Details about Toby Daglish

Access statistics for papers by Toby Daglish.

Last updated 2013-09-30. Update your information in the RePEc Author Service.

Short-id: pda369

Working Papers

1998

1. Regional Price Convergence in Australia and New Zealand, 1984-1996
   Treasury Working Paper Series, New Zealand Treasury View citations (3)

Journal Articles

2013

1. The Valuation of Equity Futures on the Tokyo Stock Exchange: 1920–1923
   Journal of Futures Markets, 2013, 33, (7), 601-628

2012

2. Fixed Come Hell or High Water? Selection and Prepayment of Fixed-Rate Mortgages Outside the United States
   Real Estate Economics, 2012, 40, (4), 708-742

2009

3. What motivates a subprime borrower to default?
   Journal of Banking & Finance, 2009, 33, (4), 681-693 View citations (26)

2007

4. Volatility surfaces: theory, rules of thumb, and empirical evidence
   Quantitative Finance, 2007, 7, (5), 507-524 View citations (21)

2003

5. A Pricing and Hedging Comparison of Parametric and Nonparametric Approaches for American Index Options
   Journal of Financial Econometrics, 2003, 1, (3), 327-364 View citations (5)