Publications
Publication Type:
Department:
Year:
Pricing foreign currency and cross-currency options under GARCH
journal articles
Duan JC and Wei JZ
Year
1999
Arbitrage, cointegration, and the joint dynamics of prices across discrete commodity futures auctions
journal articles
Low AHW, Muthuswamy J and Webb RI
Year
1999
White and nonwhite trends in first birth timing: Comparisons using vital registration and current population surveys
journal articles
Chen R, Morgan SP, Botev N and Huang J
Year
1999
Volatility and maturity effects in the Nikkei index futures
journal articles
Chen YJ, Duan JC and Hung MW
Year
1999
Capital standard, forbearance and deposit insurance pricing under GARCH
journal articles
Duan JC and Yu MT
Year
1999
Managing banks’ duration gaps when interest rates are stochastic and equity has limited liability
journal articles
Duan J, Sealey CW and Yan Y
Year
1999
Estimating and testing exponential-affine term structure models by Kalman filter
journal articles
Duan JC and Simonato JG
Year
1999
An empirical study on the determinants of the capital structure of Thai firms
journal articles
Wiwattanakantang Y
Year
1999
Understanding exchange rate volatility without the contrivance of macroeconomics
journal articles
Rose AK and Flood RP
Year
1999
Pricing system and the initial public offerings market: A case of Singapore
journal articles
Lam SS and Yap W
Year
1998