Publications

Year:

Price formation in the OTC corporate bond markets: A field study of the inter-dealer market

journal articles
Srinivasan A, Saunders A and Walter I
Year
2002

Noise trading and exchange rate regimes

journal articles
Rose AK and Jeanne O
Year
2002

Option pricing under regime switching

journal articles
Duan JC, Popova I and Ritchken P
Year
2002

Uncovered interest parity in crisis

journal articles
Rose AK and Flood RP
Year
2002

Multiperiod hedging with futures contracts

journal articles
Low A, Muthuswamy J, Sakar S and Terry E
Year
2002

An estimate of the effect of common currencies on trade and income

journal articles
Rose A and Frankel J
Year
2002

CEO share ownership and firm value

journal articles
Tan RSK, Chng PL and Tan TW
Year
2001

Entrepreneurship, globalization, and public policy

journal articles
Yeung B, Acs ZJ and Morck RK
Year
2001

Introduction to the symposium on the Japanese economic slump of the 1990s

journal articles
Rose AK and Kashyap A
Year
2001

American option pricing under GARCH by a Markov chain approximation

journal articles
Duan JC and Simonato JG
Year
2001