This book is a slightly revised version of my doctoral dissertation which has been accepted by the Department of Economics and Business Administration of the Ju
A volume that celebrates and develops the work of Nobel Laureate Robert Engle, it includes original contributions from some of the world's leading econometricia
This paper is a selective survey of new or recent methods to extract information about market expectations from asset prices for monetary policy purposes. Tradi
Includes the first published detailed description of option exchange operations, the first published treatment using only elementary mathematics and the first s