-
1
-
-
84944838161
-
International portfolio selection and corporation finance: A synthesis
-
Adler M., Dumas B. International portfolio selection and corporation finance. a synthesis Journal of Finance. 38:1983;925-984.
-
(1983)
Journal of Finance
, vol.38
, pp. 925-984
-
-
Adler, M.1
Dumas, B.2
-
2
-
-
0001839037
-
Exposure to currency risk: Definition and measurement
-
Adler M., Dumas B. Exposure to currency risk. definition and measurement Financial Management. 13:1984;41-50.
-
(1984)
Financial Management
, vol.13
, pp. 41-50
-
-
Adler, M.1
Dumas, B.2
-
4
-
-
0000299255
-
Good news, bad news and international spillovers of stock return volatility between Japan and the US
-
Bae K.-H., Karolyi G.A. Good news, bad news and international spillovers of stock return volatility between Japan and the US. Pacific Basin Finance Journal. 2:1995;405-438.
-
(1995)
Pacific Basin Finance Journal
, vol.2
, pp. 405-438
-
-
Bae, K.-H.1
Karolyi, G.A.2
-
5
-
-
84993905064
-
Time-varying world market integration
-
Bekaert G., Harvey C. Time-varying world market integration. Journal of Finance. 50:1995;403-443.
-
(1995)
Journal of Finance
, vol.50
, pp. 403-443
-
-
Bekaert, G.1
Harvey, C.2
-
6
-
-
38249006385
-
Exchange rate exposure and industry characteristics: Evidence from Canada, Japan, and the US
-
Bodnar G., Gentry W. Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the US. Journal of International Money and Finance. 12:1993;29-45.
-
(1993)
Journal of International Money and Finance
, vol.12
, pp. 29-45
-
-
Bodnar, G.1
Gentry, W.2
-
8
-
-
0038969184
-
International asset pricing and portfolio diversification with time varying risk
-
DeSantis G., Gerard B. International asset pricing and portfolio diversification with time varying risk. Journal of Finance. 52:1997;1881-1912.
-
(1997)
Journal of Finance
, vol.52
, pp. 1881-1912
-
-
Desantis, G.1
Gerard, B.2
-
9
-
-
0002879956
-
Devaluation, money and nontraded goods
-
Dornbusch R. Devaluation, money and nontraded goods. American Economic Review. 63:1973;871-880.
-
(1973)
American Economic Review
, vol.63
, pp. 871-880
-
-
Dornbusch, R.1
-
13
-
-
84993909002
-
The world price of foreign exchange rate risk
-
Dumas A., Solnik B. The world price of foreign exchange rate risk. Journal of Finance. 50:1995;445-479.
-
(1995)
Journal of Finance
, vol.50
, pp. 445-479
-
-
Dumas, A.1
Solnik, B.2
-
14
-
-
0013115233
-
-
Unpublished working paper, McGill University.
-
Errunza, V., Hogan, K., Hung, M.W., 1995. Characterizing world market integration through time. Unpublished working paper, McGill University.
-
(1995)
Characterizing World Market Integration Through Time
-
-
Errunza, V.1
Hogan, K.2
Hung, M.W.3
-
15
-
-
0000928969
-
Risk, return and equilibrium: Empirical tests
-
Fama E., MacBeth J. Risk, return and equilibrium. empirical tests Journal of Political Economy. 81:1973;607-635.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-635
-
-
Fama, E.1
MacBeth, J.2
-
16
-
-
0002707109
-
Global factors: fact or fiction?
-
Grinold, R., Rudd, A., Stefek, D., 1989. Global factors: fact or fiction? Journal of Portfolio Management 16, 79-88.
-
(1989)
Journal of Portfolio Management
, vol.16
, pp. 79-88
-
-
Grinold, R.1
Rudd, A.2
Stefek, D.3
-
17
-
-
0000822996
-
Internationally diversified portfolios: Welfare gains and capital flows
-
Grubel H. Internationally diversified portfolios. welfare gains and capital flows American Economic Review. 58:1968;1299-1314.
-
(1968)
American Economic Review
, vol.58
, pp. 1299-1314
-
-
Grubel, H.1
-
18
-
-
0000928197
-
Differences between COMPUSTAT and CRSP SIC codes and related effects on research
-
Guenther D.A., Rosman A.J. Differences between COMPUSTAT and CRSP SIC codes and related effects on research. Journal of Accounting and Economics. 18:1994;115-128.
-
(1994)
Journal of Accounting and Economics
, vol.18
, pp. 115-128
-
-
Guenther, D.A.1
Rosman, A.J.2
-
20
-
-
0001698432
-
Correlations in price changes and volatility across international stock markets
-
Hamao Y., Masulis R., Ng V. Correlations in price changes and volatility across international stock markets. Review of Financial Studies. 3:1990;281-307.
-
(1990)
Review of Financial Studies
, vol.3
, pp. 281-307
-
-
Hamao, Y.1
Masulis, R.2
Ng, V.3
-
21
-
-
84977722638
-
The world price of covariance risk
-
Harvey C. The world price of covariance risk. Journal of Finance. 46:1991;111-158.
-
(1991)
Journal of Finance
, vol.46
, pp. 111-158
-
-
Harvey, C.1
-
22
-
-
0002268752
-
Does industrial structure explain the benefits of international diversification?
-
Heston, S.L., Rouwenhorst, K.G., 1994. Does industrial structure explain the benefits of international diversification? Journal of Financial Economics 36, 3-27.
-
(1994)
Journal of Financial Economics
, vol.36
, pp. 3-27
-
-
Heston, S.L.1
Rouwenhorst, K.G.2
-
24
-
-
0010798257
-
Why do markets move together? An investigation of US-Japan stock return comovements
-
Karolyi G.A., Stulz R.M. Why do markets move together? An investigation of US-Japan stock return comovements. Journal of Finance. 51:1996;951-986.
-
(1996)
Journal of Finance
, vol.51
, pp. 951-986
-
-
Karolyi, G.A.1
Stulz, R.M.2
-
26
-
-
84992529786
-
Volatility and links between national stock markets
-
King M., Sentana E., Wadhwani S. Volatility and links between national stock markets. Econometrica. 78:1994;901-934.
-
(1994)
Econometrica
, vol.78
, pp. 901-934
-
-
King, M.1
Sentana, E.2
Wadhwani, S.3
-
27
-
-
0004106009
-
Elements of Econometrics
-
New York: Macmillan
-
Kmenta J. Elements of Econometrics. 2nd ed. 1986;Macmillan, New York.
-
(1986)
2nd Ed.
-
-
Kmenta, J.1
-
28
-
-
0000030160
-
World, national and industry factors in equity returns
-
Lessard D.R. World, national and industry factors in equity returns. Journal of Finance. 29:1974;379-391.
-
(1974)
Journal of Finance
, vol.29
, pp. 379-391
-
-
Lessard, D.R.1
-
29
-
-
0002216766
-
Exchange rates and the valuation of firms
-
Y. Amihud, & R. Levich. New York: Irwin Publishing
-
Levi M. Exchange rates and the valuation of firms. Amihud Y., Levich R. Exchange Rates and Corporate Performance. 1994;67-84 Irwin Publishing, New York.
-
(1994)
Exchange Rates and Corporate Performance
, pp. 67-84
-
-
Levi, M.1
-
30
-
-
0000867768
-
International diversification of investment portfolios
-
Levy H., Sarnat A. International diversification of investment portfolios. American Economic Review. 25:1970;668-675.
-
(1970)
American Economic Review
, vol.25
, pp. 668-675
-
-
Levy, H.1
Sarnat, A.2
-
31
-
-
0000264314
-
Do bulls and bears move across borders? International transmission of stock returns and volatility as the world turns
-
Lin W., Engle R., Ito T. Do bulls and bears move across borders? International transmission of stock returns and volatility as the world turns. Review of Financial Studies. 7:1994;507-537.
-
(1994)
Review of Financial Studies
, vol.7
, pp. 507-537
-
-
Lin, W.1
Engle, R.2
Ito, T.3
-
32
-
-
0002525307
-
Is the correlation in international equity returns constant: 1960-1990?
-
Longin, F., Solnik, B., 1995. Is the correlation in international equity returns constant: 1960-1990? Journal of International Money and Finance 14, 3-26.
-
(1995)
Journal of International Money and Finance
, vol.14
, pp. 3-26
-
-
Longin, F.1
Solnik, B.2
-
33
-
-
84977714155
-
Industrial structure and the comparative behavior of international stock market indices
-
Roll R. Industrial structure and the comparative behavior of international stock market indices. Journal of Finance. 47:1992;3-42.
-
(1992)
Journal of Finance
, vol.47
, pp. 3-42
-
-
Roll, R.1
-
34
-
-
0002610775
-
The international pricing of risk: An empirical investigation of the world capital market structure
-
Solnik B. The international pricing of risk. an empirical investigation of the world capital market structure Journal of Finance. 29:1974;365-378.
-
(1974)
Journal of Finance
, vol.29
, pp. 365-378
-
-
Solnik, B.1
-
36
-
-
77957046386
-
International portfolio choice and asset pricing: An integrative survey
-
R. Jarrow, V. Maksimovic, & W. Ziemba. Amsterdam: Elsevier North-Holland Press
-
Stulz R.M. International portfolio choice and asset pricing. an integrative survey Jarrow R., Maksimovic V., Ziemba W. Finance. Handbook in Operations Research and Management Science:1995;201-224 Elsevier North-Holland Press, Amsterdam.
-
(1995)
Finance: Handbook in Operations Research and Management Science
, pp. 201-224
-
-
Stulz, R.M.1
-
37
-
-
85043078255
-
-
Unpublished working paper, Ohio State University.
-
Williamson, R., 1996. Exchange rate exposure, competitiveness, and firm valuation: evidence from the world automotive industry, Unpublished working paper, Ohio State University.
-
(1996)
Exchange Rate Exposure, Competitiveness, and Firm Valuation: Evidence from the World Automotive Industry
-
-
Williamson, R.1
|