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 1 8 0 0 1 29
Credit Default Swap Spreads: Funding Liquidity Matters! 0 0 0 17 0 0 1 40
How does standardization affect OTC markets? Evidence from the Small Bang reform in the CDS market 0 0 0 8 0 0 3 20
Is the Dollar/ECU Exchange A Random Walk? 0 0 0 0 0 0 0 299
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 0 0 0 516
Long-Run Movements in Real Exchange Rates: 1264 to 2020 0 0 3 68 0 2 13 48
Long-Run Price Behaviour of Wheat and Maize: Trend Stationarity or Difference-Stationarity? 0 0 0 0 0 0 1 367
Measuring Oil Price Shocks 0 0 0 33 0 0 4 85
Oil Price Uncertainty and the Macroeconomy 0 1 2 58 0 1 5 160
Oil price uncertainty as a predictor of stock market volatility 0 0 3 60 1 2 7 78
Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures 0 0 1 43 1 1 3 280
Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach 0 0 0 119 0 1 1 484
Risk, Financial Stability and FDI 0 0 0 71 0 1 5 209
Testing for Efficiency in Commodity Futures Markets 0 0 0 0 0 0 0 255
The Forward Premium Anomaly at Long Horizons 0 0 0 0 0 0 1 158
The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets 0 0 0 41 0 0 0 154
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 0 0 0 509
Trends and Cycles in Real Commodity Prices: 1650-2010 1 1 1 147 1 3 9 440
Trends and Persistence in Primary Commodity Prices 0 0 0 243 0 0 1 560
Two Puzzles in the Analysis of Foreign Exchange Market Efficiency 0 0 0 0 0 0 1 594
Total Working Papers 1 2 11 916 3 11 56 5,285


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 0 0 1 12
Bubbling over! The behaviour of oil futures along the yield curve 0 0 1 11 0 1 2 56
Can exchange rate volatility explain persistence in the forward premium? 0 0 0 48 0 0 2 188
Child mortality, commodity price volatility and the resource curse 0 0 0 8 0 0 2 30
Commodity futures returns: more memory than you might think! 0 0 0 2 0 0 0 9
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 0 0 2 106
Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate? 0 0 0 80 0 0 0 228
Evaluating currency market efficiency: are cointegration tests appropriate? 0 0 0 138 0 0 1 530
FINANCE‐INEQUALITY NEXUS: THE LONG AND THE SHORT OF IT 0 1 1 12 0 2 5 48
Forecasting EUR–USD implied volatility: The case of intraday data 0 2 3 81 0 4 10 313
Foreign exchange, fractional cointegration and the implied-realized volatility relation 0 0 0 38 0 0 1 193
Index tracking and beta arbitrage effects in comovement 0 0 0 3 0 0 2 15
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 3 0 0 0 21
Is news related to GDP growth a risk factor for commodity futures returns? 0 0 0 0 1 1 1 10
Is the dollar/ECU exchange rate a random walk? 0 0 1 55 0 0 2 200
Long memory and structural breaks in commodity futures markets 0 0 0 2 0 0 2 47
Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day 0 0 1 60 0 0 5 211
Long‐Run Drift, Co‐Movement and Persistence in Real Wheat and Maize Prices 0 0 0 8 0 0 0 92
Multistage optimization filter for trend‐based short‐term forecasting 0 0 1 2 0 0 2 5
Night trading and market quality: Evidence from Chinese and US precious metal futures markets 0 0 0 2 0 1 3 21
On the prevalence of trends in primary commodity prices 0 0 2 145 0 0 5 338
On the robustness of cointegration tests when assessing market efficiency 0 0 0 23 0 1 2 70
Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures 0 0 0 6 0 0 0 22
Predicting the equity premium with dividend ratios: Reconciling the evidence 0 0 2 97 0 0 3 236
Prime money market funds regulation, global liquidity, and the crude oil market 0 0 0 3 0 0 4 15
Risk, financial stability and FDI 0 2 9 18 0 6 16 58
Special issue of the Journal of Empirical Finance Guest Editors' introduction 0 0 0 9 0 1 3 60
Spurious long memory, uncommon breaks and the implied–realized volatility puzzle 0 0 0 9 0 0 1 59
THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES* 0 0 0 18 0 0 0 95
The PPP debate: Price matters! 0 0 0 164 0 0 6 411
The Prebisch-Singer Hypothesis: Four Centuries of Evidence 0 3 4 177 0 4 13 629
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 0 0 1 48 0 1 8 155
The relative efficiency of commodity futures markets 0 0 1 45 0 0 3 129
The role of long memory in hedging effectiveness 0 0 0 32 0 0 0 94
Trade openness, export diversification, and political regimes 0 0 2 37 0 1 3 118
Two puzzles in the analysis of foreign exchange market efficiency 0 0 0 90 0 1 2 268
Using covariates to improve the efficacy of univariate bubble detection methods 0 0 1 2 0 0 2 9
Total Journal Articles 0 8 30 1,506 1 24 114 5,101


Statistics updated 2025-07-04