John Maheu and Tom McCurdy, "Do high-frequency measures of volatility improve forecasts of return distributions?", Journal of Econometrics 160 (1) (2011), 69–76.
John Maheu and Tom McCurdy, "How useful are historical data for forecasting the long-run equity return distribution?", Journal of Business and Economic Statistics 27 (1) (2009), 95–112.
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.
John Maheu and Tom McCurdy, "Components of Market Risk and Return", Journal of Financial Econometrics 5 (4) (2007), 560–590.
John Maheu and Tom McCurdy, "News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns", Journal of Finance 59 (2) (2004), 755–793.
John Maheu and Tom McCurdy, "Nonlinear Features of Realized FX Volatility", Review of Economics and Statistics 84 (4) (2002), 668–681.
Tom McCurdy and Rosamund Woodhouse, "Instructional Innovation: Experiential Learning", Rotman Management Spring (2002), 21–22.
John Maheu and Tom McCurdy, "Identifying Bull and Bear Markets in Stock Returns", Journal of Business and Economic Statistics 18 (1) (2000), 100–112.
John Maheu and Tom McCurdy, "Volatility Dynamics under Duration-Dependent Mixing", Journal of Empirical Finance 7 (2000), 345–372.
Tom McCurdy and I. Morgan, "Intertemporal Risk in the Foreign Currency Futures Basis", Canadian Journal of Administrative Studies 16 (3) (1999), 172–184.
Louis Gagnon, Gregory J. Lypny, Tom McCurdy, "Hedging Foreign Currency Portfolios", Journal of Empirical Finance 5 (3) (1998), 197–220.
Nicholas Ricketts and Tom McCurdy, "An International Economy with Country-Specific Money and Productivity Growth Processes", Canadian Journal of Economics 28 (1995), 141–162.
M. Durland and Tom McCurdy, "Duration Dependent Transitions in a Markov Model of U.S. GNP Growth", Journal of Business and Economic Statistics 12 (1994), 279–288.
Julian Betts and Tom McCurdy, "Sources of Employment Growth by Occupation and Industry in Canada", Relations Industrielles 48 (2) (1993), 285–304.
Tom McCurdy and I. Morgan, "Intertemporal Risk in Foreign Currency Markets", in The Exchange Rate and the Economy (edited by Bank of Canada), Bank of Canada, Ottawa, 1993, 325–360.
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, "Evidence of Risk Premiums in Foreign Currency Futures Markets", Review of Financial Studies 5 (1) (1992), 65–83.
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.
Tom McCurdy and I. Morgan, "Single Beta Models and Currency Futures Prices", Economic Record 68 (1992), 117–129.
Tom McCurdy and T. Stengos, "A Comparison of Risk-Premium Forecasts Implied by Parametric Versus Nonparametric Conditional Mean Estimators", Journal of Econometrics 52 (1992), 225–244.
Tom McCurdy and I. Morgan, "Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity", Review of Economic Studies 58 (1991), 587–602.
Tom McCurdy, "Some Potential Job Displacements Associated with Computer-Based Automation in Canada", Technological Forecasting and Social Change 35 (1989), 299–317.
Tom McCurdy, "An Efficiency Frontier Model: An analysis of the macroeconomic implications of structural shocks", Economic Notes 17 (3) (1988), 69–94.
Tom McCurdy and I. Morgan, "Testing the martingale hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroskedasticity", Journal of Applied Econometrics 3 (1988), 187–202.
Tom McCurdy, "Some Employment, Income and Occupational Effects of Microelectronic-Based Technical Change: A multisectoral simulation for Canada", Journal of Policy Modeling 9 (2) (1987), 337–364.
Tom McCurdy and I. Morgan, "Tests of the Martingale Hypothesis for Foreign Currency Futures with Time-Varying Volatility", International Journal of Forecasting 3 (1987), 131–148.
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.
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.
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.