NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Alex Kane

Contact and additional information for this author • All publications • Working Papers only

Working Papers

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
t0075
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
August 1986Debt Policy and the Rate of Return Premium to Leverage
with Alan J. Marcus, Robert L. McDonald: w1439
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market
with Alan J. Marcus: w1614
June 1986The Valuation of Security Analysis
with Alan J. Marcus: w1958
June 1985Inflation and the Role of Bonds in Investor Portfolios
with Zvi Bodie, Robert L. McDonald: w1091
Earnings and Dividend Announcements is there a Corroboration Effect?
with Young Ki Lee, Alan J. Marcus: w1248
How Big is the Tax Advantage to Debt?
with Alan J. Marcus, Robert L. McDonald: w1286
1985Efficient Inflation Forecasts: An International Comparison
with Leonard Rosenthal: w1542
July 1984Why Are Real Interest Rates So High?
with Zvi Bodie, Robert L. McDonald: w1141
December 1983The Forecasting Ability of Money Market Fund Managers and its Economic Value
with Young Ki Lee: w1243

Contact and additional information for this author • All publications • Working Papers only

 
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