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 5 53 1 1 8 170
An Institutional Isomorphism Perspective of Tourism Impact 0 0 1 25 0 1 4 111
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis 0 0 0 15 1 1 2 42
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 1 2 24
Analytical properties of Hasbrouck and generalized information shares 0 0 0 4 0 1 5 14
Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis 0 0 0 18 0 1 2 87
Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk 0 0 0 4 0 0 2 8
Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process 0 0 0 6 2 2 3 24
Corporate Governance and the Information Content of Earnings Announcements: A Cross†Country Analysis 0 0 0 2 1 1 3 13
Cross-country IPOs: What explains differences in underpricing? 0 1 5 148 3 4 22 429
DO STOCK MARKET FLUCTUATIONS AFFECT SUICIDE RATES? 0 0 0 1 0 0 1 14
Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios 0 0 0 16 0 0 2 79
Does the conventional money market overnight rate influence the investment rate of Islamic deposits? Evidence from Malaysia 0 1 4 8 0 1 12 22
ESG and economic policy uncertainty: A wavelet application 0 1 3 5 2 4 11 18
Empirical Measurement of an Inflation Index: A Multiple-Indicators Distributed-Lag Approach 0 0 0 0 0 0 0 77
Equality of Real Returns on Canadian and US Treasury Bills: A Fractional Cointegration Analysis 0 0 0 20 0 0 1 153
Estimating optimal hedge ratio: a multivariate skew-normal distribution approach 0 0 0 33 0 0 0 155
Estimating the optimal hedge ratio with focus information criterion 0 1 1 3 0 1 2 20
Estimation of a general linear model with an unobservable stochastic variable 0 0 0 3 0 0 0 27
Financial technology and ESG market: A wavelet-DCC GARCH approach 0 0 5 5 3 3 25 25
Fintech market efficiency: A multifractal detrended fluctuation analysis 0 0 1 3 0 2 10 35
Forecasting realised volatility: a Markov switching approach with time‐varying transition probabilities 0 0 2 11 0 2 6 27
Futures hedge ratios: a review 0 0 1 371 1 4 6 813
Hedging effectiveness comparisons: A note 0 1 2 76 0 2 5 220
Impact of geopolitical risk on target debt ratio 0 0 1 3 0 1 10 14
Insider Trading and Earnings Management 1 3 4 6 1 3 6 17
Misvaluation and Insider Trading Incentives for Accrual-based and Real Earnings Management 1 1 1 13 2 3 7 67
Monetary transmission via the administered interest rates channel 0 1 5 147 0 1 6 410
Multifractal Detrended Fluctuation Analysis of Return on Bitcoin 0 0 1 12 0 1 8 36
Multiple Cause Model with autocorrelated errors: A gain in efficiency analysis 0 0 0 1 0 0 0 25
Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions 0 0 0 142 0 0 1 381
On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio 0 0 1 5 0 0 1 17
Price Discovery in Agricultural Markets 0 1 1 16 1 2 4 54
Price Discovery in Interrelated Markets 0 0 5 26 0 0 7 62
Price discovery in carbon exchange traded fund markets 0 0 0 2 0 0 0 5
Price discovery in energy markets 0 1 2 58 0 1 9 216
Pricing Vulnerable Options with Jump Clustering 0 0 0 9 0 1 2 42
Pricing and hedging foreign equity options under Hawkes jump–diffusion processes 0 0 1 19 0 1 4 63
Pure martingale and joint normality tests for energy futures contracts 0 0 0 6 0 1 4 58
Quantile Estimation of Optimal Hedge Ratio 0 0 0 15 1 1 3 50
Quantile hedge ratio for energy markets 0 0 3 35 2 3 9 169
Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets 0 0 0 175 0 0 1 866
Relationship between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis 0 0 0 79 0 0 0 397
Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses 0 0 0 96 0 0 1 384
THE EFFECTS OF PRICE DYNAMICS ON OPTIMAL FUTURES HEDGING 0 0 0 1 0 0 1 10
The differential effects of classified boards on firm value 0 0 1 39 0 0 8 235
The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA 0 0 2 8 0 0 5 30
The lag relationship between producer and consumer prices: An unobservable variable approach 0 0 0 25 0 1 1 140
Wage discrimination: a statistical test 0 0 0 100 1 2 2 241
Total Journal Articles 3 13 58 1,870 23 54 234 6,596

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 2 2 3 3
Do CEO Gender and Marital Status Affect Firm’s R&D and Value? An Empirical Analysis Using Nonlinear Models 0 0 0 0 1 1 7 29
Hedge Ratios: Theory and Applications 0 0 2 3 1 1 4 6
Joint Normality Test for the Returns on the Futures and Spot 0 0 0 0 0 0 0 0
Three Alternative Methods for Estimating Hedge Ratios 0 0 0 1 0 1 9 58
Total Chapters 0 0 2 4 4 5 23 96

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Statistics updated 2025-09-05