and price deviations from fundamentals 1 1 1 168 2 2 3 384
Total Journal Articles 5 14 58 4,446 60 125 333 14,328


Statistics updated 2025-12-06