Julieta M. Frank, Ph.D.
Affiliations: | 2008 | University of Illinois, Urbana-Champaign, Urbana-Champaign, IL |
Area:
Agricultural Economics, Marketing Business Administration, FinanceGoogle:
"Julieta Frank"Parents
Sign in to add mentor| Philip Garcia | grad student | 2008 | UIUC | |
| (Implied transaction costs in agricultural futures markets.) | ||||
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Publications
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| Arzandeh M, Frank J. (2019) Price Discovery in Agricultural Futures Markets: Should We Look beyond the Best Bid‐Ask Spread? American Journal of Agricultural Economics. 101: 1482-1498 |
| Thavaneswaran A, Paseka A, Frank J. (2019) Generalized value at risk forecasting Communications in Statistics-Theory and Methods. 1-8 |
| Thavaneswaran A, Appadoo SS, Frank J. (2013) Binary option pricing using fuzzy numbers Applied Mathematics Letters. 26: 65-72 |
| Thavaneswaran A, Liang Y, Frank J. (2012) Inference for random coefficient volatility models Statistics & Probability Letters. 82: 2086-2090 |
| Frank JM. (2011) Do credit card users systematically underestimate their interest rates? Evidence from the survey of consumer finances Journal of Public Policy and Marketing. 30: 133-139 |
| Frank J, Garcia P. (2011) Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches Agricultural Economics. 42: 131-140 |
| Frank J, Garcia P. (2011) Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets American Journal of Agricultural Economics. 93: 209-225 |
| Frank JM. (2010) Why free markets can sometimes turn into "peacock markets": The evolution of credit cards Journal of Economic Issues. 44: 325-335 |
| Frank J, Garcia P. (2009) Time-varying risk premium: further evidence in agricultural futures markets Applied Economics. 41: 715-725 |
| Frank JM, Carlisle-Frank P. (2009) The role of relationships in labor markets for the popular arts and its impact on product quality Journal of Socio-Economics. 38: 384-390 |