Access Statistics for John Elder

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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
Journal Article	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

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Statistics updated 2020-09-04