Similar Search Results

Market Transparency, Immediacy and Financial Intermediation

Instefjord, Norvald - Birkbeck, Department of Economics, Mathematics & Statistics - 1996

Persistent link: https://www.econbiz.de/10005811549

Information Revelation and Market Incompleteness

Marin, Jose; Rahi, Rohit - Birkbeck, Department of Economics, Mathematics & Statistics - 1996

Persistent link: https://www.econbiz.de/10005811550

Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing

Sorenson, Bent; Perraudin, William - Birkbeck, Department of Economics, Mathematics & Statistics - 1996

Persistent link: https://www.econbiz.de/10005811551

Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy

Kenc, Turalay; Perraudin, William - Birkbeck, Department of Economics, Mathematics & Statistics - 1996

Persistent link: https://www.econbiz.de/10005811552

Real Options and Preemption

Lambrecht, Bart; Perraudin, William - Birkbeck, Department of Economics, Mathematics & Statistics - 1996

Persistent link: https://www.econbiz.de/10005811553

Portfolio Substitution and Exchange Rate Volatility

Sibert, Anne; Ha, Jiming - Birkbeck, Department of Economics, Mathematics & Statistics - 1996

Persistent link: https://www.econbiz.de/10005811554

Tax Policy and Financial Structure

Hutton, John; Kenc, Turalay - Birkbeck, Department of Economics, Mathematics & Statistics - 1996

Persistent link: https://www.econbiz.de/10005811555

A Theory of Treasury Auctions

Daripa, Arupratan - Birkbeck, Department of Economics, Mathematics & Statistics - 1996

Persistent link: https://www.econbiz.de/10005811556

The Simulation of Option Prices with Application to LIFFE Options on Futures

Satchell, Stephen; Christodoulakis, George - Birkbeck, Department of Economics, Mathematics & Statistics - 1996

Persistent link: https://www.econbiz.de/10005811557

Testing for Unit Roots in Time Series with Nearly Deterministic Seasonal Variation

Psaradakis, Zacharias - Birkbeck, Department of Economics, Mathematics & Statistics - 1996

This paper considers the problem of testing for thepresence of unit autoregressive roots in time series with seasonal components that are arbitrarily close to being deterministic. In particular, the performance of several test criteria for seasonal and non-seasonal unit autoregressive roots is...

Persistent link: https://www.econbiz.de/10005811558