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Jerry Coakley

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Personal Details

First Name:Jerry
Middle Name:
Last Name:Coakley
Suffix:
RePEc Short-ID:pco48
Email:[This author has chosen not to make the email address public]
Homepage:http://www.essex.ac.uk/afm/staff/coakley.shtm
Postal Address:Department of Accounting,Finance & Management University of Essex Wivenhoe Park Colchester CO4 3SQ UK
Phone:+44 (0)1206 872455
Location: Colchester, United Kingdom
Homepage: http://www.essex.ac.uk/ebs/
Email:
Phone:
Fax: 020 76316416
Postal: Wivenhoe Park, Colchester C04 3SQ
Handle: RePEc:edi:daessuk (more details at EDIRC)
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  1. Jerry Coakley & Jian Dollery & Neil Kellard, 2006. "Long Memory and Structural Breaks in Commodity Futures Basis and Market," Computing in Economics and Finance 2006 523, Society for Computational Economics.
  2. Periklis Kougoulis & John C. Nankervis & Jerry Coakley, 2006. "Generalized variance ratio tests in the presence of statistical dependence," Computing in Economics and Finance 2006 180, Society for Computational Economics.
  3. Stuart Snaith & Neil Kellard & Jerry Coakley, 2006. "The Forward Premium Anomaly at Long Horizons," Computing in Economics and Finance 2006 474, Society for Computational Economics.
  4. Alfonso Gutierrez & Jerry Coakley & Neil Kellard, 2006. "Threshold Autoregressive Models of the Commodities Futures Basis," Computing in Economics and Finance 2006 323, Society for Computational Economics.
  5. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004. "The Feldstein-Horioka puzzle is not as bad as you think," Money Macro and Finance (MMF) Research Group Conference 2003 17, Money Macro and Finance Research Group.
  6. Jerry Coakley & Stuart Snaith, 2004. "Testing for Long Run Relative PPP in Europe," Money Macro and Finance (MMF) Research Group Conference 2004 34, Money Macro and Finance Research Group.
  7. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004. "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance 0403, Birkbeck, Department of Economics, Mathematics & Statistics.
  8. Stuart Snaith & Jerry Coakley, 2004. "The overvaluation of PPP in Europe?," Computing in Economics and Finance 2004 285, Society for Computational Economics.
  9. Ana-Maria Fuertes & Jerry Coakley & Andrew Wood, 2004. "A new interpretation of the real exchange rate - yield differential nexus," Money Macro and Finance (MMF) Research Group Conference 2003 32, Money Macro and Finance Research Group.
  10. Jerry Coakley & Periklis Kougoulis, 2004. "Comovement and FTSE 100 Index Changes," Money Macro and Finance (MMF) Research Group Conference 2004 11, Money Macro and Finance Research Group.
  11. Andrew Wood & Jerry Coakley & Ana-Maria Fuertes, 2003. "A New Interpretation of the Exchange Rate - Yield Differential Nexus," Computing in Economics and Finance 2003 160, Society for Computational Economics.
  12. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2002. "A Principal Components Approach to Cross-Section Dependence in Panels," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-3, International Conferences on Panel Data.
  13. Jerry Coakley & Ana-Maria Fuertes, 2002. "Exchange Rate Overshooting and the Forward Premium Puzzle," Computing in Economics and Finance 2002 145, Society for Computational Economics.
  14. Jerry Coakley & Ana-Maria Fuertes, 2002. "An MTAR Test for Stock Market Bubbles," Computing in Economics and Finance 2002 298, Society for Computational Economics.
  15. Andrew Wood & Ana-Maria Fuertes & Jerry Coakley, 2002. "Reinterpreting the Real Exchange Rate - Yield Diffential Nexus," Working Papers wp02-10, Warwick Business School, Finance Group.
  16. Jerry Coakley, Ana-Maria Fuertes, Ron Smith, 2001. "Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach," Computing in Economics and Finance 2001 140, Society for Computational Economics.
  17. Ana-Maria Fuertes & Jerry Coakley, 2001. "Rethinking the Forward Premium Puzzle in a Non-linear Framework," Working Papers wp01-06, Warwick Business School, Finance Group.
  18. Maria-Teresa Perez & Ana-Maria Fuertes & Jerry Coakley, 2001. "Numerical Issues in Threshold Autoregressive Modelling of Time Series," Working Papers wp01-09, Warwick Business School, Finance Group.
  19. Jerry Coakley; Ana-Maria Fuertes, 2001. "Bootstrap LR Tests for Sign and Amplitude Asymmetries," Computing in Economics and Finance 2001 262, Society for Computational Economics.
  20. Jerry Coakley, Ana-Maria Fuertes, Ron Smith, 2001. "Small sample properties of panel time-series estimators with I(1) errors," Computing in Economics and Finance 2001 191, Society for Computational Economics.
  21. Ana-Maria Fuertes & Maria-Teresa Perez & Jerry Coakley, 2000. "A Numerical Algorithm For The Efficient Estimation Of Band-Tar Models," Computing in Economics and Finance 2000 140, Society for Computational Economics.
  22. Coakley, Jerry & Fuertes, Ana María & Zoega, Gylfi, 2000. "Evaluating The Persistence And Structuralist Theories Of Unemployment," CEPR Discussion Papers 2438, C.E.P.R. Discussion Papers.
  23. Jerry Coakley & Farida Kulasa & Ron Smith, 1996. "Saving, Investment and Capital Mobility in LDCs," Archive Discussion Papers 9610, Birkbeck, Department of Economics, Mathematics & Statistics.
  1. Snaith, Stuart & Coakley, Jerry & Kellard, Neil, 2013. "Does the forward premium puzzle disappear over the horizon?," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3681-3693.
  2. Shen, Zhe & Coakley, Jerry & Instefjord, Norvald, 2013. "Investor participation and underpricing in lottery-allocated Chinese IPOs," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 294-314.
  3. Jing-Ming Kuo & Jerry Coakley & Andrew Wood, 2010. "The lunar moon festival and the dark side of the moon," Applied Financial Economics, Taylor & Francis Journals, vol. 20(20), pages 1565-1575.
  4. Jerry Coakley & Lei Fu & Hardy Thomas, 2010. "Misvaluation and UK mergers 1986-2002," Applied Financial Economics, Taylor & Francis Journals, vol. 20(3), pages 201-211.
  5. Jerry Coakley & Leon Hadass & Andrew Wood, 2009. "UK IPO underpricing and venture capitalists," The European Journal of Finance, Taylor & Francis Journals, vol. 15(4), pages 421-435.
  6. Nikola Petrovic & Stuart Manson & Jerry Coakley, 2009. "Does Volatility Improve UK Earnings Forecasts?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(9-10), pages 1148-1179.
  7. J. Coakley & P. Kougoulis & J. C. Nankervis, 2008. "The MSCI-Canada index rebalancing and excess comovement," Applied Financial Economics, Taylor & Francis Journals, vol. 18(16), pages 1277-1287.
  8. Jerry Coakley & Leon Hadass & Andrew Wood, 2008. "Hot IPOs can damage your long-run wealth!," Applied Financial Economics, Taylor & Francis Journals, vol. 18(14), pages 1111-1120.
  9. Coakley, Jerry & Dollery, Jian & Kellard, Neil, 2008. "The role of long memory in hedging effectiveness," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3075-3082, February.
  10. Sajjad Rasoul & Coakley Jerry & Nankervis John C, 2008. "Markov-Switching GARCH Modelling of Value-at-Risk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-31, September.
  11. Jerry Coakley & Hardy Thomas & Han-Min Wang, 2007. "The short-run wealth effects of foreign divestitures by UK firms," Applied Financial Economics, Taylor & Francis Journals, vol. 18(3), pages 173-184.
  12. Jerry Coakley & Leon Hadass & Andrew Wood, 2007. "Post-IPO Operating Performance, Venture Capital and the Bubble Years," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(9-10), pages 1423-1446.
  13. Jerry Coakley & Stavroula Iliopoulou, 2006. "Bidder CEO and Other Executive Compensation in UK M&As," European Financial Management, European Financial Management Association, vol. 12(4), pages 609-631.
  14. Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Valuation ratios and price deviations from fundamentals," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2325-2346, August.
  15. Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Testing for sign and amplitude asymmetries using threshold autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 30(4), pages 623-654, April.
  16. Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron, 2006. "Unobserved heterogeneity in panel time series models," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2361-2380, May.
  17. Coakley, Jerry & Kellard, Neil & Snaith, Stuart, 2005. "The PPP debate: Price matters!," Economics Letters, Elsevier, vol. 88(2), pages 209-213, August.
  18. Jerry Coakley & Stuart Snaith, 2005. "Testing for symmetry and proportionality in a European panel," Applied Financial Economics, Taylor & Francis Journals, vol. 15(11), pages 745-752.
  19. Coakley, Jerry & Flood, Robert P. & Fuertes, Ana M. & Taylor, Mark P., 2005. "Purchasing power parity and the theory of general relativity: the first tests," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 293-316, March.
  20. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004. "Is the Feldstein-Horioka Puzzle History?," Manchester School, University of Manchester, vol. 72(5), pages 569-590, 09.
  21. Jerry Coakley & Ana-Maria Fuertes & Andrew Wood, 2004. "A new interpretation of the exchange rate-yield differential nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 201-218.
  22. Coakley, Jerry & Fuertes, Ana-Maria & Perez, Maria-Teresa, 2003. "Numerical issues in threshold autoregressive modeling of time series," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 2219-2242, September.
  23. Jerry Coakley & Ana-Maria Fuertes, 2002. "Asymmetric dynamics in UK real interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 12(6), pages 379-387.
  24. Coakley Jerry & Fuertes Ana-María & Zoega Gylfi, 2001. "Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(3), pages 1-25, October.
  25. Coakley, Jerry & Fuertes, Ana-Maria, 2001. "Border costs and real exchange rate dynamics in Europe," Journal of Policy Modeling, Elsevier, vol. 23(6), pages 669-676, August.
  26. Coakley, Jerry & Fuertes, Ana-Maria, 2001. "A Non-linear Analysis of Excess Foreign Exchange Returns," Manchester School, University of Manchester, vol. 69(6), pages 623-42, December.
  27. Jerry Coakley & Ana-Maria Fuertes, 2001. "Nonparametric cointegration analysis of real exchange rates," Applied Financial Economics, Taylor & Francis Journals, vol. 11(1), pages 1-8.
  28. Coakley, Jerry & Fuertes, Ana-Marie, 2000. "Is There a Base Currency Effect in Long-Run PPP?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(4), pages 253-63, October.
  29. Coakley, Jerry & Fuertes, Ana-Maria, 2000. "Short-Run Real Exchange Rate Dynamics," Manchester School, University of Manchester, vol. 68(4), pages 461-75, Special I.
  30. Coakley, Jerry & Hasan, Farida & Smith, Ron, 1999. "Saving, Investment, and Capital Mobility in LDCs," Review of International Economics, Wiley Blackwell, vol. 7(4), pages 632-40, November.
  31. Coakley, Jerry & Kulasi, Farida & Smith, Ron, 1998. "The Feldstein-Horioka Puzzle and Capital Mobility: A Review," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(2), pages 169-88, April.
  32. Coakley, Jerry & Fuertes, Ana Maria, 1997. "New panel unit root tests of PPP," Economics Letters, Elsevier, vol. 57(1), pages 17-22, November.
  33. Coakley, Jerry & Kulasi, Farida, 1997. "Cointegration of long span saving and investment," Economics Letters, Elsevier, vol. 54(1), pages 1-6, January.
  34. Coakley, Jerry & Kulasi, Farida & Smith, Ron, 1996. "Current Account Solvency and the Feldstein-Horioka Puzzle," Economic Journal, Royal Economic Society, vol. 106(436), pages 620-27, May.
  35. J Coakley, 1994. "The integration of property and financial markets," Environment and Planning A, Pion Ltd, London, vol. 26(5), pages 697-713, May.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2002-07-10 2004-11-22. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2002-07-04 2004-11-22. Author is listed
  3. NEP-FIN: Finance (1) 2004-09-30. Author is listed
  4. NEP-IFN: International Finance (2) 2002-07-04 2004-09-30. Author is listed
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