Information about:
Daniel R. Smith

Other registered authors

Email:
Homepage: http://www.sfu.ca/~drsmith
Postal Address:
Phone:

Affiliation

• Faculty of Business Administration
  Simon Fraser University

  Location: Burnaby, Canada
  Homepage: http://www.bus.sfu.ca/
  Email:
  Phone: (778) 782-4068
  Fax:
  Postal: 8888 University Drive, Burnaby, BC, V5A 1S6
  Handle: RePEc:edi:fbsfuca (registered authors at this institution)

• School of Economics and Finance
  Faculty of Business
  Queensland University of Technology

  Location: Brisbane, Australia
  Homepage: http://www.bus.qut.edu.au/schools/economics/
  Email:
  Phone:
  Fax:
  Postal: GPO Box 2434, BRISBANE QLD 4001
  Handle: RePEc:edi:sequtau (registered authors at this institution)

Working papers

1. Allan Layton & Daniel R. Smith, 2005. "Testing the Power of Leading Indicators to Predict Business Cycle Phase Changes," School of Economics and Finance Discussion Papers and Working Papers Series 200, School of Economics and Finance, Queensland University of Technology. [Downloadable!]

2. Daniel R. Smith & Christophe Parignon, 2004. "Modeling Yield-Factor Volatility," Econometric Society 2004 Australasian Meetings 307, Econometric Society. [Downloadable!]

3. Allan P. Layton & Daniel R. Smith, 2003. "Duration Dependence In The Us Business Cycle," School of Economics and Finance Discussion Papers and Working Papers Series 152, School of Economics and Finance, Queensland University of Technology. [Downloadable!]

1. Rubin, Amir & Smith, Daniel R., 2009. "Institutional ownership, volatility and dividends," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 627-639, April. [Downloadable!] (restricted)

2. Daniel Smith, 2009. "Asymmetry in Stochastic Volatility Models: Threshold or Correlation?," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 13(3), pages 1540-1540. [Downloadable!] (restricted)

3. Daniel R. Smith, 2008. "Evaluating Specification Tests for Markov-Switching Time-Series Models," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(4), pages 629-652, 07. [Downloadable!] (restricted)

4. Daniel Smith, 2008. "Testing for structural breaks in GARCH models," Applied Financial Economics, Taylor and Francis Journals, vol. 18(10), pages 845-862. [Downloadable!] (restricted)

5. Layton, Allan P. & Smith, Daniel R., 2007. "Business cycle dynamics with duration dependence and leading indicators," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 855-875, December. [Downloadable!] (restricted)

6. Smith, Daniel R., 2007. "Conditional coskewness and asset pricing," Journal of Empirical Finance, Elsevier, vol. 14(1), pages 91-119, January. [Downloadable!] (restricted)

7. Perignon, Christophe & Smith, Daniel R. & Villa, Christophe, 2007. "Why common factors in international bond returns are not so common," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 284-304, March. [Downloadable!] (restricted)

8. Perignon, Christophe & Smith, Daniel R., 2007. "Yield-factor volatility models," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3125-3144, October. [Downloadable!] (restricted)

9. Smith, Daniel R, 2002. "Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 183-97, April.

10. Layton, Allan P & Smith, Daniel, 2000. "A Further Note on the Three Phases of the US Business Cycle," Applied Economics, Taylor and Francis Journals, vol. 32(9), pages 1133-43, July. [Downloadable!] (restricted)

1. NEP-ECM: Econometrics (1) 2007-02-17 Author is listed
2. NEP-FIN: Finance (1) 2004-10-30 Author is listed
3. NEP-MAC: Macroeconomics (1) 2007-02-17 Author is listed
4. NEP-RMG: Risk Management (1) 2007-02-17 Author is listed

This page was last updated on 2009-10-27.