Lorne Switzer

Lorne Switzer

Concordia University Montréal - Montréal / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 606613
Université Concordia
person_outline Lorne Switzer's MOST POPULAR ARTICLES
1-) Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A noteTH Park, LN SwitzerThe Journal of Futures Markets (1986-1998) 15 (1), 61, 19953421995
2-) The stock market\'s valuation of R&D spending and market concentrationJ Doukas, L SwitzerJournal of Economics and Business 44 (2), 95-114, 19922911992
3-) Time-varying distributions and the optimal hedge ratios for stock index futuresTH Park, LN SwitzerApplied Financial Economics 5 (3), 131-137, 19951781995
4-) Default risk estimation, bank credit risk, and corporate governanceLN Switzer, J WangFinancial Markets, Institutions & Instruments 22 (2), 91-112, 20131402013
5-) Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures marketsLN Switzer, M El‐KhouryJournal of Futures Markets: Futures, Options, and Other Derivative Products …, 20071262007