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 0 0 6 35
Credit Default Swap Spreads: Funding Liquidity Matters! 0 0 0 17 0 0 5 45
How does standardization affect OTC markets? Evidence from the Small Bang reform in the CDS market 0 0 0 8 0 0 11 31
Is the Dollar/ECU Exchange A Random Walk? 0 0 0 0 0 1 3 302
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 0 1 13 530
Long-Run Movements in Real Exchange Rates: 1264 to 2020 0 0 0 68 1 2 12 60
Long-Run Price Behaviour of Wheat and Maize: Trend Stationarity or Difference-Stationarity? 0 0 0 0 0 0 5 373
Measuring Oil Price Shocks 0 1 1 34 1 3 11 96
Oil Price Uncertainty and the Macroeconomy 0 0 1 59 0 0 11 171
Oil price uncertainty as a predictor of stock market volatility 0 0 0 60 0 0 15 94
Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures 0 0 1 44 0 0 11 291
Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach 0 0 0 119 0 0 13 498
Risk, Financial Stability and FDI 0 0 1 72 0 7 25 235
Testing for Efficiency in Commodity Futures Markets 0 0 0 0 0 0 3 258
The Forward Premium Anomaly at Long Horizons 0 0 0 0 0 0 7 165
The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets 0 0 0 41 0 2 19 173
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 0 1 17 526
Trends and Cycles in Real Commodity Prices: 1650-2010 0 0 0 147 2 8 21 461
Trends and Persistence in Primary Commodity Prices 0 0 0 243 0 0 23 583
Two Puzzles in the Analysis of Foreign Exchange Market Efficiency 0 0 0 0 0 0 10 604
Total Working Papers 0 1 4 920 4 25 241 5,531


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 1 1 8 20
Bubbling over! The behaviour of oil futures along the yield curve 0 0 0 11 0 2 12 69
Can exchange rate volatility explain persistence in the forward premium? 0 0 0 48 0 1 4 192
Child mortality, commodity price volatility and the resource curse 0 0 0 8 1 1 13 43
Commodity futures returns: more memory than you might think! 0 0 1 3 0 1 9 18
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 2 3 19 125
Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate? 0 0 0 80 0 1 13 242
Evaluating currency market efficiency: are cointegration tests appropriate? 0 0 0 138 0 0 6 536
FINANCE‐INEQUALITY NEXUS: THE LONG AND THE SHORT OF IT 0 0 0 12 0 0 17 66
Forecasting EUR–USD implied volatility: The case of intraday data 0 0 3 84 0 2 35 348
Foreign exchange, fractional cointegration and the implied-realized volatility relation 0 0 0 38 1 1 18 211
Index tracking and beta arbitrage effects in comovement 0 0 0 3 0 1 14 30
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 3 0 1 7 28
Is news related to GDP growth a risk factor for commodity futures returns? 0 0 0 0 0 0 4 14
Is the dollar/ECU exchange rate a random walk? 0 0 0 55 0 0 12 213
Long memory and structural breaks in commodity futures markets 0 0 0 2 0 1 10 57
Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day 0 0 0 60 0 0 13 226
Long‐Run Drift, Co‐Movement and Persistence in Real Wheat and Maize Prices 0 0 0 8 1 1 7 100
Multistage optimization filter for trend‐based short‐term forecasting 0 0 0 2 0 1 10 15
Night trading and market quality: Evidence from Chinese and US precious metal futures markets 0 1 2 4 2 8 31 52
On the prevalence of trends in primary commodity prices 0 0 0 146 0 1 13 352
On the robustness of cointegration tests when assessing market efficiency 0 0 0 23 1 1 7 77
Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures 0 0 0 6 0 2 7 29
Predicting the equity premium with dividend ratios: Reconciling the evidence 0 1 1 99 0 3 13 250
Prime money market funds regulation, global liquidity, and the crude oil market 0 1 1 4 2 5 19 34
Risk, financial stability and FDI 0 1 6 24 0 1 27 85
Special issue of the Journal of Empirical Finance Guest Editors' introduction 0 0 1 10 0 0 8 68
Spurious long memory, uncommon breaks and the implied–realized volatility puzzle 0 0 0 9 0 1 11 70
THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES* 0 0 0 18 0 1 9 104
The PPP debate: Price matters! 0 0 0 164 1 2 6 417
The Prebisch-Singer Hypothesis: Four Centuries of Evidence 1 5 16 193 4 17 59 689
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 0 0 3 51 0 1 18 174
The relative efficiency of commodity futures markets 0 0 1 46 0 0 10 139
The role of long memory in hedging effectiveness 0 0 0 32 0 0 10 104
Trade openness, export diversification, and political regimes 1 3 4 41 2 6 21 140
Two puzzles in the analysis of foreign exchange market efficiency 0 0 0 90 0 0 2 270
Using covariates to improve the efficacy of univariate bubble detection methods 0 0 0 2 1 1 12 22
Total Journal Articles 2 12 39 1,547 19 68 514 5,629


Statistics updated 2026-08-07