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Toby Daglish

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This is information that was supplied by Toby Daglish in registering through RePEc. If you are Toby Daglish , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Toby
Middle Name:
Last Name: Daglish
Suffix:

RePEc Short-ID: pda369

Email:
Homepage: http://www.victoria.ac.nz/SEF/pages/staff/TobyDaglish/
Postal Address:
Phone:

Affiliation

School of Economics and Finance
Faculty of Commerce and Administration
Victoria University of Wellington
Location: Wellington, New Zealand
Homepage: http://www.vuw.ac.nz/sef/
Email:
Phone: +64 (4) 463-5708
Fax: +64 (4) 495-5014
Postal: PO Box 600, Wellington 6140
Handle: RePEc:edi:egvuwnz (more details at EDIRC)

Works

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Working papers

  1. Steel, William & Daglish, Toby & Marriott, Lisa & Gemmell, Norman & Howell, Bronwyn, 2013. "A Proposed Pathway Towards Future Reform of New Zealand’s De Minimis Threshold," Working Paper Series 2807, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
  2. Andrew Coleman & Toby Daglish, . "Regional Price Convergence in Australia and New Zealand, 1984-1996," Treasury Working Paper Series 98/03, New Zealand Treasury.

Articles

  1. Toby Daglish & Lyndon Moore, 2013. "The Valuation of Equity Futures on the Tokyo Stock Exchange: 1920–1923," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(7), pages 601-628, 07.
  2. Toby Daglish & Nimesh Patel, 2012. "Fixed Come Hell or High Water? Selection and Prepayment of Fixed-Rate Mortgages Outside the United States," Real Estate Economics, American Real Estate and Urban Economics Association, American Real Estate and Urban Economics Association, vol. 40(4), pages 708-742, December.
  3. Daglish, Toby, 2009. "What motivates a subprime borrower to default?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 33(4), pages 681-693, April.
  4. Toby Daglish & John Hull & Wulin Suo, 2007. "Volatility surfaces: theory, rules of thumb, and empirical evidence," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 7(5), pages 507-524.
  5. Toby Daglish, 2003. "A Pricing and Hedging Comparison of Parametric and Nonparametric Approaches for American Index Options," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 1(3), pages 327-364.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. No paper was announced in a field specific NEP report

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Corrections

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