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Craine Roger

Обновлено: 09-12-2010
Место работы University of California, Berkeley (UC Berkeley) / Professor of Economics

Профессиональные интересы:
  • Financial Economics,
  • Debt Guarantees,
  • Inefficient Equilibria


Публикации:
  • Fairly Priced Deposit Insurance and Bank Charter Policy, Journal of Finance, 50, 1995, 1735-1747.
  • Debt Guarantees and Inefficient Equilibria, Paper based on Keynote Address for 10th Annual Economics Meeting sponsored by the Central Bank of Uruguay. Paper published in Spanish "Garantias de Deuda y Equilibrios Ineficientes" Revista de Economia (ed. Banco Central del Uruguay), 3:1, 1996, Seguda Epoca, 3-24.
  • "Trends and Random Walks", in the Encyclopedia of Business Cycles, Panics, Crises and Depressions, Garland Publishing, New York, 1997, 696-697.
  • Valuing the Futures Market Performance Guarantee, Journal of Macroeconomic Dynamics, 1997, 1, 701-719.
  • Matching the Moments: a test of three representative Agent Models, International Journal of Systems Science, 29, 1998, 1179-1188.
  • Estimating the Value of the Futures Market Potential Default Exposure, (with David Bates), Journal of Money, Credit, and Banking, 31, 1999, 248-272.
  • Estimation of a Stochastic-Volatility Jump-Diffusion Model, (with Lars Lochstoer and Knut Syrveit), 1999, forthcoming Revista de Analisis Economico.


Публикации на портале:
Учебные курсы
Домашняя страница http://emlab.berkeley.edu/users/craine/
E-mail craine@econ. berkeley.edu
Телефон 510-642-0822
Адрес University of California, Berkeley
549 Evans Hall # 3880
Berkeley, CA 94720-3880
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