International Portfolio Choice and Corporation Finance: A Synthesis.

Dumas, Bernard; Adler, Michael; Dumas, Bernard

RMB exchange rate volatility and the cross-section of Chinese A-share returns. (2024). Li, Donghui ; Han, Liyan ; Ding, Wenjie ; Qiao, Tongshuai.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000111.
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How does currency risk impact firms? New evidence from bank loan contracts. (2024). Hunter, Delroy M ; Francis, Bill B ; Bergbrant, Mikael C.
In: Journal of Corporate Finance.
RePEc:eee:corfin:v:84:y:2024:i:c:s092911992400004x.
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The geography of capital allocation in the euro area. (2024). Lewis, Angus ; Maggiori, Matteo ; Schreger, Jesse ; Coppola, Antonio ; Schmitz, Martin ; Beck, Roland.
In: Working Paper Series.
RePEc:ecb:ecbwps:20243007.
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Is home bias biased? New evidence from the investment fund sector. (2024). Wedow, Michael ; Vivar, Luis Molestina ; Lambert, Claudia.
In: Working Paper Series.
RePEc:ecb:ecbwps:20242924.
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The Capital Asset Pricing Model: A New Empirical Investigation. (2023). Zarifhonarvar, Ali.
In: EconStor Preprints.
RePEc:zbw:esprep:268396.
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Exchange rate shocks and equity prices: the role of currency denomination. (2023). Oktay, Alex ; Baeriswyl, Romain ; Ramelet, Marc-Antoine.
In: Working Papers.
RePEc:snb:snbwpa:2023-05.
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Unraveling the relationship between betas and ESG scores through the Random Forests methodology. (2023). del Carmen, Maria ; Martin-Cervantes, Pedro Antonio.
In: Risk Management.
RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00121-5.
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Event studies in international finance research. (2023). Sy, Oumar ; Mansi, Sattar A ; Guedhami, Omrane ; el Ghoul, Sadok.
In: Journal of International Business Studies.
RePEc:pal:jintbs:v:54:y:2023:i:2:d:10.1057_s41267-022-00534-6.
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The Geography of Capital Allocation in the Euro Area. (2023). Schreger, Jesse ; Schmitz, Martin ; Maggiori, Matteo ; Lewis, Angus ; Coppola, Antonio ; Beck, Roland.
In: SocArXiv.
RePEc:osf:socarx:rzwd2.
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Religion and Equity Home Bias. (2023). Lee, Kyounghun ; Oh, Frederick Dongchuhl.
In: Open Economies Review.
RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09709-y.
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Oil Price and Composite Risk Exposure within International Capital Asset Pricing Model: A Case of Saudi Arabia and Turkey. (2023). Tuna, Gulcay ; Taha, Amjad.
In: Energies.
RePEc:gam:jeners:v:16:y:2023:i:7:p:3103-:d:1110401.
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International portfolio diversification and the home bias puzzle. (2023). Oh, Frederick Dongchuhl ; Lee, Kyounghun.
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001933.
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How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?. (2023). Li, Huashi ; Chen, Qi-An.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:84:y:2023:i:c:p:590-610.
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Global risk and market conditions. (2023). Carrieri, Francesca ; Akbari, Amir.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:83:y:2023:i:c:p:51-70.
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The global factor structure of exchange rates. (2023). Vedolin, Andrea ; Trojani, Fabio ; Korsaye, Sofonias Alemu.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:148:y:2023:i:1:p:21-46.
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Foreign bias in institutional portfolio allocation: The role of social trust. (2023). Schroder, Henning ; Requejo, Ignacio ; Monkemeyer, Marwin ; Drobetz, Wolfgang.
In: Journal of Economic Behavior & Organization.
RePEc:eee:jeborg:v:214:y:2023:i:c:p:233-269.
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What explains the benefits of international portfolio diversification?. (2023). Sy, Oumar ; Nazaire, Gregory ; Guedhami, Omrane ; Attig, Najah.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002013.
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Realized semibetas and international stock return predictability. (2023). Perez, Fernando ; Herrerias, Renata ; Amaya, Diego ; Vasquez, Aurelio.
In: Finance Research Letters.
RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323010139.
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Global geopolitical risk and volatility connectedness among Chinas sectoral stock markets. (2023). Wang, Weiqiang ; Zhang, Weiqi ; Pan, Changchun.
In: Finance Research Letters.
RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008590.
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Did U.S. and Chinese investors respond differently to the exogenous shocks from COVID-19 and the war in Ukraine?. (2023). Sun, Yiru ; Zhang, Yongmin.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002260.
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Characteristics and mechanisms of the U.S. stock market spillover effects on the Chinese A-share market: Evidence from 6 A-share broad-based and 31 sector indices. (2023). Shen, Weibing ; Tian, Huiting ; Huang, Junbo.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001606.
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Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049.
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Green bond home bias and the role of supply and sustainability preferences. (2023). Wedow, Michael ; Lambert, Claudia ; Levels, Anouk.
In: Working Papers.
RePEc:dnb:dnbwpp:767.
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Anti?dumping Policies and International Portfolio Allocation: The View from the Global Funds. (2023). Ding, Haoyuan ; Ying, Jiezhou ; Li, Xiao.
In: China & World Economy.
RePEc:bla:chinae:v:31:y:2023:i:2:p:58-83.
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General Purpose Technologies as Systematic Risk in Global Stock Markets. (2022). Yang, Wei ; Wang, Huijun ; Hsu, Pohsuan.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1141-1173.
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The home bias and the local bias: A survey. (2022). Schiereck, Dirk ; Scherer, David ; Gaar, Eduard.
In: Management Review Quarterly.
RePEc:spr:manrev:v:72:y:2022:i:1:d:10.1007_s11301-020-00203-8.
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Estimating the market risk premium for valuations: arithmetic or geometric mean or something in between?. (2022). Kaserer, Christoph.
In: Journal of Business Economics.
RePEc:spr:jbecon:v:92:y:2022:i:8:d:10.1007_s11573-022-01104-w.
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Economic policy uncertainty and cost of capital: the mediating effects of foreign equity portfolio flow. (2022). Du, Min ; Kwabi, Frank Obenpong ; Owusu-Manu, Samuel ; Boateng, Agyenim ; Ezeani, Ernest-Bruno.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01046-y.
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Currency Factors. (2022). Bekaert, Geert ; Aloosh, Arash.
In: Management Science.
RePEc:inm:ormnsc:v:68:y:2022:i:6:p:4042-4064.
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International financial integration, the level of development, and income inequality: Some empirical evidence. (2022). Turnovsky, Stephen J ; Erauskin, Iaki.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:82:y:2022:i:c:p:48-64.
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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.
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Taxation and the external wealth of nations: Evidence from bilateral portfolio holdings. (2022). Huizinga, Harry ; Wagner, Wolf ; Voget, Johannes ; Todtenhaupt, Maximilian.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621001996.
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Is there a home field advantage in global markets?. (2022). Karolyi, Andrew G ; Jiao, Wei ; Jagannathan, Murali.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:143:y:2022:i:2:p:742-770.
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Cross-border valuation using the International CAPM and the constant perpetual growth model. (2022). Obrien, Thomas J.
In: Journal of Economics and Business.
RePEc:eee:jebusi:v:119:y:2022:i:c:s0148619521000606.
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Quantile connectedness between energy, metal, and carbon markets. (2022). Liu, Zhenhua ; Ding, Qian ; Liang, Zhipeng ; Chen, Jinyu.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002381.
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Robust international portfolio optimization with worst?case mean?CVaR. (2022). Luan, Fei ; Zhang, Weiguo ; Liu, Yongjun.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:303:y:2022:i:2:p:877-890.
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Dollar beta and stock returns. (2022). SHIM, ILHYOCK ; Shin, Hyun Song ; Bruno, Valentina.
In: BIS Working Papers.
RePEc:bis:biswps:1000.
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Some key developments in international financial management. (2021). de Vargas, Santiago Ruiz ; Breuer, Wolfgang.
In: Journal of Business Economics.
RePEc:spr:jbecon:v:91:y:2021:i:5:d:10.1007_s11573-021-01039-8.
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The Impact of FX Exposure on the Firm’s Stock Market Return. (2021). Brna, Karel ; Bondarenko, Mariia.
In: European Financial and Accounting Journal.
RePEc:prg:jnlefa:v:2021:y:2021:i:1:id:248:p:45-70.
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Explaining equity home bias using hedging motives against real exchange rate and wage risks. (2021). Kim, Sunghyun Henry.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:73:y:2021:i:c:p:30-43.
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Measuring information flow among international stock markets: An approach of entropy-based networks on multi time-scales. (2021). Kuang, Peng-Cheng.
In: Physica A: Statistical Mechanics and its Applications.
RePEc:eee:phsmap:v:577:y:2021:i:c:s0378437121003411.
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Does regulatory cooperation help integrate equity markets?. (2021). Silvers, Roger.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:142:y:2021:i:3:p:1275-1300.
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Factors and risk premia in individual international stock returns. (2021). Scaillet, Olivier ; Chaieb, Ines ; Langlois, Hugues.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:141:y:2021:i:2:p:669-692.
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Currency hedging for single-currency equity portfolios: Does cross-asset risk matter?. (2021). Kunkler, Michael.
In: Global Finance Journal.
RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302751.
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Currency news and international bond markets. (2021). Yamani, Ehab ; Abuelfadl, Moustafa.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001649.
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Foreign exchange rate exposure of companies under dynamic regret. (2020). Fuchs, Fabian U ; Entrop, Oliver.
In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe.
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Asset prices in segmented and integrated markets. (2020). Wong, Kwok Chuen ; Guasoni, Paolo.
In: Finance and Stochastics.
RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00433-4.
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Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi, Fatemeh.
In: Working Papers.
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Interindustry volatility spillover effects in Chinaâ€™s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong .
In: Physica A: Statistical Mechanics and its Applications.
RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.
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Global currency hedging with common risk factors. (2020). Riddiough, Steven J ; Opie, Wei.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:136:y:2020:i:3:p:780-805.
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Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi Namin, Fatemeh.
In: AMSE Working Papers.
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Correlation risk and international portfolio choice. (2019). Weisheit, Stefan ; Muck, Matthias ; Branger, Nicole.
In: Journal of Futures Markets.
RePEc:wly:jfutmk:v:39:y:2019:i:1:p:128-146.
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Taxation and the External Wealth of Nations : Evidence from Bilateral Portfolio Holdings. (2019). Huizinga, Harry ; Wagner, W B ; Voget, Johannes ; Todtenhaupt, Maximilian.
In: Other publications TiSEM.
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Taxation and the External Wealth of Nations : Evidence from Bilateral Portfolio Holdings. (2019). Wagner, Wolf ; Huizinga, Harry ; Voget, Johannes ; Todtenhaupt, Maximilian.
In: Discussion Paper.
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International capital asset pricing model: the case of asymmetric information and short-sale. (2019). Dammak, Fredj Amine ; Bellalah, Makram.
In: Annals of Operations Research.
RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-019-03133-1.
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Beyond Home Bias: Portfolio Holdings and Information Heterogeneity. (2019). Valchev, Rosen.
In: 2019 Meeting Papers.
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Trade Patterns of Bangladesh with India and China: An Empirical Evidence of the PPP Theory. (2019). Alam, Md. Mahmudul ; Uddin, Gazi Salah.
In: OSF Preprints.
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The Offshoring Return Premium. (2019). Moon, Katie S ; Hoberg, Gerard.
In: Management Science.
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Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects. (2019). Gao, Wangfeng ; Xu, Guoxiang.
In: Sustainability.
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International financial integration and income inequality in a stochastically growing economy. (2019). Turnovsky, Stephen J ; Erauskin, IÃƒÂ±aki.
In: Journal of International Economics.
RePEc:eee:inecon:v:119:y:2019:i:c:p:55-74.
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Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?. (2019). Racicot, FranÃƒÂ§ois-ÃƒÂ‰ric ; Mesly, Olivier ; Chkir, Imed.
In: Economic Modelling.
RePEc:eee:ecmode:v:78:y:2019:i:c:p:11-31.
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Taxation and the External Wealth of Nations: Evidence from Bilateral Portfolio Holdings. (2019). Voget, Johannes ; Todtenhaupt, Maximilian ; Huizinga, Harry ; Wagner, Wolf.
In: CEPR Discussion Papers.
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The Effects of Firm-Level Investability Sizes on Foreign Ownership in Indonesian Public Firms. (2018). Warganegara, Dezie L.
In: Asia-Pacific Financial Markets.
RePEc:kap:apfinm:v:25:y:2018:i:4:d:10.1007_s10690-018-9248-3.
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Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?. (2018). Racicot, FranÃ§ois-Ãric ; Mesly, Olivier ; Chkir, Imed.
In: Post-Print.
RePEc:hal:journl:hal-01924972.
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Time-Varying Integration of MENA Stock Markets. (2018). Gangopadhyay, Partha ; Elkanj, Nasser ; Al-Mohamed, Somar.
In: International Journal of Development and Conflict.
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Decomposing the predictive power of local and global financial valuation ratios. (2018). Lawrenz, Jochen ; Zorn, Josef.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.
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Cross-country determinants of ownership choices in cross-border acquisitions: Evidence from emerging markets. (2018). Nguyen, Manh Toan ; Henry, Darren ; Dang, Man ; Hoang, Viet Anh.
In: Journal of Multinational Financial Management.
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Currency matters: Analyzing international bond portfolios. (2018). Burger, John ; Warnock, Veronica Cacdac.
In: Journal of International Economics.
RePEc:eee:inecon:v:114:y:2018:i:c:p:376-388.
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Does higher openness cause more real exchange rate volatility?. (2018). Kubota, Megumi ; Calderon, Cesar.
In: Journal of International Economics.
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Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.
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The regional pricing of risk: An empirical investigation of the MENA Region. (2018). Kablan, Akassi ; Belanes, Amel ; Khaled, Khaled.
In: Economics Bulletin.
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International Currencies and Capital Allocation. (2018). Maggiori, Matteo ; Schreger, Jesse ; Neiman, Brent.
In: CEPR Discussion Papers.
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Beyond Home Bias: Portfolio Holdings and Information Heterogeneity. (2018). Valchev, Rosen ; Macchiavelli, Marco ; De Marco, Filippo.
In: Boston College Working Papers in Economics.
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Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
In: BIS Papers.
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Combining Equity Country Selection Strategies. (2017). Zaremba, Adam.
In: Contemporary Economics.
RePEc:wyz:journl:id:493.
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Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
In: Policy Research Working Paper Series.
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The macroeconomic drivers of stock market development: Evidence from Hong Kong. (2017). Odhiambo, Nicholas ; Ho, Sin-Yu.
In: Working Papers.
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Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets. (2017). Ruf, Daniel ; FÃƒÂ¼ss, Roland.
In: Working Papers on Finance.
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International CAPM, Dynamic Betas and Optimization of Portfolios: Are countries-risk more profitable?. (2017). Godeiro, Lucas ; Frascaroli, Bruno ; Maia, Sinezio Fernandes.
In: Journal of Statistical and Econometric Methods.
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Ethiopian Companies of Corporate Finance: Overwhelming the Profit. (2017). Rajendran, Moses Antony ; Nedelea, Alexandru Mircea.
In: EcoForum.
RePEc:scm:ecofrm:v:6:y:2017:i:1:p:48.
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Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates. (2017). Lustig, Hanno ; Richmond, Robert J.
In: NBER Working Papers.
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Disaster Risk and Asset Returns: An International Perspective. (2017). Liu, Edith ; Lewis, Karen K.
In: NBER Working Papers.
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Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
In: KoÃ§ University-TUSIAD Economic Research Forum Working Papers.
RePEc:koc:wpaper:1718.
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The regional pricing of risk: An empirical investigation of the MENA equity determinants. (2017). Kablan, Akassi ; Guesmi, Khaled ; Belgacem, Aymen.
In: Working Papers.
RePEc:hal:wpaper:hal-01527654.
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Disaster Risk and Asset Returns : An International Perspective. (2017). Liu, Edith ; Lewis, Karen K.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:1199.
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Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
In: CAMA Working Papers.
RePEc:een:camaaa:2017-76.
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Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?. (2017). Ftiti, Zied ; Hadhri, Sinda.
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:42:y:2017:i:c:p:39-60.
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Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas. (2017). ALAGIDEDE, PAUL ; Boako, Gideon.
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:41:y:2017:i:c:p:92-114.
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Cost of sovereign debt and foreign bias in bond allocations. (2017). Bhatta, Bibek ; Thapa, Chandra ; Marshall, Andrew.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:51:y:2017:i:c:p:75-91.
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Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem .
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:49:y:2017:i:c:p:15-31.
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Disaster risk and asset returns: An international perspective. (2017). Liu, Edith ; Lewis, Karen K.
In: Journal of International Economics.
RePEc:eee:inecon:v:108:y:2017:i:s1:p:s42-s58.
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Optimal portfolios when variances and covariances can jump. (2017). Branger, Nicole ; Weisheit, Stefan ; Seifried, Frank Thomas ; Muck, Matthias.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:85:y:2017:i:c:p:59-89.
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Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:12460.
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Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
In: BIS Working Papers.
RePEc:bis:biswps:676.
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Linkages between Indian and US financial markets: impact of global financial crisis and Eurozone debt crisis. (2016). Tuteja, Divya ; Dua, Pami.
In: Macroeconomics and Finance in Emerging Market Economies.
RePEc:taf:macfem:v:9:y:2016:i:3:p:217-240.
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When bonds matter: Home bias in goods and assets. (2016). Gourinchas, Pierre-Olivier ; Coeurdacier, Nicolas.
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/5glg8brs7n87c8vqcn2qok0961.
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Testing for Financial Market Integration of the Chinese Market with the US Market. (2016). Mustafa, Alan ; Hatemi-J, Abdulnasser.
In: MPRA Paper.
RePEc:pra:mprapa:72733.
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Exchange rate risk exposure in asset pricing theory. (2016). , Kuchin.
In: World of economics and management / Vestnik NSU. Series: Social and Economics Sciences.
RePEc:nos:wjflnh:2016_3_03e.
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Hacia un Modelo de ValuaciÃ³n de Activos de Capital para MÃ©xico: AnÃ¡lisis de Activos Individuales con Coeficientes Variantes en el Tiempo.. (2016). Lopez-Herrera, Francisco ; Valencia-Herrera, Humberto .
In: Panorama EconÃ³mico.
RePEc:ipn:panora:v:xi:y:2016:i:22:p:75-103.
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Euro area stock markets performance comparison and its dependence on macroeconomic variables. (2016). Soares da Fonseca, JosÃƒÂ©.
In: International Journal of Monetary Economics and Finance.
RePEc:ids:ijmefi:v:9:y:2016:i:3:p:245-266.
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When bonds matter: Home bias in goods and assets. (2016). Gourinchas, Pierre-Olivier ; Coeurdacier, Nicolas.
In: Post-Print.
RePEc:hal:journl:hal-03392947.
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When bonds matter: Home bias in goods and assets. (2016). Gourinchas, Pierre-Olivier ; Coeurdacier, Nicolas .
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:82:y:2016:i:c:p:119-137.
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Real estate global beta and spillovers: An international study. (2016). Liow, Kim ; Newell, Graeme.
In: Economic Modelling.
RePEc:eee:ecmode:v:59:y:2016:i:c:p:297-313.
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When bonds matter: Home bias in goods and assets. (2016). Gourinchas, Pierre-Olivier ; Coeurdacier, N.
In: Department of Economics, Working Paper Series.
RePEc:cdl:econwp:qt31x18113.
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Explaining Foreign Holdings of Asias Debt Securities: The Feldsteinâ€“Horioka Paradox Revisited-super-. (2016). NOMOTO, TAKAAKI ; Horioka, Charles ; Hagiwara, Akiko ; Terada-Hagiwara, Akiko.
In: Asian Economic Journal.
RePEc:bla:asiaec:v:30:y:2016:i:1:p:3-24.
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Has the pricing of stocks become more global?. (2016). Schrimpf, Andreas ; Wagner, Alexander F ; Petzev, Ivan .
In: BIS Working Papers.
RePEc:bis:biswps:560.
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The Components of Systematic Risk and Their Determinants in The Malaysian Equity Market. (2015). Hooy, Chee-Wooi ; Chee-Wooi, Hooy ; Brooks, Robert D.
In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
RePEc:usm:journl:aamjaf01102_151-176.
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The regional pricing of risk: An empirical investigation of the MENA equity determinants. (2015). Kablan, Akassi ; Guesmi, Khaled ; Belgacem, Aymen.
In: MPRA Paper.
RePEc:pra:mprapa:70271.
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AnÃ¡lise VAR dos Ãndices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA. (2015). Marques, AntÃƒÂ³nio ; Fuinhas, JosÃƒÂ© ; Nogueira, David Coito .
In: MPRA Paper.
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Explaining Foreign Holdings of Asias Debt Securities: The Feldstein-Horioka Paradox Revisited. (2015). NOMOTO, TAKAAKI ; Horioka, Charles ; Hagiwara, Akiko ; Terada-Hagiwara, Akiko.
In: NBER Working Papers.
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Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna.
In: Working Papers.
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The world market risk premium and U.S. macroeconomic announcements. (2015). Du, Ding ; Hu, OU.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:58:y:2015:i:c:p:75-97.
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The valuation channel of external adjustment. (2015). Rebucci, Alessandro ; Ghironi, Fabio ; Lee, Jaewoo.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:57:y:2015:i:c:p:86-114.
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Foreign exchange risk and the term-structure of industry costs of equity. (2015). Krapl, Alain ; Giaccotto, Carmelo .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:51:y:2015:i:c:p:71-88.
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Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:39:y:2015:i:c:p:65-88.
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Measures of equity home bias puzzle. (2015). Mishra, Anil.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:34:y:2015:i:c:p:293-312.
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Exchange risk premia and firm characteristics. (2015). Majerbi, Basma ; Rizeanu, Sorin ; Chung, Hyunchul.
In: Emerging Markets Review.
RePEc:eee:ememar:v:22:y:2015:i:c:p:96-125.
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Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna .
In: SIRE Discussion Papers.
RePEc:edn:sirdps:684.
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Explaining Foreign Holdings of Asias Debt Securities: The Feldstein-Horioka Paradox Revisited. (2015). NOMOTO, TAKAAKI ; Horioka, Charles ; Hagiwara, Akiko ; Terada-Hagiwara, Akiko.
In: ISER Discussion Paper.
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Has the Pricing of Stocks Become More Global?. (2015). Schrimpf, Andreas ; Petzev, Ivan ; Wagner, Alexander F.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10966.
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Endogenous Home Bias in Portfolio Diversification and Firmsâ€™ Entry. (2015). Arespa Castello, Marta.
In: Review of International Economics.
RePEc:bla:reviec:v:23:y:2015:i:1:p:14-44.
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Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna .
In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon.
RePEc:ags:aaea07:684.
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Explaining Foreign Holdings of Asias Debt Securities: The Feldstein-Horioka Paradox Revisited. (2015). NOMOTO, TAKAAKI ; Horioka, Charles ; Hagiwara, Akiko ; Terada-Hagiwara, Akiko.
In: AGI Working Paper Series.
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Is Real Exchange Rate Hedging Motive Still Important in Determining Equity Home Bias?. (2014). Stewen, Iryna.
In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
RePEc:zbw:vfsc14:100571.
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Real financial market exchange rates and capital flows. (2014). Taylor, Mark ; Reitz, Stefan ; JOCHEM, Axel.
In: Kiel Working Papers.
RePEc:zbw:ifwkwp:1945.
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Explaining Foreign Holdings of Asiaâ€™s Debt Securities. (2014). NOMOTO, TAKAAKI ; Horioka, Charles ; Hagiwara, Akiko ; Terada-Hagiwara, Akiko.
In: Working Papers on Regional Economic Integration.
RePEc:ris:adbrei:0124.
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Fresh Patterns of Liberalization, Bank Return and Return Uncertainty in Africa. (2014). Asongu, Simplice.
In: MPRA Paper.
RePEc:pra:mprapa:56813.
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. . . and the Cross-Section of Expected Returns. (2014). Harvey, Campbell ; Zhu, Heqing ; Liu, Yan.
In: NBER Working Papers.
RePEc:nbr:nberwo:20592.
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Uncovered Equity Parity and Rebalancing in International Portfolios. (2014). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, ; Curcuru, Stephanie E..
In: NBER Working Papers.
RePEc:nbr:nberwo:19963.
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Foreign Ownership and Firm Value: Evidence from Australian Firms. (2014). Mishra, Anil.
In: Asia-Pacific Financial Markets.
RePEc:kap:apfinm:v:21:y:2014:i:1:p:67-96.
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PICKING THE RIGHT BUDGET CONSTRAINT FOR SCOTLAND. (2014). Tsoukas, Serafeim ; MacDonald, Ronald ; Hallwood, Paul ; Bose, Udichibarna .
In: Working Papers.
RePEc:gla:glaewp:2014_18.
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Uncovered Equity Parity and Rebalancing in International Portfolios. (2014). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, ; Curcuru, Stephanie E..
In: International Finance Discussion Papers.
RePEc:fip:fedgif:1103.
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The determinants of the volatility of returns on cross-border asset holdings. (2014). Balli, Faruk ; Basher, Syed ; Rana, Faisal .
In: CAMA Working Papers.
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Foreign Portfolio Investment Flows to India: Determinants and Analysis. (2014). GARG, REETIKA ; Dua, Pami.
In: World Development.
RePEc:eee:wdevel:v:59:y:2014:i:c:p:16-28.
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Pricing of the currency risk in the Canadian equity market. (2014). Al-Shboul, Mohammad ; Anwar, Sajid.
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:30:y:2014:i:c:p:173-194.
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Emerging market currency exposure: Taiwan. (2014). Du, Ding ; Hu, OU ; Wu, Hong.
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:28:y:2014:i:c:p:47-61.
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Uncovered Equity Parity and rebalancing in international portfolios. (2014). Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, ; Curcuru, Stephanie E. ; Wongswan, Jon .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:47:y:2014:i:c:p:86-99.
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The determinants of the volatility of returns on cross-border asset holdings. (2014). Balli, Faruk ; Basher, Syed ; Rana, Faisal .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:44:y:2014:i:c:p:1-23.
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Currency risk premia and uncovered interest parity in the International CAPM. (2014). Balvers, Ronald ; Klein, Alina F..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:41:y:2014:i:c:p:214-230.
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Currency devaluation and stock market response: An empirical analysis. (2014). Wu, Yangru ; Patro, Dilip K. ; Wald, John K..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:40:y:2014:i:c:p:79-94.
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A dynamic equilibrium model of imperfectly integrated financial markets. (2014). Guibaud, StÃƒÂ©phane ; Coeurdacier, Nicolas ; Bhamra, Harjoat.
In: Journal of Economic Theory.
RePEc:eee:jetheo:v:154:y:2014:i:c:p:490-542.
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Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets. (2014). Zhang, Zhaoyong ; Tsui, Albert ; Long, Ling .
In: Japan and the World Economy.
RePEc:eee:japwor:v:30:y:2014:i:c:p:10-24.
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The long-run component of foreign exchange volatility and stock returns. (2014). Du, Ding ; Hu, OU.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:31:y:2014:i:c:p:268-284.
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A note on cointegration of international stock market indices. (2014). Dimpfl, Thomas.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:33:y:2014:i:c:p:10-16.
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International portfolio choice and political instability risk: A multi-objective approach. (2014). Smimou, K..
In: European Journal of Operational Research.
RePEc:eee:ejores:v:234:y:2014:i:2:p:546-560.
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Country and industry convergence of equity markets: International evidence from club convergence and clustering. (2014). Miller, Stephen ; Apergis, Nicholas ; Christou, Christina.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:29:y:2014:i:c:p:36-58.
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New estimates of time-varying currency betas: A trivariate BEKK approach. (2014). Zhang, Zhaoyong ; Tsui, Albert ; Jayasinghe, Prabhath .
In: Economic Modelling.
RePEc:eee:ecmode:v:42:y:2014:i:c:p:128-139.
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The role of education in equity portfolios during the recent financial crisis. (2014). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna .
In: SIRE Discussion Papers.
RePEc:edn:sirdps:614.
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Religious Attitudes and Home Bias: Theory and New Evidence from Primary Data. (2014). Zucchelli, Eugenio ; Reggiani, Carlo ; Leroch, Martin ; Rossini, Gianpaolo.
In: Review of Development Economics.
RePEc:bla:rdevec:v:18:y:2014:i:2:p:401-414.
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CASH FLOWS, CURRENCY RISK, AND THE COST OF CAPITAL. (2014). Du, Ding ; Hu, OU.
In: Journal of Financial Research.
RePEc:bla:jfnres:v:37:y:2014:i:2:p:139-158.
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Good News and Bad News about Firm-Level Stock Returns of Internationally Exposed Firms. (2014). Giaccotto, Carmelo ; Krapl, Alain .
In: International Review of Finance.
RePEc:bla:irvfin:v:14:y:2014:i:4:p:523-550.
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The role of education in equity portfolios during the recent financial crisis. (2014). MacDonald, Ronald ; Bose, Udichibarna ; Tsoukas, Serafeim.
In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon.
RePEc:ags:aaea07:614.
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Fresh Patterns of Liberalization, Bank Return and Return Uncertainty in Africa. (2014). Asongu, Simplice.
In: Working Papers of the African Governance and Development Institute..
RePEc:agd:wpaper:14/004.
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Fresh Patterns of Liberalization, Bank Return and Return Uncertainty in Africa. (2014). Asongu, Simplice.
In: Research Africa Network Working Papers.
RePEc:abh:wpaper:14/004.
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Fresh Patterns of Liberalization, Bank Return and Return Uncertainty in Africa. (2014). Asongu, Simplice.
In: AAYE Policy Research Working Paper Series.
RePEc:aay:wpaper:14_016.
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Time-Varying Market, Interest Rate and Exchange Rate Risks of Thai Commercial Banks. (2013). Sukcharoensin, Pariyada .
In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
RePEc:usm:journl:aamjaf00901_25-45.
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International portfolio diversification: an ICAPM approach with currency risk. (2013). Simos, Theodore ; Dimitriou, Dimitrios.
In: Macroeconomics and Finance in Emerging Market Economies.
RePEc:taf:macfem:v:6:y:2013:i:2:p:177-189.
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Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?. (2013). Waszczuk, Antonina .
In: Applied Financial Economics.
RePEc:taf:apfiec:v:23:y:2013:i:19:p:1497-1508.
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Measures of Equity Home Bias Puzzle. (2013). Mishra, Anil.
In: MPRA Paper.
RePEc:pra:mprapa:51223.
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Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China. (2013). Deng, Xin ; Meng, Xiangnan .
In: Multinational Finance Journal.
RePEc:mfj:journl:v:17:y:2013:i:1-2:p:77-106.
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Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland. (2013). Knif, Johan ; Kolari, James W. ; Gulati, Anand B..
In: Multinational Finance Journal.
RePEc:mfj:journl:v:17:y:2013:i:1-2:p:1-47.
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Religious attitudes and home bias: theory and new evidence from primary data. (2013). Zucchelli, Eugenio ; Reggiani, Carlo ; Leroch, Martin ; Rossini, Gianpaolo.
In: The School of Economics Discussion Paper Series.
RePEc:man:sespap:1311.
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International equity flows, marginal conditional stochastic dominance and diversification. (2013). Clark, Ephraim ; Kassimatis, Konstantinos .
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:40:y:2013:i:2:p:251-271.
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Do emerging markets provide currency diversification benefits?. (2013). Chaieb, Ines ; Majerbi, Basma ; Errunza, Vihang.
In: International Journal of Banking, Accounting and Finance.
RePEc:ids:injbaf:v:5:y:2013:i:1/2:p:102-120.
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Foreign ownership in Australian firms. (2013). Mishra, Anil.
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:28:y:2013:i:c:p:1-18.
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Country-specific idiosyncratic risk and global equity index returns. (2013). Hueng, C. ; Yau, Ruey .
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:25:y:2013:i:c:p:326-337.
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Risk and return in the Tehran stock exchange. (2013). Mohammadi, Hassan ; Jahan-Parvar, Mohammad.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:53:y:2013:i:3:p:238-256.
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A spatial analysis of international stock market linkages. (2013). Liu, Lu ; Hess, Wolfgang ; Asgharian, Hossein.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:37:y:2013:i:12:p:4738-4754.
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The determinants of home bias puzzle in equity portfolio investment in Australia. (2013). Vo, Xuan Vinh ; Daly, Kevin.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:27:y:2013:i:c:p:34-42.
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Effect of the Political Regime on Asset Returns in Emerging Markets: An Empirical Investigation. (2012). Dutta, Nabamita.
In: South Asian Journal of Macroeconomics and Public Finance.
RePEc:sae:smppub:v:1:y:2012:i:1:p:135-156.
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Corporate Optimal Investment Under Incomplete Information: A Real Option Method. (2012). Bellalah, Mondher ; Wu, Zhen ; Ding, Shujuan .
In: The Review of Finance and Banking.
RePEc:rfb:journl:v:04:y:2012:i:1:p:007-014.
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Portfolio Home Bias and External Habit Formation. (2012). Stathopoulos, Andreas.
In: 2012 Meeting Papers.
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On the market portfolio for multi-asset classes. (2012). Roncalli, Thierry ; Louis, Rodolphe .
In: MPRA Paper.
RePEc:pra:mprapa:39087.
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The World Price of Credit Risk. (2012). Avramov, Doron ; Philipov, Alexander ; Jostova, Gergana ; Chordia, Tarun .
In: Review of Asset Pricing Studies.
RePEc:oup:rasset:v:2:y:2012:i:2:p:112-152..
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Country Size, Currency Unions, and International Asset Returns. (2012). Hassan, Tarek.
In: NBER Working Papers.
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Religious attitudes and home bias: theory and evidence from a pilot study. (2012). Zucchelli, Eugenio ; Reggiani, Carlo ; Leroch, Martin ; Rossini, Gianpaolo.
In: The School of Economics Discussion Paper Series.
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Convergence of EMU Equity Portfolios. (2012). Giofre', Maela.
In: Open Economies Review.
RePEc:kap:openec:v:23:y:2012:i:2:p:381-419.
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A Global Equilibrium Asset Pricing Model with Home Preference. (2012). Solnik, Bruno ; Zuo, Luo.
In: Management Science.
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Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value. (2012). Hyde, Stuart ; Guidolin, Massimo.
In: Working Papers.
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The Construction and Analysis of Industry-specific Effective Exchange Rates in Japan. (2012). Shrestha, Nagendra ; Junko, Shimizu ; Zhang, Shajuan ; Kiyotaka, Sato.
In: Discussion papers.
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Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing. (2012). Hatemi-J, Abdulnasser ; Hatemi-J , Abdulnasser, ; Hatemi-J, Abdulnasser, .
In: Research in International Business and Finance.
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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.
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Country-specific equity market characteristics and foreign equity portfolio allocation. (2012). Thapa, Chandra ; Poshakwale, Sunil S..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:31:y:2012:i:2:p:189-211.
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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.
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Multifactor explanations of returns on the Warsaw Stock Exchange in light of the ICAPM. (2012). Urbaski, Stanisaw.
In: Economic Systems.
RePEc:eee:ecosys:v:36:y:2012:i:4:p:552-570.
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Home Bias in Open Economy Financial Macroeconomics. (2012). Rey, Helene ; Coeurdacier, Nicolas.
In: CEPR Discussion Papers.
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Religious attitudes and home bias: theory and evidence from a pilot study. (2012). Zucchelli, Eugenio ; Reggiani, Carlo ; Leroch, Martin ; Rossini, G..
In: Working Papers.
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An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks. (2012). Diez de los Rios, Antonio ; Bauer, Gregory.
In: Staff Working Papers.
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The International CAPM When Expected Returns Are Time-Varying. (2012). Ng, David ; Ng, David T. C., ; Ng, David T. C., .
In: Working Papers.
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African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment. (2012). Asongu, Simplice ; Simplice, Asongu .
In: Working Papers of the African Governance and Development Institute..
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African Financial Development Dynamics: Big Time Convergence. (2012). Asongu, Simplice ; Simplice, Asongu .
In: Working Papers of the African Governance and Development Institute..
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Financial Liberalisation. (2011). Murthy, K.V..
In: Review of Market Integration.
RePEc:sae:revmar:v:3:y:2011:i:2:p:181-223.
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Limited participation and International Risk-Sharing. (2011). Coeurdacier, Nicolas.
In: 2011 Meeting Papers.
RePEc:red:sed011:613.
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Home Bias in Open Economy Financial Macroeconomics. (2011). Rey, Helene ; Coeurdacier, Nicolas.
In: NBER Working Papers.
RePEc:nbr:nberwo:17691.
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The Forward Premium Puzzle in a Two-Country World. (2011). Martin, Ian.
In: NBER Working Papers.
RePEc:nbr:nberwo:17564.
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The Determinants of International Equity Holdings: Information vs. Culture. (2011). Diyarbakirlioglu, Erkin.
In: Post-Print.
RePEc:hal:journl:hal-03642469.
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Global asset pricing. (2011). Lewis, Karen K..
In: Globalization Institute Working Papers.
RePEc:fip:feddgw:88.
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International diversification and industry-related labor income risk. (2011). Nicodano, Giovanna ; Giofre', Maela ; Fugazza, Carolina.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:20:y:2011:i:4:p:764-783.
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Exchange rate exposure in the Asian emerging markets. (2011). Lin, Chien-Hsiu.
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:21:y:2011:i:4:p:224-238.
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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.
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Foreign exchange risk pricing and equity market segmentation in Africa. (2011). Ojah, Kalu ; Kodongo, Odongo.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2295-2310.
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Governance, monitoring and foreign investment in Chinese companies. (2011). Ratti, Ronald ; Mishra, Anil.
In: Emerging Markets Review.
RePEc:eee:ememar:v:12:y:2011:i:2:p:171-188.
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International Macro-Finance. (2011). Rigobon, Roberto ; Pavlova, Anna.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8218.
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On the exact distribution of the estimated expected utility portfolio weights: Theory and applications. (2011). Taras, Bodnar ; Wolfgang, Schmid .
In: Statistics & Risk Modeling.
RePEc:bpj:strimo:v:28:y:2011:i:4:p:319-342:n:3.
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Home bias in interbank lending and banksÃ¯Â¿Â½ resolution regimes. (2011). Manna, Michele.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_816_11.
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Sentiment Effect and Market Portfolio Inefficiency. (2010). Klein, Rudolf F. ; Chow, Victor K..
In: Working Papers.
RePEc:wvu:wpaper:10-08.
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Common risk factors in the returns of shipping stocks. (2010). Schilling, Dirk ; Drobetz, Wolfgang ; Tegtmeier, Lars .
In: Maritime Policy & Management.
RePEc:taf:marpmg:v:37:y:2010:i:2:p:93-120.
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Individual home bias, portfolio churning and performance. (2010). Norden, Lars.
In: The European Journal of Finance.
RePEc:taf:eurjfi:v:16:y:2010:i:4:p:329-351.
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Price transmission, foreign exchange rate risks and global diversification of ADRs. (2010). Li, Leon ; Wang, Alan Tse-Shih ; Chen, Ti-Chen .
In: Applied Economics.
RePEc:taf:applec:v:42:y:2010:i:14:p:1811-1823.
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The determinates of equity portfolio holdings. (2010). Vo, Xuan Vinh ; Batten, Jonathan.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:20:y:2010:i:14:p:1125-1132.
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Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas.
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6.
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International portfolios, capital accumulation and foreign assets dynamics. (2010). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas.
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g7084aa4m.
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Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas .
In: Sciences Po Economics Discussion Papers.
RePEc:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6.
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International portfolios, capital accumulation and foreign assets dynamics. (2010). Coeurdacier, Nicolas ; Kollmann, Robert ; Martin, Philippe.
In: Sciences Po Economics Discussion Papers.
RePEc:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g7084aa4m.
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Testing the international capital asset pricing model with Markov switching model in emerging markets. (2010). ÃƒÂ‡evik, Emrah ; Korkmaz, Turhan ; GURKAN, Serhan .
In: MPRA Paper.
RePEc:pra:mprapa:71481.
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Currency Hedging for International Portfolios. (2010). Schmittmann, Jochen M.
In: IMF Working Papers.
RePEc:imf:imfwpa:2010/151.
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DID FINANCIAL PERFORMANCE OF EUROPEAN FIRMS IMPROVE AND CONVERGE AFTER INTRODUCTION OF THE EURO?. (2010). Rakhmayil, Sergiy .
In: The International Journal of Business and Finance Research.
RePEc:ibf:ijbfre:v:4:y:2010:i:2:p:27-41.
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Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas .
In: Working Papers.
RePEc:hal:wpaper:hal-01069440.
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International portfolios, capital accumulation and foreign assets dynamics. (2010). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas .
In: Post-Print.
RePEc:hal:journl:hal-01052901.
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Can trade costs in goods explain home bias in assets?. (2010). Warnock, Francis ; van Wincoop, Eric.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:29:y:2010:i:6:p:1108-1123.
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World market risk, country-specific risk and expected returns in international stock markets. (2010). Cakici, Nusret ; Bali, Turan G..
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:34:y:2010:i:6:p:1152-1165.
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Inflation risk and international asset returns. (2010). van Dijk, Mathijs ; Moerman, Gerard A..
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:34:y:2010:i:4:p:840-855.
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International capital flows. (2010). van Wincoop, Eric ; Tille, CÃƒÂ©dric.
In: Journal of International Economics.
RePEc:eee:inecon:v:80:y:2010:i:2:p:157-175.
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International portfolios, capital accumulation and foreign assets dynamics. (2010). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas.
In: Journal of International Economics.
RePEc:eee:inecon:v:80:y:2010:i:1:p:100-112.
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International asset allocation for incompletely-informed investors. (2010). Gau, Yin-Feng ; Hua, Mingshu ; Wu, Wen-Lin .
In: Journal of Financial Markets.
RePEc:eee:finmar:v:13:y:2010:i:4:p:422-447.
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The plausibility of risk estimates and implied costs to international equity investments. (2010). De Moor, Lieven ; Vanpee, Rosanne ; Van Pee, Rosanne ; Sercu, Piet.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:17:y:2010:i:4:p:623-644.
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An empirical investigation of stock market behavior in the Middle East and North Africa. (2010). Rothman, Philip ; Jahan-Parvar, Mohammad ; Cheng, Ai-Ru .
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:17:y:2010:i:3:p:413-427.
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The puzzling evolution of the home bias, information processing and financial openness. (2010). Wu, Thomas ; Mondria, Jordi.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:34:y:2010:i:5:p:875-896.
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Crossâ€Border Diversification in Bank Asset Portfolios. (2010). Ostergaard, Charlotte ; Driscoll, John ; Buch, Claudia.
In: International Finance.
RePEc:bla:intfin:v:13:y:2010:i:1:p:79-108.
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Convergence of EMU Equity Portfolios. (2009). Giofre', Maela.
In: FIW Working Paper series.
RePEc:wsr:wpaper:y:2009:i:028.
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A simple model of corporate international investment under incomplete information and taxes. (2009). Wu, Zhen ; Bellalah, Mondher.
In: Annals of Operations Research.
RePEc:spr:annopr:v:165:y:2009:i:1:p:123-143:10.1007/s10479-007-0307-9.
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Statistical inference procedure for the mean–variance efficient frontier with estimated parameters. (2009). Bodnar, Taras.
In: AStA Advances in Statistical Analysis.
RePEc:spr:alstar:v:93:y:2009:i:3:p:295-306.
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Do trade costs in goods market lead to home bias in equities?. (2009). Coeurdacier, Nicolas .
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g708n2m4m.
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Do trade costs in goods market lead to home bias in equities?. (2009). Coeurdacier, Nicolas .
In: Sciences Po Economics Discussion Papers.
RePEc:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g708n2m4m.
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Taux dâ€™intÃ©rÃªt et marchÃ©s boursiers : une analyse empirique de lâ€™intÃ©gration financiÃ¨re internationale. (2009). Mignon, ValÃƒÂ©rie ; Borgy, Vladimir.
In: Ã‰conomie et PrÃ©vision.
RePEc:prs:ecoprv:ecop_0249-4744_2009_num_187_1_7878.
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The determinants of home bias puzzle in equity portfolio investment in Australia. (2009). Vo, Xuan Vinh.
In: MPRA Paper.
RePEc:pra:mprapa:26982.
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The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios. (2009). Giofre', Maela.
In: MPRA Paper.
RePEc:pra:mprapa:13925.
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An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa. (2009). Rothman, Philip ; Jahan-Parvar, Mohammad ; Cheng, Ai-Ru .
In: MPRA Paper.
RePEc:pra:mprapa:13437.
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The impact of exchange rate risk on international asset pricing under various market structures. (2009). BAYRAKTAR, SEMA.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:32:y:2009:i:2:p:169-195.
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Global Currency Hedging. (2009). Viceira, Luis ; Campbell, John ; Medeiros, Karine Serfaty-de.
In: Scholarly Articles.
RePEc:hrv:faseco:3153308.
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International portfolios, capital accumulation and foreign assets dynamics. (2009). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas.
In: Globalization Institute Working Papers.
RePEc:fip:feddgw:27.
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The role of information asymmetries and inflation hedging in international equity portfolios. (2009). Giofre', Maela.
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:19:y:2009:i:4:p:237-255.
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Global market integration: An alternative measure and its application. (2009). Pukthuanthong, Kuntara ; Roll, Richard.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:94:y:2009:i:2:p:214-232.
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Do trade costs in goods market lead to home bias in equities?. (2009). Coeurdacier, Nicolas.
In: Journal of International Economics.
RePEc:eee:inecon:v:77:y:2009:i:1:p:86-100.
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Heterogeneity in asset allocation decisions: Empirical evidence from Switzerland. (2009). Wanzenried, Gabrielle ; Drobetz, Wolfgang ; Kugler, Peter ; Zimmermann, Heinz.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:18:y:2009:i:1-2:p:84-93.
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Convergence of EMU Equity Portfolios. (2009). Giofre', Maela.
In: CeRP Working Papers.
RePEc:crp:wpaper:88.
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Optimal tax progressivity in unionised labour markets; what are the driving forces?. (2009). Westerhout, ED.
In: CPB Discussion Paper.
RePEc:cpb:discus:129.rdf.
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Financial Globalization, Governance, and the Evolution of the Home Bias. (2009). Warnock, Francis ; Stulz, RenÃƒÂ© ; Kho, Bong-Chan.
In: Journal of Accounting Research.
RePEc:bla:joares:v:47:y:2009:i:2:p:597-635.
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International portfolios, capital accumulation and foreign assets dynamics. (2008). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas.
In: Discussion Paper Series 1: Economic Studies.
RePEc:zbw:bubdp1:7444.
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Corporate Financial Policies and Performance Around Currency Crises. (2008). Koskinen, YrjÃƒÂ¶ ; Bris, Arturo ; Pons-Sanz, Vicente .
In: Yale School of Management Working Papers.
RePEc:ysm:somwrk:amz2563.
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Staying Close to Home: Foreign Bank Participation in Syndicated Loans. (2008). Boyle, Glenn ; Stover, Roger .
In: Working Paper Series.
RePEc:vuw:vuwcsr:4019.
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Staying Close to Home: Foreign Bank Participation in Syndicated Loans. (2008). Boyle, Glenn ; Stover, Roger.
In: Working Paper Series.
RePEc:vuw:vuwcsr:19120.
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Testing multifactor capital asset pricing model in case of Pakistani market. (2008). Javid, Attiya ; Ahmad, Eatzaz.
In: MPRA Paper.
RePEc:pra:mprapa:37341.
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Convergence of EMU Equity Portfolios. (2008). Giofre', Maela ; Giofre, Maela/M., .
In: MPRA Paper.
RePEc:pra:mprapa:13927.
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EMU Effects on Stock Markets: From Home Bias to Euro Bias. (2008). Giofre', Maela ; Giofre, Maela/M., .
In: MPRA Paper.
RePEc:pra:mprapa:13926.
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Performance of Ethical Mutual Funds in Spain: Sacrifice or Premium?. (2008). Matallin-Saez, Juan ; Fernandez-Izquierdo, Angeles.
In: Journal of Business Ethics.
RePEc:kap:jbuset:v:81:y:2008:i:2:p:247-260.
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Commodities and the Market Price of Risk. (2008). Roache, Shaun K.
In: IMF Working Papers.
RePEc:imf:imfwpa:2008/221.
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EMU and Financial Integration. (2008). Lane, Philip.
In: The Institute for International Integration Studies Discussion Paper Series.
RePEc:iis:dispap:iiisdp272.
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Portfolio performance and the Euro: Prospects for new potential EMU members. (2008). Haselmann, Rainer ; Herwartz, Helmut.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:27:y:2008:i:2:p:314-330.
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Can hedging tell the full story? Reconciling differences in United States aggregate- and industry-level exchange rate risk premium. (2008). HASAN, IFTEKHAR ; Francis, Bill B. ; Hunter, Delroy M..
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:90:y:2008:i:2:p:169-196.
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How important is asymmetric covariance for the risk premium of international assets?. (2008). Mazzotta, Stefano.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:32:y:2008:i:8:p:1636-1647.
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International linkages of the Japanese stock market. (2008). Yan, Kit Ming ; CHONG, Terence Tai Leung ; Wong, Ying-Chiu.
In: Japan and the World Economy.
RePEc:eee:japwor:v:20:y:2008:i:4:p:601-621.
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Pension funds as institutions for intertemporal risk transfer. (2008). Muller, Heinz H. ; Baumann, Roger T..
In: Insurance: Mathematics and Economics.
RePEc:eee:insuma:v:42:y:2008:i:3:p:1000-1012.
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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.
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The impact of the euro on equity markets: a country and sector decomposition. (2008). Manganelli, Simone ; Kadareja, Arjan ; Cappiello, Lorenzo.
In: Working Paper Series.
RePEc:ecb:ecbwps:2008906.
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Do Trade Costs in Goods Market Lead to Home Bias in Equities?. (2008). Coeurdacier, Nicolas.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6991.
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International Portfolios, Capital Accumulation and Foreign Assets Dynamics. (2008). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6902.
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International Capital Flows. (2008). van Wincoop, Eric ; Tille, CÃƒÂ©dric.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6705.
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Does hedging tell the full story? : Reconciling differences in US aggregate and industry-level exchange rate risk premia. (2008). HASAN, IFTEKHAR ; Francis, Bill B ; Hunter, Delroy M.
In: Research Discussion Papers.
RePEc:bof:bofrdp:2008_014.
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Thinâ€Trading Effects in Beta: Bias v. Estimation Error. (2008). Vandebroek, Martina ; Sercu, Piet ; Vinaimont, Tom .
In: Journal of Business Finance & Accounting.
RePEc:bla:jbfnac:v:35:y:2008:i:9-10:p:1196-1219.
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Thin-Trading Effects in Beta: Bias v. Estimation Error. (2008). Vandebroek, Martina ; Vinaimont, Tom ; Sercu, Piet.
In: Journal of Business Finance & Accounting.
RePEc:bla:jbfnac:v:35:y:2008-11:i:9-10:p:1196-1219.
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Foreign Exchange Volatility Is Priced in Equities. (2008). Neely, Christopher ; Guo, Hui ; Higbee, Jason.
In: Financial Management.
RePEc:bla:finmgt:v:37:y:2008:i:4:p:769-790.
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The Carry Trade, Portfolio Diversification, and the Adjustment of the Japanese Yen. (2008). Winters, Corinne.
In: Discussion Papers.
RePEc:bca:bocadp:08-2.
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The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective. (2007). Nitschka, Thomas ; Hoffmann, Mathias.
In: IEW - Working Papers.
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Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries. (2007). Wolfle, Marco .
In: ZEW Discussion Papers.
RePEc:zbw:zewdip:6887.
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The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness. (2007). Wu, Thomas ; Mondria, Jordi.
In: 2007 Meeting Papers.
RePEc:red:sed007:669.
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Return Volatility and International Portfolio Choice. (2007). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas.
In: 2007 Meeting Papers.
RePEc:red:sed007:474.
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An Asset-Pricing View of External Adjustment. (2007). Rigobon, Roberto ; Pavlova, Anna.
In: NBER Working Papers.
RePEc:nbr:nberwo:13468.
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Global Currency Hedging. (2007). Viceira, Luis ; Campbell, John ; Medeiros, Karine Serfaty-de.
In: NBER Working Papers.
RePEc:nbr:nberwo:13088.
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The Valuation Channel of External Adjustment. (2007). Rebucci, Alessandro ; Lee, Jaewoo ; Ghironi, Fabio.
In: NBER Working Papers.
RePEc:nbr:nberwo:12937.
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The Impact of Macroeconomic Variables on Corporate Performance - What Shareholders Ought to Know?. (2007). Oxelheim, Lars.
In: Working Paper Series.
RePEc:hhs:iuiwop:0571.
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Global Market and Currency Risk in Finnish Stock Market. (2007). Vaihekoski, Mika.
In: Finnish Economic Papers.
RePEc:fep:journl:v:20:y:2007:i:1:p:72-88.
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Linear and nonlinear exchange rate exposure. (2007). priestley, richard ; ÃƒÂ˜degaard, Bernt ; Odegaard, Bernt Arne .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:26:y:2007:i:6:p:1016-1037.
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Home bias in global bond and equity markets: The role of real exchange rate volatility. (2007). Thimann, Christian ; Fratzscher, Marcel ; Fidora, Michael.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:26:y:2007:i:4:p:631-655.
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Model uncertainty, financial market integration and the home bias puzzle. (2007). ter Horst, Jenke ; Pungulescu, Crina ; Baele, Lieven.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:26:y:2007:i:4:p:606-630.
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Home bias and international risk sharing: Twin puzzles separated at birth. (2007). Sorensen, Bent ; Yosha, Oved ; Zhu, YU ; Wu, Yi-Tsung.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:26:y:2007:i:4:p:587-605.
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Are the China-related stock markets segmented with both world and regional stock markets?. (2007). di Iorio, Amalia ; Wang, Yuenan.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:17:y:2007:i:3:p:277-290.
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International capital asset pricing: Evidence from options. (2007). Wu, Liuren ; Mo, Henry.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:14:y:2007:i:4:p:465-498.
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German Exchange Rate Exposure at DAX and Aggregate Levels, International Trade and the Role of Exchange Rate Adjustment Costs. (2007). Entorf, Horst ; Jamin, Gosta.
In: German Economic Review.
RePEc:bla:germec:v:8:y:2007:i:3:p:344-374.
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Exchange Rates and the Conversion of Currency-Specific Risk Premia. (2007). Eisenberg, Astrid ; Rudolf, Markus.
In: European Financial Management.
RePEc:bla:eufman:v:13:y:2007:i:4:p:672-701.
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Merger Policy and Tax Competition. (2007). Haufler, Andreas ; Schulte, Christian .
In: Working Papers.
RePEc:bav:wpaper:035_haufler_schulte.
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The Triple-Parity Law. (2006). Mihailov, Alexander ; Lambelet, Jean-Christian.
In: Computing in Economics and Finance 2006.
RePEc:sce:scecfa:33.
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Do trade costs in goods market lead to home bias in equities?. (2006). Coeurdacier, Nicolas.
In: 2006 Meeting Papers.
RePEc:red:sed006:111.
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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.
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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.
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Financial Globalization, Governance, and the Evolution of the Home Bias. (2006). Warnock, Francis ; Stulz, RenÃƒÂ© ; Kho, Bong-Chan.
In: NBER Working Papers.
RePEc:nbr:nberwo:12389.
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The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
In: NBER Working Papers.
RePEc:nbr:nberwo:12346.
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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.
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Evaluating a nonlinear asset pricing model on international data. (2006). Asgharian, Hossein ; Karlsson, Sonnie.
In: Working Papers.
RePEc:hhs:lunewp:2006_005.
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International asset allocation under regime switching, skew and kurtosis preferences. (2006). Guidolin, Massimo ; Timmerman, Allan.
In: Working Papers.
RePEc:fip:fedlwp:2005-034.
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Foreign exchange volatility is priced in equities. (2006). Neely, Christopher ; Guo, Hui.
In: Working Papers.
RePEc:fip:fedlwp:2004-029.
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Exchange rate pegs and foreign exchange exposure in East and South East Asia. (2006). Popper, Helen ; Parsley, David.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:25:y:2006:i:6:p:992-1009.
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The evolution of stock market integration in the post-liberalization period - A look at Latin America. (2006). Hunter, Delroy M..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:25:y:2006:i:5:p:795-826.
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Specification tests of international asset pricing models. (2006). zhang, xiaoyan.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:25:y:2006:i:2:p:275-307.
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Home bias among European investors from a Bayesian perspective. (2006). Hansson, BjÃƒÂ¶rn ; Asgharian, Hossein.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:16:y:2006:i:5:p:397-410.
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Non-synchronous trading and testing for market integration in Central European emerging markets. (2006). Zalewska, Anna ; Schotman, Peter C..
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:13:y:2006:i:4-5:p:462-494.
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Local risk factors in emerging markets: Are they separately priced?. (2006). Majerbi, Basma ; Errunza, Vihang ; Carrieri, Francesca.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:13:y:2006:i:4-5:p:444-461.
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Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen K..
In: Working Papers.
RePEc:ecl:upafin:06-6.
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Financial Globalization, Governance, and the Evolution of the Home Bias. (2006). Warnock, Francis ; Stulz, RenÃƒÂ© ; Kho, Bong-Chan.
In: Working Paper Series.
RePEc:ecl:ohidic:2006-12.
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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.
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Financial integration of new EU Member States. (2006). Manganelli, Simone ; Kadareja, Arjan ; Gerard, Bruno ; Cappiello, Lorenzo.
In: Working Paper Series.
RePEc:ecb:ecbwps:2006683.
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La recherche franÃ§aise en finance:une perspective Ã travers les travaux des enseignants-chercheurs en gestion sur la pÃ©riode 1994-2003. (2006). Schatt, Alain ; Charreaux, Gerard.
In: Revue Finance ContrÃ´le StratÃ©gie.
RePEc:dij:revfcs:v:9:y:2006:i:q1:p:239-271.
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The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness. (2006). Wu, Thomas ; Mondria, Jordi.
In: Santa Cruz Department of Economics, Working Paper Series.
RePEc:cdl:ucscec:qt4wg39067.
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The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness. (2006). Wu, Thomas ; Mondria, Jordi.
In: Santa Cruz Center for International Economics, Working Paper Series.
RePEc:cdl:scciec:qt4wg39067.
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Characteristics of UK firms related to timing of adoption of Statement of Standard Accounting Practice No. 20. (2006). Iatridis, George Emmanuel ; Joseph, Nathan Lael .
In: Accounting and Finance.
RePEc:bla:acctfi:v:46:y:2006:i:3:p:429-455.
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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.
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Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?. (2005). Sarno, Lucio.
In: Canadian Journal of Economics/Revue canadienne d'Ã©conomique.
RePEc:wly:canjec:v:38:y:2005:i:3:p:673-708.
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Exchange rate risk and Philippine stock returns: before and after the Asian financial crisis. (2005). Aquino, Rodolfo Q.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:15:y:2005:i:11:p:765-771.
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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.
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RÃ©gimes monÃ©taires et processus dintÃ©gration financiÃ¨re rÃ©gionale des marchÃ©s Ã©mergents. (2005). PÃƒÂ©pin, Dominique ; Goyeau, Daniel ; Leonard, Jacques .
In: Post-Print.
RePEc:hal:journl:hal-00965063.
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The Influences Affecting French Assets Abroad Prior 1914. (2005). Rault, Christophe ; PARENT, Antoine.
In: Documents de recherche.
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The Triple-Parity Law. (2005). Mihailov, Alexander ; Lambelet, Jean-Christian .
In: Economics Discussion Papers.
RePEc:esx:essedp:8896.
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How Domestic is the Fama and French Three-Factor Model? An Application to the Euro Area. (2005). Moerman, G. A..
In: ERIM Report Series Research in Management.
RePEc:ems:eureri:6626.
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An examination of linear factor models in country equity asset allocation strategies. (2005). Hillier, Joe ; Fletcher, Jonathan.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:45:y:2005:i:4-5:p:808-823.
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Determinants of international portfolio investment flows to a small market: Empirical evidence. (2005). Loflund, Anders ; Liljeblom, Eva.
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:15:y:2005:i:3:p:211-233.
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Home bias among institutional investors: a study of the Economist Quarterly Portfolio Poll. (2005). Suh, Jungwon.
In: Journal of the Japanese and International Economies.
RePEc:eee:jjieco:v:19:y:2005:i:1:p:72-95.
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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.
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La recherche franÃ§aise en finance:une perspective Ã travers les travaux des enseignants-chercheurs en gestion sur la pÃ©riode 1994-2003. (2005). Schatt, Alain ; Charreaux, Gerard.
In: Working Papers CREGO.
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Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets. (2005). Zalewska, Ania ; Schotman, Peter C.
In: CEPR Discussion Papers.
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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.
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How to determine the contributions of domestic demand and exports to economic growth?. (2005). Westerhout, ED.
In: CPB Memorandum.
RePEc:cpb:memodm:129.rdf.
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The International CAPM and a Wavelet-Based Decomposition of Value at Risk. (2005). Fernandez, Viviana.
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:9:y:2005:i:4:n:4.
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â€˜That Courage is not Inconsistent with Cautionâ€™: Currency Hedging for Superannuation Funds. (2005). Thorp, Susan.
In: The Economic Record.
RePEc:bla:ecorec:v:81:y:2005:i:252:p:38-50.
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German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs. (2004). Entorf, Horst ; Jamin, Gosta .
In: ZEW Discussion Papers.
RePEc:zbw:zewdip:1604.
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CONTAGION AND PORTFOLIO SHIFT IN EMERGING COUNTRIESÂ´ SOVEREIGN BONDS. (2004). Garcia Herrero, Alicia ; Diez de los Rios, Antonio.
In: International Finance.
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Return-volatility linkages in the international equity and currency markets. (2004). HASAN, IFTEKHAR ; Francis, Bill B. ; Hunter, Delroy M..
In: Finance.
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An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method. (2004). Roca, Eduardo ; Hatemi-J, Abdulnasser.
In: The European Journal of Finance.
RePEc:taf:eurjfi:v:10:y:2004:i:6:p:475-488.
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Interest rate and exchange rate exposures of banking institutions in pre-crisis Korea. (2004). Hahm, Joon-Ho .
In: Applied Economics.
RePEc:taf:applec:v:36:y:2004:i:13:p:1409-1419.
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Correlations, integration and Hansen-Jagannathan bounds. (2004). faff, robert ; Brooks, Robert ; Ragunathan, Vanitha .
In: Applied Financial Economics.
RePEc:taf:apfiec:v:14:y:2004:i:16:p:1167-1180.
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Is the Currency Risk Priced in Equity Markets?. (2004). Tzavalis, Elias ; Giurda, Francesco.
In: Working Papers.
RePEc:qmw:qmwecw:wp511.
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Is the Currency Risk Priced in Equity Markets?. (2004). Tzavalis, Elias ; Giurda, Francesco.
In: Working Papers.
RePEc:qmw:qmwecw:511.
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TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION. (2004). Shields, K ; Olekalns, Nilss ; Henry, ÃƒÂ“lan.
In: Department of Economics - Working Papers Series.
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Asset Prices and Exchange Rates. (2004). Rigobon, Roberto ; Pavlova, Anna.
In: Working papers.
RePEc:mit:sloanp:7349.
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Industry Risk and Market Integration. (2004). Sarkissian, Sergei ; Carrieri, Francesca ; Errunza, Vihang.
In: Management Science.
RePEc:inm:ormnsc:v:50:y:2004:i:2:p:207-221.
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The Determinants of International Portfolio Holdings and Home Bias. (2004). Faruqee, Hamid ; Yan, Isabel K ; Li, Shujing.
In: IMF Working Papers.
RePEc:imf:imfwpa:2004/034.
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The Performance of International Equity Portfolios. (2004). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
In: International Finance Discussion Papers.
RePEc:fip:fedgif:817.
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A general equilibrium analysis of strategic arbitrage. (2004). Zigrand, Jean-Pierre.
In: Journal of Mathematical Economics.
RePEc:eee:mateco:v:40:y:2004:i:8:p:923-952.
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The impact of the euro on risk exposure of the worlds major banking industries. (2004). Francis, Bill B. ; Hunter, Delroy M..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:23:y:2004:i:7-8:p:1011-1042.
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The international CAPM when expected returns are time-varying. (2004). Ng, David.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:23:y:2004:i:2:p:189-230.
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Do birds of the same feather flock together?: The case of the Chinese states equity markets. (2004). Roca, Eduardo ; Hatemi-J, Abdulnasser.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:14:y:2004:i:3:p:281-294.
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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.
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Intertemporal surplus management. (2004). Rudolf, Markus ; Ziemba, William T..
In: Journal of Economic Dynamics and Control.
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Asset Prices and Exchange Rates. (2004). Rigobon, Roberto ; Pavlova, Anna.
In: Econometric Society 2004 North American Winter Meetings.
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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.
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Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection. (2004). Sarkissian, Sergei ; Schill, Michael J..
In: Working Papers.
RePEc:ecl:upafin:05-4.
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External Adjustment. (2004). Obstfeld, Maurice.
In: Department of Economics, Working Paper Series.
RePEc:cdl:econwp:qt7bw468wx.
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Valuation and Accounting for Inflation and Foreign Exchange. (2004). liu, jing ; ZHANG, MINGSHAN ; Hughes, John .
In: Journal of Accounting Research.
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Risk Sharing and Asset Prices: Evidence from a Natural Experiment. (2004). Henry, Peter ; Chari, Anusha.
In: Journal of Finance.
RePEc:bla:jfinan:v:59:y:2004:i:3:p:1295-1324.
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INTERNATIONAL CAPITAL MOBILITY AND TRADE POLITICS: CAPITAL FLOWS, POLITICAL COALITIONS, AND LOBBYING. (2004). Hiscox, Michael J.
In: Economics and Politics.
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German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs. (2003). Entorf, Horst ; Jamin, Gosta .
In: Darmstadt Discussion Papers in Economics.
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Keeping up with the Joneses: An international asset pricing model. (2003). Zapatero, Fernando ; Priestly, Richard ; Gomez, Juan-Pedro .
In: Economics Working Papers.
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Asset Prices and Exchange Rates. (2003). Rigobon, Roberto ; Pavlova, Anna.
In: NBER Working Papers.
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Cross-Border Valuation: The International Cost of Equity Capital. (2003). Bodnar, Gordon ; Dumas, Bernard ; Marston, Richard D..
In: NBER Working Papers.
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The Euro and Corporate Valuations. (2003). Koskinen, YrjÃƒÂ¶ ; Bris, Arturo ; Nilsson, Mattias .
In: SSE/EFI Working Paper Series in Economics and Finance.
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International asset prices and portfolio choices under Bayesian learning. (2003). Guidolin, Massimo.
In: Research in Economics.
RePEc:eee:reecon:v:57:y:2003:i:4:p:383-437.
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Are the East Asian markets integrated? Evidence from the ICAPM. (2003). Batten, Jonathan ; Gerard, Bruno ; Thanyalakpark, Kessara.
In: Journal of Economics and Business.
RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:585-607.
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The relevance of currency risk in the EMU. (2003). Gerard, Bruno ; Hillion, Pierre ; De Santis, Giorgio .
In: Journal of Economics and Business.
RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:427-462.
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International asset allocation: A new perspective. (2003). lioui, abraham ; Poncet, Patrice .
In: Journal of Banking & Finance.
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Strategic trade policy and the home bias in firm ownership structure. (2003). Konrad, Kai ; Huck, Steffen.
In: Japan and the World Economy.
RePEc:eee:japwor:v:15:y:2003:i:3:p:299-305.
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The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market. (2003). Hansson, BjÃƒÂ¶rn ; Asgharian, Hossein.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:13:y:2003:i:4:p:325-353.
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Mexicos integration into the North American capital market. (2003). Adler, Michael ; Qi, Rong .
In: Emerging Markets Review.
RePEc:eee:ememar:v:4:y:2003:i:2:p:91-120.
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Cross-Border Valuation: The International Cost of Equity Capital. (2003). Bodnar, Gordon ; Dumas, Bernard ; Marston, Richard.
In: Working Papers.
RePEc:ecl:upafin:03-3.
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German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs. (2003). Jamin, Gosta ; Entorf, Horst.
In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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Strategic Trade Policy and Merger Profitability. (2003). Konrad, Kai ; Huck, Steffen.
In: CESifo Working Paper Series.
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The Dynamics of International Equity Market Expectations. (2003). Cao, Huining ; Brennan, Michael ; Xu, Xinzhong ; Strong, Norman.
In: University of California at Los Angeles, Anderson Graduate School of Management.
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Modelling International Price Relationships and Interdependencies Between the Stock Index and Stock Index Futures Markets of Three EU Countries: A Multivariate Analysis. (2003). Pescetto, Gioia ; Antoniou, Antonios ; Violaris, Antonis.
In: Journal of Business Finance & Accounting.
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Contagion and portfolio shift in emerging countries sovereign bonds. (2003). Garcia Herrero, Alicia ; Diez de los Rios, Antonio.
In: Working Papers.
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Strategic trade policy and the home bias in firm ownership structure. (2002). Konrad, Kai ; Huck, Steffen.
In: Discussion Papers, Research Unit: Market Processes and Governance.
RePEc:zbw:wzbmpg:fsiv0225.
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Exchange Rate Pegs and Foreign Exchange Exposure in East Asia. (2002). Popper, Helen ; Parsley, David.
In: International Finance.
RePEc:wpa:wuwpif:0211001.
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Conditional Asset Pricing in Emerging Stock Markets. (2002). Zimmermann, Heinz ; Drobetz, Wolfgang ; Sturmer, Susanne.
In: Swiss Journal of Economics and Statistics (SJES).
RePEc:ses:arsjes:2002-iv-11.
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Are Financial Assets Priced Locally or Globally?. (2002). Stulz, RenÃƒÂ© ; Karolyi, G..
In: NBER Working Papers.
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International Taxation. (2002). Hines, James ; Gordon, Roger.
In: NBER Working Papers.
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Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias. (2002). Jorgensen, Bjorn ; Gorman, Larry R..
In: Multinational Finance Journal.
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Foreign Exchange Exposure and Exchange Rate Arrangements in East Asia. (2002). Popper, Helen ; Parsley, David.
In: Working Papers.
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International Asset Pricing and the Benefits from World Market Diversification. (2002). Nilsson, Birger.
In: Working Papers.
RePEc:hhs:lunewp:2002_001.
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RÃ©gimes monÃ©taires et processus dintÃ©gration financiÃ¨re rÃ©gionale des marchÃ©s Ã©mergents. (2002). Goyeau, Daniel ; Leonard, Jacques .
In: Working Papers.
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Emerging market liberalization and the impact on uncovered interest rate parity. (2002). HASAN, IFTEKHAR ; Francis, Bill ; Hunter, Delroy.
In: FRB Atlanta Working Paper.
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Foreign Direct Investment: The Case of Eastern Europe. (2002). Georgopoulos N., ; Subeniotis D., ; Lyroudi K., .
In: European Research Studies Journal.
RePEc:ers:journl:v:v:y:2002:i:3-4:p:71-90.
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Emerging market liberalization and the impact on uncovered interest rate parity. (2002). HASAN, IFTEKHAR ; Francis, Bill B. ; Hunter, Delroy M..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:21:y:2002:i:6:p:931-956.
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The cost of capital in international financial markets: local or global?. (2002). van Dijk, Mathijs ; Kool, Clemens ; Koedijk, Kees G. ; Schotman, Peter C. ; Kool, Clemens J. M., .
In: Journal of International Money and Finance.
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The explanatory power of political risk in emerging markets. (2002). Bilson, Christopher M. ; Hooper, Vincent C. ; Brailsford, Timothy J..
In: International Review of Financial Analysis.
RePEc:eee:finana:v:11:y:2002:i:1:p:1-27.
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Market efficiency, asset returns, and the size of the risk premium in global equity markets. (2002). Lundblad, Christian ; Bansal, Ravi.
In: Journal of Econometrics.
RePEc:eee:econom:v:109:y:2002:i:2:p:195-237.
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An Evaluation of International Asset Pricing Models. (2002). Dahlquist, Magnus ; Sallstrom, Torbjorn.
In: CEPR Discussion Papers.
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Forward Discount Bias, Nalebuffs Envelope Puzzle, and the Siegel Paradox in Foreign Exchange. (2002). Edlin, Aaron.
In: The B.E. Journal of Theoretical Economics.
RePEc:bpj:bejtec:v:topics.2:y:2002:i:1:n:3.
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Excess returns, portfolio choices and exchange rate dynamics. The yen/dollar case, 1980â€“1998. (2002). Andrade, Philippe ; Bruneau, Catherine.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:64:y:2002:i:3:p:233-256.
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Cointegration Analysis in an Inflationary Environment: What Can We Learn from Ukraines Nominal Exports?. (2001). Strauss, Hubert .
In: Kiel Working Papers.
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Corporate Financial Policies and Performance Prior to Currency Crises. (2001). Koskinen, YrjÃƒÂ¶ ; Bris, Arturo ; Pons, Vicente .
In: William Davidson Institute Working Papers Series.
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Stock Market Liberalizations and the Repricing of Systematic Risk. (2001). Henry, Peter ; Chari, Anusha.
In: NBER Working Papers.
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Home Bias in Portfolios and Taxation of Asset Income. (2001). Gordon, Roger ; Gaspar, Vitor.
In: NBER Working Papers.
RePEc:nbr:nberwo:8193.
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Corporate Financial Policies and Performance Around Currency Crises. (2001). Koskinen, YrjÃƒÂ¶ ; Bris, Arturo ; Pons, Vicente .
In: SSE/EFI Working Paper Series in Economics and Finance.
RePEc:hhs:hastef:0467.
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Selecting macroeconomic variables as explanatory factors of emerging stock market returns. (2001). Bilson, Christopher M. ; Hooper, Vincent J. ; Brailsford, Timothy J..
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:9:y:2001:i:4:p:401-426.
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Deregulation and capital market integration: A study of the New Zealand stock market. (2001). Eleswarapu, Venkat ; Chay, J. B..
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:9:y:2001:i:1:p:29-46.
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Home bias and international capital asset pricing model with human capital. (2001). Coen, Alain.
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:11:y:2001:i:4-5:p:497-513.
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Why real interest rates, cost of capital and price/earnings ratios vary across countries. (2001). Titman, Sheridan ; Chowdhry, Bhagwan .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:20:y:2001:i:2:p:165-189.
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Direct foreign ownership, institutional investors, and firm characteristics. (2001). Magnus, Dahlquist ; Goran, Robertsson.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:59:y:2001:i:3:p:413-440.
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An examination of predictable risk and return in UK stock returns. (2001). Fletcher, Jonathan.
In: Journal of Economics and Business.
RePEc:eee:jebusi:v:53:y:2001:i:6:p:527-546.
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Exchange risk premia, expectations formation and news in the Mexican peso/U.S. dollar forward exchange rate market. (2001). Wolff, Christian ; Verschoor, Willem ; Verschoor, Willem F. C., ; Wolff, Christian C. P., .
In: International Review of Financial Analysis.
RePEc:eee:finana:v:10:y:2001:i:2:p:157-174.
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What causes home asset bias and how should it be measured?. (2001). Glassman, Debra A. ; Riddick, Leigh A..
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:8:y:2001:i:1:p:35-54.
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Scandinavian forward discount bias risk premia. (2001). Wolff, Christian ; Verschoor, Willem ; Verschoor, Willem F. C., ; Wolff, Christian C. P., .
In: Economics Letters.
RePEc:eee:ecolet:v:73:y:2001:i:1:p:65-72.
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International Portfolio Choice and the Effect of Information Costs. (2001). Bellalah, Makram.
In: Economics Papers from University Paris Dauphine.
RePEc:dau:papers:123456789/9786.
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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.
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The euro and international capital markets. (2000). Detken, Carsten ; Hartmann, Philipp.
In: CFS Working Paper Series.
RePEc:zbw:cfswop:200009.
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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.
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Exchange risk premia in the European monetary system. (2000). Wolff, Christian ; Verschoor, Willem ; Christian C. P. Wolff, ; Willem F. C. Verschoor, ; Willem F. C. Verschoor, ; Frederick G. M. C. Nieuwland, .
In: Applied Financial Economics.
RePEc:taf:apfiec:v:10:y:2000:i:4:p:351-360.
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Capital Markets and Foreign Ownership Restrictions: An Empirical Analysis of Emerging Stock Markets. (2000). Anwar, Javed ; Javed, Tariq M..
In: The Pakistan Development Review.
RePEc:pid:journl:v:39:y:2000:i:4:p:933-950.
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Globalisation des marchÃ©s de capitaux et valorisation des actifs financiers. (2000). PÃƒÂ©pin, Dominique.
In: Working Papers.
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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.
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Unconditional international asset pricing models: empirical tests. (2000). Vaihekoski, Mika.
In: Finnish Economic Papers.
RePEc:fep:journl:v:13:y:2000:i:2:p:71-88.
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The Euro and International Capital Markets. (2000). Hartmann, Philipp ; Detken, Carsten.
In: EUI-RSCAS Working Papers.
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Hedging price risk when real wealth matters. (2000). Adam-Muller, Axel F. A., .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:19:y:2000:i:4:p:549-560.
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Exchange rate and foreign inflation risk premiums in global equity returns. (2000). Vassalou, Maria.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:19:y:2000:i:3:p:433-470.
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Partially segmented international capital markets and international capital budgeting. (2000). Kaplanis, Evi ; Cooper, Ian A..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:19:y:2000:i:3:p:309-329.
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Volatility spillover effects from Japan and the US to the Pacific-Basin. (2000). Ng, Angela.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233.
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Pacific Basin stock markets and international capital asset pricing. (2000). Hung, Mao-Wei ; Jan, Yin-Ching ; Chou, Peter Shyan-Rong.
In: Global Finance Journal.
RePEc:eee:glofin:v:11:y:2000:i:1-2:p:1-16.
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The euro and international capital markets. (2000). Hartmann, Philipp ; Detken, Carsten.
In: Working Paper Series.
RePEc:ecb:ecbwps:200019.
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The Euro and International Capital Markets. (2000). Hartmann, Philipp ; Detken, Carsten.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:2461.
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Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns. (2000). Vassalou, Maria.
In: CEPR Discussion Papers.
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Continuous-Time Methods in Finance: A Review and an Assessment. (2000). Sundaresan, Suresh M..
In: Journal of Finance.
RePEc:bla:jfinan:v:55:y:2000:i:4:p:1569-1622.
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Predicting real exchange rates from real interest rate differentials and net foreign asset stocks: evidence for the mark/dollar parity. (1999). Meier, Carsten-Patrick .
In: Kiel Working Papers.
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Hedging Price Risk When Real Wealth Matters. (1999). , Axel.
In: CoFE Discussion Papers.
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An International Dynamic Asset Pricing Model. (1999). Ng, David ; Hodrick, Robert.
In: NBER Working Papers.
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An International Dynamic Asset Pricing Model. (1999). Ng, David ; Hodrick, Robert.
In: International Tax and Public Finance.
RePEc:kap:itaxpf:v:6:y:1999:i:4:p:597-620.
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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.
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Exchange rate variation, commodity price variation and the implications for international trade. (1999). Smith, Constance.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:18:y:1999:i:3:p:471-491.
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The pricing of currency risk in Japan. (1999). Lang, Larry ; Doukas, John ; Hall, Patricia H..
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:23:y:1999:i:1:p:1-20.
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Nonlinear dynamics in foreign exchange rates. (1999). Wagner, Andrew J. ; Mahajan, Arvind .
In: Global Finance Journal.
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International equity diversification and shortfall risk. (1999). Robinson, Chris ; Milevsky, Moshe Arye ; Ho, Kwok.
In: Financial Services Review.
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Economic determinants of evolution in international stock market integration. (1999). Docking, Diane Scott ; Koch, Paul D. ; Bracker, Kevin.
In: Journal of Empirical Finance.
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The Integration of Commercial Real Estate Markets and Stock Markets. (1999). Ling, David ; Naranjo, Andy.
In: Real Estate Economics.
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Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium. (1999). Gallmeyer, Michael ; Basak, Suleyman.
In: Mathematical Finance.
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Has Financial Market Integration Increased during the Nineties?. (1999). Ayuso, Juan ; Blanco, Roberto .
In: Working Papers.
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Testing for mean-variance spanning : A survey. (1998). Nijman, T E ; de Roon, F A.
In: Other publications TiSEM.
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Testing for mean-variance spanning : A survey. (1998). Nijman, Theo ; de Roon, F. A..
In: Discussion Paper.
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The Attractiveness of the EMU Exchange Rate Stabilization Program. (1998). .
In: Empirica.
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An entropic approach to equity market integration and consumption-based capital asset pricing models. (1998). Tu, Teng-Tsai .
In: ISU General Staff Papers.
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The Impact of Fiscal Policy Variables on Output Growth. (1998). Gerson, Philip.
In: IMF Working Papers.
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Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium. (1998). Gallmeyer, Michael ; Basak, Suleyman.
In: Weiss Center Working Papers.
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The world ex ante risk premium: an empirical investigation. (1998). Ostdiek, Barbara .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:17:y:1998:i:6:p:967-999.
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Asset pricing and foreign exchange risk: econometric evidence for the G-7. (1998). Pentecost, Eric ; Morley, Bruce.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:17:y:1998:i:2:p:317-329.
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Risk and International Parity Conditions: A Synthesis from Consumption Based Models. (1997). Chiang, Thomas ; JOSÉ A. TRINIDAD, .
In: International Economic Journal.
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Valuing political risk. (1997). Clark, Ephraim.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:16:y:1997:i:3:p:477-490.
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Tests of three parity conditions: Distinguishing risk premia and systematic forecast errors. (1997). Marston, Richard C..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:16:y:1997:i:2:p:285-303.
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International arbitrage pricing theory: Relating risk premia. (1997). Clyman, Dana R..
In: International Review of Financial Analysis.
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The role of institutional investors in international trading: an explanation of the home bias puzzle. (1997). Gomez, Juan Pedro ; Zapatero, Fernando.
In: DEE - Working Papers. Business Economics. WB.
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Heterogeneous Behavior in Exchange Rate Crises. (1996). Beltratti, Andrea ; Bertola, Giuseppe ; Bagliano, Fabio C..
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Risk and return in the Philippine equity market: A multifactor exploration. (1996). Chung, Peter Y. ; Bailey, Warren .
In: Pacific-Basin Finance Journal.
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Why empirical international portfolio models fail: evidence that model misspecification creates home asset bias. (1996). Glassman, Debra A. ; Riddick, Leigh A..
In: Journal of International Money and Finance.
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Dollar jump fears, 1984-1992: distributional abnormalities implicit in currency futures options. (1996). Bates, David S..
In: Journal of International Money and Finance.
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Exchange rate regimes and international market segmentation: Evidence from pricing effects of international listings. (1996). Mahajan, Arvind ; Furtado, Eugene P. H., .
In: Global Finance Journal.
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Estimating the time Varying Components of international stock markets risk. (1995). Giannopoulos, K..
In: The European Journal of Finance.
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Market segmentation and time variation in the price of risk: Evidence on the Korean stock market. (1995). Bae, Kee-Hong .
In: Pacific-Basin Finance Journal.
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Home bias and high turnover. (1995). Tesar, Linda ; Werner, Ingrid M..
In: Journal of International Money and Finance.
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Comment on Exchange rate shocks, currency options and the Siegel paradox by Indrajit Bardhan. (1995). Jennergren, Peter ; Dumas, Bernard ; Naslund, Bertil .
In: Journal of International Money and Finance.
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The role of exchange and interest risk in equity valuation: A comparative study of international stock markets. (1995). Prasad, Anita Mehra ; Rajan, Murli .
In: Journal of Economics and Business.
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Discrete exchange rate hedging strategies. (1995). Kaplanis, E. C. ; Brealey, R. A..
In: Journal of Banking & Finance.
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Market closure and predictability of intradaily stock returns in the United States and Japan. (1995). Lin, Wen-Ling .
In: Journal of Empirical Finance.
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Domestic taxation and international portfolio choice. (1995). Smith, Constance.
In: Economics Letters.
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Equilibrium asset prices and exchange rates. (1995). Zapatero, Fernando.
In: Journal of Economic Dynamics and Control.
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Evaluating the gains from international risksharing. (1995). Tesar, Linda.
In: Carnegie-Rochester Conference Series on Public Policy.
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The World Price of Foreign Exchange Risk.. (1995). Dumas, Bernard ; Solnik, Bruno.
In: Journal of Finance.
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Tests of Three Parity Conditions: Distinguishing Risk Premia and Systematic Forecast Errors. (1994). Marston, Richard C..
In: NBER Working Papers.
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Why is Capital so Immobile Internationally?: Possible Explanations and Implications for Capital Income Taxation. (1994). Gordon, Roger ; Bovenberg, Lans.
In: NBER Working Papers.
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International Portfolio Choice and Asset Pricing: An Integrative Survey. (1994). Stulz, RenÃƒÂ©.
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International Equity Transactions and U.S. Portfolio Choice. (1994). Tesar, Linda ; Werner, Ingrid M..
In: NBER Working Papers.
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Introduction to The Internationalization of Equity Markets . (1994). Frankel, Jeffrey A..
In: NBER Chapters.
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The Internalization of Equity Markets: Introduction. (1994). Frankel, Jeffrey.
In: Center for International and Development Economics Research (CIDER) Working Papers.
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Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets. (1993). Ito, Takatoshi ; Lin, Wen-Ling .
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Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment. (1993). Svensson, Lars.
In: NBER Working Papers.
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The World Price of Foreign Exchange Risk. (1993). Dumas, Bernard ; Solnik, Bruno.
In: NBER Working Papers.
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Partial- Vs. General-Equilibrium Models of the International Capital Market. (1993). Dumas, Bernard.
In: NBER Working Papers.
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The performance of international asset allocation strategies using conditioning information. (1993). Solnik, Bruno.
In: Journal of Empirical Finance.
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Why Real Interest Rates, Cost of Capital and Price/Earnings Ratios Vary Across Countries. (1993). Chowdhry, Bhagwan ; Titman, Sheridan.
In: University of California at Los Angeles, Anderson Graduate School of Management.
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Taux dintÃ©rÃªt et comportements spÃ©culatifs sur le marchÃ© du franc franÃ§ais. (1992). Boutillier, Michel ; Baulant, Camille ; Renard, Franois .
In: Ã‰conomie et PrÃ©vision.
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Home Bias and the High Turnover. (1992). Tesar, Linda ; Werner, Ingrid M..
In: NBER Working Papers.
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Rewards Available to Currency Futures Speculators: Compensation for Risk or Evidence of Inefficient Pricing?. (1992). Taylor, Stephen J.
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Does Foreign Exchange Intervention Matter? Disentangling the Portfolio and Expectations Effects. (1992). Frankel, Jeffrey ; Dominguez, Kathryn.
In: Center for International and Development Economics Research (CIDER) Working Papers.
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Les incitations financiÃ¨res au crÃ©dit commercial international. (1991). Grand, Bernard.
In: Revue Ã‰conomique.
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Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns. (1991). Ito, Takatoshi ; Engle, Robert ; Lin, Wen-Ling .
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Accounting for Macroeconomic Influences on the Firm. (1991). Wihlborg, Clas ; Oxelheim, Lars.
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The Globalization of Information and Capital Mobility. (1990). Jaffee, Dwight M. ; Branson, William H..
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The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk. (1990). Svensson, Lars.
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European Monetary Reform: Progress and Prospects. (1990). Giovannini, Alberto .
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Promoting Investment under International Capital Mobility: An Intertemporal General Equilibrium Analysis. (1989). Bovenberg, Lans ; Goulder, Lawrence H..
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Trade Liberalization in General Equilibrium: Intertemporal and Inter-Industry Effects. (1989). Eichengreen, Barry ; Goulder, Lawrence H..
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Equilibrium Exchange Rate Hedging. (1989). Black, Fischer .
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Currency choice for credit contracts and exchange rate regime. (1988). Franke, GÃƒÂ¼nter.
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ContrÃ´le des changes et risque politique : une Ã©tude Ã©conomÃ©trique des cas franÃ§ais et suisse. (1988). LoubergÃƒÂ©, Henri ; Louberge, Henri ; Van Tiel, Pieter .
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Savings Promotion, Investment Promotion, and International Competitiveness. (1988). Eichengreen, Barry ; Goulder, Lawrence H..
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Pricing Physical Assets Internationally. (1988). Dumas, Bernard.
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Exchange Rate Coordination. (1988). Carli, Guido ; Solomon, Robert ; Marston, Richard C. ; Petty, John R. ; Attali, Jacques .
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Consumption Risk and International Asset Returns: Some Empirical Evidence. (1987). Cumby, Robert.
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An international arbitrage pricing model with PPP deviations. (1986). Levine, Ross.
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Capital Flows, Investment, and Exchange Rates. (1985). Svensson, Lars ; Stockman, Alan.
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Asset Markets, Tariffs, and Political Risk. (1984). Stockman, Alan ; Dellas, Harris.
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STRONG FORM EFFICIENCY OF THE FOREIGN EXCHANGE MARKET AND BANK POSITIONS. (1984). Mahajan, Arvind ; Mehta, Dileep .
In: Journal of Financial Research.
RePEc:bla:jfnres:v:7:y:1984:i:3:p:197-207.
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International Portfolio Choice and Corporation Finance: A Synthesis.. (1983). Adler, Michael ; Dumas, Bernard.
In: Journal of Finance.
RePEc:bla:jfinan:v:38:y:1983:i:3:p:925-84.
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International Portfolio Choice and Corporation Finance: A Synthesis.. (1983). Adler, Michael ; Dumas, Bernard. In: Journal of Finance. RePEc:bla:jfinan:v:38:y:1983:i:3:p:925-84. Full description at Econpapers || Download paper

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International Portfolio Choice and Corporation Finance: A Synthesis.. (1983). Adler, Michael ; Dumas, Bernard.
In: Journal of Finance.
RePEc:bla:jfinan:v:38:y:1983:i:3:p:925-84.
Full description at Econpapers || Download paper