selected publications
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article
- Measuring Volatility Persistence in the Presence of Sudden Changes in the Variance of Canadian Stock Market Returns.. Canadian Journal of Economics. 38:1032-1051. 2005
- Correction: Forecasting Medical Net Discount Rates.. Journal of Risk and Insurance. 71:557. 2004
- Forecasting Medical Net Discount Rates.. Journal of Risk and Insurance. 70:85-95. 2003
- NAFTA and North American Stock Markets: An Intervention Analysis.. Financial Decisions. 15:1-5. 2003
- The Effects of Macroeconomic Shocks on Sector-Specific Returns.. Applied Economics. 35:201-207. 2003
- The Paper-Bill Spread and Real Output: What Matters More, a Change in the Paper Rate or a Change in the Bill Rate?. Review of Financial Economics. 12:233-246. 2003
- Price Transmission in the Antebellum Slave Markets: A Time Series Analysis.. Review of Regional Studies. 32:275-292. 2002
- Unit Roots and Asymmetric Adjustment: Implications for Valuing Fringe Benefits.. Journal of Forensic Economics. 15:173-179. 2002
- Time Series Behavior of Medical Cost Net Discount Rates: Implications for Total Offsetting and Forecasting.. Journal of Forensic Economics. 15:53-61. 2001
- Total Offset Method: Is It Appropriate? Evidence from ECI Data.. Journal of Legal Economics. 11:1-17. 2001
- Transmission of Conditional Stock Price Volatility across North American Markets: Evidence from Pre- and Post-NAFTA.. International Trade Journal. 15:409-427. 2001
- Are Net Discount Ratios Stationary? Evidence of Mean Reversion and Persistence.. Journal of Risk and Insurance. 67:439-449. 2000
- An Inquiry into the Time Series Properties of Net Discount Rates.. Journal of Forensic Economics. 12:215-224. 1999
- Long-Run Money Demand in Chile.. Journal of Economic Development. 24:177-190. 1999
- Mean Reversion in Net Discount Rates.. Journal of Legal Economic. 9:69-80. 1999
- NAFTA and North American Stock Market Linkages: An Empirical Note.. North American Journal of Economics and Finance. 10:443-451. 1999
- Some Recent International Evidence on the Demand for Money.. Studies in Economics and Finance. 19:84-107. 1999
- The Trade-Off Between Supervision and Wages: Evidence of Efficiency Wages from the NLSY.. Southern Economic Journal. 66:424-432. 1999
- Time Series Dynamics of U.S. State Unemployment Rates.. Applied Economics. 31:1503-1511. 1999
- Comovements of the Prime Rate, CD Rate, and Financial Services Stocks.. Journal of Financial Research. 21:469-482. 1998
- Government Revenue-Expenditure Nexus: Evidence from Latin America.. Journal of Economic Development. 23:57-69. 1998
- Long-Run Diversification Potential of the Emerging Stock Markets of Latin America.. Journal of Accounting and Finance Researc. 5:1-7. 1998
- Money Market Rate Variability and the Velocity of Money: Some International Evidence.. Journal of Applied Business Research. 14:75-82. 1998
- Stationarity of the Net Discount Rate: Additional Evidence.. Litigation Economics Diges. 3:27-32. 1998
- The Long-Run Relation between the Personal Savings Rate and Consumer Sentiment.. Financial Counseling and Plannin. 9:89-96. 1998
- Evidence from Lesser Developed Countries on the Fisher Hypothesis: A Cointegration Analysis.. Applied Economics Letter. 4:683-687. 1997
- Population and Economic Growth: A Cointegration Analysis of Lesser Developed Countries.. Applied Economics Letter. 4:665-669. 1997
- International Evidence on Wagner's Hypothesis: A Cointegration Analysis.. Public Finance. 51:258-274. 1996