Research Interest
Publications
"Municipal Bond Basis", Municipal Finance Journal, 27 (3): 19-33. 2006 (Oct). "Hedging Instruments & Risk Management: How to Use Derivatives to Control Financial Risk in Any Market" (with Martin Thomas), McGraw Hill, New York, 2005. "Streetsmart Guide to Valuing a Stock (2nd Ed.)" (with Gary Gray and J. Randall Woolridge), McGraw Hill, New York, 2004. "Streetsmart Guide to Valuing a Stock" (with Gary Gray and J. Randall Woolridge), McGraw Hill, New York, 1999. “The Term Structure of Interest Rates” Chapter 2 in Controlling and Managing Interest Rate Risk, Prentice Hall, Englewood Cliffs, NJ, 1997. “Monetizing the Value of a Municipal Call Option” The Financier August 1996, Volume 3, No.2. "Municipal Derivative Securities: Uses and Valuation" (with Gary Gray), Irwin Professional Publishing, Chicago, IL, 1995. "Some New Evidence that Spinoffs Create Value" (with James A. Miles and J. Randall Woolridge) Journal of Applied Corporate Finance Summer 1994, Volume 7, No.2. "Municipal Derivative Securities" (with Gary Gray) Chapter 6 in The Handbook of Derivatives and Synthetics, Probus Publishing, Chicago, IL, 1994. "Municipal Derivative Securities" (with Gary Gray) Chapter 1 in The Handbook of Municipal Bonds, Probus Publishing, Chicago, IL, 1994. "Restructuring through Spinoffs: The Stock Market Evidence” (with James A. Miles and J. Randall Woolridge) Journal of Financial Economics, Volume 33, June 1993. "Understanding and Valuing Municipal Derivatives" (with Gary Gray) Municipal Finance Journal, Volume 14, Summer 1993. "Pacific-Basin Capital Markets: A Multivariate GARCH-M Dynamic System" (with Shin-Herng Chu). Rising Asian Capital Markets: Empirical Studies, JAI Press, 1992. Links of Interest | ||||||||||||
