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Ex-post rational price approximations and the empirical reliability of the present-value relation
Shea, Gary S. - In: Journal of applied econometrics 4 (1989) 2, pp. 139-159
Persistent link: https://www.econbiz.de/10001066016
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Benchmarking the expectations hypothesis of the interest-rate term structure : an analysis of cointegration vectors
Shea, Gary S. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 347-366
Persistent link: https://www.econbiz.de/10001126531
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Rational pricing of options during the South Sea Bubble : valuing the 22 August 1720 options
Shea, Gary S. - 2004
Persistent link: https://www.econbiz.de/10002433830
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South Sea Company subscription shares and warrant values in 1720
Shea, Gary S. - 2004
Persistent link: https://www.econbiz.de/10002433832
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Interest rate term structure estimation with exponential splines : a note
Shea, Gary S. - In: The journal of finance : the journal of the American … 40 (1985) 1, pp. 319-325
Persistent link: https://www.econbiz.de/10002802177
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Pitfalls in smoothing interest rate term structure data : equilibrium models and spline approximations
Shea, Gary S. - In: Journal of financial and quantitative analysis : JFQA 19 (1984) 3, pp. 253-269
Persistent link: https://www.econbiz.de/10002802190
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The course of the exchange : measuring and interpreting returns processes in 18th and early 19th century Britain
Shea, Gary S. - 2000
Persistent link: https://www.econbiz.de/10001568956
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(Re)financing the slave trade with the Royal African Company in the boom markets of 1720
Shea, Gary S. - 2011
Persistent link: https://www.econbiz.de/10009349634
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A social network for trade and inventories of stock during the south sea bubble
Shea, Gary S. - 2011
Persistent link: https://www.econbiz.de/10009240117
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Sir George Caswall vs. the Duke of Portland : financial contracts and litigation in the wake of the South Sea Bubble
Shea, Gary S. - In: The origins and development of financial markets and …, (pp. 121-160). 2009
Persistent link: https://www.econbiz.de/10003856668