Mel Jameson

Selected Publications

"Ownership Structure and Performance of Japanese Firms: Horizontal Keiretsu, Vertical Keiretsu, and Independents," Review of Pacific Basin Financial Markets and Policies 3 (December 2000) pp 535-556 (with Michael J. Sullivan and Richard L. Constand)

“‘Marking to Market and Treasury Bill Futures Prices: Some Empirical Evidence,The Financial Review 41 (Feb. 2000) pp 15-28.  (with Seungmook Choi)

"Appropriate Monetary Aggregates and Cointegration: An Application to the Korean Economy" International Review of Comparative Public Policy 8 (1996) pp. 95-113 (with Seungmook Choi and Jeongho Hahm).

"Residential Loan Renegotiation: Theory and Evidence," Journal of Real Estate Research 10 (1995) pp. 153-161 (with Terrence M. Clauretie).

"Market Making in the Options Markets and the Costs of Discrete Hedge Rebalancing,"  Journal of Finance, 43 (June 1992) pp. 765-779 (with William Wilhelm).

"Measuring Welfare Effects of 'Unbundling" Financial Innovations:  The Case  of Collateralized Mortgage Obligations,"  Journal of Urban Economics, 31 (January 1992) pp. 1-13 (with S. Dewan and C. F. Sirmans).

"Interest Rates and the Foreclosure Process:  An Agency Problem in FHA Mortgage Insurance," Journal of Risk and Insurance, 57 (December 1990) pp. 701-711 (with Terrence M. Clauretie).

"Regional Variation of Mortgage Yields and Simultaneity Bias," Journal of Financial Research, 13 (Sept. 1990), pp. 211-219 (with James Shilling and C. F. Sirmans).

Working Paper

LookBack Option Valuation: A Simplified Approach  (with Seungmook Choi)