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 1 1 2 54 2 10 13 182
An Institutional Isomorphism Perspective of Tourism Impact 0 0 0 25 2 6 9 118
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis 0 1 1 16 3 13 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 1 3 5 28
Analytical properties of Hasbrouck and generalized information shares 0 0 2 6 3 3 8 20
Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis 0 0 0 18 2 6 9 95
Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk 0 0 0 4 2 4 4 12
Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process 0 1 1 7 0 5 9 30
Corporate Governance and the Information Content of Earnings Announcements: A Cross†Country Analysis 0 2 2 4 0 5 8 19
Cross-country IPOs: What explains differences in underpricing? 0 0 5 151 1 7 25 444
DO STOCK MARKET FLUCTUATIONS AFFECT SUICIDE RATES? 0 0 0 1 4 11 15 29
Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios 0 0 0 16 1 6 8 87
Does the conventional money market overnight rate influence the investment rate of Islamic deposits? Evidence from Malaysia 0 0 4 9 0 3 9 26
ESG and economic policy uncertainty: A wavelet application 0 0 4 7 2 2 14 24
Empirical Measurement of an Inflation Index: A Multiple-Indicators Distributed-Lag Approach 0 0 0 0 2 5 5 82
Equality of Real Returns on Canadian and US Treasury Bills: A Fractional Cointegration Analysis 0 0 0 20 0 3 4 157
Estimating optimal hedge ratio: a multivariate skew-normal distribution approach 0 0 0 33 1 3 4 159
Estimating the optimal hedge ratio with focus information criterion 0 0 1 3 0 4 6 25
Estimation of a general linear model with an unobservable stochastic variable 0 0 0 3 2 5 5 32
Financial technology and ESG market: A wavelet-DCC GARCH approach 1 1 6 10 3 13 35 47
Fintech market efficiency: A multifractal detrended fluctuation analysis 0 1 2 5 2 10 20 50
Forecasting realised volatility: a Markov switching approach with time‐varying transition probabilities 0 1 3 12 2 9 16 37
Futures hedge ratios: a review 0 1 2 373 2 7 18 827
Hedging effectiveness comparisons: A note 0 0 1 76 2 9 13 230
Impact of geopolitical risk on target debt ratio 0 0 0 3 2 7 12 23
Insider Trading and Earnings Management 0 0 5 7 1 6 12 25
Misvaluation and Insider Trading Incentives for Accrual-based and Real Earnings Management 0 0 2 14 0 8 17 81
Monetary transmission via the administered interest rates channel 0 0 4 148 7 15 21 427
Multifractal Detrended Fluctuation Analysis of Return on Bitcoin 0 0 0 12 5 15 21 55
Multiple Cause Model with autocorrelated errors: A gain in efficiency analysis 0 0 0 1 0 2 2 27
Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions 0 0 0 142 3 8 10 390
On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio 0 0 0 5 0 3 3 20
Price Discovery in Agricultural Markets 0 0 2 17 0 3 8 58
Price Discovery in Interrelated Markets 1 1 5 29 3 7 13 73
Price discovery in carbon exchange traded fund markets 0 0 1 3 1 6 8 13
Price discovery in energy markets 0 1 2 59 0 6 11 225
Pricing Vulnerable Options with Jump Clustering 1 1 1 10 1 5 7 48
Pricing and hedging foreign equity options under Hawkes jump–diffusion processes 0 0 1 19 0 3 8 68
Pure martingale and joint normality tests for energy futures contracts 0 0 0 6 0 7 9 65
Quantile Estimation of Optimal Hedge Ratio 0 0 0 15 0 3 5 53
Quantile hedge ratio for energy markets 0 0 2 37 5 10 17 183
Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets 0 0 0 175 1 2 4 869
Relationship between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis 0 0 0 79 1 4 4 401
Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses 0 0 0 96 1 4 6 389
THE EFFECTS OF PRICE DYNAMICS ON OPTIMAL FUTURES HEDGING 0 0 0 1 0 2 2 12
The differential effects of classified boards on firm value 0 0 0 39 0 5 11 241
The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA 0 0 0 8 1 6 13 41
The lag relationship between producer and consumer prices: An unobservable variable approach 0 1 1 26 0 3 4 143
Wage discrimination: a statistical test 0 0 0 100 0 3 7 246
Total Journal Articles 4 13 62 1,906 71 295 512 6,992

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 5 9 36
Hedge Ratios: Theory and Applications 1 2 3 6 1 3 7 11
Joint Normality Test for the Returns on the Futures and Spot 0 0 0 0 1 2 4 4
Three Alternative Methods for Estimating Hedge Ratios 0 0 0 1 0 2 6 61
Total Chapters 1 2 3 7 2 15 32 119

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Statistics updated 2026-03-04