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 0 2 54 1 2 15 184
An Institutional Isomorphism Perspective of Tourism Impact 0 0 0 25 1 3 11 121
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis 0 0 1 16 0 1 16 57
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 1 6 29
Analytical properties of Hasbrouck and generalized information shares 0 0 2 6 0 6 13 26
Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis 0 0 0 18 0 2 11 97
Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk 0 0 0 4 1 2 6 14
Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process 0 0 1 7 2 8 16 38
Corporate Governance and the Information Content of Earnings Announcements: A Cross†Country Analysis 0 0 2 4 1 2 9 21
Cross-country IPOs: What explains differences in underpricing? 0 1 5 152 3 10 29 454
DO STOCK MARKET FLUCTUATIONS AFFECT SUICIDE RATES? 0 0 0 1 7 26 41 55
Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios 0 0 0 16 0 4 12 91
Does the conventional money market overnight rate influence the investment rate of Islamic deposits? Evidence from Malaysia 0 0 2 9 2 2 7 28
ESG and economic policy uncertainty: A wavelet application 0 0 3 7 1 9 19 33
Empirical Measurement of an Inflation Index: A Multiple-Indicators Distributed-Lag Approach 0 0 0 0 0 0 5 82
Equality of Real Returns on Canadian and US Treasury Bills: A Fractional Cointegration Analysis 0 0 0 20 0 2 6 159
Estimating optimal hedge ratio: a multivariate skew-normal distribution approach 0 0 0 33 0 1 5 160
Estimating the optimal hedge ratio with focus information criterion 0 0 1 3 0 6 12 31
Estimation of a general linear model with an unobservable stochastic variable 0 0 0 3 0 1 6 33
Financial technology and ESG market: A wavelet-DCC GARCH approach 0 1 6 11 0 10 35 57
Fintech market efficiency: A multifractal detrended fluctuation analysis 0 0 2 5 0 2 19 52
Forecasting realised volatility: a Markov switching approach with time‐varying transition probabilities 0 0 1 12 2 10 22 47
Futures hedge ratios: a review 0 1 3 374 0 6 24 833
Hedging effectiveness comparisons: A note 0 0 1 76 0 5 17 235
Impact of geopolitical risk on target debt ratio 0 1 1 4 4 8 18 31
Insider Trading and Earnings Management 0 1 5 8 0 4 15 29
Misvaluation and Insider Trading Incentives for Accrual-based and Real Earnings Management 0 0 2 14 0 2 19 83
Monetary transmission via the administered interest rates channel 0 0 2 148 0 6 24 433
Multifractal Detrended Fluctuation Analysis of Return on Bitcoin 1 1 1 13 2 23 43 78
Multiple Cause Model with autocorrelated errors: A gain in efficiency analysis 0 0 0 1 0 1 3 28
Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions 0 0 0 142 0 2 11 392
On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio 0 0 0 5 0 2 5 22
Price Discovery in Agricultural Markets 0 0 2 17 2 3 9 61
Price Discovery in Interrelated Markets 0 0 3 29 0 0 11 73
Price discovery in carbon exchange traded fund markets 0 0 1 3 0 4 12 17
Price discovery in energy markets 1 2 4 61 2 8 18 233
Pricing Vulnerable Options with Jump Clustering 0 0 1 10 1 4 11 52
Pricing and hedging foreign equity options under Hawkes jump–diffusion processes 0 0 0 19 0 2 8 70
Pure martingale and joint normality tests for energy futures contracts 0 0 0 6 0 4 12 69
Quantile Estimation of Optimal Hedge Ratio 0 0 0 15 0 3 7 56
Quantile hedge ratio for energy markets 0 0 2 37 0 8 25 191
Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets 0 0 0 175 1 4 7 873
Relationship between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis 0 0 0 79 0 1 5 402
Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses 0 0 0 96 0 3 8 392
THE EFFECTS OF PRICE DYNAMICS ON OPTIMAL FUTURES HEDGING 0 0 0 1 2 5 7 17
The differential effects of classified boards on firm value 0 0 0 39 1 5 11 246
The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA 0 0 0 8 0 5 16 46
The lag relationship between producer and consumer prices: An unobservable variable approach 0 0 1 26 0 2 6 145
Wage discrimination: a statistical test 0 0 0 100 0 2 9 248
Total Journal Articles 2 8 57 1,914 36 232 682 7,224

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 0 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 2 10 38
Hedge Ratios: Theory and Applications 0 0 3 6 2 5 11 16
Joint Normality Test for the Returns on the Futures and Spot 0 0 0 0 0 1 5 5
Three Alternative Methods for Estimating Hedge Ratios 0 0 0 1 1 6 10 67
Total Chapters 0 0 3 7 3 14 42 133

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Statistics updated 2026-06-04