Dr. Andrew Peter CARVERHILL

Research Output

  1. 2019
  2. Online published

    Pricing and integration of credit default swap index tranches

    Carverhill, A. & Luo, D., 10 Dec 2019, In : Journal of Futures Markets.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

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  3. 2012
  4. Corporate liquidity and capital structure

    Anderson, R. W. & Carverhill, A., Mar 2012, In : Review of Financial Studies. 25, 3, p. 797-837

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)62_Review of books or of software (or similar publications/items)Not applicablepeer-review

    Scopus citations: 28
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  5. 2010
  6. Indonesia's stock market: Evolving role, growing efficiency

    Kung, J. J., Carverhill, A. P. & Mcleod, R. H., Dec 2010, In : Bulletin of Indonesian Economic Studies. 46, 3, p. 329-346

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 3
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  7. 2009
  8. The smirk in the S&P500 futures options prices: A linearized factor analysis

    Carverhill, A., Cheuk, T. H. F. & Dyrting, S., Jul 2009, In : Review of Derivatives Research. 12, 2, p. 109-139

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 3
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  9. An efficient ex-ante criterion for ranking investment strategies

    Kung, J. J. & Carverhill, A. P., 1 Apr 2009, In : Applied Mathematics and Computation. 210, 1, p. 258-268

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

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  10. 2006
  11. Jardine Matheson group's delisting from the stock exchange of Hong Kong: Evidence on international market integration/segmentation

    Carverhill, A. & Chan, A. W., Jun 2006, In : Review of Pacific Basin Financial Markets and Policies. 9, 2, p. 213-228

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 1
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  12. 2005
  13. A cointegration study of the efficiency of the US Treasury STRIPS market

    Kung, J. J. & Carverhill, A. P., 10 Apr 2005, In : Applied Economics. 37, 6, p. 695-703

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 6
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  14. 1994
  15. WHEN IS THE SHORT RATE MARKOVIAN?

    Carverhill, A., Oct 1994, In : Mathematical Finance. 4, 4, p. 305-312

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 59
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  16. 1992
  17. Global solutions of the Navier-Stokes equation with strong viscosity

    Carverhill, A. & Pedit, F. J., Jan 1992, In : Annals of Global Analysis and Geometry. 10, 3, p. 255-261

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 3
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  18. 1987
  19. Furstenberg's theorem for nonlinear stochastic systems

    Carverhill, A., Apr 1987, In : Probability Theory and Related Fields. 74, 4, p. 529-534

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 5
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  20. 1986
  21. Lyapunov exponents for a stochastic analogue of the geodesic flow

    Carverhill, A. P. & Elworthy, K. D., May 1986, In : Transactions of the American Mathematical Society. 295, 1, p. 85-105

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 3
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  22. 1983
  23. Flows of stochastic dynamical systems: The functional analytic approach

    Carverhill, A. P. & Elworthy, K. D., Jun 1983, In : Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete. 65, 2, p. 245-267

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 27
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