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
Is the Dollar/ECU Exchange A Random Walk? 0 0 0 0 0 0 0 298
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 0 0 1 514
Long-Run Price Behaviour of Wheat and Maize: Trend Stationarity or Difference-Stationarity? 0 0 0 0 0 0 0 366
Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures 0 0 0 41 1 1 8 267
Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach 1 1 1 119 1 2 3 481
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 0 157
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 5 508
Trends and Cycles in Real Commodity Prices: 1650-2010 0 2 3 141 0 2 5 419
Trends and Persistence in Primary Commodity Prices 0 0 0 240 1 1 2 555
Two Puzzles in the Analysis of Foreign Exchange Market Efficiency 0 0 0 0 0 1 1 593
Total Working Papers 1 3 4 582 3 7 25 4,567


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bubbling over! The behaviour of oil futures along the yield curve 0 0 1 9 0 0 3 52
Can exchange rate volatility explain persistence in the forward premium? 0 0 0 48 0 0 0 186
Child mortality, commodity price volatility and the resource curse 1 1 2 8 1 1 4 28
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 0 0 0 104
Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate? 0 0 0 79 0 0 0 226
Forecasting EUR–USD implied volatility: The case of intraday data 0 0 3 76 1 2 10 295
Foreign exchange, fractional cointegration and the implied-realized volatility relation 0 0 0 38 0 1 2 192
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 3 0 0 0 21
Long memory and structural breaks in commodity futures markets 0 0 0 2 0 0 1 42
Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day 3 4 6 53 3 4 19 191
Long‐Run Drift, Co‐Movement and Persistence in Real Wheat and Maize Prices 0 0 0 8 0 0 0 92
On the prevalence of trends in primary commodity prices 0 1 1 141 1 3 5 327
On the robustness of cointegration tests when assessing market efficiency 0 0 0 23 0 0 0 68
Predicting the equity premium with dividend ratios: Reconciling the evidence 1 18 32 93 2 20 41 226
Special issue of the Journal of Empirical Finance Guest Editors' introduction 0 0 1 9 0 0 1 54
Spurious long memory, uncommon breaks and the implied–realized volatility puzzle 0 0 0 9 0 1 2 58
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 1 164 0 0 2 404
The Prebisch-Singer Hypothesis: Four Centuries of Evidence 1 4 6 171 2 6 17 602
The relative efficiency of commodity futures markets 0 0 11 39 0 1 23 117
The role of long memory in hedging effectiveness 0 0 0 32 0 0 0 94
Trade openness, export diversification, and political regimes 0 1 2 35 0 3 7 110
Two puzzles in the analysis of foreign exchange market efficiency 0 1 1 90 0 1 1 266
Total Journal Articles 6 30 67 1,174 10 43 138 3,850
2 registered items for which data could not be found


Statistics updated 2023-06-05