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The
Frank J. Petrilli Center for Research in International Finance
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CRIF Working Paper Series
2007
CRIF07003 [ABSTRACT PAPER]
Title: Have Absolute Price Levels Converged for Developed Economies? The Evidence since 1870
Authors: Lein Lein Chen, Seungmook Choi, John Devereux
CRIF07002 [ABSTRACT PAPER]
Title: Searching for Balassa Samuelson in Post-War Data
Authors: Lein Lein Chen, Seungmook Choi, John Devereux
CRIF07001 [ABSTRACT PAPER]
Title: Fiscal and Current Account Balances in a Model With Sticky Prices and Distortionary Taxes
Authors: Guay Lim, Paul D. McNelis
2006
CRIF06003 [ABSTRACT PAPER]
Title: Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?
Authors: Paul D. McNelis, Salij N. Neftçi
CRIF06002 [ABSTRACT PAPER]
Title: The Use of Loan Loss Provisions for Earnings, Capital Management and Signalling by Australian Banks
Authors: Asokan Anandarajan, Iftekhar Hasan, Cornelia McCarthy
CRIF06001 [ABSTRACT PAPER]
Title: The Role of Earnings and Book Values in Pricing Stocks: Evidence from Turkey
Authors: Asokan Anandarajan, Iftekhar Hasan, Ihsan Isik, Cornelia McCarthy
2005
CRIF05002 [ABSTRACT PAPER]
Title: Institutions, Capital Flows and Financial Integration
Authors: James R. Lothian
CRIF05001 [ABSTRACT PAPER]
Title: Uncovered Interest-Rate Parity over the Past Two Centuries
Authors: James R. Lothian, Liuren Wu
2004
CRIF04001
[ABSTRACT PAPER]
Title:
Real Exchange Rates Over the Past Two Centuries: How Important is
the Harrod-Balassa-Samuelson Effect?
Authors:
James R. Lothian, Mark P. Taylor
2003
CRIF03002
[ABSTRACT PAPER]
Title:
The Economics of International Monies
Authors:
Gerald P. Dwyer Jr. and James R. Lothian
CRIF03003
[ABSTRACT PAPER]
Title:
The Behavior of Money and Other Economic Variables: Two Natural
Experiments
Authors:
James R. Lothian and Cornelia H. McCarthy
2002
CRIF02001
[ABSTRACT PAPER]
Title:
The Internationalization of Money and Finance and the
Globalization of Financial Markets
Authors:
James R. Lothian
CRIF02002
[ABSTRACT PAPER]
Title:
Has International Financial Integration Increases?
Authors:
Lawrence G. Goldberg, James R. Lothian, and John Okunev
CRIF02003
[ABSTRACT PAPER]
Title:
International Money and Common Currencies in Historical Perspective
Authors:
Gerald P. Dwyer Jr. and James R. Lothian
CRIF02004
[ABSTRACT PAPER]
Title:
Real Exchange Rate Behavior Under Floating and Fixed Regimes
Authors:
James R. Lothian and Cornelia H. McCarthy
CRIF02005
[ABSTRACT PAPER]
Title:
Equity Returns and Inflation: The Puzzlingly Long Lags
Authors:
James R. Lothian and Cornelia H. McCarthy
CRIF02006
[ABSTRACT PAPER]
Title:
Currency Union and Real Exchange Rate Behavior
Authors:
James R. Lothian and Cornelia H. McCarthy
CRIF02007
[ABSTRACT PAPER]
Title:
Time-Changed Lévy Processes and Option Pricing
Authors:
Peter Carr and Liuren Wu
CRIF02008
[ABSTRACT PAPER]
Title:
Finite Moment Log Stable Process and Option Pricing
Authors:
Peter Carr and Liuren Wu
CRIF02009
[ABSTRACT PAPER]
Title:
What Type of Process Underlies Options? A Simple Robust Test
Authors:
Peter Carr and Liuren Wu
CRIF02010
[ABSTRACT PAPER]
Title:
Static Hedging of Standard Options
Authors:
Peter Carr and Liuren Wu
CRIF02011
[ABSTRACT PAPER]
Title:
Accounting for Biases in Black-Scholes
Authors:
David Backus, Silverio Foresi, and Liuren Wu
CRIF02012
[ABSTRACT PAPER]
Title:
Predictable Changes in Yields and Forward Rates
Authors:
David Backus, Silverio Foresi, Abon Mozumdar, and Liuren Wu
CRIF02013
[ABSTRACT PAPER]
Title:
Asset Pricing under the Quadratic Class
Authors:
Markus Leippold and Liuren Wu
CRIF02014
[ABSTRACT PAPER]
Title:
Design and Estimation of Quadratic Term Structure Models
Authors:
Markus Leippold and Liuren Wu
CRIF02015
[ABSTRACT PAPER]
Title:
Are Interest Rate Derivatives Spanned by the Term Structure of
Interest Rates?
Authors:
Massoud Heidari and Liuren Wu
CRIF02016
[ABSTRACT PAPER]
Title:
Term Structure of Interest Rates, Yield Curve Residuals, and the
Consistent Pricing of Interest Rate and Interest Rate Derivatives
Authors:
Massoud Heidari and Liuren Wu
CRIF02017
[ABSTRACT PAPER]
Title:
Time-Varying Arrival Rates of Informed and Uninformed Trades
Authors:
David Easley, Robert Engle, Maureen O'Hara, and Liuren Wu
CRIF02018
[ABSTRACT PAPER]
Title:
Contagion in Financial Markets
Authors:
David Backus, Silverio Foresi, and Liuren Wu
CRIF02019
[ABSTRACT PAPER]
Title:
Jumps and Dynamic Portfolio Decisions
Authors:
Liuren Wu
CRIF02020
[ABSTRACT PAPER]
Title:
A Dynamic Equilibrium Model of Real Exchange Rates with General
Transaction Costs
Authors:
Gautam Goswami, Milind Shrinkhande, and Liuren Wu
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