Journal Article
Will increased regulation of stock index futures reduce stock market volatility?
Roberts, Dan J.; Becketti, Sean (1990-11)
Economic Review , Volume 75 , Issue Nov , Pages 33-46

Journal Article
Has financial market volatility increased?
Becketti, Sean; Sellon, Gordon H. (1989-06)
Economic Review , Volume 74 , Issue Jun , Pages 17-30

Working Paper
Exchange rates in the long run
Becketti, Sean; Joines, Douglas H.; Hakkio, Craig S. (1995)
If Purchasing Power Parity holds in the long run, then real exchange rates are mean stationary. To test this hypothesis, monthly data on bilateral real exchange rates between the United States and five countries extending back to the 1920s are calculated. The null hypothesis of mean stationarity is tested against a variety of nonstationary alternatives. Our results strongly favor mean stationarity over models that permit long-run trends in real exchange rates. The data also favor stationarity over a unit root process with no drift. We show that the realized path of the real exchange rate lies ...
Research Working Paper , Paper 95-14

Journal Article
The prepayment risk of mortgage-backed securities
Becketti, Sean (1989-02)
Economic Review , Volume 74 , Issue Feb , Pages 43-57

Working Paper
Reduced form evidence on the substitutability between bank and nonbank loans
Morris, Charles S.; Becketti, Sean (1993)
Research Working Paper , Paper 93-18

Journal Article
Does money still forecast economic activity?
Morris, Charles S.; Becketti, Sean (1992-10)
Economic Review , Volume 77 , Issue Q IV , Pages 65-77

Journal Article
Are bank loans still special?
Morris, Charles S.; Becketti, Sean (1992-07)
Economic Review , Volume 77 , Issue Q III , Pages 71-84

Conference Paper
Reduced form evidence on the substitutability between bank and nonbank loans
Morris, Charles S.; Becketti, Sean (1994)
Proceedings , Paper 51

Journal Article
Are derivatives too risky for banks?
Becketti, Sean (1993-07)
Economic Review , Volume 78 , Issue Q III , Pages 27-42

Journal Article
Understanding loan sales
Becketti, Sean (1987-04)
Financial Letters , Issue Apr