John Elder
Names
Contact
Affiliations
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Colorado State University
→ Department of Finance and Real Estate
- website
- location: Fort Collins, Colorado (United States)
Research profile
author of:
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Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns?
by Elder, John
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A reexamination of fractional integrating dynamics in foreign currency markets
by Jin, Hyun J. & Elder, John & Koo, Won W.
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F versus t tests for unit roots
by Peter E. Kennedy & John Elder
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Estimating the arbitrage pricing theory with observed macro factors
by Elder, John
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Generalized bivariate count data regression models
by Gurmu, Shiferaw & Elder, John
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An impulse-response function for a vector autoregression with multivariate GARCH-in-mean
by Elder, John
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Another Perspective on the Effects of Inflation Uncertainty.
by Elder, John
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A bivariate zero-inflated count data regression model with unrestricted correlation
by Gurmu, Shiferaw & Elder, John
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Long memory in energy futures prices
by Elder, John & Serletis, Apostolos
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A REEXAMINATION OF FRACTIONAL INTEGRATING DYNAMICS IN FOREIGN CURRENCY MARKETS
by Elder, John & Jin, Hyun Joung & Koo, Won W.
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DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION
by John Elder & Pankaj K. Jain & Jang‐Chul Kim
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Macroeconomic Uncertainty and Performance in Asian Countries*
by Don Bredin & John Elder & Stilianos Fountas
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Fractional Integration in Commodity Futures Returns
by John Elder & Hyun J. Jin
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Oil price uncertainty in Canada
by Elder, John & Serletis, Apostolos
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Oil Volatility and the Option Value of Waiting: An analysis of the G-7
by Don Bredin & John Elder & Stilianos Fountas
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Oil Volatility and the Option Value of Waiting: An analysis of the G-7
by Don Bredin & John Elder & Stilianos Fountas
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Corporate Governance and Liquidity
by Chung, Kee H. & Elder, John & Kim, Jang-Chul
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The Effects of Uncertainty about Oil Prices in G-7
by Don Bredin & John Elder & Stilianos Fountas
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Oil Price Uncertainty
by JOHN ELDER & APOSTOLOS SERLETIS
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US Oil Price Exposure: The Industry Effects
by Don Bredin & John Elder
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VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS
by Elder, John & Serletis, Apostolos
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INTRODUCTION TO OIL PRICE SHOCKS
by Serletis, Apostolos & Elder, John
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Testing for Unit Roots: What Should Students Be Taught?
by John Elder & Peter E. Kennedy
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Persistence in the return and volatility of home price indices
by John Elder & Sriram Villupuram
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Impact of macroeconomic news on metal futures
by Elder, John & Miao, Hong & Ramchander, Sanjay
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A simple bivariate count data regression model
by Shiferaw Gurmu & John Elder
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More on F versus t tests for unit roots when there is no trend
by Peter E. Kennedy & John Elder
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Oil Price Forecasts and Trends: Interviews with the Experts
by Bahattin Buyuksahin & Leo Drollas & John Elder & Wincenty Kaminski & Charles F. Mason & James Smith
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Flexible Bivariate Count Data Regression Models
by Shiferaw Gurmu & John Elder
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Fractional differencing in discrete time
by John Elder & Robert J. Elliott & Hong Miao
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Liquidity and Information Flow around Monetary Policy Announcement
by KEE H. CHUNG & JOHN ELDER & JANG-CHUL KIM
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Oil volatility and the option value of waiting: An analysis of the G‐7
by Don Bredin & John Elder & Stilianos Fountas
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Long memory in commodity futures volatility: A wavelet perspective
by John Elder & Hyun J. Jin
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The reaction of security prices to tracking stock announcements
by John Elder & Peter Westra
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Some empirical evidence on the real effects of nominal volatility
by John Elder
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Price discovery in crude oil futures
by Elder, John & Miao, Hong & Ramchander, Sanjay
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Jumps in Oil Prices: The Role of Economic News
by John Elder, Hong Miao, and Sanjay Ramchander
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OIL PRICE VOLATILITY: INDUSTRIAL PRODUCTION AND SPECIAL AGGREGATES
by Elder, John
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Employment and energy uncertainty
by Elder, John
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Oil price volatility and real options: 35 years of evidence
by John Elder
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Oil Price Uncertainty
by JOHN ELDER & APOSTOLOS SERLETIS
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On fractional integrating dynamics in the US stock market
by Elder, John & Serletis, Apostolos
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Liquidity and Information Flow around Monetary Policy Announcement
by KEE H. CHUNG & JOHN ELDER & JANG‐CHUL KIM