S. Satchell

12 published titles

Mortgage default and repossession

(Contributor)

2 editions

Modelling exchange rates in continuous time : estimation and option pricing

(Contributor)

2 editions

Market allocation and the impossibility of provision of costly information

(Contributor)

2 editions

Market transparency, immediacy and financial intermediation

(Contributor)

2 editions

Multi-unit auctions under proprietary information : informational free rides and revenue banking

(Contributor)

2 editions

Yield curves with jump short rates

(Contributor)

1 edition

Monetary integration and economic convergence

(Contributor)

1 edition

Demography, pensions and welfare : fertility shocks and the Finnish economy

(Contributor)

1 edition

Monetary regimes and labour market reform

(Contributor)

2 editions

A data matrix to investigate independence, overreaction and/or shock persistence in financial data

(Contributor)

1 edition

A model of perpetual bond value

(Contributor)

1 edition

Modelling volatility and correlation for tick-by-tick return data using trading information and buy/sell signals

(Contributor)

1 edition