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S&P 500 index options prices and the Black-Scholes option pricing model
Choi, Seung-mook S. - In: Applied financial economics 4 (1994) 4, pp. 249-263
Persistent link: https://www.econbiz.de/10001164680
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The property-liability insurance cycle : a comparison of alternative models
Choi, Seung-mook S.; Hardigree, Don; Thistle, Paul D. - In: Southern economic journal 68 (2002) 3, pp. 530-548
Persistent link: https://www.econbiz.de/10001647748
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Explaining price level differences : new evidence on the Balassa-Samuelson effect
Chen, Lein-lein Tsao; Choi, Seung-mook S.; Devereux, John - In: Southern economic journal 82 (2015) 1, pp. 81-99
Persistent link: https://www.econbiz.de/10011623500
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Accounting for real exchange rate changes at long time horizons
Chen, Lein-lein Tsao; Choi, Seung-mook S.; Devereux, John - In: Journal of macroeconomics 46 (2015), pp. 264-277
Persistent link: https://www.econbiz.de/10011578243
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Deviations from the law of one price across cities : testing for a border effect in persistence and volatility
Wohar, Mark E. - In: Journal of economic research 15 (2010) 2, pp. 129-146
Persistent link: https://www.econbiz.de/10008656112
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Why are stock prices so high? : Dividend growth or discount factor?
Balke, Nathan S.; Wohar, Mark E. - 2000
Persistent link: https://www.econbiz.de/10001446210
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Nonlinear dynamics and covered interest rate parity
Balke, Nathan S. - In: Empirical economics : a journal of the Institute for … 23 (1998) 4, pp. 535-559
Persistent link: https://www.econbiz.de/10001254530
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The differing effects of pre- and post-1981 federal budget deficits on tax-adjusted real interest rates
Allen, Stuart Douglas - In: Applied economics 28 (1996) 1, pp. 45-53
Persistent link: https://www.econbiz.de/10001193548
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The road less travelled : institutional aspects of data and their influence on empirical estimates with an application to tests of forward rate unbiasedness
Boucher Breuer, Janice - In: The economic journal : the journal of the Royal … 106 (1996) 434, pp. 26-38
Persistent link: https://www.econbiz.de/10001194054
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Will the valuation ratios revert to their historical means? : Some evidence from breakpoint tests
Carlson, John B. (contributor); Pelz, Eduard A. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611390