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Neil Pearson

This is information that was supplied by Neil Pearson in registering through RePEc. If you are Neil Pearson, 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:Neil
Middle Name:
Last Name:Pearson
RePEc Short-ID:ppe61
Department of Finance University of Illinois 340A Wohlers Hall 1206 South Sixth Street Champaign, Illinois 61820
217 244 0490
Urbana-Champaign, Illinois (United States)

: (217) 244-2239
(217) 244-3102
340 Wohlers Hall, MC 706, 1206 South Sixth Street, Champaign, IL 61820
RePEc:edi:dfuiuus (more details at EDIRC)
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  1. David A. Chapman & John B. Long Jr. & Neil D. Pearson, 1998. "Using Proxies for the Short Rate: When are Three Months Like an Instant?," Finance 9808004, EconWPA, revised 07 Oct 1998.
  2. Xiongwei Ju & Neil D. Pearson, 1998. "Using Value-at-Risk to Control Risk Taking: How Wrong Can you Be?," Finance 9810002, EconWPA.
  3. David A. Chapman & Neil D. Pearson, 1998. "Is the Short Rate Drift Actually Nonlinear?," Finance 9808005, EconWPA.
  4. Thomas J. Linsmeier & Neil D. Pearson, 1996. "Risk Measurement: An Introduction to Value at Risk," Finance 9609004, EconWPA.
  5. kandel, E. & Pearson, N.D., 1995. "The Value of Labor Force Flexibility," Papers 95-04, Rochester, Business - Financial Research and Policy Studies.
  6. Pearson, N.D. & Sun, T.S., 1991. "An Empirical Examination of the Cox, Ingersoll and Ross Model of the Term Structure of Interest Rates," Papers fb-24, Columbia - Graduate School of Business.
  7. Hua He and Neil D. Pearson., 1989. "Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case," Research Program in Finance Working Papers RPF-189, University of California at Berkeley.
  1. Chapman, David A & Long, John B, Jr & Pearson, Neil D, 1999. "Using Proxies for the Short Rate: When Are Three Months Like an Instant?," Review of Financial Studies, Society for Financial Studies, vol. 12(4), pages 763-806.
  2. Kandel, Eugene & Pearson, Neil D, 1995. "Differential Interpretation of Public Signals and Trade in Speculative Markets," Journal of Political Economy, University of Chicago Press, vol. 103(4), pages 831-872, August.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (2) 1998-10-08 1998-10-08. Author is listed
  2. NEP-IFN: International Finance (2) 1998-10-02 1998-12-09. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 1998-10-02. Author is listed
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