Welcome to Ken Smith's home page

Education

Ph.D., University of California, Riverside, 1981
M.A., University of South Florida, 1976
M.S., Indiana State University, 1973
B.S., Indiana State University, 1972

Courses Taught

Commercial Banking
Investments
Business Finance
Management of Financial Institutions
Money & Banking

Selected Journal Articles

"Forecasting Changes in Copper Futures Volatility with GARCH Models Using an Iterated Algorithm,” Review of Quantitative Finance and Accounting (Forthcoming.)

"Government Bond Market Seasonality, Diversification, and Cointegration: International Evidence," Journal of Financial Research, 2002.

"A Comparison of Pre- and Post-1987 Crash Frequency Domain Analysis Among Pacific Rim Market,s" Journal of Multinational Financial Management, 2001.

"Major World Equity Market Interdependence: Evidence From Cross Spectral Analysis," Journal of Business Finance and Accounting, 1999.

"Detecting and Modeling Volatility in the Copper Futures Market," co-authored, Journal of Futures Markets, 1999.

"Autoregressive Length and the Power of Tests for Cointegration," co-authored, Advances in Quantitative Analysis of Finance and Accounting, 1996.

"An Analysis of World Capital Market Return/Risk Ratios," co-authored, Managerial Finance, 1995.

"Earnings Forecast Errors: A Decomposition Application," co-authored, Journal of Business Forecasting, 1994.

"Regularities in International Equity Market Data: Tests of Granger Causality," co-authored, Applied Financial Economics, 1993.

"A Cyclical Analysis of Key U.S. Aggregates During a Period of Macroeconomic Stability: 1953-1965," co-authored, Applied Economics, 1991.

"Professional Forecast Error as a Function of a Variable Forecast Horizon: A Decomposition Analysis," co-authored, International Journal of Forecasting, 1991.

"The Brazilian Default Announcement and the Contagion Effect Hypothesis," co-authored, Journal of Banking and Finance, 1991.

"Tests on the Rationality of Professional Business Forecasters with Changing Forecast Horizons," co-authored, Quarterly Journal of Business and Economics, 1991.

"Velocity and the Variability of Money Growth: Contrary Evidence from Granger Causality Tests," co-authored, Journal of Money, Credit, and Banking, 1989.

"Individual Versus Group Spot Price Forecasts: A Survey of Relative Accuracy Within the Petroleum Industry," co-authored, Managerial and Decision Economics, 1989.

"Real, Nominal, and Price Adjustment in Generalized Models of Money Demand," Quarterly Journal of Business and Economics, 1986.

"Bank Credit, Debt, Income, and Causality: The Sims Test on Measures of Credit," Economics Letters, 1984.