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Publications of Tom McCurdy

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2011

2009

2008

  • John Maheu and Tom McCurdy, "Modeling Foreign Exchange Rates with Jumps", in Forecasting in the Presence of Structural Breaks and Model Uncertainty (edited by David E. Rapach and Mark E. Wohar), Emerald Group , UK, 2008, 449–475.

2007

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1986

  • A. Gregory and Tom McCurdy, "The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Specification Analysis with Application to France, Italy, Japan, the United Kingdom and West Germany", European Economic Review 30 (2) (1986), 365–381.

1984

  • A. Gregory and Tom McCurdy, "Testing the Unbiasedness Hypothesis in the Forward Exchange Market: A Specification Analysis", Journal of International Money and Finance 3 (1984), 357–368.

1980

  • Ernst R Berndt, Tom McCurdy, David E. Rose, "On Testing Theories of Financial Intermediary Portfolio Selection", Review of Economic Studies 47 (5) (1980), 861–873.