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Publications

by members of

Wake Forest University → School of Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2013

  1. Steven Ho & Philip Howard & Mariano Croce & Riccardo Colacito, 2013, "BKK the EZ way. An International Production Economy with Recursive Preferences," 2013 Meeting Papers, Society for Economic Dynamics, number 112.

Journal articles

2017

  1. Resnick, Bruce G. & Shoesmith, Gary L., 2017, "A note on modeling world equity markets with nonsynchronous data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 125-132, DOI: 10.1016/j.intfin.2017.05.010.

2013

  1. Shoesmith, Gary L., 2013, "Space–time autoregressive models and forecasting national, regional and state crime rates," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 191-201, DOI: 10.1016/j.ijforecast.2012.08.002.

2012

  1. Resnick, Bruce G., 2012, "Investor yield and gross underwriting spread comparisons among U.S. dollar domestic, Yankee, Eurodollar, and global bonds," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 445-463, DOI: 10.1016/j.jimonfin.2011.12.005.

2011

  1. Bruce G. Resnick & Gary L. Shoesmith, 2011, "Information Transmission in the World Money Markets," European Financial Management, European Financial Management Association, volume 17, issue 1, pages 183-200, January, DOI: 10.1111/j.1468-036X.2008.00479.x.

2010

  1. Gary Shoesmith, 2010, "Four factors that explain both the rise and fall of US crime, 1970-2003," Applied Economics, Taylor & Francis Journals, volume 42, issue 23, pages 2957-2973, DOI: 10.1080/00036840801964765.

2008

  1. Glen Larsen & Bruce Resnick, 2008, "Return enhancement trading strategies for size based portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 1, pages 21-45, March, DOI: 10.1007/s11408-007-0069-z.

2007

  1. Shoesmith, Gary L., 2007, "Friedman's Hypothesis and Cross-Regional Inflation Dispersion," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 3, issue 01-2, pages 1-11, DOI: 10.22004/ag.econ.50156.

2005

  1. Gary L. Shoesmith, 2005, "Probit model forecasts of national and state manufacturing and construction employment downturns," Papers in Regional Science, Wiley Blackwell, volume 84, issue 4, pages 531-552, November, DOI: 10.1111/j.1435-5957.2005.00025.x.

2004

  1. Wei (Wendy) Liu & Bruce G. Resnick & Gary L. Shoesmith, 2004, "Market Timing Of International Stock Markets Using The Yield Spread," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 27, issue 3, pages 373-391, September, DOI: 10.1111/j.1475-6803.2004.00099.x.
  2. Patel, Ajay & Shoesmith, Gary L., 2004, "Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components," Journal of Banking & Finance, Elsevier, volume 28, issue 9, pages 2051-2075, September.

2003

  1. Gary L. Shoesmith, 2003, "Predicting National and Regional Recessions Using Probit Modeling and Interest‐Rate Spreads," Journal of Regional Science, Wiley Blackwell, volume 43, issue 2, pages 373-392, May, DOI: 10.1111/1467-9787.00303.

2002

  1. Bruce G. Resnick, 2002, "The Random Character of Currency Prices," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 25, issue 2, pages 301-302, June, DOI: 10.1111/1475-6803.00019.
  2. Bruce G. Resnick & Gary L. Shoesmith, 2002, "Using the Yield Curve to Time the Stock Market," Financial Analysts Journal, Taylor & Francis Journals, volume 58, issue 3, pages 82-90, May, DOI: 10.2469/faj.v58.n3.2540.

2000

  1. Glen A. Larsen, Jr. & Bruce G. Resnick, 2000, "The Optimal Construction of Internationally Diversified Equity Portfolios Hedged Against Exchange Rate Uncertainty," European Financial Management, European Financial Management Association, volume 6, issue 4, pages 479-514, December, DOI: 10.1111/1468-036X.00136.

1999

  1. Larsen, Glen A, Jr & Resnick, Bruce G, 1999, "A Performance Comparison between Cross-Sectional Stochastic Dominance and Traditional Event Study Methodologies," Review of Quantitative Finance and Accounting, Springer, volume 12, issue 2, pages 103-112, March.

1997

  1. Eun, Cheol S. & Resnick, Bruce G., 1997, "International equity investment with selective hedging strategies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 7, issue 1, pages 21-42, April.

1996

  1. Larsen, Glen A, Jr & Resnick, Bruce G, 1996, "Refining the Bootstrap Method of Stochastic Dominance Analysis: The Case of the January Effect," Review of Quantitative Finance and Accounting, Springer, volume 7, issue 1, pages 65-79, July.

1995

  1. deB. Harris, Frederick H. & McInish, Thomas H. & Shoesmith, Gary L. & Wood, Robert A., 1995, "Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 30, issue 4, pages 563-579, December.
  2. Shoesmith, Gary L., 1995, "Multiple cointegrating vectors, error correction, and forecasting with Litterman's model," International Journal of Forecasting, Elsevier, volume 11, issue 4, pages 557-567, December.

1994

  1. Cheol S. Eun & Bruce G. Resnick, 1994, "International Diversification of Investment Portfolios: U.S. and Japanese Perspectives," Management Science, INFORMS, volume 40, issue 1, pages 140-161, January, DOI: 10.1287/mnsc.40.1.140.

1993

  1. Resnick, Bruce G. & Sheikh, Aamir M. & Song, Yo-Shin, 1993, "Time Varying Volatilities and Calculation of the Weighted Implied Standard Deviation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 28, issue 3, pages 417-430, September.
  2. Brian Hatch & Bruce Resnick, 1993, "A review of recent developments in international portfolio selection," Open Economies Review, Springer, volume 4, issue 1, pages 83-96, March, DOI: 10.1007/BF00999555.

1992

  1. Klemkosky, Robert C. & Resnick, Bruce G., 1992, "A note on the no premature exercise condition of dividend payout unprotected american call options: A clarification," Journal of Banking & Finance, Elsevier, volume 16, issue 2, pages 373-379, April.
  2. Eun, Cheol S. & Resnick, Bruce G., 1992, "Forecasting the correlation structure of share prices: A test of new models," Journal of Banking & Finance, Elsevier, volume 16, issue 3, pages 643-656, June.
  3. Shoesmith, Gary L., 1992, "Non-cointegration and causality: Implications for VAR modeling," International Journal of Forecasting, Elsevier, volume 8, issue 2, pages 187-199, October.

1989

  1. Resnick, Bruce G., 1989, "The globalization of world financial markets," Business Horizons, Elsevier, volume 32, issue 6, pages 34-41.

1988

  1. Eun, Cheol S & Resnick, Bruce G, 1988, "Estimating the Dependence Structure of Share Prices: A Comparative Study of the United States and Japan," The Financial Review, Eastern Finance Association, volume 23, issue 4, pages 387-401, November.

1985

  1. Alexander, Gordon J & Resnick, Bruce G, 1985, "More on Estimation Risk and Simple Rules for Optimal Portfolio Selection," Journal of Finance, American Finance Association, volume 40, issue 1, pages 125-133, March.
  2. Alexander, Gordon J. & Resnick, Bruce G., 1985, "Using linear and goal programming to immunize bond portfolios," Journal of Banking & Finance, Elsevier, volume 9, issue 1, pages 35-54, March.

1984

  1. Eun, Cheol S & Resnick, Bruce G, 1984, "Estimating the Correlation Structure of International Share Prices," Journal of Finance, American Finance Association, volume 39, issue 5, pages 1311-1324, December.

1980

  1. Klemkosky, Robert C. & Resnick, Bruce G., 1980, "An ex ante analysis of put-call parity," Journal of Financial Economics, Elsevier, volume 8, issue 4, pages 363-378, December.

1979

  1. Klemkosky, Robert C & Resnick, Bruce G, 1979, "Put-Call Parity and Market Efficiency," Journal of Finance, American Finance Association, volume 34, issue 5, pages 1141-1155, December.

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