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Gary Shea
Gary Shea
Reader in Financial Economics, University of St Andrews
Verified email at st-andrews.ac.uk
Title
Cited by
Cited by
Year
Pitfalls in smoothing interest rate term structure data: Equilibrium models and spline approximations
GS Shea
Journal of Financial and Quantitative Analysis 19 (3), 253-269, 1984
2731984
Interest rate term structure estimation with exponential splines: a note
GS Shea
The Journal of Finance 40 (1), 319-325, 1985
2301985
Benchmarking the expectations hypothesis of the interest-rate term structure: An analysis of cointegration vectors
GS Shea
Journal of Business & Economic Statistics 10 (3), 347-366, 1992
1651992
Uncertainty and implied variance bounds in long-memory models of the interest rate term structure
GS Shea
Empirical economics 16 (3), 287-312, 1991
1411991
Financial market analysis can go mad (in the search for irrational behaviour during the South Sea Bubble)1
GS Shea
The Economic History Review 60 (4), 742-765, 2007
722007
Understanding financial derivatives during the South Sea Bubble: the case of the South Sea subscription shares
GS Shea
Oxford Economic Papers 59 (suppl_1), i73-i104, 2007
472007
Ex‐post rational price approximations and the empirical reliability of the present‐value relation
GS Shea
Journal of Applied Econometrics 4 (2), 139-159, 1989
281989
The Handbook of 18th and Early 19th Century British Corporate Finance
GS Shea
University of St. Andrews, mimeo, 2012
162012
East India Company and Bank of England Shareholders during the South Sea Bubble: Partitions, Components and Connectivity in a Dynamic Trading Network
A Mays, GS Shea
Centre for Dynamic Macroeconomic Analysis. CDMA, St. Andrews, UK, 2011
132011
Sir George Caswall vs. the Duke of Portland: financial contracts and litigation in the wake of the South Sea Bubble
GS Shea
112007
The Japanese term structure of interest rates.
GS Shea
111983
A re-examination of excess rational price approximations and excess volatility in the stock market
GS Shea
A Reappraisal of the Efficiency of Financial markets, 469-492, 1989
71989
The course of the exchange: measuring and interpreting returns process in 18th and early 19th century Britain
GS Shea
CRIEFF Discussion Papers, 2000
52000
Qualms about the linearized expectations hypothesis and variance-bounds studies of the interest rate term structure
GS Shea
Econometric Decision Models, 305-319, 1991
51991
(Re) financing the Slave Trade with the Royal African Company in the Boom Markets of 1720
GS Shea
CDMA Working Paper Series, 2011
42011
South Sea Company subscription shares and warrant values in 1720
GS Shea
Economic History Society Working Papers, 2005
42005
Hypothesis testing based on goodness-of-fit in the moving average time series model
CR Nelson, GS Shea
Journal of Econometrics 10 (2), 221-226, 1979
41979
Rational pricing of options during the South Sea Bubble: valuing the 22 August 1720 Options
GS Shea
Department of Economics, St. Salvator's College, 2004
32004
Testing stock market efficiency with volatility statistics: Some exact finite sample results
GS Shea
University of Exeter, Department of Economics, 1992
21992
Long memory models of interest rates, the term structure, and variance bounds tests
GS Shea
Board of Governors of the Federal Reserve System (US) International Finance …, 1985
21985
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