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 4 7 16 262
Rational Pricing of Options during the South Sea Bubble 0 0 1 43 1 1 9 165
Total Working Papers 0 0 1 54 5 8 25 427


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 1 3 11 733
Ex-Post Rational Price Approximations and the Empirical Reliability of the Present-Value Relation 0 0 0 39 3 3 5 271
Financial market analysis can go mad (in the search for irrational behaviour during the South Sea Bubble) 0 0 1 30 1 5 14 82
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 2 320 3 5 11 713
Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations 0 0 1 138 0 3 9 292
Uncertainty and Implied Variance Bounds in Long-Memory Models of the Interest Rate Term Structure 0 0 0 0 2 3 9 212
Total Journal Articles 0 0 5 580 10 22 62 2,580


Statistics updated 2026-05-06