"Have Absolute Price Levels Converged for Developed Economies? The Evidence Since 1870", with L Chen and J. Devereux, Review of Economics and Statistics, forthcoming
"Accounting for US Regional Real Exchange Rates,"with L. Chen and J. Devereux, Journal of Money, Credit and Banking, February 2006
"Currency Lookback Option Valuation: A Simpl ified Approach"Journal of Derivatives, December 2003 with Mel Jameson
"The Property/Liability Insurance Cycle: A Comparison of Alternative Models,"Southern Economic Journal, January 2002 with Hardigree and Thistle
"A Numerical Approach to American Currency Option Valuation," With Marcozzi, Journal of Derivatives, Winter 2001
"On the Use of Boundary Conditions for Variational Formulations Arising in Financial Mathematics" Applied Mathematics and Computation, vol124, 2001 with Chen and Marcozzi
"Marking to Market" and Treasury Bill Futures Prices: Some Empirical Evidence with Mel Jameson Financial Review, February 2000
"The Method of Fundamental Solution and Compactly Supported Radial Basis Functions: a Meshless Approach to 3D Problems," Boundary Element Methods XXI, 1999, Vol 6, with Chen and Marcozzi
"RBF and Optimal Stopping Problems: an Application to the Pricing of Vanilla Options on One Risky Asset," Boundary Technology XIII, June 1999, WIT Press, Boston Southampton, with Chen and Marcozzi
"Appropriate Monetary Aggregates and Cointegration: Application to the Korean Economy," International Review of Comparative Public Policy, with J. Hahm and Mel Jameson, Vol 8, 1996.
"The Expectations Theory of Interest rates: Cointegration and Factor Decomposition", International Journal of Forecasting, with Mark Wohar, 1995, 11, 253-262.
"Is the Real Interest rate Really Unstable", Journal of Financial Research, 1994, XVII, 551-559.
"S&P 500 Index Options prices and the Black-Scholes Option Pricing Model", Applied Financial Economics, with Mark Wohar, 1994, 26, 249-263.
"The Performance of the GPH Estimator of the Fractional Difference parameter: Simulation Results," Review of Quantitative Finance and Accounting, with Mark Wohar, December 1992, 2, 409-417.
"Implied Volatility in Options Markets and Conditional Heteroscedasticity in Stock Markets", Financial Review, with M. Wohar, November 1992, 27, 503-530.
"Empirical Tests for Structural Change in Demand for Assets," Journal of Money Credit and Banking, with Kim Sosin, May 1992, 24, 226-238.
"The New Evidence Concerning the Expectations Theory For the Short-End of the Maturity Spectrum," Journal of Financial Research, with Mark Wohar, Spring 1991, XIV, No. 1, 83-92.
"Testing For Structural Change: Demand for Meats," American Journal of Agricultural Economics, with Kim Sosin, February 1990, 72, 227-236.
"A Monte-Carlo Study of Tests of Blockwise Weak Separability," Journal of Business and Economic Statistics, with William Barnett, July 1989, 7, 363-377.
"A Comparison Between the Conventional Econometric Approach to Structural Inference and the Nonparametric Chaotic Approach," Economic Complexity: Chaos, Sunspots, Bubbles and Nonlinearity, with William Barnett, Cambridge University Press, 1989, 3, 141-212.