| Catastrophe futures: A better hedge for insurers SP D'arcy, VG France Journal of Risk and Insurance, 575-600, 1992 | 125 | 1992 |
| A review of regulatory mechanisms to control the volatility of prices VG France, L Kodres, JT Moser Federal Reserve Bank of Chicago Economic Perspectives 18 (9), 15-26, 1994 | 43 | 1994 |
| An analysis of the profiles and motivations of habitual commodity speculators WB Canoles, S Thompson, S Irwin, VG France Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1998 | 32 | 1998 |
| Opportunity cost and prudentiality: An analysis of futures clearinghouse behavior HL Baer, VG France, JT Moser World Bank Publications, 1994 | 32 | 1994 |
| Kalman filter estimation for valuing nontrading securities, with applications to the MMI cash-future spread on October 19 and 20, 1987 GW Bassett, VG France, SR Pliska Review of Quantitative Finance and Accounting 1, 135-151, 1991 | 22 | 1991 |
| Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings HL Baer, VG France, JT Moser Research in Finance, 201-227, 2005 | 19 | 2005 |
| Catastrophe insurance futures SP D'Arcy, VG France College of Commerce and Business Administration, Bureau of Economic and …, 1993 | 17 | 1993 |
| Pricing Catastrophe Risk: Could Cat Futures Have Coped Andrew?. S D'Arcy, VG France, RW Gorvett University of Illinois at Urbana-Champaign, 1996 | 12 | 1996 |
| What does a clearinghouse do? H Baer, VG France, JT Moser Derivatives Quarterly 1 (3), 39-46, 1995 | 9 | 1995 |
| Opportunity Cost and Prudentiality: A Model of Futures Clearinghouse Behavior H Baer, VG France, JT Moser Federal Reserve Bank of Chicago working paper, 1998 | 8 | 1998 |
| Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior HL Baer, VG France, JT Moser BEBR faculty working paper; no. 93-0142, 1993 | 5 | 1993 |
| The Origin of Speculative Limits VG France Hoover Institution, Stanford University, 1986 | 5 | 1986 |
| Determination of collateral deposits by bilateral parties and clearinghouses HL Baer, VG France, JT Moser Federal Reserve Bank of Chicago Proceedings, 1995 | 4 | 1995 |
| Opportunity Cost and Prudentiality: An Analysis of Futures Clearinghouse Behavior VG France, HL Baer, JT Moser OFOR Working paper 96-01, 1996 | 3 | 1996 |
| The MMI cash-futures spread on October 19, 1987 GW Bassett, VG France, SR Pliska BEBR faculty working paper; no. 1590, 1989 | 3 | 1989 |
| Trading-hour and day-of-the-week effects in grain futures returns SM Liu, VG France, S Thompson Review of Futures Markets 13 (3), 861-906, 1994 | 1 | 1994 |
| Opportunity Cost and Prudentiality: An Analysis of Collateral Decisions in Bilateral and Multilateral Settings, Working Paper 2001-26 HL Baer, VG France, JT Moser | | 2001 |
| SYMPOSIUM ON INSURANCE FUTURES C Futures, SP D'Arcy, VG France Futures Markets 3 (4), 366, 1997 | | 1997 |
| Catastrophe insurance futures/93-132 SP D'Arcy, VG France BEBR faculty working paper; no. 93-0132, 1993 | | 1993 |
| FUTURES MARKETS, REGULATION, AND GOVERNMENT POLICY VG France Research Frontiers in Futures and Options: An Exchange of Ideas: a Symposium …, 1993 | | 1993 |
