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Gary Stephen Shea
Personal Details
| First Name: | Gary |
| Middle Name: | Stephen |
| Last Name: | Shea |
| Suffix: | |
| RePEc Short-ID: | psh154 |
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| http://www.st-andrews.ac.uk/economics/staff/pages/g.shea.shtml | |
Affiliation
(in no particular order)
University of St Andrews School of Economics & Finance
http://www.st-andrews.ac.uk/economics/United Kingdom, St Andrews, Fife
Centre for Dynamic Macroeconomic Analysis
University of St. Andrews
Fife, United Kingdomhttp://www.st-andrews.ac.uk/cdma/
RePEc:edi:cdstauk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Gary S. Shea, 2004. "Rational Pricing of Options during the South Sea Bubble," Money Macro and Finance (MMF) Research Group Conference 2004 93, Money Macro and Finance Research Group.
- Gary S. Shea, 1985. "Long memory models of interest rates, the term structure, and variance bounds tests," International Finance Discussion Papers 258, Board of Governors of the Federal Reserve System (U.S.).
Articles
- Gary S. Shea, 2007. "Financial market analysis can go mad (in the search for irrational behaviour during the South Sea Bubble)," Economic History Review, Economic History Society, vol. 60(4), pages 742-765, November.
- Shea, Gary S, 1992. "Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 347-366, July.
- Shea, Gary S, 1991. "Uncertainty and Implied Variance Bounds in Long-Memory Models of the Interest Rate Term Structure," Empirical Economics, Springer, vol. 16(3), pages 287-312.
- Shea, Gary S, 1989. "Ex-Post Rational Price Approximations and the Empirical Reliability of the Present-Value Relation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(2), pages 139-159, April-Jun.
- Shea, Gary S, 1985. "Interest Rate Term Structure Estimation with Exponential Splines: A Note," Journal of Finance, American Finance Association, vol. 40(1), pages 319-325, March.
- Shea, Gary S., 1984. "Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(3), pages 253-269, September.
- Nelson, Charles R. & Shea, Gary S., 1979. "Hypothesis testing based on goodness-of-fit in the moving average time series model," Journal of Econometrics, Elsevier, vol. 10(2), pages 221-226, June.
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FIN: Finance (1) 2004-09-30
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