Home Curriculum Vitae	Volatility Endogenous Trading Volume and Momentum in Stock Return Volatility, Journal of Business and Economic Statistics, 12(2), April 1994, 253-60 (with Christopher G. Lamoureux). Forecasting Stock Return Variance: Toward an Understanding of Stochastic Implied Volatilities, Review of Financial Studies, 6(2), 1993, 293-326 (with Christopher G. Lamoureux). The Impact of Exchange Rate Volatility on International Trade: Reduced Form Estimates Using the GARCH-in-Mean Model, Journal of International Money and Finance, 12, June 1993, 298-318 (with Kenneth F. Kroner). Exchange Rate Volatility and U.S. Multilateral Trade Flows, Journal of Macroeconomics, 12(3), Summer 1990, 341-62 (with Faik Koray). Persistence-in-Variance, Structural Change and the GARCH Model, Journal of Business and Economic Statistics, 8(2), April 1990, 225-34 (with Christopher G. Lamoureux). Heteroskedasticity in Stock Return Data: Volume Versus GARCH Effects, Journal of Finance, 45(1), March 1990, 221-29 (with Christopher G. Lamoureux) Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach, Review of Economics and Statistics, 71(4), November 1989, 708-12 (with Faik Koray). Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application, Journal of Money, Credit, and Banking, 21(1), February 1989, 66-77.
Research Dynamic effects of money Volatility Empirical macro Other
Teaching Undergraduate MBA PhD