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Hodges, Stewart
8
Carverhill, Andrew
6
Hodges, Stewart D.
4
Clewlow, Les
3
Bedendo, Mascia
2
Carverhill, Andrew P.
2
Kung, James J.
2
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2
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1
Carverhill, A.
1
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1
Kung, James
1
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1
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1
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1
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Review of derivatives research
3
The journal of fixed income
3
European financial management : the journal of the European Financial Management Association
2
Journal of banking & finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Applied economics
1
Bulletin of Indonesian economic studies
1
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1
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1
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1
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OLC EcoSci
ECONIS (ZBW)
82
RePEc
27
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3
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1
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Quasi Mean Reversion in an Efficient Stock Market: The Characterisation of Economic Equilibria which Support Black-Scholes Option Pricing
Hodges, S.
;
Carverhill, A.
- In:
The economic journal : the journal of the Royal …
103
(
1993
)
417
,
pp. 395-405
Persistent link: https://www.econbiz.de/10007576150
Saved in:
2
A cointegration study of the efficiency of the US Treasury STRIPS market
Kung, James J.
;
Carverhill, Andrew P.
- In:
Applied economics
37
(
2005
)
6
,
pp. 695-704
Persistent link: https://www.econbiz.de/10007642339
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3
A Bootstrap Analysis of the Nikkei 225
Kung, James J.
;
Carverhill, Andrew P.
- In:
Journal of economic integration
27
(
2012
)
3
,
pp. 487-504
Persistent link: https://www.econbiz.de/10010035832
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4
ON THE SIMULATION OF CONTINGENT CLAIMS
Clewlow, Les
;
Carverhill, Andrew
- In:
The journal of derivatives : the official publication …
2
(
1994
)
2
,
pp. 66-74
Persistent link: https://www.econbiz.de/10006002331
Saved in:
5
When Is the Short Rate Markovian?
Carverhill, Andrew
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 305-312
Persistent link: https://www.econbiz.de/10008223917
Saved in:
6
Corporate Liquidity and Capital Structure
Anderson, Ronald W.
;
Carverhill, Andrew
- In:
The review of financial studies
25
(
2013
)
3
,
pp. 797-796
Persistent link: https://www.econbiz.de/10010114199
Saved in:
7
Indonesia's stock market: evolving role, growing efficiency
Kung, James
;
Carverhill, Andrew
;
McLeod, Ross
- In:
Bulletin of Indonesian economic studies
46
(
2010
)
3
,
pp. 329-347
Persistent link: https://www.econbiz.de/10008733711
Saved in:
8
A Note on the Models of Hull and White for Pricing Options on the Term Structure
Carverhill, Andrew
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 89-96
Persistent link: https://www.econbiz.de/10007331239
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9
Efficient and Flexible Bond Option Valuation in the Heath, Jarrow, and Morton Framework
Carverhill, Andrew
;
Pang, Kin
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 70-77
Persistent link: https://www.econbiz.de/10007331242
Saved in:
10
An evaluation of tests of distributional forecasts
Noceti, Pablo
;
Smith, Jeremy
;
Hodges, Stewart
- In:
Journal of forecasting
22
(
2003
)
6
,
pp. 447-456
Persistent link: https://www.econbiz.de/10006885098
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