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Gary Shea

Gary Shea

University of Saint Andrews - St Andrews / United Kingdom
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1051639
University o St Andras
person_outline Gary Shea's MOST POPULAR ARTICLES
1-) Pitfalls in smoothing interest rate term structure data: Equilibrium models and spline approximations Journal of Financial and Quantitative Analysis 19 (3), 253-269, 1984
2-) Interest rate term structure estimation with exponential splines: a note The Journal of Finance 40 (1), 319-325, 1985
3-) Benchmarking the expectations hypothesis of the interest-rate term structure: An analysis of cointegration vectors Journal of Business & Economic Statistics 10 (3), 347-366, 1992
4-) Uncertainty and implied variance bounds in long-memory models of the interest rate term structure Empirical economics 16 (3), 287-312, 1991
5-) Financial market analysis can go mad (in the search for irrational behaviour during the South Sea Bubble)1 The Economic History Review 60 (4), 742-765, 2007