NBER Publications by Alex Kane
Working Papers and Chapters
| November 1993 | Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts
with Robert F. Engle, Jaesun Noh: w4519
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| A Test of Efficiency for the S&P Index Option Market Using Variance Forecasts
with Jaesun Noh, Robert F. Engle: w4520
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| August 1991 | The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds
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| March 1991 | Measuring Risk Aversion From Excess Returns on a Stock Index
with Ray Chou, Robert F. Engle: w3643
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| May 1990 | Valuation of Variance Forecast with Simulated Option Markets
with Robert F. Engle, Che-Hsiung Hong: w3350
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| July 1988 | Performance Evaluation of Market Timers
with Stephen Gary Marks: w2640
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| August 1986 | Debt Policy and the Rate of Return Premium to Leverage
with Alan J. Marcus, Robert L. McDonald: w1439
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| Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market
with Alan J. Marcus: w1614
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| June 1986 | The Valuation of Security Analysis
with Alan J. Marcus: w1958
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| 1986 | Risk and Required Returns on Debt and Equity
with Zvi Bodie, Robert L. McDonald
in Financing Corporate Capital Formation, Benjamin M. Friedman, ed.
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| June 1985 | Inflation and the Role of Bonds in Investor Portfolios
with Zvi Bodie, Robert L. McDonald: w1091
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| Earnings and Dividend Announcements is there a Corroboration Effect?
with Young Ki Lee, Alan J. Marcus: w1248
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| How Big is the Tax Advantage to Debt?
with Alan J. Marcus, Robert L. McDonald: w1286
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| 1985 | Efficient Inflation Forecasts: An International Comparison
with Leonard Rosenthal: w1542
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| 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.
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| July 1984 | Why Are Real Interest Rates So High?
with Zvi Bodie, Robert L. McDonald: w1141
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| December 1983 | The Forecasting Ability of Money Market Fund Managers and its Economic Value
with Young Ki Lee: w1243
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Additional information about this author |
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Meetings
Recent Meetings
Summer Institute
Schedules and selected papers (in preliminary form) from past NBER Summer Institutes are available:
(
2009 )
(
2008 )
(
2007 )
(
earlier ) (
Econometrics Lectures )
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James Poterba is President of the National Bureau of Economic Research.
He is also the Mitsui Professor of Economics at M.I.T.
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