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McCurdy, Thomas H.


 SSRN Author Rank: 9,489 by Downloads
 Professor
 

University of Toronto - Rotman School of Management


 105 St. George Street
 Toronto, Ontario M5S 3E6
 Canada
 416-978-3425 (Phone)
 416-971-3048 (Fax)
 HOME PAGE: http://www-2.rotman.utoronto.ca/~tmccurdy
 email address
 Associate Fellow
 

Center for Interuniversity Research and Analysis on Organization (CIRANO)


 2020 rue University, 25th floor
 Montreal H3C 3J7, Quebec
 Canada

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. McCurdy, Thomas H.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,086
Total
Citations
240
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
19 Feb 99
Last Revised:
06 Jun 02
1,117
(10,561)
37

2.   Incl. Electronic Paper
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
24 Jul 01
Last Revised:
02 Mar 12
344
(53,835)
17

3.   Incl. Electronic Paper
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
27 Jun 07
Last Revised:
02 Mar 12
291
(65,287)
7

4.   Incl. Electronic Paper
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
28 Jun 07
Last Revised:
06 Nov 12
271
(70,577)
5

5.   Incl. Electronic Paper
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Song, Yong
University of Technology Sydney (UTS) - Centre for the Study of Choice
Posted:
06 Oct 11
Last Revised:
17 Jan 13
257
(74,669)
3

6.   Incl. Electronic Paper
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
01 Sep 08
Last Revised:
05 Oct 11
139
(134,182)
10

7.  
Modeling Foreign Exchange Rates with Jumps | Show Abstract | Download This Paper | Open PDF in Browser |
FORECASTING IN THE PRESENCE OF STRUCTURAL BREAKS AND MODEL UNCERTAINTY, David E. Rapach, Mark E. Wohar, eds., Elsevier, Forthcoming
Number of Pages in PDF File: 34
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
28 Jun 07
127
(144,394)
4

8.  
Do Jumps Contribute to the Dynamics of the Equity Premium? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics (JFE), Forthcoming, Rotman School of Management Working Paper No. 2284276
Number of Pages in PDF File: 48
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Zhao, Xiaofei
University of Texas at Dallas - Jindal School of Management
Posted:
25 Jun 13
105
(166,403)
 

9.  
Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Business and Economic Statistics, Vol. 12, No. 3, pp. 279-288, July 1994
Number of Pages in PDF File: 11
Durland, Michael
Bank of Nova Scotia
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
06 Oct 11
63
(227,455)
31

10.  
Hedging Foreign Currency Portfolios | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Empirical Finance, Vol. 5, pp. 197-220, 1998
Number of Pages in PDF File: 24
Gagnon, Louis
Queen's University (Canada) - School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Lypny, Greg
Concordia University, Quebec - John Molson School of Business
Posted:
27 Sep 04
Last Revised:
02 Mar 12
60
(233,288)
5

11.   Incl. Electronic Paper
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
31 Jul 03
Last Revised:
05 Oct 11
46
(263,561)
68

12.  
Single Beta Models and Currency Futures Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Economic Record, Vol. 68, p. 117, 1992
Number of Pages in PDF File: 13
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Morgan, Ieuan G.
Queen's School of Business
Posted:
29 Feb 12
33
(298,767)
2

13.  
Intertemporal Risk in the Foreign Currency Futures Basis | Show Abstract | Download This Paper | Open PDF in Browser |
Canadian Journal of Administrative Sciences, Vol. 16, No. 3, pp. 172-184, 1999
Number of Pages in PDF File: 13
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Morgan, Ieuan G.
Queen's School of Business
Posted:
06 Oct 11
32
(301,789)
 

14.  
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Morgan, Ieuan G.
Queen's School of Business
Posted:
29 Feb 12
25
(326,891)
5

15.  
Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Economic Studies, Vol. 58, No. 3, pp. 587-602, 1991
Number of Pages in PDF File: 17
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Morgan, Ieuan G.
Queen's School of Business
Posted:
07 Oct 11
25
(326,891)
14

16.  
The Equity Premium Puzzle | Show Abstract | Download This Paper | Open PDF in Browser |
THE NEW PALGRAVE DICTIONARY OF MONEY AND FINANCE, pp. 771-773, Macmillan, 1992
Number of Pages in PDF File: 4
Burnside, A. Craig
Duke University - Department of Economics
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
07 Mar 12
Last Revised:
06 Nov 12
22
(339,541)
1

17.  
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Stengos, Thanasis
University of Guelph - Department of Economics
Posted:
07 Oct 11
21
(343,868)
1

18.  
Evidence of Risk Premiums in Foreign Currency Futures Markets | Show Abstract | Download This Paper | Open PDF in Browser |
The Review of Financial Studies, Vol. 5, No. 1, pp.65-83, 1992
Number of Pages in PDF File: 19
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Morgan, Ieuan G.
Queen's School of Business
Posted:
07 Oct 11
18
(357,095)
11

19.  
Testing the Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Specification Analysis | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of International Money and Finance, Vol. 3, p. 357, 1984
Number of Pages in PDF File: 12
Gregory, Allan
Queen's University
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
01 Mar 12
17
(361,564)
4

20.  
Sources of Employment Growth by Occupation and Industry in Canada | Show Abstract | Download This Paper | Open PDF in Browser |
Relations Industrielles/Industrial Relations, Vol. 48, No. 2, 1993
Number of Pages in PDF File: 20
Betts, Julian R.
University of California, San Diego (UCSD) - Department of Economics
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
07 Oct 11
16
(365,864)
 

21.  
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Morgan, Ieuan G.
Queen's School of Business
Posted:
29 Feb 12
10
(393,329)
6

22.  
Volatility Dynamics Under Duration-Dependent Mixing | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Empirical Finance, Vol. 7, 2000
Number of Pages in PDF File: 28
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
18 Apr 02
Last Revised:
02 Mar 12
10
(393,329)
7

23.  
On Testing Theories of Financial Intermediary Portfolio Selection | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Economic Studies, Vol. 47, No. 5, 1980
Number of Pages in PDF File: 14
Berndt, Ernst R.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Rose, David
International Monetary Fund (IMF)
Posted:
08 Mar 12
Last Revised:
06 Nov 12
9
(397,678)
 

24.  
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
29 Feb 12
8
(401,904)
 

25.  
Gregory, Allan
Queen's University
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
01 Mar 12
7
(406,007)
1

26.  
Some Potential Job Displacements Associated with Computer-Based Automation in Canada | Show Abstract | Download This Paper | Open PDF in Browser |
Technological Forecasting and Social Change, Vol. 35, pp. 299-317, 1989
Number of Pages in PDF File: 19
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
08 Oct 11
7
(406,007)
 

27.  
An International Economy with Country-Specific Money and Productivity Growth Processes | Show Abstract | Download This Paper | Open PDF in Browser |
Canadian Journal of Economics, Vol. XXVIII, pp. 141-162, 1995
Number of Pages in PDF File: 23
Ricketts, Nicholas
affiliation not provided to SSRN
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
08 Oct 11
5
(414,345)
1

28.  
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
08 Mar 12
Last Revised:
06 Nov 12
1
(438,031)
 


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