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.
Craig Burnside and Tom McCurdy, "The Equity Premium Puzzle", in The New Palgrave Dictionary of Money & Finance (edited by Peter Newman, Murray Milgate, John Eatwell), Macmillan Press, London, 1992, 771–773.
Tom McCurdy and I. Morgan, "Foreign Currency Futures Spreads and Risk Premia", in Rational Expectations and Efficiency in Futures Markets (edited by Barry A. Goss), Routledge, London, 1992, 31–51.
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.