Concepedia

Michael S. Gibson

MS

31

Publications

2.7K

Citations

19

H-Index

1972

Active since

Affiliations

Federal Reserve(Current)

Federal Reserve Board of Governors

Duke University

Bank for International Settlements

University of Cincinnati

Michael S. Gibson is an author at Federal Reserve specializing in business, finance, and accounting.

Top concepts

BusinessFinanceAccountingManagementFinancial CrisisFinancial EconomicsEconomicsCapital StructureFinancial Risk ManagementStatistics

Publications per year

1972–2014

31

Publications

31

Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities

Tim Bollerslev, Michael S. Gibson, Hao Zhou · Journal of Econometrics · 2010 · 494 citations

Option Pricing, Multivariate Stochastic Volatility, Financial Economics +11

Pitfalls in Tests for Changes in Correlations

Brian H. Boyer, Michael S. Gibson, Mico Loretan · International Finance Discussion Paper · 1997 · 381 citations · Full text

Empirical Finance, Financial Risk Management, Psychology +17

Iron-Based Catalysts for the Hydrogenation of Esters to Alcohols

Sumit Chakraborty, Huiguang Dai, Papri Bhattacharya et al. · Journal of the American Chemical Society · 2014 · 337 citations

Iron-based Catalysts, Chemical Engineering, Precious Metals +11

Is Corporate Governance Ineffective in Emerging Markets?

Michael S. Gibson · Journal of Financial and Quantitative Analysis · 2003 · 330 citations

Emerging Market, Corporate Governance Ineffective, Ceo Turnover +11

Can Bank Health Affect Investment? Evidence from Japan

Michael S. Gibson · The Journal of Business · 1995 · 190 citations · Full text

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