| January 2008 | High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
with Andrew Ang, Yuhang Xing, Xiaoyan Zhang: w13739
|
| December 2005 | International Stock Return Comovements
with Geert Bekaert, Xiaoyan Zhang: w11906
|
| October 2004 | The Cross-Section of Volatility and Expected Returns
with Andrew Ang, Yuhang Xing, Xiaoyan Zhang: w10852
|
| November 2002 | Pricing the Global Industry Portfolios
with Stefano Cavaglia, Moroz Vadim, Xiaoyan Zhang: w9344
|
| April 2000 | Evaluating the Specification Errors of Asset Pricing Models
with Xiaoyan Zhang: w7661
|
| March 2000 | Expectations Hypotheses Tests
with Geert Bekaert: w7609
|
| June 1999 | An International Dynamic Asset Pricing Model
with David Tat-Chee Ng, Paul Sengmueller: w7157
|
| August 1997 | "Peso Problem" Explanations for Term Structure Anomalies
with Geert Bekaert, David A. Marshall: w6147
|
| January 1996 | On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates
with Geert Bekaert, David A. Marshall: t0191
|
| January 1994 | The Implications of First-Order Risk Aversion for Asset Market Risk Premiums
with Geert Bekaert, David A. Marshall: w4624
|
| August 1992 | Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets
with Geert Bekaert: w3790
|
| June 1992 | Financial Market Efficiency Tests
with Tim Bollerslev: w4108
|
| October 1991 | On Biases in the Measurement of Foreign Exchange Risk Premiums
with Geert Bekaert: w3861
|
| July 1991 | Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement
t0108
|
| November 1989 | U.S. International Capital Flows: Perspectives From Rational Maximizing Models
w2729
|
| October 1989 | Risk, Uncertainty and Exchange Rates
w2429
|
| March 1989 | The Variability of Velocity in Cash-In-Advance Models
with Narayana Kocherlakota, Deborah Lucas: w2891
|
| Testable Implications of Indeterminacies in Models with Rational Expectations
with Robert P. Flood: w2903
|
| February 1987 | Asset Price Volatility, Bubbles, and Process Switching
with Robert P. Flood: w1867
|
| July 1986 | The Covariation of Risk Premiums and Expected Future Spot Exchange Rates
with Sanjay Srivastava: w1749
|
| An Evaluation of Recent Evidence on Stock Market Bubbles
with Robert P. Flood, Paul Kaplan: w1971
|
| June 1986 | Money and the Open Economy Business Cycle: A Flexible Price Model
with Robert P. Flood: w1967
|
| March 1986 | Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle
with Robert P. Flood: w1089
|
| October 1985 | Foreign Currency Futures
with Sanjay Srivastava: w1743
|
| May 1985 | Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates
with Robert P. Flood: w1603
|
| August 1983 | An Investigation of Risk and Return in Forward Foreign Exchange
with Sanjay Srivastava: w1180
|
| 1983 | Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models
with Lars Peter Hansen
in Exchange Rates and International Macroeconomics, Jacob A. Frenkel, ed.
|
