[go: up one dir, main page]
create a website
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.

Full description at Econpapers || Download paper

Cited: 16

Citations received by this document

Cites: 51

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach. (2023). Miao, Jiafeng ; Xu, Jing ; Chen, Yufeng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000041.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets. (2021). Zhang, Zhaoyong ; Zhou, Xinmiao.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:196-213.

    Full description at Econpapers || Download paper

  4. Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies. (2021). Miller, Stephen ; Canarella, Giorgio ; Asl, Mahdi Ghaemi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310102.

    Full description at Econpapers || Download paper

  5. Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. (2020). Liu, Jia ; He, Kaijian ; Stafylas, Dimitrios ; Zha, Rui ; Yu, Lean.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304964.

    Full description at Econpapers || Download paper

  6. Time-varying beta in functional factor models: Evidence from China. (2020). Horvath, Lajos ; Liu, Zhenya.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301753.

    Full description at Econpapers || Download paper

  7. Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market. (2020). Gil-Alana, Luis ; Martin-Valmayor, Miguel ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8171.

    Full description at Econpapers || Download paper

  8. Exchange rate exposure revisited in Malaysia: a tale of two measures. (2018). Kogid, Mori ; Karia, Abdul Aziz ; Bujang, Imbarine ; Lily, Jaratin.
    In: Eurasian Business Review.
    RePEc:spr:eurasi:v:8:y:2018:i:4:d:10.1007_s40821-017-0099-z.

    Full description at Econpapers || Download paper

  9. Domestic and International Information Linkages for the US Dollar/Indian Rupee Contracts: An Empirical Study. (2018). .
    In: Management and Labour Studies.
    RePEc:sae:manlab:v:43:y:2018:i:4:p:205-233.

    Full description at Econpapers || Download paper

  10. RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan. (2018). Zhang, Zhaoyong ; Qin, Fengming.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:4:p:120-:d:175263.

    Full description at Econpapers || Download paper

  11. Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

    Full description at Econpapers || Download paper

  12. Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

    Full description at Econpapers || Download paper

  13. Which market integration measure?. (2016). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, Max .
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:159.

    Full description at Econpapers || Download paper

  14. Price discovery and asset pricing. (2016). , Joakimwesterlund ; Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Thuraisamy, Kannan ; Westerlund, Joakim.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:40:y:2016:i:pa:p:224-235.

    Full description at Econpapers || Download paper

  15. Measuring Financial Integration: Lessons from the Correlation. (2015). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, Max .
    In: Working Papers.
    RePEc:ven:wpaper:2015:23.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adler, M. ; Dumas, B. International portfolio choice and corporation finance: a synthesis. 1983 J. Financ.. 88 925-984

  2. Allayannis, G. The time-variation of the exchange rate exposure: an industry analysis. 1997 En : Working Paper 97-29. University of Virginia:
    Paper not yet in RePEc: Add citation now

  3. Allayannis, G. ; Ihrig, J. Exposure and mark-ups. 2001 Rev. Financ. Stud.. 14 905-935

  4. Bartov, E. ; Bodnar, G.M. Firm valuation, earnings expectations and the exchange-rate exposure effect. 1994 J. Financ.. 45 1755-1785

  5. Bodnar, G.M. ; Dumas, B. ; Marston, R.C. Pass-through and exposure. 2002 J. Financ.. 107 199-231

  6. Bodnar, G.M. ; Gentry, W.M. Exchange rate exposure and industry characteristics: evidence from Canada, Japan and the USA. 1993 J. Int. Money Financ.. 12 29-45

  7. Bodnar, G.M. ; Wong, M.F.H. Estimating exchange rate exposures: issues in model structure. 2003 Financ. Manag.. 35-67

  8. Bodnar, G.M. ; Wong, M.F.H. Estimating exchange rate exposures: some "Weighty" issues. 2000 National Bureau of Economic Research, Inc.:

  9. Bollerslev, T. ; Wooldridge, J.M. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances. 1992 Econ. Rev.. 11 143-179
    Paper not yet in RePEc: Add citation now

  10. Brooks, R.D. ; Faff, R.W. ; Mckenzie, M. Time-varying country risk: an assessment of alternative modeling techniques. 2002 Eur. J. Financ.. 8 249-279

  11. Brooks, R.D. ; Faff, R.W. ; Mckenzie, M.D. ; Ho, Y.K. U.S. banking sector risk in an era of regulatory change: a bivariate GARCH approach. 2000 Rev. Quant. Finan. Acc.. 14 17-43

  12. Brown, R. ; Durbin, J. ; Evans, J.M. Techniques for testing the constancy of regression relationships over time. 1975 J. R. Stat. Soc.. 37 145-164
    Paper not yet in RePEc: Add citation now

  13. Campbell, J.Y. ; Serfaty-De Medeiros, K. ; Viceira, L.M. Global currency hedging. 2010 J. Financ.. 65 87-121

  14. Cappiello, L. ; Castren, O. ; Jaasakela, J. Measuring the euro exchange risk premium: the conditional international CAPM approach. 2003 En : Working Paper. European Central Bank:
    Paper not yet in RePEc: Add citation now
  15. Choudhry, T. The long memory of time-varying beta: examination of three emerging Asian stock markets. 2001 Manag. Financ.. 27 5-14
    Paper not yet in RePEc: Add citation now

  16. Choudhry, T. The stochastic structure of the time-varying beta: evidence from UK companies. 2002 Manch. Sch.. 70 768-791

  17. Choudhry, T. Time-varying beta and the Asian financial crisis: evidence from Malaysian and Taiwanese firms. 2005 Pac. Basin Financ. J.. 13 93-118

  18. Chow, E.H. ; Chen, H.L. The determinants of foreign exchange rate exposure: evidence from Japanese firms. 1998 Pac. Basin Financ. J.. 6 153-174

  19. De Santis, G. ; Gerard, B. How big is the premium for currency risk?. 1998 J. Financ. Econ.. 49 375-412

  20. De Santis, G. ; Gerard, B. International asset pricing and portfolio diversification with time-varying risk. 1997 J. Financ.. 52 1881-1912

  21. Dominguez, K.M.E. ; Tesar, L.L. Exchange rate exposure. 2006 J. Int. Econ.. 68 188-218

  22. Dumas, B. ; Solnik, B. The world price of foreign exchange risk. 1995 J. Financ.. 100 445-479

  23. El-Masry, A. ; Abdel-Salam, O. ; Alatraby, A. The exchange rate exposure of UK non-financial companies. 2007 Manag. Financ.. 33 620-641
    Paper not yet in RePEc: Add citation now

  24. Engle, R. ; Kroner, K. Multivariate simultaneous generalized ARCH. 1995 Econ. Theory. 11 122-150

  25. Entorf, H. ; Jamin, G. German exchange rate exposure at DAX and aggregate level, international trade, and the role of exchange rate adjustment costs. 2003 En : Darmstadt Discussion Papers in, Economics 126. :

  26. Fu, T.Y. ; Holmes, M.J. ; Choi, D.F.S. Volatility transmission and asymmetric linkages between the stock and foreign exchange markets: a sectoral analysis. 2011 Stud. Econ. Financ.. 28 36-50

  27. Gewek, J. ; Porter-Hudak, S. The estimation and application of long memory time series models. 1983 J. Financ. Quant. Anal.. 13 101-116
    Paper not yet in RePEc: Add citation now

  28. Giannopoulos, K. Estimating the time varying components of international stock markets' risk. 1995 Eur. J. Financ.. 1 129-164

  29. Gonzales-Rivera, G. Time-varying risk: the case of the American computer industry. 1996 J. Empir. Financ.. 2 333-342
    Paper not yet in RePEc: Add citation now

  30. Griffin, J.M. ; Stulz, R.M. International competition and exchange rate shocks: a cross-country industry analysis of stock returns. 2001 Rev. Financ. Stud.. 14 215-241

  31. Guesmi, K. ; Nguyen, D.K. How strong is the global integration of emerging market regions? An empirical assessment. 2011 Econ. Model.. 28 2517-2527

  32. Hamao, Y. ; Masulls, R. ; Ng, V. Corrections in price changes and volatility across international stock markets. 1990 Rev. Financ. Stud.. 3 281-307

  33. Harvey, C.R. The world price of covariance risk. 1991 J. Financ.. 46 111-157

  34. Hunter, D.M. Time-varying exchange rate exposure of small and large firms. 2005 En : Working Paper. University of South Florida:
    Paper not yet in RePEc: Add citation now

  35. Hutson, E. ; Stevenson, S. Openness and foreign exchange exposure: a firm-level multi-country study. 2010 J. Int. Bus. Stud.. 40 105-122

  36. Jayasinghe, P. ; Tsui, A.K. ; Zhang, Z.Y. Modeling time-varying currency betas: new evidence from the selected markets. 2011 En : Chan, F. ; Marinova, D. ; Anderssen, R.S. Proceedings of 19th International Congress on Modelling and Simulation: Sustaining our future. :
    Paper not yet in RePEc: Add citation now

  37. Jimenez-Martin, J.A. ; Cinca, A.N. State-uncertainty preferences and the risk premium in the exchange rate market. 2010 Econ. Model.. 27 1043-1053

  38. Jorion, P. The exchange rate exposure of U.S. multinationals. 1990 J. Bus.. 63 331-345

  39. Kamil, H. How do exchange rate regimes affect firms' incentives to hedge currency risk? Micro evidence for Latin America. 2012 En : IMF Working Paper, WP12-69. :

  40. Kiani, K.M. Can signal extraction help predict risk premia in foreign exchange rates. 2013 Econ. Model.. 33 926-939

  41. Lim, G.C. Currency risk in excess equity returns: a multi time-varying beta approach. 2005 J. Int. Financ. Mark. Inst. Money. 15 189-207

  42. Lin, C.H. Exchange rate exposure in the Asian emerging markets. 2011 J. Multinatl. Financ. Manag.. 21 224-238

  43. Lin, W.T. ; Lin, H.J. ; Chen, Y.H. The dynamics and stochastics of currency betas based on the unbiasedness hypothesis in foreign exchange markets. 2002 Multinatl. Financ. J.. 6 167-195

  44. McClain, K.T. ; Humphreys, H.B. ; Boscan, A. Measuring risk in the mining sector with ARCH models with important observations on sample size. 1996 J. Empirical Financ.. 3 369-391

  45. Moerman, G.A. ; van Dijk, M.A. The world price of inflation risk. 2006 En : Working Paper. SSRN:
    Paper not yet in RePEc: Add citation now
  46. MSCI, Methodology and Index Policy. 1998 Morgan Stanley Capital International:
    Paper not yet in RePEc: Add citation now

  47. Muller, A. ; Verschoor, W.F.C. Asymmetric foreign exchange risk exposure: evidence from U.S. multinationals. 2006 J. Empir. Financ.. 13 495-518

  48. Tai, C.S. Asymmetric currency exposure and currency risk pricing. 2008 Int. Rev. Financ. Anal.. 17 647-663

  49. Tai, C.S. Foreign exchange risk and risk exposure in the Japanese stock market. 2010 Manage. Financ.. 36 511-524
    Paper not yet in RePEc: Add citation now

  50. White, H. A heteroskedasticity-consistent covariance estimator and a direct test for heteroskedasticity. 1980 Economica. 48 817-838

  51. Williamson, R. Exchange rate exposure and competition: evidence from the automotive industry. 2001 J. Financ. Econ.. 59 441-475
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 02:44:17 || Missing content? Let us know

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