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  1. Working paper
  2. Published

    A non-parametric spectral test of serial correlation

    Shackleton, M. B., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  3. Published

    Returns synchronization and daily correlation dynamics between international stock markets

    Poon, S. & Martens, M. P. E., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  4. Published

    On the expected payoff and true probability of exercise of European options

    Shackleton, M. B. & Wojakowski, R. M., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  5. Published

    Geske Johnson pricing of Long Maturity American and Infinite Bermudan Options

    Shackleton, M. B. & Chung, S. L., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  6. Published

    Malaysia and the Asian financial crisis

    Poon, S., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  7. Published

    Understanding the equity home bias: evidence from survey data

    Strong, N. & Xu, X., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  8. Published

    Pricing FTSE 100 Index options under stochastic volatility

    Xu, X., Strong, N. & Lin, Y. N., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  9. Published

    The state of macroeconomic forecasting

    Stekler, H. & Fildes, R. A., 1999, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  10. Published

    Hayek, Keynes and Japan: Asian recession from an ''Austrian'' perspective

    Snowden, P. N., 1999, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  11. Published

    Networks, power and politics: the power of business in Britain and Italy before and during the interwar period in comparative perspective

    Rose, M. B. & Colli, A., 1999, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

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