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Cojumps in stock prices : empirical evidence

Gilder, Dudley; Shackleton, Mark B.; Taylor, Stephen - In: Journal of banking & finance 40 (2014), pp. 443-459

Persistent link: https://www.econbiz.de/10010404700

Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models

Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen; … - In: Journal of banking & finance 28 (2004) 10, pp. 2541-2563

Persistent link: https://www.econbiz.de/10002233147

Asset price dynamics, volatility, and prediction

Taylor, Stephen J.; Taylor, Stephen - 2005

Persistent link: https://www.econbiz.de/10002746484

A heuristic block-loading algorithm based on multi-layer search for the container loading problem

Zhang, Defu; Peng, Yu; Leung, Stephen C. H. - In: Computers & operations research : and their … 39 (2012) 10, pp. 2267-2276

Persistent link: https://www.econbiz.de/10009510288

Trading futures using a channel rule : a study of the predictive power of technical analysis with currency examples

Taylor, Stephen - In: The journal of futures markets 14 (1994) 2, pp. 215-235

Persistent link: https://www.econbiz.de/10001169801

Efficient quadrature and node positioning for exotic option valuation

Chung, San-lin; Ko, Kunyi; Shackleton, Mark B.; Yeh, … - In: The journal of futures markets 30 (2010) 11, pp. 1026-1057

Persistent link: https://www.econbiz.de/10008900940

Surprise vs anticipated information announcements : are prices affected differently? An investigation in the context of stock splits

Hwang, Soosung; Keswani, Aneel; Shackleton, Mark B. - In: Journal of banking & finance 32 (2008) 5, pp. 643-653

Persistent link: https://www.econbiz.de/10003702578

Continuous workout mortgages

Shiller, Robert J.; Wojakowski, Rafal M.; Ebrahim, … - 2011

This paper models ContinuousWorkout Mortgages (CWMs) in an economic environment with refinancings and prepayments by employing a market-observable variable such as the house price index of the pertaining locality. Our main results include: (a) explicit modelling of repayment and interest-only...

Persistent link: https://www.econbiz.de/10009008194

Participating mortgages and the efficiency of financial intermediation

Ebrahim, Muhammed Shahid; Shackleton, Mark B.; … - In: Journal of banking & finance 35 (2011) 11, pp. 3042-3054

Persistent link: https://www.econbiz.de/10009374629

Mitigating financial fragility with Continuous Workout Mortgages

Shiller, Robert J.; Wojakowski, Rafał M.; Ebrahim, … - In: Journal of economic behavior & organization : JEBO 85 (2013) 1, pp. 269-285

Persistent link: https://www.econbiz.de/10009708763