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Ieuan G. Morgan

Affiliations: 
Queen's University, Canada, Kingston, Ontario, Canada 
Area:
Finance
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"Ieuan Morgan"
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Shafiq K. Ebrahim grad student 2000 Queen's University, Canada
Zengxiang Wang grad student 2003 Queen's University, Canada

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Publications

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McCurdy TH, Morgan IG. (2009) Intertemporal Risk in the Foreign Currency Futures Basis Canadian Journal of Administrative Sciences-Revue Canadienne Des Sciences De L Administration. 16: 172-184
Beaulieu M, Ebrahim SK, Morgan IG. (2003) Does tick size influence price discovery? Evidence from the Toronto Stock Exchange Journal of Futures Markets. 23: 49-66
Morgan IG, Trevor RG. (1999) Limit Moves as Censored Observations of Equilibrium Futures Price in GARCH Processes Journal of Business & Economic Statistics. 17: 397-408
Morgan IG, Neave EH. (1993) A Discrete Time Model for Pricing Treasury Bills, Forward, and Futures Contracts * Astin Bulletin. 23: 3-22
Morgan IG, Neave EH. (1993) A discrete time model for pricing treasury bills, forward, and futures contracts. Insurance Mathematics & Economics. 13: 168
Morgan IG, Neave EH. (1993) A mean reverting process for pricing treasury bills and futures contracts Applied Stochastic Models and Data Analysis. 9: 341-361
McCurdy TH, Morgan IG. (1992) Single Beta Models and Currency Futures Prices Economic Record. 68: 117-129
McCurdy TH, Morgan IG. (1992) Evidence of Risk Premiums in Foreign Currency Futures Markets Review of Financial Studies. 5: 65-83
McCurdy TH, Morgan IG. (1991) Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity The Review of Economic Studies. 58: 587-602
McCurdy TH, Morgan IG. (1988) Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroscedasticity Journal of Applied Econometrics. 3: 187-202
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