Financial Markets


  1. "The Robustness of the Black-Scholes Option Pricing Model," Investment Analyst, pp. 30-40, October 1982.
  2. "Tax Shields on Savings with Life Insurance Companies and Pension Funds in the United Kingdom," Fiscal Studies, pp. 62-74, November 1983.
  3.             "Forward Exchange Rates and 'Siegel’s Paradox'," Oxford Economic Papers, pp. 298-303, June 1985.
  4. With V. Brasse, "The Capital Structure of UK Non-Financial Companies 1966-1982," Investors in Industry, October 1984.
  5. With S. Dadashi, "The Profitability of Forward Currency Speculation by Central Banks," European Economic Review, pp. 449-456, April 1986.
  6. With V. Brasse, "Using Options to Price Maturity Guarantees," Journal of the Institute of Actuaries, pp. 151-166, June 1986.
  7. With K. Chan, "Economic Forces in the London Stock Market," Oxford Bulletin of Economics and Statistics, pp. 27-41, February 1988.