Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

An Evaluation of International Asset Pricing Models. (2002). Dahlquist, Magnus ; Sallstrom, Torbjorn.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:3145.

Full description at Econpapers || Download paper

Cited: 15

Citations received by this document

Cites: 56

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Understanding the pricing of currency risk in global equity markets. (2022). Wu, Ying ; Karolyi, Andrew G.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:63:y:2022:i:c:s1042444x21000505.

    Full description at Econpapers || Download paper

  2. Time-Varying Integration of MENA Stock Markets. (2018). Gangopadhyay, Partha ; Elkanj, Nasser ; Al-Mohamed, Somar.
    In: International Journal of Development and Conflict.
    RePEc:gok:ijdcv1:v:8:y:2018:i:2:p:85-114.

    Full description at Econpapers || Download paper

  3. Can the exchange rate, inflation and domestic risk factors be overlooked in international asset pricing?. (2012). Belaire, Begoa Font .
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2012-04.

    Full description at Econpapers || Download paper

  4. International portfolio diversification: Currency, industry and country effects revisited. (2012). Gerard, Bruno ; Hillion, Pierre ; de Roon, Frans A. ; Eiling, Esther .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1249-1278.

    Full description at Econpapers || Download paper

  5. An alternative measure of the world market portfolio: Determinants, efficiency, and information content. (2011). Clark, Ephraim ; Kassimatis, Konstantinos .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:5:p:724-748.

    Full description at Econpapers || Download paper

  6. Testing conditional asset pricing models: An emerging market perspective. (2010). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert ; Galagedera, Don U. A., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:5:p:897-918.

    Full description at Econpapers || Download paper

  7. Evaluating a non-linear asset pricing model on international data. (2008). Asgharian, Hossein ; Karlsson, Sonnie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:3:p:604-621.

    Full description at Econpapers || Download paper

  8. Evaluating a nonlinear asset pricing model on international data. (2006). Asgharian, Hossein ; Karlsson, Sonnie.
    In: Working Papers.
    RePEc:hhs:lunewp:2006_005.

    Full description at Econpapers || Download paper

  9. An Empirical Examination of U.K. International Unit Trust Performance. (2005). Fletcher, Jonathan ; Marshall, Andrew.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:27:y:2005:i:2:p:183-206.

    Full description at Econpapers || Download paper

  10. An empirical examination of the benefits of international diversification. (2005). Marshall, Andrew ; Fletcher, Jonathan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:15:y:2005:i:5:p:455-468.

    Full description at Econpapers || Download paper

  11. Coping with financial spillovers from the United States: the effect of US corporate scandals on Canadian stock prices. (2004). Ivaschenko, Iryna V..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:14:y:2004:i:4-5:p:407-424.

    Full description at Econpapers || Download paper

  12. An empirical examination of UK emerging market unit trust performance. (2004). Abel, Ernest ; Fletcher, Jonathan.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:4:p:389-408.

    Full description at Econpapers || Download paper

  13. The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market. (2003). Hansson, Björn ; Asgharian, Hossein.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:13:y:2003:i:4:p:325-353.

    Full description at Econpapers || Download paper

  14. Tests of an International Capital Asset Pricing Model with Stocks and Government Bonds and Regime Switching Prices of Risk and Intercepts. (2002). FEARNLEY, Tom A..
    In: FAME Research Paper Series.
    RePEc:fam:rpseri:rp97.

    Full description at Econpapers || Download paper

  15. Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds. (2002). FEARNLEY, Tom A..
    In: FAME Research Paper Series.
    RePEc:fam:rpseri:rp95.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adler, Michael, and Bernard Dumas, 1983, International Portfolio Choice and Corporation Finance: A Synthesis, Journal of Finance 38, 925984.

  2. Ang, Andrew, and Geert Bekaert, 2001, Stock Return Predictability: Is it There?, Working Paper, Columbia University.

  3. Bansal, Ravi, and Magnus Dahlquist, 2000, The Forward Premium Puzzle: Different Tales from Developed and Emerging Markets, Journal of International Economics 51, 115144.

  4. Bansal, Ravi, Magnus Dahlquist, and Campbell R. Harvey, 2001, Dynamic Trading Strategies, Working Paper, Duke University.
    Paper not yet in RePEc: Add citation now

  5. Bekaert, Geert, and Campbell R. Harvey, 1995, Time-Varying World Market Integration, Journal of Finance 50, 403444.

  6. Bekaert, Geert, and Campbell R. Harvey, 1997, Emerging Equity Market Volatility, Journal of Financial Economics 43, 2977.

  7. Bekaert, Geert, and Robert J. Hodrick, 1992, Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange, Journal of Finance 66, 251287.

  8. Black, Fischer, 1972, Capital Market Equilibrium with Restricted Borrowing, Journal of Business 45, 444454.

  9. Black, Fisher, Michael Jensen, and Myron Scholes, 1972, The Capital Asset Pricing Model: Some Empirical Tests, in Michael Jensen, eds.: Studies in the Theory of Capital Markets (Praeger, New York ).
    Paper not yet in RePEc: Add citation now

  10. Campbell, John Y., 1996, Understanding Risk and Return, Journal of Political Economy 104, 298345.

  11. Chan, K.C., G. Andrew Karolyi, and Ren´e M. Stulz, 1992, Global Financial Markets and the Risk Premium on U.S. Equity, Journal of Financial Economics 32, 137167.

  12. Cochrane, John H., 1996, A Cross-Sectional Test of an Investment-Based Asset Pricing Model, Journal of Political Economy 104, 572621.

  13. Cochrane, John H., 2001a, Asset Pricing. (Princeton University Press, Princeton).
    Paper not yet in RePEc: Add citation now

  14. Cochrane, John H., 2001b, A Rehabilitation of Stochastic Discount Factor Methodology, NBER Working Paper No. 8533.

  15. Daniel, Kent, and Sheridan Titman, 1997, Evidence on the Characteristics of Cross Sectional Variation in Stock Returns, Journal of Finance 52, 133.

  16. De Santis, Giorgio, and Bruno Gerard, 1998, How Big is the Premium for Currency Risk?, Journal of Financial Economics 49, 375412.

  17. Dumas, Bernard, and Bruno Solnik, 1995, The World Price of Foreign Exchange Risk, Journal of Finance 50, 445479.

  18. Fama, Eugene F., and James D. MacBeth, 1973, Risk, Return and Equilibrium: Empirical Tests, Journal of Political Economy 81, 607636.

  19. Fama, Eugene F., and Kenneth R. French, 1993, Common Risk Factors in the Returns on Stocks and Bonds, Journal of Financial Economics 33, 356.

  20. Fama, Eugene F., and Kenneth R. French, 1995, Size and Book-to-Market Factors in Earnings and Returns, Journal of Finance 50, 131156.

  21. Fama, Eugene F., and Kenneth R. French, 1996, Multifactor Explanations of Asset Pricing Anomalies, Journal of Finance 51, 131155.

  22. Ferson, Wayne E., and Campbell R. Harvey, 1991, The Variation of Economic Risk Premiums, Journal of Political Economy 99, 385415.

  23. Ferson, Wayne E., and Campbell R. Harvey, 1993, The Risk and Predictability of International Equity Returns, Review of Financial Studies 6, 527566.

  24. Ferson, Wayne E., and Campbell R. Harvey, 1994, Sources of Risk and Expected Returns in Global Equity Markets, Journal of Banking and Finance 18, 775803.

  25. Ferson, Wayne E., and Campbell R. Harvey, 1999, Conditioning Variables and the Cross Section of Stock Returns, Journal of Finance 54, 13251360.

  26. Griffin, John M., 2001, Are the Fama and French Factors Global or Country-Specific?, forthcoming in Review of Financial Studies.
    Paper not yet in RePEc: Add citation now

  27. Hansen, Lars Peter, 1982, Large Sample Properties of Generalized Method of Moments Estimators, Econometrica 50, 10291054.

  28. Hansen, Lars Peter, and Kenneth J. Singleton, 1982, Generalized Instrumental Variable Estimation of Nonlinear Rational Expectations Models, Econometrica 50, 12691286.

  29. Harvey, Campbell R., 1988, The Real Term Structure and Consumption Growth, Journal of Financial Economics 22, 305334.

  30. Harvey, Campbell R., 1989, Time-Varying Conditional Covariances in Tests of Asset Pricing Models, Journal of Financial Economics 24, 289317.

  31. Harvey, Campbell R., 1991, The World Price of Covariance Risk, Journal of Finance 46, 111 157.

  32. Heston, Steven L., K. Geert Rouwenhorst, and Roberto E. Wessels, 1995, The structure of International Stock Returns and the Integration of Capital Markets, Journal of Empirical Finance 2, 173197.

  33. Hodrick, Robert J., and Xiaoyan Zhang, 2001, Evaluating the Specification Errors of Asset Pricing Models, Journal of Financial Economics 62, 327376.

  34. Jagannathan, Ravi, and Zhenyu Wang, 1996, The Conditional CAPM and the Cross-Section of Expected Returns, Journal of Finance 51, 354.

  35. Jagannathan, Ravi, and Zhenyu Wang, 1998, An Asymptotic Theory for Estimating BetaPricing Models Using Cross-Sectional Regression, Journal of Finance 53, 12851309.

  36. Jagannathan, Ravi, and Zhenyu Wang, 2001, Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods, NBER Working Paper No. 8098.

  37. Karolyi, G. Andrew, and Ren´e M. Stulz, 2001, Are Financial Assets Priced Locally or Globally ?, Working Paper, Ohio State University.

  38. Keim, Donald B., 1983, Size-Related Anomalies and Stock Return Seasonality: Further Empirical Evidence, Journal of Financial Economics 12, 1332.

  39. Lakonishok, Josef, Andrei Shleifer, and Robert W. Vishny, 1994, Contrarian Investment, Extrapolation, and Risk, Journal of Finance 49, 15411578.

  40. Lettau, Martin, and Sydney Ludvigson, 2001, Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia are Time-Varying, forthcoming in Journal of Political Economy.

  41. Liew, Jimmy, and Maria Vassalou, 2000, Can Book-to-Market, Size and Momentum be Risk Factors that Predict Economic Growth, Journal of Financial Economics 57, 221245.

  42. Lintner, John, 1965, The Valuation of Risky Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets, Review of Economics and Statistics 47, 1337.
    Paper not yet in RePEc: Add citation now

  43. Merton, Robert C., 1973, An Intertemporal Asset Pricing Model, Econometrica 41, 867887.

  44. Newey, Whitney K., and Kenneth D. West, 1987, A Simple Positive Semi-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix, Econometrica 55, 703 708.

  45. Ross, Stephen A., 1976, The Arbitrage Theory of Capital Asset Pricing, Journal of Economic Theory 13, 341360.

  46. Rouwenhorst, K. Geert, and Charles I. Plosser, 1994, International Term Structures and International Growth, Journal of Monetary Economics 33, 133155.

  47. Sercu, Piet, 1980, A Generalization of the International Asset Pricing Model, Revue de lAssociation de Fran¸caise de Finance 1, 91135.
    Paper not yet in RePEc: Add citation now

  48. Shanken, Jay, 1992, On the Estimation of Beta-Pricing Models, Review of Financial Studies 5, 134.

  49. Sharpe, William F., 1964, Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk, Journal of Finance 19, 425442.

  50. Solnik, Bruno, 1974, An Equilibrium Model of the International Capital Market, Journal of Economic Theory 8, 500524.

  51. Solnik, Bruno, 1983, International Arbitrage Pricing Theory, Journal of Finance 38, 500524.

  52. Stulz, Ren´e M., 1974, A Model of International Asset Pricing, Journal of Financial Economics 9, 383406.
    Paper not yet in RePEc: Add citation now
  53. Stulz, Ren´e M., 1995, International Portfolio Choice and Asset Pricing: An Integrative Survey, in R. Jarrow et al., eds.: Handbooks in Operations Research and Management Science, Vol.
    Paper not yet in RePEc: Add citation now

  54. Vassalou, Maria, 2000, Exchange Rate and Foreign Inflation Risk Premiums in Global Equity Returns, Journal of International Money and Finance 19, 433470.

  55. Vassalou, Maria, 2001, News Related to Future GDP Growth as a Risk Factor in Equity Returns, Working Paper, Columbia University.

  56. Zhang, Xiaoyan, 2001, Specification Tests of Asset Pricing Models in International Market, Working Paper, Columbia University.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Time-varying performance of international mutual funds. (2012). Zhang, Chengping ; Turtle, H. J..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:334-348.

    Full description at Econpapers || Download paper

  2. The Impact of Macroeconomic Variables on Corporate Performance - What Shareholders Ought to Know?. (2007). Oxelheim, Lars.
    In: Working Paper Series.
    RePEc:hhs:iuiwop:0571.

    Full description at Econpapers || Download paper

  3. Is Home Bias in Assets Related to Home Bias in Goods?. (2006). Warnock, Francis ; van Wincoop, Eric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12728.

    Full description at Econpapers || Download paper

  4. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen K..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12697.

    Full description at Econpapers || Download paper

  5. The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12346.

    Full description at Econpapers || Download paper

  6. The Performance of International Equity Portfolios. (2006). Thomas, Charles ; CharlesP. Thomas, .
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp162.

    Full description at Econpapers || Download paper

  7. Evaluating a nonlinear asset pricing model on international data. (2006). Asgharian, Hossein ; Karlsson, Sonnie.
    In: Working Papers.
    RePEc:hhs:lunewp:2006_005.

    Full description at Econpapers || Download paper

  8. Foreign exchange volatility is priced in equities. (2006). Neely, Christopher ; Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-029.

    Full description at Econpapers || Download paper

  9. Home bias in global bond and equity markets: the role of real exchange rate volatility. (2006). Thimann, Christian ; Fratzscher, Marcel ; Fidora, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006685.

    Full description at Econpapers || Download paper

  10. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Kadareja, Arjan ; Gerard, Bruno ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006683.

    Full description at Econpapers || Download paper

  11. German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs. (2005). Entorf, Horst ; Jamin, .
    In: International Finance.
    RePEc:wpa:wuwpif:0508005.

    Full description at Econpapers || Download paper

  12. Explaining exchange rate dynamics: the uncovered equity return parity condition. (2005). De Santis, Roberto A ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005529.

    Full description at Econpapers || Download paper

  13. La recherche française en finance:une perspective à travers les travaux des enseignants-chercheurs en gestion sur la période 1994-2003. (2005). Schatt, Alain ; Charreaux, Gerard.
    In: Working Papers CREGO.
    RePEc:dij:wpfarg:1051001.

    Full description at Econpapers || Download paper

  14. Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets. (2005). Zalewska, Ania ; Schotman, Peter C.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5352.

    Full description at Econpapers || Download paper

  15. Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth. (2005). Sorensen, Bent ; Yosha, Oved ; Zhu, YU ; Wu, Yi-Tsung.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5113.

    Full description at Econpapers || Download paper

  16. Return-volatility linkages in the international equity and currency markets. (2004). HASAN, IFTEKHAR ; Francis, Bill B. ; Hunter, Delroy M..
    In: Finance.
    RePEc:wpa:wuwpfi:0405022.

    Full description at Econpapers || Download paper

  17. TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION. (2004). Shields, K ; Olekalns, Nilss ; Henry, Ólan.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:907.

    Full description at Econpapers || Download paper

  18. The Performance of International Equity Portfolios. (2004). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:817.

    Full description at Econpapers || Download paper

  19. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds. (2004). Thorp, Susan.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:148.

    Full description at Econpapers || Download paper

  20. Keeping up with the Joneses: An international asset pricing model. (2003). Zapatero, Fernando ; Priestly, Richard ; Gomez, Juan-Pedro .
    In: Economics Working Papers.
    RePEc:upf:upfgen:694.

    Full description at Econpapers || Download paper

  21. Exchange Rate Pegs and Foreign Exchange Exposure in East Asia. (2002). Popper, Helen ; Parsley, David.
    In: International Finance.
    RePEc:wpa:wuwpif:0211001.

    Full description at Econpapers || Download paper

  22. Are Financial Assets Priced Locally or Globally?. (2002). Stulz, René ; Karolyi, G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8994.

    Full description at Econpapers || Download paper

  23. International Asset Pricing and the Benefits from World Market Diversification. (2002). Nilsson, Birger.
    In: Working Papers.
    RePEc:hhs:lunewp:2002_001.

    Full description at Econpapers || Download paper

  24. Emerging market liberalization and the impact on uncovered interest rate parity. (2002). HASAN, IFTEKHAR ; Francis, Bill ; Hunter, Delroy.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-16.

    Full description at Econpapers || Download paper

  25. An Evaluation of International Asset Pricing Models. (2002). Dahlquist, Magnus ; Sallstrom, Torbjorn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3145.

    Full description at Econpapers || Download paper

  26. Corporate Financial Policies and Performance Prior to Currency Crises. (2001). Koskinen, Yrjö ; Bris, Arturo ; Pons, Vicente .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2001-386.

    Full description at Econpapers || Download paper

  27. Corporate Financial Policies and Performance Around Currency Crises. (2001). Koskinen, Yrjö ; Bris, Arturo ; Pons, Vicente .
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0467.

    Full description at Econpapers || Download paper

  28. The Cost of Capital in International Financial Markets: Local or Global. (2001). van Dijk, Mathijs ; Kool, Clemens ; Koedijk, Kees ; Schotman, Peter ; Kool, Clemens J. M., .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3062.

    Full description at Econpapers || Download paper

  29. The selection of multinational equity portfolios: forecasting models and estimation risk. (2000). Nigel Meade, Gerry R. Salkin, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:3:p:259-279.

    Full description at Econpapers || Download paper

  30. International bond markets and the introduction of the Euro. (2000). Kool, Clemens ; Clemens J. M. Kool, .
    In: Review.
    RePEc:fip:fedlrv:y:2000:i:sep:p:41-56:n:v.82no.5.

    Full description at Econpapers || Download paper

  31. Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns. (2000). Vassalou, Maria.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2448.

    Full description at Econpapers || Download paper

  32. An International Dynamic Asset Pricing Model. (1999). Ng, David ; Hodrick, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7157.

    Full description at Econpapers || Download paper

  33. Risk and International Parity Conditions: A Synthesis from Consumption Based Models. (1997). Chiang, Thomas ; JOSÉ A. TRINIDAD, .
    In: International Economic Journal.
    RePEc:taf:intecj:v:11:y:1997:i:2:p:73-101.

    Full description at Econpapers || Download paper

  34. Tests of Three Parity Conditions: Distinguishing Risk Premia and Systematic Forecast Errors. (1994). Marston, Richard C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4923.

    Full description at Econpapers || Download paper

  35. Why is Capital so Immobile Internationally?: Possible Explanations and Implications for Capital Income Taxation. (1994). Gordon, Roger ; Bovenberg, Lans.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4796.

    Full description at Econpapers || Download paper

  36. International Portfolio Choice and Asset Pricing: An Integrative Survey. (1994). Stulz, René.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4645.

    Full description at Econpapers || Download paper

  37. International Equity Transactions and U.S. Portfolio Choice. (1994). Tesar, Linda ; Werner, Ingrid M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4611.

    Full description at Econpapers || Download paper

  38. Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets. (1993). Ito, Takatoshi ; Lin, Wen-Ling .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4592.

    Full description at Econpapers || Download paper

  39. Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment. (1993). Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4544.

    Full description at Econpapers || Download paper

  40. The World Price of Foreign Exchange Risk. (1993). Dumas, Bernard ; Solnik, Bruno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4459.

    Full description at Econpapers || Download paper

  41. Home Bias and the High Turnover. (1992). Tesar, Linda ; Werner, Ingrid M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4218.

    Full description at Econpapers || Download paper

  42. The Globalization of Information and Capital Mobility. (1990). Jaffee, Dwight M. ; Branson, William H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3496.

    Full description at Econpapers || Download paper

  43. The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk. (1990). Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3466.

    Full description at Econpapers || Download paper

  44. Promoting Investment under International Capital Mobility: An Intertemporal General Equilibrium Analysis. (1989). Bovenberg, Lans ; Goulder, Lawrence H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3139.

    Full description at Econpapers || Download paper

  45. Trade Liberalization in General Equilibrium: Intertemporal and Inter-Industry Effects. (1989). Eichengreen, Barry ; Goulder, Lawrence H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2965.

    Full description at Econpapers || Download paper

  46. Equilibrium Exchange Rate Hedging. (1989). Black, Fischer .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2947.

    Full description at Econpapers || Download paper

  47. Pricing Physical Assets Internationally. (1988). Dumas, Bernard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2569.

    Full description at Econpapers || Download paper

  48. Consumption Risk and International Asset Returns: Some Empirical Evidence. (1987). Cumby, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2383.

    Full description at Econpapers || Download paper

  49. Capital Flows, Investment, and Exchange Rates. (1985). Svensson, Lars ; Stockman, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1598.

    Full description at Econpapers || Download paper

  50. Asset Markets, Tariffs, and Political Risk. (1984). Stockman, Alan ; Dellas, Harris.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1413.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-02 21:37:36 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.