Access Statistics for Neil Michael Kellard

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
Close communications: hedge funds, brokers and the emergence of herding 0 0 0 8 1 2 2 31
Credit Default Swap Spreads: Funding Liquidity Matters! 0 0 0 17 4 5 5 45
How does standardization affect OTC markets? Evidence from the Small Bang reform in the CDS market 0 0 0 8 7 7 9 28
Is the Dollar/ECU Exchange A Random Walk? 0 0 0 0 0 2 2 301
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 5 8 9 525
Long-Run Movements in Real Exchange Rates: 1264 to 2020 0 0 1 68 2 5 12 56
Long-Run Price Behaviour of Wheat and Maize: Trend Stationarity or Difference-Stationarity? 0 0 0 0 3 3 6 372
Measuring Oil Price Shocks 0 0 0 33 2 4 7 90
Oil Price Uncertainty and the Macroeconomy 0 0 1 58 3 7 9 168
Oil price uncertainty as a predictor of stock market volatility 0 0 2 60 4 8 13 87
Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures 0 0 1 44 2 4 10 288
Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach 0 0 0 119 2 7 11 494
Risk, Financial Stability and FDI 0 1 1 72 5 13 16 224
Testing for Efficiency in Commodity Futures Markets 0 0 0 0 2 2 2 257
The Forward Premium Anomaly at Long Horizons 0 0 0 0 3 5 5 163
The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets 0 0 0 41 3 8 9 163
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 4 6 10 519
Trends and Cycles in Real Commodity Prices: 1650-2010 0 0 1 147 3 5 9 445
Trends and Persistence in Primary Commodity Prices 0 0 0 243 4 11 12 572
Two Puzzles in the Analysis of Foreign Exchange Market Efficiency 0 0 0 0 1 4 5 599
Total Working Papers 0 1 7 918 60 116 163 5,427


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Banks and financial markets in times of uncertainty 0 0 0 4 3 4 5 17
Bubbling over! The behaviour of oil futures along the yield curve 0 0 0 11 5 7 9 64
Can exchange rate volatility explain persistence in the forward premium? 0 0 0 48 0 0 2 189
Child mortality, commodity price volatility and the resource curse 0 0 0 8 6 8 8 38
Commodity futures returns: more memory than you might think! 0 0 0 2 1 2 2 11
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 4 9 10 116
Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate? 0 0 0 80 4 8 9 237
Evaluating currency market efficiency: are cointegration tests appropriate? 0 0 0 138 2 2 3 533
FINANCE‐INEQUALITY NEXUS: THE LONG AND THE SHORT OF IT 0 0 1 12 8 9 14 60
Forecasting EUR–USD implied volatility: The case of intraday data 0 1 4 83 3 19 28 335
Foreign exchange, fractional cointegration and the implied-realized volatility relation 0 0 0 38 5 14 14 207
Index tracking and beta arbitrage effects in comovement 0 0 0 3 5 9 10 25
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 3 2 2 2 23
Is news related to GDP growth a risk factor for commodity futures returns? 0 0 0 0 2 2 3 12
Is the dollar/ECU exchange rate a random walk? 0 0 1 55 3 4 7 205
Long memory and structural breaks in commodity futures markets 0 0 0 2 1 3 5 51
Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day 0 0 0 60 1 4 9 219
Long‐Run Drift, Co‐Movement and Persistence in Real Wheat and Maize Prices 0 0 0 8 4 5 6 98
Multistage optimization filter for trend‐based short‐term forecasting 0 0 0 2 5 7 8 12
Night trading and market quality: Evidence from Chinese and US precious metal futures markets 0 0 0 2 6 16 20 38
On the prevalence of trends in primary commodity prices 0 0 1 146 3 7 8 346
On the robustness of cointegration tests when assessing market efficiency 0 0 0 23 1 3 4 73
Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures 0 0 0 6 2 2 3 25
Predicting the equity premium with dividend ratios: Reconciling the evidence 0 0 2 98 2 4 7 242
Prime money market funds regulation, global liquidity, and the crude oil market 0 0 0 3 4 7 8 22
Risk, financial stability and FDI 1 2 7 22 3 7 20 70
Special issue of the Journal of Empirical Finance Guest Editors' introduction 0 0 0 9 2 4 7 66
Spurious long memory, uncommon breaks and the implied–realized volatility puzzle 0 0 0 9 3 7 8 67
THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES* 0 0 0 18 3 5 6 101
The PPP debate: Price matters! 0 0 0 164 1 1 2 412
The Prebisch-Singer Hypothesis: Four Centuries of Evidence 1 1 8 182 5 14 33 656
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 0 2 3 51 4 10 17 169
The relative efficiency of commodity futures markets 1 1 1 46 3 6 9 137
The role of long memory in hedging effectiveness 0 0 0 32 0 5 5 99
Trade openness, export diversification, and political regimes 1 1 1 38 2 4 10 127
Two puzzles in the analysis of foreign exchange market efficiency 0 0 0 90 1 1 2 269
Using covariates to improve the efficacy of univariate bubble detection methods 0 0 0 2 4 5 8 17
Total Journal Articles 4 8 29 1,524 113 226 331 5,388


Statistics updated 2026-02-12