Other Publications
Welcome to our Publications web page. In addition to our MAFC Papers, we have publications listed since 1997.
1997 1998 1999 2000 2001 2002 2003 2004 2005 2006
2006
Sheedy, Elizabeth* “Corporate risk management in Hong Kong and Singapore”, Managerial Finance, Vol 32 (#2)
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2004
March, Catriona* "Simple Exotics", Chapter I.B.9 in Sheedy, Elizabeth and Alexander, Carol (eds) The Professional Risk Manager’s Handbook: A Guide to Current Theory and Best Practices, available at www.prmia.org
McCracken*, Sheelagh & Everett, Anna Banking and Financial Institutions Law, Lawbook Co, Sydney, Australia (6th edition)
McCracken*, Sheelagh & Boxall, Andrew Guarantees and Indemnities Halsbury's Laws of Australia, Vol 14 (3rd edition), Butterworths, Sydney, Australia
Sheedy, Elizabeth* & Alexander, Carol (eds) The Professional Risk Manager’s Handbook: A Guide to Current Theory and Best Practices, available at www.prmia.org
Sheedy Elizabeth* & Alexander, Carol “Advanced VaR Models”, Chapter III.A.3 in Sheedy, Elizabeth and Alexander, Carol (eds) The Professional Risk Manager’s Handbook: A Guide to Current Theory and Best Practices, available at www.prmia.org
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2001
Everett, Dianne & McCracken*, Sheelagh Banking and Financial Institutions Law, Lawbook Co, Sydney, Australia (5th edition by Sheelagh McCracken)
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2000
McCracken*, Sheelagh and Boxall, Andrew "Guarantees and Indemnities" Halsbury's Laws of Australia, Vol 14, Butterworths, Sydney, Australia
Sheedy*, Elizabeth and Trevor*, Robert "Evaluating the Risk of Portfolios with Options", pp 1-18 in Lee, Cheng-Few, Advances in Investment Analysis and Portfolio Management, Volume 7, JAI Press, Stamford, USA
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1999
Adams*, Don "Why Corporations Should Hedge", ASX Perspective, 4th quarter, pp 29-32
Morgan, Ieuan and Trevor*, Robert "Limit Moves as Censored Observations of Equilibrium Futures Price in GARCH Processes", Journal of Business & Economic Statistics, Vol 17, pp 397-408
Ritchken*, Peter and Trevor*, Robert "Pricing Options under Generalized GARCH and Stochastic Volatility Processes", Journal of Finance, Vol 54, pp 377-402
Sheedy*, Elizabeth "Agency Risk: The Forgotten Element in Financial Risk Management", Economic Papers, Vol 18, pp 80-91
Sheedy*, Elizabeth and Trevor*, Robert "Evaluating The Risk of Portfolios with Options", Journal of Risk, Vol 2, pp 71-91
Sheedy*, Elizabeth, Trevor*, Robert and Wood, Justin "Asset Allocation Decisions when Risk is Changing", The Journal of Financial Research, Vol 22, No. 3, pp 301-315
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1998
McCracken*, Sheelagh and Everett, Dianne Finance and Security: Cases and Materials, Butterworths, Sydney
McCracken*, Sheelagh The Banker's Remedy of Set-Off, 2nd ed, Butterworths, London
Sheedy*, Elizabeth "Correlation in Currency Markets: A Risk-Adjusted Perspective", Journal of International Financial Markets, Institutions & Money, Vol 8, pp 59-82
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1997
Allan*, Richard "Inside the Corporate Treasury", pp 77-96 in Sheedy, Elizabeth and McCracken, Sheelagh, Derivatives: The Risks that Remain, Allen Unwin, St Leonards, Australia
Allan*, Richard and Jameson*, Kevin "Case Studies: Catalysts of Change", pp 34-54 in Sheedy, Elizabeth and McCracken, Sheelagh, Derivatives: The Risks that Remain, Allen Unwin, St Leonards, Australia
D'Angelo*, Nuncio and Dow, Sarah "Focusing on Regulation", pp 259-297 in Sheedy, Elizabeth and McCracken, Sheelagh, Derivatives: The Risks that Remain, Allen Unwin, St Leonards, Australia
Humphrey*, Peter "Introducing the Middle Office", pp 231-258 in Sheedy, Elizabeth and McCracken, Sheelagh, Derivatives: The Risks that Remain, Allen Unwin, St Leonards, Australia
Jameson*, Kevin "Developing Derivatives Products", pp 298-33 in Sheedy, Elizabeth and McCracken, Sheelagh, Derivatives: The Risks that Remain, Allen Unwin, St Leonards, Australia1
Jarratt*, John "Allocating Capital", pp 197-230 in Sheedy, Elizabeth and McCracken, Sheelagh, Derivatives: The Risks that Remain, Allen Unwin, St Leonards, Australia
Lynch*, David "Growth in Asia-Pacific Markets", pp 3-33 in Sheedy, Elizabeth and McCracken, Sheelagh, Derivatives: The Risks that Remain, Allen Unwin, St Leonards, Australia
McCracken*, Sheelagh "Confronting the Legal Dimension", pp 155-193 in Sheedy, Elizabeth and McCracken, Sheelagh, Derivatives: The Risks that Remain, Allen Unwin, St Leonards, Australia
McCracken*, Sheelagh(co-author) Banking and Financial Institutions Law, 4th ed, LBC Information Services, Sydney
Morley*, Max "At the Dealing Desk", pp 55-76 in Sheedy, Elizabeth and McCracken, Sheelagh, Derivatives: The Risks that Remain, Allen Unwin, St Leonards, Australia
Sheedy*, Elizabeth "Within the Institutions", pp 97-127 in Sheedy, Elizabeth and McCracken, Sheelagh, Derivatives: The Risks that Remain, Allen Unwin, St Leonards, Australia
Sheedy*, Elizabeth "Changing Marketing Relationships", Chapter 6 in Sheedy, Elizabeth and McCracken, Sheelagh, Derivatives: The Risks that Remain, Allen Unwin, St Leonards, Australia
Sheedy*, Elizabeth "Conclusion: The Risks that Remain", pp 332-341 in Sheedy, Elizabeth and McCracken, Sheelagh, Derivatives: The Risks that Remain, Allen Unwin, St Leonards, Australia
Sheedy*, Elizabeth "Is Correlation Constant After All?" in Suchard, J., Esho, N. and Moreau, A (1997) Tenth Australasian Finance and Banking Conference: Refereed Proceedings, School of Banking and Finance, University of New South Wales, Kensington, Australia
Sheedy*, Elizabeth "Marketing Derivatives: a question of trust", International Journal of Bank Marketing, Vol 15, pp 22-31
Sheedy*, Elizabeth and McCracken*, Sheelagh (eds) Derivatives: The Risks that Remain, Allen Unwin, St Leonards, Australia
Sheedy*, Elizabeth and Trevor*, Robert "RISK: The Moving Target. Why some measures are better than others", The Journal of the Securities Institute of Australia (JASSA), Vol 2, pp 31-35
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