Publications

Year:

Currency unions and international integration

journal articles
Rose AK and Engel C
Year
2002

Multiperiod hedging with futures contracts

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

Maximum likelihood estimation of deposit insurance value with interest rate risk

journal articles
Duan JC and Simonato JG
Year
2002

Uncovered interest parity in crisis

journal articles
Rose AK and Flood RP
Year
2002

Private placements and rights issues in Singapore

journal articles
Tan RSK, Chng PL and Tong YH
Year
2002

Option pricing under regime switching

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

Option Pricing for Co-Integrated Assets

books/monographs
Duan J-C and Pliska SR
Springer Berlin Heidelberg
Year
2002

Noise trading and exchange rate regimes

journal articles
Rose AK and Jeanne O
Year
2002

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

Age, period, and cohort effects on life insurance purchases in the U.S.

journal articles
Chen R, Wong KA and Lee HC
Year
2001