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Submissions from 2007

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

Submissions from 2006

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

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

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

Submissions from 2005

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

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

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

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

Submissions from 2004

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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

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

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

Submissions from 2002

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Static Hedging of Standard Options, PETER CARR and LIUREN WU

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

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

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

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

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

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

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

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

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

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

Submissions from 2001

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

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

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

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

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

Submissions from 2000

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

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Jumps and Dynamic Asset Allocation, Liuren Wu

Submissions from 1999

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

Submissions from 1997

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