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Valuing the futures-market performance guarantee
Craine, Roger N. - In: Macroeconomic dynamics 1 (1997) 4, pp. 701-719
Persistent link: https://www.econbiz.de/10001630092
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Valuing the futures market performance guarantee
Craine, Roger N. - 1996
Persistent link: https://www.econbiz.de/10001442564
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Rational bubbles : a test
Craine, Roger N. - In: Journal of economic dynamics & control 17 (1993) 5, pp. 829-846
Persistent link: https://www.econbiz.de/10001148491
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The effects of rate regulation on mean returns and non-diversifiable risk : the case of cable television
Havenner, Arthur; Hazlett, Thomas W.; Leng, Zhiqiang - In: Review of industrial organization : RIO 19 (2001) 2, pp. 149-164
Persistent link: https://www.econbiz.de/10001592574
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Cointegration and settlement of commodity futures contracts
Foster, Kenneth Alan; Havenner, Arthur - In: Macroeconomic dynamics 3 (1999) 2, pp. 226-242
Persistent link: https://www.econbiz.de/10001618325
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Cointegration and stock prices : the random walk on Wall Street revisited
Cerchi, Marlene - 1988
Persistent link: https://www.econbiz.de/10001269090
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Foreign exchange rates : a multiple currency and maturity analysis
Havenner, Arthur - In: Journal of econometrics 2 (1988), pp. 251-264
Persistent link: https://www.econbiz.de/10001040086
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Valuing the futures market clearinghouse's default exposure during the 1987 crash
Bates, David S.; Craine, Roger N. - 1998
Persistent link: https://www.econbiz.de/10000662488
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International monetary policy surprise spillovers
Craine, Roger N.; Martin, Vance - In: Journal of international economics 75 (2008) 1, pp. 180-196
Persistent link: https://www.econbiz.de/10003748985
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Debt guarantees and inefficient equilibria
Craine, Roger N. - 1996
Persistent link: https://www.econbiz.de/10001442034