Details about Roy Stein

Access statistics for papers by Roy Stein.

Last updated 2022-11-13. Update your information in the RePEc Author Service.

Short-id: pst982

Working Papers

2016

1. Review of the Reference Rate in Israel: Telbor and Makam Markets
   Bank of Israel Working Papers, Bank of Israel

2015

2. The Effects of Taxation of Capital Gains on the Pricing of Financial Assets
   Bank of Israel Working Papers, Bank of Israel

2013

3. Israeli Treasury Auction Reform
   Bank of Israel Working Papers, Bank of Israel
   See also Journal Article ISRAELI TREASURY AUCTION REFORM, Israel Economic Review, Bank of Israel (2018) View citations (1) (2018)

2011

4. Estimating the Expected Natural Interest Rate Using Affine Term-Structure Models: The Case of Israel
   Bank of Israel Working Papers, Bank of Israel View citations (2)

2003

5. Distribution of the Exchange Rate Implicit in Option Prices: Application to TASE
   Bank of Israel Working Papers, Bank of Israel
6. Estimation of Expected Exchange-Rate Change Using Forward Call Options
   Bank of Israel Working Papers, Bank of Israel View citations (1)

Journal Articles

2018

1. ISRAELI TREASURY AUCTION REFORM
   Israel Economic Review, 2018, 16, (1), 41-61 View citations (1)
   See also Working Paper Israeli Treasury Auction Reform, Bank of Israel Working Papers (2013) (2013)

2014

2. Inflation risk premium implied by options
   Journal of Economics and Business, 2014, 71, (C), 90-102 View citations (1)

2003

3. Dollarisation and Indexation in Israel's Inflation and Disinflation: ‘There's more than one way to skin a cat’
   Comparative Economic Studies, 2003, 45, (3), 278-305 View citations (2)