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 3 4 33
Credit Default Swap Spreads: Funding Liquidity Matters! 0 0 0 17 0 4 5 45
How does standardization affect OTC markets? Evidence from the Small Bang reform in the CDS market 0 0 0 8 0 10 11 31
Is the Dollar/ECU Exchange A Random Walk? 0 0 0 0 0 0 2 301
Long Memory and Structural Breaks in Commodity Futures Basis and Market 0 0 0 0 0 8 12 528
Long-Run Movements in Real Exchange Rates: 1264 to 2020 0 0 0 68 0 2 10 56
Long-Run Price Behaviour of Wheat and Maize: Trend Stationarity or Difference-Stationarity? 0 0 0 0 0 3 5 372
Measuring Oil Price Shocks 0 0 0 33 0 4 7 92
Oil Price Uncertainty and the Macroeconomy 1 1 2 59 1 6 12 171
Oil price uncertainty as a predictor of stock market volatility 0 0 0 60 1 9 16 92
Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures 0 0 1 44 2 4 11 290
Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach 0 0 0 119 0 3 12 495
Risk, Financial Stability and FDI 0 0 1 72 0 6 17 225
Testing for Efficiency in Commodity Futures Markets 0 0 0 0 0 3 3 258
The Forward Premium Anomaly at Long Horizons 0 0 0 0 0 5 7 165
The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets 0 0 0 41 1 7 13 167
Threshold Autoregressive Models of the Commodities Futures Basis 0 0 0 0 2 7 13 522
Trends and Cycles in Real Commodity Prices: 1650-2010 0 0 1 147 1 5 10 447
Trends and Persistence in Primary Commodity Prices 0 0 0 243 1 13 21 581
Two Puzzles in the Analysis of Foreign Exchange Market Efficiency 0 0 0 0 0 1 5 599
Total Working Papers 1 1 5 919 9 103 196 5,470


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 3 5 17
Bubbling over! The behaviour of oil futures along the yield curve 0 0 0 11 2 7 11 66
Can exchange rate volatility explain persistence in the forward premium? 0 0 0 48 0 1 2 190
Child mortality, commodity price volatility and the resource curse 0 0 0 8 3 9 11 41
Commodity futures returns: more memory than you might think! 0 0 0 2 1 4 5 14
Does the forward premium puzzle disappear over the horizon? 0 0 0 26 1 5 11 117
Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate? 0 0 0 80 0 5 10 238
Evaluating currency market efficiency: are cointegration tests appropriate? 0 0 0 138 0 3 4 534
FINANCE‐INEQUALITY NEXUS: THE LONG AND THE SHORT OF IT 0 0 1 12 2 12 18 64
Forecasting EUR–USD implied volatility: The case of intraday data 1 1 5 84 3 7 30 339
Foreign exchange, fractional cointegration and the implied-realized volatility relation 0 0 0 38 0 5 14 207
Index tracking and beta arbitrage effects in comovement 0 0 0 3 0 7 12 27
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 3 0 2 2 23
Is news related to GDP growth a risk factor for commodity futures returns? 0 0 0 0 0 3 4 13
Is the dollar/ECU exchange rate a random walk? 0 0 0 55 0 7 9 209
Long memory and structural breaks in commodity futures markets 0 0 0 2 1 2 5 52
Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day 0 0 0 60 4 5 12 223
Long‐Run Drift, Co‐Movement and Persistence in Real Wheat and Maize Prices 0 0 0 8 0 4 6 98
Multistage optimization filter for trend‐based short‐term forecasting 0 0 0 2 1 6 8 13
Night trading and market quality: Evidence from Chinese and US precious metal futures markets 1 1 1 3 3 9 21 41
On the prevalence of trends in primary commodity prices 0 0 1 146 1 4 9 347
On the robustness of cointegration tests when assessing market efficiency 0 0 0 23 1 2 5 74
Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures 0 0 0 6 0 2 3 25
Predicting the equity premium with dividend ratios: Reconciling the evidence 0 0 1 98 0 2 6 242
Prime money market funds regulation, global liquidity, and the crude oil market 0 0 0 3 2 8 11 26
Risk, financial stability and FDI 1 2 7 23 7 11 26 78
Special issue of the Journal of Empirical Finance Guest Editors' introduction 0 0 0 9 1 3 8 67
Spurious long memory, uncommon breaks and the implied–realized volatility puzzle 0 0 0 9 0 3 8 67
THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES* 0 0 0 18 1 4 7 102
The PPP debate: Price matters! 0 0 0 164 0 2 2 413
The Prebisch-Singer Hypothesis: Four Centuries of Evidence 2 3 10 184 4 11 37 662
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives 0 0 3 51 0 5 16 170
The relative efficiency of commodity futures markets 0 1 1 46 1 4 9 138
The role of long memory in hedging effectiveness 0 0 0 32 0 1 6 100
Trade openness, export diversification, and political regimes 0 1 1 38 0 5 13 130
Two puzzles in the analysis of foreign exchange market efficiency 0 0 0 90 0 1 2 269
Using covariates to improve the efficacy of univariate bubble detection methods 0 0 0 2 1 5 9 18
Total Journal Articles 5 9 31 1,529 40 179 377 5,454


Statistics updated 2026-04-09