Neville Hathaway

• A note on "cocktail" loan rates
• A simple approximation for call option pricing
• Bond financing of deficits and economic stability
• Partial takeovers as put options
• Seasonal illiguidity in Australian stocks
• Seasonals in yields in the Australian bank bill market
• Testing the Cox-Ingersoll-Ross term structure model
• The non-stationarity of share price volatility
• Zero long term YTM in the variable mean Cox-Ingersoll-Ross term structure model