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 55 0 3 17 187
An Institutional Isomorphism Perspective of Tourism Impact 1 1 1 26 1 2 12 123
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis 0 0 1 16 1 2 17 59
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 0 5 29
Analytical properties of Hasbrouck and generalized information shares 0 1 3 7 1 9 21 35
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 11 98
Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk 0 0 0 4 2 3 9 17
Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process 0 0 1 7 1 3 17 41
Corporate Governance and the Information Content of Earnings Announcements: A Cross†Country Analysis 0 0 2 4 0 1 9 22
Cross-country IPOs: What explains differences in underpricing? 0 0 4 152 0 0 25 454
DO STOCK MARKET FLUCTUATIONS AFFECT SUICIDE RATES? 0 0 0 1 2 8 49 63
Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios 0 0 0 16 0 1 13 92
Does the conventional money market overnight rate influence the investment rate of Islamic deposits? Evidence from Malaysia 0 0 1 9 0 2 8 30
ESG and economic policy uncertainty: A wavelet application 2 2 4 9 2 2 17 35
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 1 1 7 160
Estimating optimal hedge ratio: a multivariate skew-normal distribution approach 0 0 0 33 0 0 5 160
Estimating the optimal hedge ratio with focus information criterion 0 0 0 3 0 1 12 32
Estimation of a general linear model with an unobservable stochastic variable 0 0 0 3 0 1 7 34
Financial technology and ESG market: A wavelet-DCC GARCH approach 0 1 7 12 0 1 33 58
Fintech market efficiency: A multifractal detrended fluctuation analysis 0 0 2 5 0 3 20 55
Forecasting realised volatility: a Markov switching approach with time‐varying transition probabilities 2 4 5 16 2 6 26 53
Futures hedge ratios: a review 0 0 3 374 1 2 22 835
Hedging effectiveness comparisons: A note 0 1 1 77 0 2 17 237
Impact of geopolitical risk on target debt ratio 0 0 1 4 1 3 20 34
Insider Trading and Earnings Management 0 1 3 9 1 3 15 32
Misvaluation and Insider Trading Incentives for Accrual-based and Real Earnings Management 0 1 2 15 0 3 19 86
Monetary transmission via the administered interest rates channel 0 0 1 148 0 0 23 433
Multifractal Detrended Fluctuation Analysis of Return on Bitcoin 0 0 1 13 0 5 47 83
Multiple Cause Model with autocorrelated errors: A gain in efficiency analysis 0 0 0 1 0 1 4 29
Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions 0 0 0 142 0 0 11 392
On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio 0 0 0 5 0 0 5 22
Price Discovery in Agricultural Markets 0 0 1 17 2 3 10 64
Price Discovery in Interrelated Markets 0 1 4 30 0 1 12 74
Price discovery in carbon exchange traded fund markets 0 0 1 3 3 4 16 21
Price discovery in energy markets 0 2 5 63 1 4 21 237
Pricing Vulnerable Options with Jump Clustering 0 0 1 10 0 0 10 52
Pricing and hedging foreign equity options under Hawkes jump–diffusion processes 0 0 0 19 0 3 10 73
Pure martingale and joint normality tests for energy futures contracts 0 0 0 6 0 2 13 71
Quantile Estimation of Optimal Hedge Ratio 0 0 0 15 0 2 8 58
Quantile hedge ratio for energy markets 0 1 3 38 2 4 26 195
Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets 0 0 0 175 8 8 15 881
Relationship between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis 0 0 0 79 0 1 6 403
Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses 0 0 0 96 0 2 10 394
THE EFFECTS OF PRICE DYNAMICS ON OPTIMAL FUTURES HEDGING 0 0 0 1 1 1 8 18
The differential effects of classified boards on firm value 0 0 0 39 1 1 12 247
The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA 0 0 0 8 1 1 17 47
The lag relationship between producer and consumer prices: An unobservable variable approach 0 0 1 26 0 0 5 145
Wage discrimination: a statistical test 0 0 0 100 1 1 8 249
Total Journal Articles 5 17 61 1,931 36 107 735 7,331

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 4 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 11 40
Hedge Ratios: Theory and Applications 0 0 3 6 0 2 12 18
Joint Normality Test for the Returns on the Futures and Spot 0 0 0 0 2 2 7 7
Three Alternative Methods for Estimating Hedge Ratios 0 0 0 1 0 0 9 67
Total Chapters 0 0 3 7 2 6 43 139

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Statistics updated 2026-09-10