Rotman School of Management, University of Toronto

For technical questions regarding this series, please contact (Thomas Krichel)
Series handle: repec:fth:rotfin

• 99-01 Pricing Foreign Currency and Cross-Currency Options Under GARCH
  by Wei, J.Z. & Duan, J.C.
• 99-004 A Semi-Markov Approach to Modeling Volatility Dynamics
  by Maheu, J.M. & McCurdy, T.H.
• 99-003 Monopoly Power, Productivity Growth and Income Distribution in the Manufacturing Sectors of Canada and the U.S., 1949 to 1996
  by Gordon, M.J.
• 99-002 Pricing Weather Derivative : An Equilibrium Approach
  by Cao, M. & Wei, J.
• 99-001 Empirical Tests of an Option Price Inversion Approach
  by McIntyre, M.
• 1 Signaling, Dividends and Financial Structure: Implications from Cross Country Comparisons
  by Aivazian, V. & Booth, L. & Cleary, S.
• 00-001 Capital Structure in Developing Countries
  by Booth, L. & Asli Demirgu-Kunt, V.A. & Maksimovic, V.

• 98-001 Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data
  by Booth, L.

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This page was last updated on 2008-7-2.