Publications
Publication Type:
Department:
Year:
Pricing foreign currency and cross-currency options under GARCH
journal articles
Duan JC and Wei JZ
Year
1999
Information and liquidity effects of government approved stock investments
journal articles
Lim KG, Wong KA, Yeo WY and Wong SC
Year
1999
An analytical approximation for the GARCH option pricing model
journal articles
Duan J-C, Gauthier G and Simonato J-G
Infopro Digital Services Limited
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
An empirical study on the determinants of the capital structure of Thai firms
journal articles
Wiwattanakantang Y
Year
1999
The economic implications of international secured transactions law reform: A case study
journal articles
Srinivasan A, Saunders A, Walter I and Wool J
Year
1999
The effects of offering method and trading location on the pricing of IPOs in Singapore
journal articles
Tan RSK, Eng LILI and Khoo A
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
Contagious currency crises: Channels of conveyance
conference/seminars
Rose AK and Eichengreen B
Year
1999