Narrow search
Showing 1 - 10 of 27
Cover Image
Option pricing under non-normality : a comparative analysis
Mozumder, Sharif; Sorwar, Ghulam; Dowd, Kevin - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 273-292
Persistent link: https://www.econbiz.de/10009708117
Cover Image
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam - In: Applied financial economics 21 (2011) 22/24, pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Cover Image
Implied option prices from the continuous time CKLS interest rate model : an application to the UK
Nowman, Kalid Ben; Sorwar, Ghulam - In: Applied financial economics 13 (2003) 3, pp. 191-198
Persistent link: https://www.econbiz.de/10001742866
Cover Image
Testing distribution models for the Irish equity market
Cotter, John - In: The economic and social review 29 (1998) 4, pp. 369-382
Persistent link: https://www.econbiz.de/10001538423
Cover Image
International equity market integration in a small open economy : Ireland january 1990 - december 2000
Cotter, John - In: International review of financial analysis 13 (2004) 5, pp. 669-685
Persistent link: https://www.econbiz.de/10002487626
Cover Image
Tail behaviour of the euro
Cotter, John - In: Applied economics 37 (2005) 7, pp. 827-840
Persistent link: https://www.econbiz.de/10002759640
Cover Image
Using order statistics to estimate confidence intervals for probabilistic risk measures
Dowd, Kevin - In: The journal of derivatives : the official publication … 14 (2006) 2, pp. 77-81
Persistent link: https://www.econbiz.de/10003400055
Cover Image
Integration and Contagion in US Housing Markets
Cotter, John - 2011
This paper explores integration and contagion among US metropolitan housing markets. The analysis applies Federal Housing Finance Agency (FHFA) house price repeat sales indexes from 384 metropolitan areas to estimate a multi-factor model of U.S. housing market integration. It then identifies...
Persistent link: https://www.econbiz.de/10013119463
Cover Image
Integration and Contagion in US Housing Markets
Gabriel, Stuart A. - 2011
This paper explores integration and contagion among US metropolitan housing markets. The analysis applies Federal Housing Finance Agency (FHFA) house price repeat sales indexes from 384 metropolitan areas to estimate a multi-factor model of U.S. housing market integration. It then identifies...
Persistent link: https://www.econbiz.de/10013119573
Cover Image
Integration and Contagion in US Housing Markets
Cotter, John - 2012
This paper explores integration and contagion among US metropolitan housing markets. The analysis applies Federal Housing Finance Agency (FHFA) house price repeat sales indexes from 384 metropolitan areas to estimate a multi-factor model of U.S. housing market integration. It then identifies...
Persistent link: https://www.econbiz.de/10013109618