Variance ratio tests of random walk for foreign exchange rates

von Urrutia, Jorge L.
Veröffentlicht in Economics letters (1992)

The capital asset pricing model and the determination of fair underwriting returns for the property-liability insurance industry

von Urrutia, Jorge L.
Veröffentlicht in The Geneva papers on risk and insurance - issues and practice (1986)

Automobile insurance ratemaking : a Bayesian approach

von Urrutia, Jorge L.
Veröffentlicht in Rivista internazionale di scienze economiche e commerciali (1990)

The cost of deposit insurance : derivation of a risk-adjusted premium

von Urrutia, Jorge L.
Veröffentlicht in Insurance / Mathematics & economics (1990)

The expected utility maximization framework and the demand and supply for retroactive liability insurance

von Urrutia, Jorge L.
Veröffentlicht in The journal of applied business research (1990-1991)

Deposit insurance subsidies, moral hazard, and bank regulation

von Mishra, Chandrasekhar
Veröffentlicht in Journal of economics and finance (1995)

An option-based approach to determining the optimal reinsurance stop-loss premium

von Mishra, Chandrasekhar
Veröffentlicht in Advances in futures and options research (1994)

The probability of insurance insolvency with limited insurance reserve

von Mishra, Chandrasekhar
Veröffentlicht in Rivista internazionale di scienze economiche e commerciali (1994)

The impact of the Persian Gulf Crisis on national equity markets

von Malliaris, Anastasios G.
Veröffentlicht in Advances in international banking and finance (1995)

Volume and price relationships : hypothesis and testing for agricultural futures

von Malliaris, Anastasios G.
Veröffentlicht in The journal of futures markets (1998)

Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies

von Malliaris, Anastasios G.
Veröffentlicht in The journal of futures markets (1991)

Economic determinants of trading volume in futures markets

von Malliaris, Anastasios G.
Veröffentlicht in Economics letters (1991)

The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a hedge : evidence from foreign currency futures

von Malliaris, Anastasios G.
Veröffentlicht in The journal of futures markets (1991)

Equity and oil markets under external shocks

von Urrutia, Jorge L.
Veröffentlicht in The global structure of financial markets (1997)

The international crash of October 1987 : causality tests

von Malliaris, Anastasios G.
Veröffentlicht in Journal of financial and quantitative analysis (1992)

An empirical investigation among real, monetary and financial variables

von Malliaris, Anastasios G.
Veröffentlicht in Economics letters (1991)

Oil and world stock markets' reaction to the Gulf Crisis

von Malliaris, Anastasios G.
Veröffentlicht in Research in international business and finance / Supplement (1996)

How big is the random walks in macroeconomic time series : variance ratio tests

von Malliaris, Anastasios G.
Veröffentlicht in Economics letters (1990)

Analysis and prediction of insolvency in the property-liability insurance industry : a comparison of logit and hazard models

von Lee, Suk Hun
Veröffentlicht in The journal of risk and insurance (1996)

Is it good or bad to make the cover of business week?

von Urrutia, Jorge L.
Veröffentlicht in Quarterly journal of business and economics (1999)