John Theal

Banque Centrale du Luxembourg

2 Boulevard Royal

Luxemburg, L-2983

Luxembourg

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SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

On the Lease Rate, Convenience Yield and Speculative Effects in the Gold Futures Market

Swiss Finance Institute Research Paper No. 09-07

Number of pages: 36 Posted: 21 Mar 2009 Last Revised: 06 Sep 2010

Giovanni Barone-Adesi, Hélyette Geman and John Theal

University of Lugano, University of London - Economics, Mathematics and Statistics and Banque Centrale du Luxembourg

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Citation 4

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2.

An MVAR Framework to Capture Extreme Events in Macro-Prudential Stress Tests

ECB Working Paper No. 1464

Number of pages: 46 Posted: 05 Sep 2012

Paolo Guarda, Abdelaziz Rouabah and John Theal

Banque Centrale du Luxembourg, Banque Centrale du Luxembourg and Banque Centrale du Luxembourg

Downloads 91 (477,426)

Citation 3

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3.

Barrier Option Pricing Using Adjusted Transition Probabilities

https://doi.org/10.3905/JOD.2008.16.2.036, Swiss Finance Institute Research Paper No. 07-02

Posted: 22 Feb 2007

Giovanni Barone-Adesi, Nicola Fusari and John Theal

University of Lugano, Johns Hopkins University - Carey Business School and Banque Centrale du Luxembourg

Abstract:

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