Access Statistics for Gary Stephen Shea

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Long memory models of interest rates, the term structure, and variance bounds tests 0 0 0 11 0 0 16 262
Rational Pricing of Options during the South Sea Bubble 0 0 0 43 0 1 9 166
Total Working Papers 0 0 0 54 0 1 25 428


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors 0 0 0 0 0 2 12 736
Ex-Post Rational Price Approximations and the Empirical Reliability of the Present-Value Relation 0 0 0 39 1 1 6 272
Financial market analysis can go mad (in the search for irrational behaviour during the South Sea Bubble) 0 0 1 30 1 2 14 84
Hypothesis testing based on goodness-of-fit in the moving average time series model 0 0 1 53 0 0 3 277
Interest Rate Term Structure Estimation with Exponential Splines: A Note 0 0 0 320 0 1 10 714
Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations 0 0 0 138 1 3 10 295
Uncertainty and Implied Variance Bounds in Long-Memory Models of the Interest Rate Term Structure 0 0 0 0 0 2 10 214
Total Journal Articles 0 0 2 580 3 11 65 2,592


Statistics updated 2026-09-10