-
1
-
-
0037905686
-
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
-
Ang, A. and Piazzesi, M. (2003) A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables. Journal of Monetary Economic, 50, pp. 745-787.
-
(2003)
Journal of Monetary Economic
, vol.50
, pp. 745-787
-
-
Ang, A.1
Piazzesi, M.2
-
2
-
-
0346331603
-
Expected returns, risk and the integration of international bond markets
-
Barr, DO and Priestly, R. (2004) Expected returns, risk and the integration of international bond markets. Journal of International Money and Finance, 23, pp. 71-97.
-
(2004)
Journal of International Money and Finance
, vol.23
, pp. 71-97
-
-
Barr, D.O.1
Priestly, R.2
-
3
-
-
84993905064
-
Time-varying world market integration
-
Bekaert, G. and Harvey, CR (1995) Time-varying world market integration. Journal of Finance, 50, pp. 403-444.
-
(1995)
Journal of Finance
, vol.50
, pp. 403-444
-
-
Bekaert, G.1
Harvey, C.R.2
-
4
-
-
5744236479
-
Global macroeconomics shocks, time-varying covariances and tests of the international CAPM
-
Clare, A., O'Brien, R. and Smith, PN (1996) Global macroeconomics shocks, time-varying covariances and tests of the international CAPM. Applied Economics Letters, 3, pp. 109-113.
-
(1996)
Applied Economics Letters
, vol.3
, pp. 109-113
-
-
Clare, A.1
O'Brien, R.2
Smith, P.N.3
-
5
-
-
0037360686
-
Expected returns and economic risk in Canadian financial markets
-
Carmichael, B. and Samson, L. (2003) Expected returns and economic risk in Canadian financial markets. Applied Financial Economics, 13, pp. 177-189.
-
(2003)
Applied Financial Economics
, vol.13
, pp. 177-189
-
-
Carmichael, B.1
Samson, L.2
-
6
-
-
0004291281
-
-
Princeton University Press, Princeton
-
Cochrane, J. (2001) Asset Pricing, Princeton University Press, Princeton
-
(2001)
Asset Pricing
-
-
Cochrane, J.1
-
7
-
-
0041513007
-
Common factors in international bond returns
-
Driessen, J., Melenberg, B. and Nijman, T. (2003) Common factors in international bond returns. Journal of International Money and Finance, 22, pp. 629-656.
-
(2003)
Journal of International Money and Finance
, vol.22
, pp. 629-656
-
-
Driessen, J.1
Melenberg, B.2
Nijman, T.3
-
8
-
-
0002974404
-
The influence of political, economic and financial risk on expected fixed income returns
-
Erb, CB, Harvey, CR and Viskanta, TE (1996) The influence of political, economic and financial risk on expected fixed income returns. Journal of Fixed Income, 6, pp. 7-31.
-
(1996)
Journal of Fixed Income
, vol.6
, pp. 7-31
-
-
Erb, C.B.1
Harvey, C.R.2
Viskanta, T.E.3
-
9
-
-
0013067954
-
Understanding emerging market bonds
-
Erb, CB, Harvey, CR and Viskanta, TE (2000) Understanding emerging market bonds. Emerging Markets Quarterly, 4, pp. 7-23.
-
(2000)
Emerging Markets Quarterly
, vol.4
, pp. 7-23
-
-
Erb, C.B.1
Harvey, C.R.2
Viskanta, T.E.3
-
10
-
-
0142078109
-
Explaining the predictability of asset returns
-
Forson, WE and Harvey, CR (1993) Explaining the predictability of asset returns. Research in Finance, 11, pp. 65-106.
-
(1993)
Research in Finance
, vol.11
, pp. 65-106
-
-
Forson, W.E.1
Harvey, C.R.2
-
11
-
-
34547092280
-
Risk appetite: Concept and measurement
-
Gai, P. and Vause, N. (2004) Risk appetite: Concept and measurement. Financial Stability Review, 17, pp. 127-136.
-
(2004)
Financial Stability Review
, vol.17
, pp. 127-136
-
-
Gai, P.1
Vause, N.2
-
12
-
-
21844487168
-
Predictable risk and returns in emerging markets
-
Harvey, CR (1995) Predictable risk and returns in emerging markets. Review of Financial Studies, 8, pp. 773-816.
-
(1995)
Review of Financial Studies
, vol.8
, pp. 773-816
-
-
Harvey, C.R.1
-
13
-
-
0033805520
-
CAPM anomalies and the pricing of equity: Evidence from the Honk Kong market
-
Ho, YW, Stranger, R. and Piesse, J. (2000) CAPM anomalies and the pricing of equity: Evidence from the Honk Kong market. Applied Economics, 32, p. 1692.
-
(2000)
Applied Economics
, vol.32
, pp. 1692
-
-
Ho, Y.W.1
Stranger, R.2
Piesse, J.3
-
14
-
-
84993913346
-
Time-varying expected returns in international bond markets
-
Ilmanen, A. (1995) Time-varying expected returns in international bond markets. Journal of Finance, 50, pp. 451-506.
-
(1995)
Journal of Finance
, vol.50
, pp. 451-506
-
-
Ilmanen, A.1
-
15
-
-
32044435908
-
Macroeconomic factors and international industry returns
-
Kavussanos, MG, Marcoulis, SN and Arkoulis, AG (2002) Macroeconomic factors and international industry returns. Applied Financial Economics, 12, pp. 923-931.
-
(2002)
Applied Financial Economics
, vol.12
, pp. 923-931
-
-
Kavussanos, M.G.1
Marcoulis, S.N.2
Arkoulis, A.G.3
-
16
-
-
0032699585
-
The Asian financial crisis: What have we learned?
-
Lane, T. (1999) The Asian financial crisis: What have we learned?. Finance and Development, 36, pp. 44-47.
-
(1999)
Finance and Development
, vol.36
, pp. 44-47
-
-
Lane, T.1
-
18
-
-
34547103115
-
Learning from Argentina's crisis
-
Moreno, A. (2002) Learning from Argentina's crisis. FRBSF Economic Letter, 31, pp. 1-4.
-
(2002)
FRBSF Economic Letter
, vol.31
, pp. 1-4
-
-
Moreno, A.1
-
19
-
-
0038684571
-
Stylized facts on nominal term structure and business cycles: An empirical VAR study
-
(2003) Stylized facts on nominal term structure and business cycles: An empirical VAR study. Applied Economics, 35, pp. 901-906.
-
(2003)
Applied Economics
, vol.35
, pp. 901-906
-
-
|