John Elder

Names

Contact

Affiliations

• Colorado State University → Department of Finance and Real Estate
  • website
  • location: Fort Collins, Colorado (United States)

Research profile

author of:

• Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns?
  by Elder, John
• A reexamination of fractional integrating dynamics in foreign currency markets
  by Jin, Hyun J. & Elder, John & Koo, Won W.
• F versus t tests for unit roots
  by Peter E. Kennedy & John Elder
• Estimating the arbitrage pricing theory with observed macro factors
  by Elder, John
• Generalized bivariate count data regression models
  by Gurmu, Shiferaw & Elder, John
• An impulse-response function for a vector autoregression with multivariate GARCH-in-mean
  by Elder, John
• Another Perspective on the Effects of Inflation Uncertainty.
  by Elder, John
• A bivariate zero-inflated count data regression model with unrestricted correlation
  by Gurmu, Shiferaw & Elder, John
• Long memory in energy futures prices
  by Elder, John & Serletis, Apostolos
• A REEXAMINATION OF FRACTIONAL INTEGRATING DYNAMICS IN FOREIGN CURRENCY MARKETS
  by Elder, John & Jin, Hyun Joung & Koo, Won W.
• DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION
  by John Elder & Pankaj K. Jain & Jang-Chul Kim
• Macroeconomic Uncertainty and Performance in Asian Countries *
  by Don Bredin & John Elder & Stilianos Fountas
• Fractional Integration in Commodity Futures Returns
  by John Elder & Hyun J. Jin
• Oil price uncertainty in Canada
  by Elder, John & Serletis, Apostolos
• Oil Volatility and the Option Value of Waiting: An analysis of the G-7
  by Don Bredin & John Elder & Stilianos Fountas
• Oil Volatility and the Option Value of Waiting: An analysis of the G-7
  by Don Bredin & John Elder & Stilianos Fountas
• Corporate Governance and Liquidity
  by Chung, Kee H. & Elder, John & Kim, Jang-Chul
• The Effects of Uncertainty about Oil Prices in G-7
  by Don Bredin & John Elder & Stilianos Fountas
• Oil Price Uncertainty
  by JOHN ELDER & APOSTOLOS SERLETIS
• US Oil Price Exposure: The Industry Effects
  by Don Bredin & John Elder
• VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS
  by Elder, John & Serletis, Apostolos
• INTRODUCTION TO OIL PRICE SHOCKS
  by Serletis, Apostolos & Elder, John
• Testing for Unit Roots: What Should Students Be Taught?
  by John Elder & Peter E. Kennedy
• Persistence in the return and volatility of home price indices
  by John Elder & Sriram Villupuram
• Impact of macroeconomic news on metal futures
  by Elder, John & Miao, Hong & Ramchander, Sanjay
• A simple bivariate count data regression model
  by Shiferaw Gurmu & John Elder
• More on F versus t tests for unit roots when there is no trend
  by Peter E. Kennedy & John Elder
• Oil Price Forecasts and Trends: Interviews with the Experts
  by Bahattin Buyuksahin & Leo Drollas & John Elder & Wincenty Kaminski & Charles F. Mason & James Smith
• Flexible Bivariate Count Data Regression Models
  by Shiferaw Gurmu & John Elder
• Fractional differencing in discrete time
  by John Elder & Robert J. Elliott & Hong Miao
• Liquidity and Information Flow around Monetary Policy Announcement
  by KEE H. CHUNG & JOHN ELDER & JANG‐CHUL KIM
• Oil volatility and the option value of waiting: An analysis of the G‐7
  by Don Bredin & John Elder & Stilianos Fountas
• Long memory in commodity futures volatility: A wavelet perspective
  by John Elder & Hyun J. Jin
• The reaction of security prices to tracking stock announcements
  by John Elder & Peter Westra
• Some empirical evidence on the real effects of nominal volatility
  by John Elder
• Price discovery in crude oil futures
  by Elder, John & Miao, Hong & Ramchander, Sanjay
• Jumps in Oil Prices: The Role of Economic News
  by John Elder, Hong Miao, and Sanjay Ramchander