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McCurdy, Thomas H.


 SSRN Author Rank: 8,808 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
2,892
Total
Citations
238
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
1,104
(9,115)
36

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
341
(46,840)
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
279
(59,294)
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
(61,251)
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
208
(80,944)
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
138
(118,186)
9

7.  
Modeling Foreign Exchange Rates with Jumps | Show Abstract | Download |
FORECASTING IN THE PRESENCE OF STRUCTURAL BREAKS AND MODEL UNCERTAINTY, David E. Rapach, Mark E. Wohar, eds., Elsevier, Forthcoming
Accepted Paper Series
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
115
(136,721)
4

8.  
Do Jumps Contribute to the Dynamics of the Equity Premium? | Show Abstract | Download |
Journal of Financial Economics (JFE), Forthcoming, Rotman School of Management Working Paper No. 2284276
Accepted Paper Series
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 Toronto - Rotman School of Management
Posted:
25 Jun 13
82
(172,121)
 

9.  
Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth | Show Abstract | Download |
Journal of Business and Economic Statistics, Vol. 12, No. 3, pp. 279-288, July 1994
Accepted Paper Series
Durland, Michael
Bank of Nova Scotia
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
06 Oct 11
45
(236,257)
31

10.  
Hedging Foreign Currency Portfolios | Show Abstract | Download |
Journal of Empirical Finance, Vol. 5, pp. 197-220, 1998
Accepted Paper Series
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
44
(236,257)
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
44
(236,257)
69

12.  
Intertemporal Risk in the Foreign Currency Futures Basis | Show Abstract | Download |
Canadian Journal of Administrative Sciences, Vol. 16, No. 3, pp. 172-184, 1999
Accepted Paper Series
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Morgan, Ieuan G.
Queen's School of Business
Posted:
06 Oct 11
32
(264,987)
 

13.  
Single Beta Models and Currency Futures Prices | Show Abstract | Download |
Economic Record, Vol. 68, p. 117, 1992
Accepted Paper Series
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Morgan, Ieuan G.
Queen's School of Business
Posted:
29 Feb 12
26
(283,746)
2

14.  
Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity | Show Abstract | Download |
Review of Economic Studies, Vol. 58, No. 3, pp. 587-602, 1991
Accepted Paper Series
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Morgan, Ieuan G.
Queen's School of Business
Posted:
07 Oct 11
24
(290,778)
14

15.  
Tests of the Martingale Hypothesis for Foreign Currency Futures with Time-Varying Volatility | Show Abstract | Download |
International Journal of Forecasting, Vol. 3, p. 131, 1987
Accepted Paper Series
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Morgan, Ieuan G.
Queen's School of Business
Posted:
29 Feb 12
19
(309,951)
5

16.  
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Stengos, Thanasis
University of Guelph - Department of Economics
Posted:
07 Oct 11
16
(321,695)
1

17.  
Testing the Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Specification Analysis | Show Abstract | Download |
Journal of International Money and Finance, Vol. 3, p. 357, 1984
Accepted Paper Series
Gregory, Allan
Queen's University (Canada)
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
01 Mar 12
15
(325,535)
4

18.  
Sources of Employment Growth by Occupation and Industry in Canada | Show Abstract | Download |
Relations Industrielles/Industrial Relations, Vol. 48, No. 2, 1993
Accepted Paper Series
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
15
(325,535)
 

19.  
Evidence of Risk Premiums in Foreign Currency Futures Markets | Show Abstract | Download |
The Review of Financial Studies, Vol. 5, No. 1, pp.65-83, 1992
Accepted Paper Series
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Morgan, Ieuan G.
Queen's School of Business
Posted:
07 Oct 11
15
(325,535)
11

20.  
The Equity Premium Puzzle | Show Abstract | Download |
THE NEW PALGRAVE DICTIONARY OF MONEY AND FINANCE, pp. 771-773, Macmillan, 1992
Accepted Paper Series
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
14
(329,585)
1

21.  
Volatility Dynamics Under Duration-Dependent Mixing | Show Abstract | Download |
Journal of Empirical Finance, Vol. 7, 2000
Accepted Paper Series
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
9
(349,445)
6

22.  
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
29 Feb 12
8
(353,171)
 

23.  
Some Potential Job Displacements Associated with Computer-Based Automation in Canada | Show Abstract | Download |
Technological Forecasting and Social Change, Vol. 35, pp. 299-317, 1989
Accepted Paper Series
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
08 Oct 11
7
(356,961)
 

24.  
On Testing Theories of Financial Intermediary Portfolio Selection | Show Abstract | Download |
Review of Economic Studies, Vol. 47, No. 5, 1980
Accepted Paper Series
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
6
(360,647)
 

25.  
Gregory, Allan
Queen's University (Canada)
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
01 Mar 12
6
(360,647)
1

26.  
An International Economy with Country-Specific Money and Productivity Growth Processes | Show Abstract | Download |
Canadian Journal of Economics, Vol. XXVIII, pp. 141-162, 1995
Accepted Paper Series
Ricketts, Nicholas
affiliation not provided to SSRN
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
08 Oct 11
5
(364,279)
1

27.  
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Morgan, Ieuan G.
Queen's School of Business
Posted:
29 Feb 12
3
(372,337)
6

28.  
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
08 Mar 12
Last Revised:
06 Nov 12
1
(386,759)
 


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