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Rational expectations equilibrium in an economy with segmented capital asset markets
Amershi, Amin H.; Ramamurtie, Buddhavarapu Sailesh - 1995
Persistent link: https://www.econbiz.de/10000925745
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Estimation of risk-neutral and statistial densities by hermite polynomial approximation : with an application to Eurodollar futures options
Abken, Peter A.; Madan, Dilip B.; Ramamurtie, … - 1996
Persistent link: https://www.econbiz.de/10000946463
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Applying economic restrictions to foreign exchange rate dynamics : spot rates, futures, and options
Dothan, Michael U. - 1996
Persistent link: https://www.econbiz.de/10000946467
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Price reactions to public announcements
Ramamurtie, Buddhavarapu Sailesh; Rebello, Michael J. - 1996
Persistent link: https://www.econbiz.de/10000982673
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Specifying a consistent joint maximum-likelihood (JMLE) approach to testing bond models
Ramamurtie, Buddhavarapu Sailesh; Ulman, Scott - 1996
Persistent link: https://www.econbiz.de/10000983752
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MLE is alive and well in the financial markets
Ramamurtie, Buddhavarapu Sailesh; Ulman, Scott - 1996
Persistent link: https://www.econbiz.de/10000983755
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Pricing S&P 500 index options using a Hilbert space basis
Abken, Peter A.; Madan, Dilip B.; Ramamurtie, … - 1996
Persistent link: https://www.econbiz.de/10000983757
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Off-farm income and risk reduction in agriculture : when does it matter?
Andersson, Hans; Ramamurtie, Buddhavarapu Sailesh; … - 1995
Persistent link: https://www.econbiz.de/10000925740
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An intertemporal model of consumption and portfolio allocation
Andersson, Hans; Ramamurtie, Buddhavarapu Sailesh; … - 1995
Persistent link: https://www.econbiz.de/10000925743
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Information quality, performance measurement, and security demand in rational expectations economies
Noe, Thomas H.; Ramamurtie, Buddhavarapu Sailesh - 1995
Persistent link: https://www.econbiz.de/10000927426