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 | 273 | 1984 |
Interest rate term structure estimation with exponential splines: a note GS Shea The Journal of Finance 40 (1), 319-325, 1985 | 230 | 1985 |
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 | 165 | 1992 |
Uncertainty and implied variance bounds in long-memory models of the interest rate term structure GS Shea Empirical economics 16 (3), 287-312, 1991 | 141 | 1991 |
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 | 72 | 2007 |
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 | 47 | 2007 |
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 | 28 | 1989 |
The Handbook of 18th and Early 19th Century British Corporate Finance GS Shea University of St. Andrews, mimeo, 2012 | 16 | 2012 |
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 | 13 | 2011 |
Sir George Caswall vs. the Duke of Portland: financial contracts and litigation in the wake of the South Sea Bubble GS Shea | 11 | 2007 |
The Japanese term structure of interest rates. GS Shea | 11 | 1983 |
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 | 7 | 1989 |
The course of the exchange: measuring and interpreting returns process in 18th and early 19th century Britain GS Shea CRIEFF Discussion Papers, 2000 | 5 | 2000 |
Qualms about the linearized expectations hypothesis and variance-bounds studies of the interest rate term structure GS Shea Econometric Decision Models, 305-319, 1991 | 5 | 1991 |
(Re) financing the Slave Trade with the Royal African Company in the Boom Markets of 1720 GS Shea CDMA Working Paper Series, 2011 | 4 | 2011 |
South Sea Company subscription shares and warrant values in 1720 GS Shea Economic History Society Working Papers, 2005 | 4 | 2005 |
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 | 4 | 1979 |
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 | 3 | 2004 |
Testing stock market efficiency with volatility statistics: Some exact finite sample results GS Shea University of Exeter, Department of Economics, 1992 | 2 | 1992 |
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 | 2 | 1985 |