J. Urrutia

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Analysis and Prediction of Insolvency in the Property-Liability Insurance Industry: A Comparison of Logit and Hazard Models

S. Lee, J. Urrutia, Suk Hun Lee, 1996 .

The International Crash of October 1987: Causality Tests

A. Malliaris, J. Urrutia, 1992, Journal of Financial and Quantitative Analysis.

The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a Hedge: Evidence from foreign currency futures

Anastasios Malliaris, A. Malliaris, J. Urrutia, 1991 .

Short-term and long-term linkages among the Colombian capital market indexes

J. Urrutia, H. Arbeláez, N. Abbas, 2001 .

The impact of the persian gulf crisis on the prices of LDCs' loans

S. Lee, J. Urrutia, H. Sung, 1996 .

Linkages between agricultural commodity futures contracts

Anastasios Malliaris, A. Malliaris, J. Urrutia, 1996 .

The Equilibrium Insurance Price and Underwriting Return in a Capital Market Setting

R. C. Witt, J. Urrutia, Soichiro Moridaira, 1992 .

Variance ratio tests of random walk for foreign exchange rates

J. Urrutia, Jorge L. Urrutia, 1992 .

Nonlinearity and Low Deterministic Chaotic Behavior in Insurance Portfolio Stock Returns

J. Urrutia, J. Vu, Paul L. Gronewoller, 2002 .

Empirical Evidence of Nonlinearity and Chaos in the Returns of American Depository Receipts

J. Urrutia, J. Vu, 2006 .

Weekly Expected Credit Spreads in Latin-American Brady Bonds

I. Mathur, J. Urrutia, F. Parisi, 2005 .

Managing the Interest Rate Risk Exposure of Insurance Companies

J. Urrutia, 1990 .

TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS

J. Urrutia, Jorge L. Urrutia, 1995 .

The behavior of secondary market prices of LDC syndicated loans

S. Lee, J. Urrutia, H. Sung, 1996 .

A Comparative Economic Analysis of Tort Liability and No-Fault Compensation Systems in Automobile Insurance

R. C. Witt, J. Urrutia, 1983 .

Is It Good or Bad to Make the Cover of Business Week

J. Urrutia, J. Vu, 1999 .

Price Competition, Regulation, and Systematic Underwriting Risk in Automobile Insurance

R. C. Witt, J. Urrutia, 1983 .

Financial pricing models and competitive underwriting returns for the insurance industry

J. Urrutia, 1987 .

The Capital Asset Pricing Model and the Determination of Fair Underwriting Returns for the Property-Liability Insurance Industry

J. Urrutia, 1986 .

Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies

A. Malliaris, J. Urrutia, 1991 .

An empirical investigation among real, monetary and financial variables

A. Malliaris, J. Urrutia, 1991 .

Volume and price relationships: Hypotheses and testing for agricultural futures

A. Malliaris, J. Urrutia, 1998 .

Equity And Oil Markets Under External Shocks

A. Malliaris, J. Urrutia, 2005 .

Economic determinants of trading volume in futures markets

A. Malliaris, J. Urrutia, 1991 .