Booth G. Geoffrey

G. Geoffrey Booth

Information about the author G. Geoffrey Booth will soon be added to the site.
Found 8 papers in total
The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting
The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting
1998
Recent defaults and large financial losses attributed to derivative security investing...
Common volatility in major stock index futures markets
Common volatility in major stock index futures markets
1996
The main objective of this paper is to investigate whether the US, UK and Japanese...
Intraday volatility in international stock index futures markets: Meteor showers or heat waves?
Intraday volatility in international stock index futures markets: Meteor showers or heat waves?
1997
The international transmission of intraday price volatility among the United States,...
Prudent margin levels in the Finnish stock index futures market
Prudent margin levels in the Finnish stock index futures market
1997
Futures market officials are confronted with the difficult task of setting appropriate...
An interest rate risk management model for commercial banks
An interest rate risk management model for commercial banks
1994
This paper develops a goal programming model to assist a commercial bank in managing...
Nonlinear dependence in Finnish stock returns
Nonlinear dependence in Finnish stock returns
1994
Past research into the evolution of Finnish stock returns focuses on modeling linear...
Stochastic modeling of security returns: Evidence from the Helsinki Stock Exchange
Stochastic modeling of security returns: Evidence from the Helsinki Stock Exchange
1992
This paper documents the presence of linear and nonlinear dependencies in Finnish...
Managing interest-rate risk in banking institutions
Managing interest-rate risk in banking institutions
1989
This paper develops and employs a multiperiod goal programming model to examine the...
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