Jeo Lee

Isle of Man International Business School

Centre for Applied Research Banking Finance Financial Regulation

The University Centre

Old Castletown Road

Douglas Isle of Man, IM2 1QB

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS

266

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (12)

1.

Currency Risk and Volatility Spillover in Emerging Foreign Exchange Markets

Journal of Financial Economics (JFE), Vol. 43, No. 29-77, 1997, Journal of Finance, 2000
Number of pages: 8 Posted: 30 Jul 2010
Jeo Lee
Isle of Man International Business School
Downloads 241 (131,118)

Abstract:

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Volatility spillover, Exchange rate, Asymmetric volatility, GARCH

2.

Excess Reserves and Macroeconomic Instability

Number of pages: 29 Posted: 25 Jul 2010
Pasquale Scaramozzino and Jeo Lee
University of Rome II - Faculty of Economics and Isle of Man International Business School
Downloads 25 (508,787)

Abstract:

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International Reserves, Fiscal Deficit, Optimal Control Theory, Dynamic Linear Programming.

3.

An Empirical Survey of the Changes in the Competitiveness of Global Financial Centres

Posted: 15 Aug 2011
Jeo Lee
Isle of Man International Business School

Abstract:

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Global Financial Centre, financial services, FDI, taxation, location decisions

4.

Filters and GARCH Methods for Nonstationary Sequences and the Effect of New Exchange Rate Regime

Posted: 25 Jul 2010
Jeo Lee
Isle of Man International Business School

Abstract:

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Filter, GARCH, Volatility, Exchange Regime, Asian Crisis

5.

The Significance of Reputational Risk: New Evidence in Small Island Offshore Financial Centres

Posted: 23 Jul 2010 Last Revised: 28 Jul 2010
Jeo Lee
Isle of Man International Business School

Abstract:

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Offshore financial centre, reputational risk

6.

The Impact of Regulatory Initiatives and Cross-Border Capital Flows: Offshore Financial Centres

Posted: 29 Jun 2010
Jeo Lee
Isle of Man International Business School

Abstract:

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Capital flows, offshore financial centre, tax haven, governance, cross-section.

7.

Real and Financial Interdependencies: New Evidence for Asia, Eastern Europe and Latin America

Posted: 29 Jun 2010
Geoff Stewart and Jeo Lee
University of Southampton - Division of Economics and Isle of Man International Business School

Abstract:

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Cointegration, Contagion, Currency crises, Interdependency

8.

Amenity Pricing and Regional Variations in the Quality of Life across England and Wales

Posted: 29 Jun 2010
Geoff Stewart and Jeo Lee
University of Southampton - Division of Economics and Isle of Man International Business School

Abstract:

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Amenity prices, quality of life

9.

Implicit Amenity Prices and the Location of Retirees in England and Wales

Posted: 29 Jun 2010
Geoff Stewart and Jeo Lee
University of Southampton - Division of Economics and Isle of Man International Business School

Abstract:

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location decisions, retirees, quality of life

10.

Optimally Controlled Long-Term Stability: Bond Financed Reserves in a Small Open Economy

Posted: 29 Jun 2010
Jeo Lee and Pasquale Scaramozzino
Isle of Man International Business School and University of Rome II - Faculty of Economics

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International Reserves, Optimal Control, Fiscal Policy

11.

Asymmetric Stock Volatility and Multimarket Spillovers

Posted: 29 Jun 2010
Jeo Lee
Isle of Man International Business School

Abstract:

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Asymmetric volatility, spillover, EGARCH, Baltic, Nordic

12.

An Estimator for Risk Sharing Parameter: Operational Hedging a Transaction Currency Risk

Posted: 29 Jun 2010
Jeo Lee
Isle of Man International Business School

Abstract:

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Foreign Exchange Risk, Currency Collars, Risk Sharing Arrangements