Stephen Gray

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

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28

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Rank 34,596

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Top 34,596

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1

CROSSREF CITATIONS

22

Scholarly Papers (3)

1.

Target Zones and Exchange Rates: An Empirical Investigation

NBER Working Paper No. w5445
Number of pages: 52 Posted: 01 Jul 2000 Last Revised: 18 Apr 2022
Geert Bekaert and Stephen Gray
Columbia University - Columbia Business School, Finance and affiliation not provided to SSRN
Downloads 28 (627,260)
Citation 1

Abstract:

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2.

Modeling the Conditional Distribution of Interest Rates as a Regime-Switching Process

Posted: 19 Jul 1998
Stephen Gray
affiliation not provided to SSRN

Abstract:

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3.

Innovations: Valuing S&P 500 Bear Market Warrants with a Periodic Reset

J. OF DERIVATIVES, Fall 1997
Posted: 06 Nov 1997
Stephen Gray and Robert E. Whaley
affiliation not provided to SSRN and Vanderbilt University - Finance

Abstract:

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