NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Alex Kane

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

November 1993Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts
with Robert F. Engle, Jaesun Noh: w4519
A Test of Efficiency for the S&P Index Option Market Using Variance Forecasts
with Jaesun Noh, Robert F. Engle: w4520
August 1991The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds
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March 1991Measuring Risk Aversion From Excess Returns on a Stock Index
with Ray Chou, Robert F. Engle: w3643
May 1990Valuation of Variance Forecast with Simulated Option Markets
with Robert F. Engle, Che-Hsiung Hong: w3350
July 1988Performance Evaluation of Market Timers
with Stephen Gary Marks: w2640
June 1986The Valuation of Security Analysis
with Alan J. Marcus: w1958
1986Risk and Required Returns on Debt and Equity
with Zvi Bodie, Robert L. McDonald
in Financing Corporate Capital Formation, Benjamin M. Friedman, ed.
June 1985Inflation and the Role of Bonds in Investor Portfolios
with Zvi Bodie, Robert L. McDonald: w1091
How Big is the Tax Advantage to Debt?
with Alan J. Marcus, Robert L. McDonald: w1286
May 1985Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market
with Alan J. Marcus: w1614
1985Efficient Inflation Forecasts: An International Comparison
with Leonard Rosenthal: w1542
Inflation and the Role of Bonds in Investor Portfolios
with Zvi Bodie, Robert McDonald
in Corporate Capital Structures in the United States, Benjamin M. Friedman, ed.
August 1984Debt Policy and the Rate of Return Premium to Leverage
with Alan J. Marcus, Robert L. McDonald: w1439
December 1983The Forecasting Ability of Money Market Fund Managers and its Economic Value
with Young Ki Lee: w1243
Earnings and Dividend Announcements is there a Corroboration Effect?
with Young Ki Lee, Alan J. Marcus: w1248
June 1983Why Are Real Interest Rates So High?
with Zvi Bodie, Robert L. McDonald: w1141

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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