Rotman School of Management - Finance

From Rotman School of Management, University of Toronto
Rotman School of Management. 105 St. George Street. Toronto, Ontario. Canada M5S 3E6.
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1999: Pricing Foreign Currency and Cross-Currency Options Under GARCH

J.Z. Wei and J.C. Duan

1999: A Semi-Markov Approach to Modeling Volatility Dynamics

John Maheu and Thomas McCurdy

1999: Monopoly Power, Productivity Growth and Income Distribution in the Manufacturing Sectors of Canada and the U.S., 1949 to 1996

M.J. Gordon

1999: Pricing Weather Derivative: An Equilibrium Approach

Melanie Cao and J. Wei

1999: Empirical Tests of an Option Price Inversion Approach

M. McIntyre

1999: Signaling, Dividends and Financial Structure: Implications from Cross Country Comparisons

Varouj Aivazian, L. Booth and S. Cleary

1999: Capital Structure in Developing Countries

L. Booth, V.A. Asli Demirgu-Kunt and Vojislav Maksimovic

1998: Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data

L. Booth