Adam Golinski

University of York

Lecturer in Finance

Heslington

York, YO1 5DD

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

279

CITATIONS

0

Scholarly Papers (3)

1.

Long Memory Affine Term Structure Models

Number of pages: 60 Posted: 21 Mar 2011 Last Revised: 24 Jun 2015
Adam Golinski and Paolo Zaffaroni
University of York and Imperial College Business School
Downloads 156 (135,709)

Abstract:

Term structure, long memory, no arbitrage, state space

2.

Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices

Number of pages: 45 Posted: 15 Sep 2014 Last Revised: 20 Jan 2015
Adam Golinski, Joao Madeira and Dooruj Rambaccussing
University of York, University of York - Department of Economics and Related Studies and University of Dundee
Downloads 37 (318,090)

Abstract:

price-dividend ratio, persistence, fractional integration, return predictability, present-value

3.

The Advantages of Using Excess Returns to Model the Term Structure

Number of pages: 60 Posted: 07 Nov 2012 Last Revised: 20 Jan 2015
Adam Golinski and Peter Spencer
University of York and University of York
Downloads 19 (309,710)

Abstract:

term structure, Meiselman regression, forward rate revision, Wold representation, long memory