Access Statistics for Keshab Shrestha

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new information share measure 0 1 2 54 1 5 14 183
An Institutional Isomorphism Perspective of Tourism Impact 0 0 0 25 1 7 10 119
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis 0 0 1 16 0 9 15 56
An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short‐ and long‐run hedge ratios 0 0 0 2 0 2 5 28
Analytical properties of Hasbrouck and generalized information shares 0 0 2 6 1 4 9 21
Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis 0 0 0 18 1 7 10 96
Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk 0 0 0 4 0 4 4 12
Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process 0 1 1 7 2 5 10 32
Corporate Governance and the Information Content of Earnings Announcements: A Cross†Country Analysis 0 1 2 4 0 2 7 19
Cross-country IPOs: What explains differences in underpricing? 1 1 6 152 3 8 25 447
DO STOCK MARKET FLUCTUATIONS AFFECT SUICIDE RATES? 0 0 0 1 8 17 23 37
Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios 0 0 0 16 2 8 10 89
Does the conventional money market overnight rate influence the investment rate of Islamic deposits? Evidence from Malaysia 0 0 4 9 0 2 8 26
ESG and economic policy uncertainty: A wavelet application 0 0 4 7 3 5 16 27
Empirical Measurement of an Inflation Index: A Multiple-Indicators Distributed-Lag Approach 0 0 0 0 0 5 5 82
Equality of Real Returns on Canadian and US Treasury Bills: A Fractional Cointegration Analysis 0 0 0 20 0 2 4 157
Estimating optimal hedge ratio: a multivariate skew-normal distribution approach 0 0 0 33 0 1 4 159
Estimating the optimal hedge ratio with focus information criterion 0 0 1 3 0 3 6 25
Estimation of a general linear model with an unobservable stochastic variable 0 0 0 3 0 5 5 32
Financial technology and ESG market: A wavelet-DCC GARCH approach 0 1 6 10 7 18 37 54
Fintech market efficiency: A multifractal detrended fluctuation analysis 0 1 2 5 0 8 18 50
Forecasting realised volatility: a Markov switching approach with time‐varying transition probabilities 0 1 3 12 4 9 20 41
Futures hedge ratios: a review 0 0 2 373 3 8 21 830
Hedging effectiveness comparisons: A note 0 0 1 76 0 7 13 230
Impact of geopolitical risk on target debt ratio 1 1 1 4 3 9 15 26
Insider Trading and Earnings Management 1 1 6 8 2 7 14 27
Misvaluation and Insider Trading Incentives for Accrual-based and Real Earnings Management 0 0 2 14 0 6 17 81
Monetary transmission via the administered interest rates channel 0 0 3 148 3 14 23 430
Multifractal Detrended Fluctuation Analysis of Return on Bitcoin 0 0 0 12 11 22 32 66
Multiple Cause Model with autocorrelated errors: A gain in efficiency analysis 0 0 0 1 1 3 3 28
Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions 0 0 0 142 0 6 9 390
On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio 0 0 0 5 0 2 3 20
Price Discovery in Agricultural Markets 0 0 2 17 0 2 7 58
Price Discovery in Interrelated Markets 0 1 5 29 0 6 13 73
Price discovery in carbon exchange traded fund markets 0 0 1 3 3 8 11 16
Price discovery in energy markets 1 2 3 60 2 7 13 227
Pricing Vulnerable Options with Jump Clustering 0 1 1 10 2 5 9 50
Pricing and hedging foreign equity options under Hawkes jump–diffusion processes 0 0 1 19 1 3 9 69
Pure martingale and joint normality tests for energy futures contracts 0 0 0 6 0 5 8 65
Quantile Estimation of Optimal Hedge Ratio 0 0 0 15 1 3 5 54
Quantile hedge ratio for energy markets 0 0 2 37 2 12 19 185
Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets 0 0 0 175 1 3 4 870
Relationship between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis 0 0 0 79 0 4 4 401
Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses 0 0 0 96 0 4 6 389
THE EFFECTS OF PRICE DYNAMICS ON OPTIMAL FUTURES HEDGING 0 0 0 1 0 1 2 12
The differential effects of classified boards on firm value 0 0 0 39 1 6 10 242
The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA 0 0 0 8 0 4 13 41
The lag relationship between producer and consumer prices: An unobservable variable approach 0 1 1 26 0 1 4 143
Wage discrimination: a statistical test 0 0 0 100 0 1 7 246
Total Journal Articles 4 14 65 1,910 69 295 559 7,061

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysis of Theoretical and Empirical Relationships between the Treasury Bills and Eurodollar 0 0 0 0 0 3 6 7
Do CEO Gender and Marital Status Affect Firm’s R&D and Value? An Empirical Analysis Using Nonlinear Models 0 0 0 0 0 4 8 36
Hedge Ratios: Theory and Applications 0 1 3 6 1 3 7 12
Joint Normality Test for the Returns on the Futures and Spot 0 0 0 0 0 2 4 4
Three Alternative Methods for Estimating Hedge Ratios 0 0 0 1 2 4 7 63
Total Chapters 0 1 3 7 3 16 32 122

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09