Tina T Swan

SUNY Buffalo State

1300 Elmwood Ave

Buffalo, NY 14222

United States

SCHOLARLY PAPERS

11

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Scholarly Papers (11)

1.

Dynamic Risk Factors and the Intertemporal Capital Asset Pricing

Posted: 25 Mar 2019
Tina T Swan
SUNY Buffalo State

Abstract:

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Intertemporal Capital Asset Pricing Model; Term Structure; Risk Factor

2.

On the Relationship between Stochastic Volatility and Liquidity Risk Premium

Posted: 09 Aug 2018 Last Revised: 09 Oct 2018
Tina T Swan
SUNY Buffalo State

Abstract:

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Stochastic Volatility, Liquidity Risk, Bayesian Filter

3.

A New Approach to Importance Sampling in Taylor's Stochastic Volatility Model

Communications in Statistics — Simulation and Computation, Vol. 43(3), 2014
Posted: 18 Apr 2018 Last Revised: 25 Mar 2019
Tina T Swan, Bruce Q Sun and Xinfu Chen
SUNY Buffalo State, State University of New York (SUNY) and University of Pittsburgh

Abstract:

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Importance Sampling, Monte Carlo, Stochastic Volatility

4.

The Excess Volatility in Foreign Exchange Risk Premium and the Forward Rate Bias

Posted: 16 Apr 2018 Last Revised: 25 Mar 2019
Tina T Swan, Bruce Q Sun and Robert Savickas
SUNY Buffalo State, State University of New York (SUNY) and George Washington University - School of Business - Department of Finance

Abstract:

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Risk Premium, Forward Bias, Gray Rhino, Term Structure, Global Factor

5.

An Exploration of New Internet Measurement on International Trade: Does Population Also Matter?

Posted: 16 Apr 2018 Last Revised: 09 Oct 2018
Tina T Swan and Bruce Q Sun
SUNY Buffalo State and State University of New York (SUNY)

Abstract:

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Internet; International Trade; Population; Elasticity.

6.

Theoretical and Empirical Analysis of Common Factors in a Term Structure Model

Cambridge Scholars Publishing (2009) ISBN: 978-1-4438-1311-2
Posted: 02 Apr 2018 Last Revised: 09 Oct 2018
Tina T Swan
SUNY Buffalo State

Abstract:

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Term Structure, Common Factor, Principal Component, Copula, Yield-to-Maturity

7.

The Impact of the Internet on Global Industry: New Evidence of Internet Measurement

Research in International Business and Finance, Volume 37, May 2016, Pages 93-112
Posted: 01 Apr 2018 Last Revised: 19 May 2018
Tina T Swan and Bruce Q Sun
SUNY Buffalo State and State University of New York (SUNY)

Abstract:

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Internet; Distance; Globalization; Gravity Equation

8.

Re-Specification of Affine Term Structure Models: The Linkage to Empirical Investigations

Applied Mathematical Finance, Vol. 21, No. 6, 2014
Posted: 01 Apr 2018 Last Revised: 09 Oct 2018
Tina T Swan, Bruce Q Sun and Xinfu Chen
SUNY Buffalo State, State University of New York (SUNY) and University of Pittsburgh

Abstract:

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Term Structure; Affine Model; Black-Scholes; Principal Component; Bond Yield

9.

The Investigation of Dependence Between the Internet Measurement and Globalization

Posted: 26 Mar 2018 Last Revised: 19 May 2018
Bruce Q Sun and Tina T Swan
State University of New York (SUNY) and SUNY Buffalo State

Abstract:

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Internet, Distance, Globalization, Gravity Equation, Copula

10.

Looking at the Taxation Effect on Cross-State Smuggling Using Rational Addiction Models

Posted: 26 Mar 2018 Last Revised: 19 May 2018
Tina T Swan and Bruce Q Sun
SUNY Buffalo State and State University of New York (SUNY)

Abstract:

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Taxation; Smuggling; Rational Addiction; Neighboring Price

11.

Term Structure Models and the Risk Premium

Midwest Finance Association 2012 Annual Meetings Paper
Posted: 28 Sep 2011 Last Revised: 25 Mar 2019
Tina T Swan
SUNY Buffalo State

Abstract:

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Term Structure, Forward Premium, Exchange Rate, Affine Model, Global Factor