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'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?
Ulibarri, Carlos A.; Anselmo, Peter C.; Hovespian, Karen; … - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 268-279
Persistent link: https://www.econbiz.de/10008271252
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Cournot model of brokered FX trading
Ulibarri, Carlos A.; Anselmo, Peter C.; Trabatti, Mauro X. - In: Journal of international financial markets, … 15 (2005) 5, pp. 425-436
Persistent link: https://www.econbiz.de/10007097023
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Regulating noisy short-selling of troubled firms
Ulibarri, Carlos A.; Florescu, Ionut; Eidsath, Joel M. - In: Journal of financial economic policy 1 (2009) 3, pp. 227-245
Persistent link: https://www.econbiz.de/10009930418
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Dark after Chernobyl? Closing former Soviet power reactors
Scott, Michael J.; Dagle, Jeffery E.; Gaustad, Krista L.; … - In: Energy policy 23 (1995) 8, pp. 703-718
Persistent link: https://www.econbiz.de/10007411474
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Is After-Hours Trading Informative?
Ulibarri, Carlos A. - In: The journal of futures markets 18 (1998) 5, pp. 563-580
Persistent link: https://www.econbiz.de/10007354840
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Farm Profitability and BUREC Water Subsidies: An LP Look at a Region
Ulibarri, Carlos A.; Seely, Harry S.; Willis, David B. - In: Contemporary economic policy : a journal of Western … 16 (1998) 4, pp. 442-451
Persistent link: https://www.econbiz.de/10007692088
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Non-conventional fuel tax credits and the extraction R&D model
Ulibarri, Carlos A. - In: Resources policy 22 (1996) 3, pp. 207-216
Persistent link: https://www.econbiz.de/10007705128
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Multivariate GARCH analysis of Fannie Mae, Freddie Mac, and American International Group: Did the short-selling ban reduce systemic return-risk?
Ulibarri, Carlos A. - In: The North American journal of economics and finance : a … 25 (2013), pp. 60-69
Persistent link: https://www.econbiz.de/10010134041
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Liquidity costs: Screen-based trading versus open outcry
Ulibarri, Carlos A.; Schatzberg, John - In: Review of financial economics : RFE 12 (2003) 4, pp. 381-396
Persistent link: https://www.econbiz.de/10006432326
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Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree
Florescu, Ionut; Viens, Frederi - In: Applied mathematical finance 15 (2008) 1-2, pp. 151-182
Persistent link: https://www.econbiz.de/10008221133