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Publications by Mark B. Shackleton

Asymmetric Effects of Volatility Risk on Stock Returns: Evidence From VIX and VIX Futures

Journal of Futures Markets

English

Continuous Workout Mortgages

SSRN Electronic Journal

English

Distinguishing Short and Long Memory Volatility Specifications

Econometrics Journal

English

Smooth Pasting as Rate of Return Equalization

Economics Letters

English

Participating Mortgages and the Efficiency of Financial Intermediation

SSRN Electronic Journal

English

Participating Mortgages and the Efficiency of Financial Intermediation

SSRN Electronic Journal

English