Submissions from 2007

Searching for Balassa Samuelson in Post-War Data, Lein Lein Chen, Seungmook Choi, and John Devereux

Submissions from 2006

Have Absolute Price Levels Converged for Developed Economies? The Evidence since 1870, Lein-Lein Chen, Seungmook Choi, and John Devereux

Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes, G.C. Lim and Paul D. McNelis

Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?, Paul D. McNelis and Salih N. Neftçi

Submissions from 2005

THE ROLE OF EARNINGS AND BOOK VALUES IN PRICING STOCKS: EVIDENCE FROM TURKEY, Asokan Anandarajan, Iftekhar Hasan, Ihsan Isik, and Cornelia McCarthy

The Use of Loan Loss Provisions for Earnings, Capital Management and Signalling by Australian Banks, Asokan Anandarajan, Iftekhar Hasan, and Cornelia McCarthy

Institutions, Capital Flows and Financial Integration, James R. Lothian

Uncovered Interest-Rate Parity over the Past Two Centuries, James R. Lothian and Liuren Wu

Submissions from 2004

Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?, James R. Lothian and Mark P. Taylor

Submissions from 2003

The Economics of International Monies, Gerald P. Dwyer Jr. and James R. Lothian

The Behavior of Money and Other Economic Variables: Two Natural Experiments, James R. Lothian and Cornelia H, McCarthy

Submissions from 2002

Time-Changed L´evy Processes and Option Pricing, Pete Carr and Liuren Wu

Static Hedging of Standard Options, PETER CARR and LIUREN WU

What Type of Process Underlies Options? A Simple Robust Test, PETER CARR and LIUREN WU

The Finite Moment Log Stable Process and Option Pricing, PETER CARR and LIUREN WU

International Money and Common Currencies in Historical Perspective, Gerald P. Dwyer Jr. and James R. Lothian

Time-Varying Arrival Rates of Informed and Uninformed Trades, DAVID EASLEY, ROBERT F. ENGLE, MAUREEN O’HARA, and LIUREN WU

Has International Financial Integration Increased?, Lawrence G. Goldberg, James R. Lothian, and John Okunev

A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs, GAUTAM GOSWAMI, MILIND SHRIKHANDE, and LIUREN WU

Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives, MASSOUD HEIDARI and LIUREN WU

Asset Pricing Under The Quadratic Class, Markus Leippold and Liuren Wu

The Internationalization of Money and Finance and the Globalization of Financial Markets, James R. Lothian

Submissions from 2001

Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?, Massoud Heidari and Liuren Wu

Design and Estimation of Quadratic Term Structure Models, Markus Leippold and Liuren Wu

Equity Returns and Inflation: The Puzzlingly Long Lags, James R. Lothian and Cornelia McCarthy

Currency Union and Real Exchange Rate Behavior, James R. Lothian and Cornelia McCarthy

Real Exchange-Rate Behaviour under Fixed and Floating Exchange Rate Regimes, James R. Lothian and Cornelia H. McCarthy

Submissions from 2000

Predictable Changes in Yields and Forward Rates, David Backus, Silverio Foresi, Abon Mozumdar, and Liuren Wu

Jumps and Dynamic Asset Allocation, Liuren Wu

Submissions from 1999

Liquidity and Contagion in Financial Markets, David Backus, Silverio Foresi, and Liuren Wu

Submissions from 1997

Accounting for Biases in Black-Scholes, David Backus, Silverio Foresi, Kai Li, and Liuren Wu