Submissions from 2007
Searching for Balassa Samuelson in Post-War Data, Lein Lein Chen, Seungmook Choi, and John Devereux
Submissions from 2006
Have Absolute Price Levels Converged for Developed Economies? The Evidence since 1870, Lein-Lein Chen, Seungmook Choi, and John Devereux
Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes, G.C. Lim and Paul D. McNelis
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?, Paul D. McNelis and Salih N. Neftçi
Submissions from 2005
THE ROLE OF EARNINGS AND BOOK VALUES IN PRICING STOCKS: EVIDENCE FROM TURKEY, Asokan Anandarajan, Iftekhar Hasan, Ihsan Isik, and Cornelia McCarthy
The Use of Loan Loss Provisions for Earnings, Capital Management and Signalling by Australian Banks, Asokan Anandarajan, Iftekhar Hasan, and Cornelia McCarthy
Institutions, Capital Flows and Financial Integration, James R. Lothian
Uncovered Interest-Rate Parity over the Past Two Centuries, James R. Lothian and Liuren Wu
Submissions from 2004
Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?, James R. Lothian and Mark P. Taylor
Submissions from 2003
The Economics of International Monies, Gerald P. Dwyer Jr. and James R. Lothian
The Behavior of Money and Other Economic Variables: Two Natural Experiments, James R. Lothian and Cornelia H, McCarthy
Submissions from 2002
Static Hedging of Standard Options, PETER CARR and LIUREN WU
The Finite Moment Log Stable Process and Option Pricing, PETER CARR and LIUREN WU
What Type of Process Underlies Options? A Simple Robust Test, PETER CARR and LIUREN WU
Time-Changed L´evy Processes and Option Pricing, Pete Carr and Liuren Wu
International Money and Common Currencies in Historical Perspective, Gerald P. Dwyer Jr. and James R. Lothian
Time-Varying Arrival Rates of Informed and Uninformed Trades, DAVID EASLEY, ROBERT F. ENGLE, MAUREEN O’HARA, and LIUREN WU
Has International Financial Integration Increased?, Lawrence G. Goldberg, James R. Lothian, and John Okunev
A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs, GAUTAM GOSWAMI, MILIND SHRIKHANDE, and LIUREN WU
Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives, MASSOUD HEIDARI and LIUREN WU
Asset Pricing Under The Quadratic Class, Markus Leippold and Liuren Wu
The Internationalization of Money and Finance and the Globalization of Financial Markets, James R. Lothian
Submissions from 2001
Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?, Massoud Heidari and Liuren Wu
Design and Estimation of Quadratic Term Structure Models, Markus Leippold and Liuren Wu
Currency Union and Real Exchange Rate Behavior, James R. Lothian and Cornelia McCarthy
Equity Returns and Inflation: The Puzzlingly Long Lags, James R. Lothian and Cornelia McCarthy
Real Exchange-Rate Behaviour under Fixed and Floating Exchange Rate Regimes, James R. Lothian and Cornelia H. McCarthy
Submissions from 2000
Predictable Changes in Yields and Forward Rates, David Backus, Silverio Foresi, Abon Mozumdar, and Liuren Wu
Jumps and Dynamic Asset Allocation, Liuren Wu
Submissions from 1999
Liquidity and Contagion in Financial Markets, David Backus, Silverio Foresi, and Liuren Wu
Submissions from 1997
Accounting for Biases in Black-Scholes, David Backus, Silverio Foresi, Kai Li, and Liuren Wu
