Access Statistics for John Elder

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 REEXAMINATION OF FRACTIONAL INTEGRATING DYNAMICS IN FOREIGN CURRENCY MARKETS 0 0 1 20 1 1 4 128
Oil Volatility and the Option Value of Waiting: An analysis of the G-7 0 0 1 40 5 14 46 203
Oil Volatility and the Option Value of Waiting: An analysis of the G-7 0 0 2 84 0 4 27 246
The Effects of Uncertainty about Oil Prices in G-7 0 0 1 68 0 1 10 157
US Oil Price Exposure: The Industry Effects 0 0 0 71 0 2 7 223
Total Working Papers 0 0 5 283 6 22 94 957


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A bivariate zero-inflated count data regression model with unrestricted correlation 0 0 4 71 0 1 22 201
A reexamination of fractional integrating dynamics in foreign currency markets 0 0 0 16 0 2 7 105
A simple bivariate count data regression model 0 2 3 51 1 4 6 166
An impulse-response function for a vector autoregression with multivariate GARCH-in-mean 1 1 7 123 2 2 12 308
Another Perspective on the Effects of Inflation Uncertainty 0 0 0 0 0 3 9 246
Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns? 0 0 0 14 0 3 12 109
Corporate Governance and Liquidity 0 1 1 87 1 4 10 226
DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION 0 0 0 8 0 1 2 49
Employment and energy uncertainty 0 0 0 0 1 3 3 3
Estimating the arbitrage pricing theory with observed macro factors 0 0 0 20 0 0 1 62
F versus t tests for unit roots 0 0 0 187 0 0 2 843
Flexible Bivariate Count Data Regression Models 0 0 1 12 0 0 1 36
Fractional Integration in Commodity Futures Returns 0 0 0 10 0 1 3 39
Fractional differencing in discrete time 0 0 0 4 0 1 1 17
Generalized bivariate count data regression models 0 1 2 38 0 3 4 99
INTRODUCTION TO OIL PRICE SHOCKS 0 0 0 46 0 0 7 115
Impact of macroeconomic news on metal futures 0 0 3 56 1 7 18 209
Jumps in Oil Prices: The Role of Economic News 0 1 1 18 0 1 5 58
Liquidity and Information Flow around Monetary Policy Announcement 0 1 1 9 1 2 4 60
Long memory in commodity futures volatility: A wavelet perspective 0 0 1 2 0 1 3 19
Long memory in energy futures prices 0 0 0 70 1 2 12 204
Macroeconomic Uncertainty and Performance in Asian Countries* 0 0 1 40 0 1 8 131
More on F versus t tests for unit roots when there is no trend 0 0 0 11 0 1 5 43
OIL PRICE VOLATILITY: INDUSTRIAL PRODUCTION AND SPECIAL AGGREGATES 0 0 1 6 0 0 3 20
Oil Price Forecasts and Trends: Interviews with the Experts 0 0 0 21 2 3 5 68
Oil Price Uncertainty 0 0 1 285 3 13 36 638
Oil price uncertainty in Canada 0 0 4 121 0 3 21 306
Oil price volatility and real options: 35 years of evidence 1 3 5 5 1 3 5 5
Oil volatility and the option value of waiting: An analysis of the G‐7 0 0 0 6 1 7 25 49
Persistence in the return and volatility of home price indices 0 0 0 4 0 1 9 61
Price discovery in crude oil futures 0 1 1 16 0 4 10 88
Some empirical evidence on the real effects of nominal volatility 0 0 0 3 0 0 0 11
Testing for Unit Roots: What Should Students Be Taught? 2 4 17 299 5 15 34 510
The reaction of security prices to tracking stock announcements 0 0 0 3 1 1 3 14
VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS 0 0 3 52 0 1 10 104
Total Journal Articles 4 15 57 1,714 21 94 318 5,222


Statistics updated 2020-09-04