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 3 53 0 2 6 171
An Institutional Isomorphism Perspective of Tourism Impact 0 0 0 25 0 1 3 112
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis 0 0 0 15 0 1 1 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 0 1 1 24
Analytical properties of Hasbrouck and generalized information shares 2 2 2 6 3 3 6 17
Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis 0 0 0 18 2 2 4 89
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 0 2 3 24
Corporate Governance and the Information Content of Earnings Announcements: A Cross†Country Analysis 0 0 0 2 0 1 3 13
Cross-country IPOs: What explains differences in underpricing? 3 3 7 151 4 9 21 435
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 9 0 1 10 23
ESG and economic policy uncertainty: A wavelet application 0 0 2 5 0 3 11 19
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 1 1 2 154
Estimating optimal hedge ratio: a multivariate skew-normal distribution approach 0 0 0 33 1 1 1 156
Estimating the optimal hedge ratio with focus information criterion 0 0 1 3 0 1 3 21
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 2 2 7 7 4 8 27 30
Fintech market efficiency: A multifractal detrended fluctuation analysis 1 1 2 4 2 2 11 37
Forecasting realised volatility: a Markov switching approach with time‐varying transition probabilities 0 0 2 11 1 1 7 28
Futures hedge ratios: a review 0 1 2 372 1 4 8 816
Hedging effectiveness comparisons: A note 0 0 1 76 1 1 5 221
Impact of geopolitical risk on target debt ratio 0 0 1 3 1 1 9 15
Insider Trading and Earnings Management 1 2 5 7 1 2 6 18
Misvaluation and Insider Trading Incentives for Accrual-based and Real Earnings Management 1 2 2 14 3 7 12 72
Monetary transmission via the administered interest rates channel 0 0 4 147 0 0 5 410
Multifractal Detrended Fluctuation Analysis of Return on Bitcoin 0 0 1 12 0 2 10 38
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 1 1 2 17 1 2 5 55
Price Discovery in Interrelated Markets 1 2 5 28 3 4 8 66
Price discovery in carbon exchange traded fund markets 1 1 1 3 1 1 1 6
Price discovery in energy markets 0 0 2 58 2 3 11 219
Pricing Vulnerable Options with Jump Clustering 0 0 0 9 1 1 3 43
Pricing and hedging foreign equity options under Hawkes jump–diffusion processes 0 0 1 19 1 2 6 65
Pure martingale and joint normality tests for energy futures contracts 0 0 0 6 0 0 4 58
Quantile Estimation of Optimal Hedge Ratio 0 0 0 15 0 1 2 50
Quantile hedge ratio for energy markets 0 0 3 35 1 3 8 170
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 0 39 0 0 6 235
The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA 0 0 2 8 2 2 6 32
The lag relationship between producer and consumer prices: An unobservable variable approach 0 0 0 25 0 0 1 140
Wage discrimination: a statistical test 0 0 0 100 2 3 4 243
Total Journal Articles 13 19 63 1,886 39 79 250 6,652

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 1 3 3 4
Do CEO Gender and Marital Status Affect Firm’s R&D and Value? An Empirical Analysis Using Nonlinear Models 0 0 0 0 2 3 7 31
Hedge Ratios: Theory and Applications 0 0 2 3 0 1 4 6
Joint Normality Test for the Returns on the Futures and Spot 0 0 0 0 1 2 2 2
Three Alternative Methods for Estimating Hedge Ratios 0 0 0 1 0 0 7 58
Total Chapters 0 0 2 4 4 9 23 101

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Statistics updated 2025-11-08