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

Profits on technical trading rules and time-varying expected returns: evidence from Pacific-Basin equity markets. (1999). Ito, Akitoshi.
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:283-330.

Full description at Econpapers || Download paper

Cited: 30

Citations received by this document

Cites: 57

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. .

    Full description at Econpapers || Download paper

  2. Predictable asset price dynamics, risk-return tradeoff, and investor behavior. (2022). Kilic, Osman ; Marks, Joseph M ; Nam, Kiseok.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01057-9.

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. Temporal optimisation of signals emitted automatically by securities exchange indicators. (2020). Perez, Enrique Ventura ; Garcia, Rodrigo Martin ; Sanz, Raquel Arguedas.
    In: Cuadernos de Gestión.
    RePEc:ehu:cuader:49124.

    Full description at Econpapers || Download paper

  5. Technical Trading Rules and Trading Signals in the Black Market for Foreign Exchange in Sudan. (2018). Onour, Ibrahim.
    In: MPRA Paper.
    RePEc:pra:mprapa:83919.

    Full description at Econpapers || Download paper

  6. Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?. (2018). Strobel, Marcus ; Auer, Benjamin R.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:53:y:2018:i:c:p:168-184.

    Full description at Econpapers || Download paper

  7. Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets. (2018). Alhashel, Bader S ; Hansz, Andrew J ; Almudhaf, Fahad W.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:47:y:2018:i:c:p:92-108.

    Full description at Econpapers || Download paper

  8. Do Macro-Economic and Technical Indicators Matter?- a Principal Component Analysis Approach for Equity Risk Premium Prediction. (2017). Ul, Naveed ; Mushtaq, Maryam ; Aziz, Bilal .
    In: European Journal of Economics and Business Studies Articles.
    RePEc:eur:ejesjr:184.

    Full description at Econpapers || Download paper

  9. Is Abnormally Large Volume a Clue?. (2016). Lu, Tsung-Hsun ; Lee, Jun-De .
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:8:y:2016:i:9:p:226-233.

    Full description at Econpapers || Download paper

  10. Trading strategy based on dynamic mode decomposition: Tested in Chinese stock market. (2016). Cui, Ling-Xiao ; Long, Wen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:461:y:2016:i:c:p:498-508.

    Full description at Econpapers || Download paper

  11. The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan. (2016). Chen, Chien-Hua ; Lin, Jun-Biao ; Su, Xuan-Qi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:18:y:2016:i:c:p:263-272.

    Full description at Econpapers || Download paper

  12. Profitability of simple technical trading rules of Chinese stock exchange indexes. (2015). Zhu, Hong ; Zhou, Wei-Xing ; Li, Sai-Ping ; Jiang, Zhi-Qiang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:439:y:2015:i:c:p:75-84.

    Full description at Econpapers || Download paper

  13. How exactly do markets adapt? Evidence from the moving average rule in three developed markets. (2015). Hudson, Robert ; Gebka, Bartosz ; Urquhart, Andrew.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:127-147.

    Full description at Econpapers || Download paper

  14. Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:245-262.

    Full description at Econpapers || Download paper

  15. Profitability of simple technical trading rules of Chinese stock exchange indexes. (2015). Zhu, Hong ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing ; Li, Sai-Ping.
    In: Papers.
    RePEc:arx:papers:1504.04254.

    Full description at Econpapers || Download paper

  16. Trading with Tigers: A Technical Analysis of Southeast Asian Stock Index Futures. (2014). Heng, Panha ; Niblock, Scott J..
    In: International Economic Journal.
    RePEc:taf:intecj:v:28:y:2014:i:4:p:679-692.

    Full description at Econpapers || Download paper

  17. The profitability of candlestick charting in the Taiwan stock market. (2014). Lu, Tsung-Hsun .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:26:y:2014:i:c:p:65-78.

    Full description at Econpapers || Download paper

  18. Do variable length moving average trading rules matter during a financial crisis period?. (2013). Lee, Jen-Tsai ; Liao, Yi-Ching .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:20:y:2013:i:2:p:135-141.

    Full description at Econpapers || Download paper

  19. Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets. (2013). Nartea, Gilbert ; Gan, Christopher ; Yao, Lee J. ; Yu, Hao.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:25:y:2013:i:c:p:356-371.

    Full description at Econpapers || Download paper

  20. Investment strategies beating the market. What can we squeeze from the market?. (2012). Sakowski, Pawel ; Åšlepaczuk, Robert ; Zakrzewski, Grzegorz .
    In: Working Papers.
    RePEc:war:wpaper:2012-04.

    Full description at Econpapers || Download paper

  21. E/P Mean Reversion-Based Strategies for Investment Practice: Evidence from the Taiwan Market. (2012). Gong, Shang-Chi ; Lin, Yan-Ting ; Lee, Tsung-Pei .
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:48:y:2012:i:1:p:117-131.

    Full description at Econpapers || Download paper

  22. Technical analyses and order submission behaviors: Evidence from an emerging market. (2012). Chiao, Chaoshin ; Wang, Zi-Mei ; Chang, Ya-Ting.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:24:y:2012:i:c:p:109-128.

    Full description at Econpapers || Download paper

  23. The impact of data snooping on the testing of technical analysis: An empirical study of Asian stock markets. (2009). Chen, Cheng-Wei ; Lai, Hung-Wei ; Huang, Chin-Sheng.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:20:y:2009:i:5:p:580-591.

    Full description at Econpapers || Download paper

  24. Structural Change in the Efficiency of the Japanese Stock Market after the Millennium. (2008). Chan, Sheung Tat .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2008:i:7:p:1-7.

    Full description at Econpapers || Download paper

  25. Structural Change in the Efficiency of the Japanese Stock Market after the Millennium. (2008). CHONG, Terence Tai Leung ; Chan, Sheung Tat .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08g10008.

    Full description at Econpapers || Download paper

  26. An alternative test for weak form efficiency based on technical analysis. (2007). Loh, Elaine.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:12:p:1003-1012.

    Full description at Econpapers || Download paper

  27. Technical Trading Rules in Emerging Markets and the 1997 Asian Currency Crises. (2007). McKenzie, Michael D..
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:43:y:2007:i:4:p:46-73.

    Full description at Econpapers || Download paper

  28. WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?. (2007). Irwin, Scott ; Park, Cheol-Ho.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:21:y:2007:i:4:p:786-826.

    Full description at Econpapers || Download paper

  29. Chasing trends: recursive moving average trading rules and internet stocks. (2005). Fong, Wai Mun ; Yong, Lawrence H. M., .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:1:p:43-76.

    Full description at Econpapers || Download paper

  30. A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002. (2002). Karolyi, G. ; Chan, K. ; Rhee, S. G..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:10:y:2002:i:5:p:497-516.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adler, M. ; Dumas, B. International portfolio choice and corporation finance: a synthesis. 1983 Journal of Finance. 38 925-984

  2. Alexander, S.S. Price movements in speculative markets: trends or random walks. 1961 Industrial Management Review. 2 7-26
    Paper not yet in RePEc: Add citation now
  3. Alexander, S.S., 1964. Price movements in speculative markets: trends or random walks, No. 2. In: Cootner, P. (Ed.), The Random Character of Stock Market Prices. MIT press, Cambridge, MA, pp. 338–372.
    Paper not yet in RePEc: Add citation now
  4. Bae, K.-H. Market segmentation and time variation in the price of risk: evidence on the Korean stock market. 1995 Pacific-Basin Finance Journal. 3 1-29

  5. Bae, K.-H. ; Karolyi, G.A. Good news, bad news and international spillovers of stock returns volatility between Japan and the U.S.. 1994 Pacific-Basin Finance Journal. 2 405-438

  6. Bekaert, G. ; Harvey, C.R. Emerging equity market volatility. 1997 Journal of Financial Economics. 43 29-77

  7. Bekaert, G. ; Harvey, C.R. Time-varying world market integration. 1995 Journal of Finance. 50 403-444

  8. Bessembinder, H. ; Chan, K. Market efficiency and the returns to technical analysis. 1998 Financial Management. 27 5-17

  9. Bessembinder, H. ; Chan, K. The profitability of technical trading rules in Asian stock markets. 1995 Pacific-Basin Finance Journal. 3 257-284

  10. Bollerslev, T. ; Wooldridge, J.M. Quasi-maximum likelihood estimation and inference in dynamic models with time varying covariances. 1992 Econometric Reviews. 11 143-172
    Paper not yet in RePEc: Add citation now
  11. Booth, G.G. ; Lee, T.-H. ; Tse, Y. International linkages in Nikkei Stock Index futures markets. 1996 Pacific-Basin Finance Journal. 4 59-76
    Paper not yet in RePEc: Add citation now
  12. Brenner, M. ; Subrahmanyam, M. ; Uno, J. The behaviour of prices in the Nikkei spot and futures markets. 1989 Journal of Financial Economics. 23 363-383
    Paper not yet in RePEc: Add citation now
  13. Brock, W. ; Lakonishok, J. ; LeBaron, B. Simple technical trading rules and the stochastic properties of stock returns. 1992 Journal of Finance. 47 1731-1764

  14. Campbell, J.Y. ; Hamao, Y. Predictable stock returns in the United States and Japan. 1992 Journal of Finance. 47 43-69

  15. Chan, K.C. ; Karolyi, G.A. ; Stulz, R.M. Global financial markets and the risk premium on U.S. equity. 1992 Journal of Financial Economics. 32 137-167

  16. Craig, A. ; Dravid, A. ; Richardson, M. Market efficiency around the clock: some supporting evidence using foreign-based derivatives. 1995 Journal of Financial Economics. 39 161-180

  17. Cumby, R.E. ; Modest, D.M. Testing for market timing ability. 1987 Journal of Financial Economics. 19 169-189

  18. Dumas, B. ; Solnik, B. The world price of foreign exchange risk. 1995 Journal of Finance. 50 445-479

  19. Efron, B. Bootstrap methods: Another look at the jackknife. 1979 The Annals of Statistics. 7 1-26
    Paper not yet in RePEc: Add citation now
  20. Elkins/McSherry, 1997. Presentation document, Conference on Global Equity Issuance and Trading, Cancun.
    Paper not yet in RePEc: Add citation now
  21. Engle, R.F. ; Kroner, K.F. Multivariate simultaneous generalized ARCH. 1995 Econometric Theory. 11 122-150

  22. Errunza, V. ; Losq, E. International asset pricing under mild segmentation: theory and test. 1985 Journal of Finance. 40 105-124

  23. Errunza, V. ; Losq, E. ; Padmanabhan, P. Tests of integration, mild segmentation and segmentation hypothesis. 1992 Journal of Banking and Finance. 16 949-972

  24. Fama, E.F. Efficient capital markets II. 1991 Journal of Finance. 46 1575-1617

  25. Fama, E.F. ; Blume, M. Filter rules and stock market trading profits. 1966 Journal of Business. 39 226-241
    Paper not yet in RePEc: Add citation now
  26. Ferson, W.E. ; Harvey, C.R. The risk and predictability of international equity returns. 1993 Review of Financial Studies. 6 527-566

  27. Ferson, W.E., 1995. Theory and empirical testing of asset pricing models. In: Jarrow, R., Maksimovic, V., Ziemba, W.T. (Eds.), Finance, Handbook of Operations Research and Management Science, Vol. 9. Amsterdam, North-Holland, pp. 145–191.
    Paper not yet in RePEc: Add citation now
  28. Ferson, W.E., Harvey, C.R., 1996. Fundamental determinants of national equity market returns: a perspective on conditional asset pricing. Working paper.

  29. Foerster, S. ; Karolyi, G.A. International listings of stocks: the case of Canada and the US. 1993 Journal of International Business Studies. 24 763-784

  30. Freedman, D. ; Peters, S. Bootstrapping an econometric model: some empirical results. 1984 Journal of Business and Economic Statistics. 2 150-158

  31. Froot, K.A. ; Perold, A.F. New trading practices and short-run market efficiency. 1995 Journal of Futures Markets. 15 731-765
    Paper not yet in RePEc: Add citation now
  32. Hamao, Y. ; Hasbrouck, J. Securities trading in the absence of dealers: trades and quotes on the Tokyo Stock Exchange. 1995 Review of Financial Studies. 8 849-878

  33. Hamao, Y. ; Masulis, R.W. ; Ng, V. Correlations in price changes and volatility across international stock markets. 1991 Review of Financial Studies. 3 281-307
    Paper not yet in RePEc: Add citation now
  34. Harvey, C. Predictable risk and returns in emerging markets. 1995 Review of Financial Studies. 8 773-816

  35. Harvey, C. The world price of covariance risk. 1991 Journal of Finance. 46 111-157

  36. Hill, J.M., 1993, Adding value with equity derivatives: Part II. Derivative Strategies for Managing Portfolio Risk, Association for Investment Management and Research. Charlottesville, VA.
    Paper not yet in RePEc: Add citation now
  37. Hull, J.C., 1989, Options, Futures, and Other Derivative Securities. Prentice-Hall, NJ.
    Paper not yet in RePEc: Add citation now
  38. Ito, A., 1996, Technical trading rules and nonlinear time series models. Working paper, University of Western Ontario.
    Paper not yet in RePEc: Add citation now
  39. Jorion, P. ; Schwartz, E. Integration vs. Segmentation in the Canadian stock market. 1986 Journal of Finance. 41 603-616

  40. Karolyi, G.A. A multivariate GARCH model of international transmissions of stock returns and volatility: the case of the United States and Canada. 1995 Journal of Business and Economic Statistics. 13 11-25

  41. Karolyi, G.A., 1996. Stock market volatility around expiration days in Japan. Journal of Derivatives Winter, 23–43.
    Paper not yet in RePEc: Add citation now
  42. Karolyi, G.A., Kho, B.-C., 1996, Time-varying risk premium and the returns to buying winners and selling losers: caveat emptor et venditor. Working paper, University of Western Ontario.
    Paper not yet in RePEc: Add citation now
  43. Kho, B.-C. Time-varying risk premium, volatility, and technical trading rule profits: evidence from foreign currency futures markets. 1996 Journal of Financial Economics. 41 249-290

  44. Lin, W.-L. ; Engle, R.F. ; Ito, T. Do bulls and bears move across borders? International transmission of stock returns and volatility. 1994 Review of Financial Studies. 7 507-538

  45. Lo, A.W. ; MacKinlay, C.A. Data-snooping biases in tests of financial asset pricing models. 1990 Review of Financial Studies. 3 431-468

  46. MacKinlay, A.C. ; Ramaswamy, K. Index futures arbitrage and the behaviour of stock index futures prices. 1988 Review of Financial Studies. 1 137-158

  47. Miller, H.M. ; Muthuswamy, J. ; Whaley, R.E. Mean reversion of Standard & Poor's 500 index basis changes: arbitrage-induces or statistical illusion?. 1994 Journal of Finance. 49 479-513

  48. Mittoo, U. Additional evidence on integration in the Canadian stock markets. 1992 Journal of Finance. 47 2035-2054
    Paper not yet in RePEc: Add citation now
  49. Roll, R. A simple implicit measure of the effective bid-ask spread. 1984 Journal of Finance. 39 1127-1139
    Paper not yet in RePEc: Add citation now
  50. Roll, R. An empirical survey of Indonesian equities 1985–1992. 1995 Pacific-Basin Finance Journal. 3 159-192
    Paper not yet in RePEc: Add citation now
  51. Scholes, M. ; Williams, J. Estimating betas from nonsynchronous data. 1977 Journal of Financial Economics. 5 309-327

  52. Solnik, B. Equilibrium in international asset markets under uncertainty. 1974 Journal of Economic Theory. 8 500-524
    Paper not yet in RePEc: Add citation now
  53. Stoll, H.R. ; Whaley, R.E. The dynamics of stock index and stock index futures returns. 1990 Journal of Financial and Quantitative Analysis. 25 441-468

  54. Stoll, H.R., Whaley, R.E., 1990a. Program trading and individual stock returns: ingredients of the triple witching brew. Journal of Business, S165–S192.

  55. Stulz, R. A model of international asset pricing. 1981 Journal of Financial Economics. 9 383-406
    Paper not yet in RePEc: Add citation now
  56. Stulz, R., 1983. Pricing capital assets in an international setting: an introduction. Journal of International Business Studies, Winter, 55–73.
    Paper not yet in RePEc: Add citation now
  57. White, H. A heteroskedasticity-consistent covariance matrix estimator and direct test for heteroskedasticity. 1980 Econometrica. 48 817-838

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 23:55:52 || 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.