D<sc>ixon</sc> R., L<sc>im</sc> G. C. and F<sc>reebairn</sc> J. Regional Beveridge curves: a latent variable approach, <italic>Regional Studies</italic>. This paper applies an unobserved components model to a panel of Australian data to identify the direction and timing of the shifts in regional Beveridge curves. The approach identifies a...

A general parametric framework based on the generalized Student t-distribution is developed for pricing S&P500 options. Higher order moments in stock returns as well as time-varying volatility are priced. An important computational advantage of the proposed framework over Monte Carlo-based...