University of California, Irvine
Department of Finance
Graduate School of Management
Irvine, CA 92697
NBER Working Papers and Publications
|January 2007||Bank Trading Risk and Systemic Risk|
in The Risks of Financial Institutions, Mark Carey and René M. Stulz, editors
|January 2005||Bank Trading Risk and Systemic Risk|
Published: Carey, Mark and Rene M. Stulz (eds.) The Risks of Financial Institutions A National Bureau of Economic Research Conference Report. Chicago and London: University of Chicago Press, 2006.
|February 2000||A Century of Global Stock Markets|
with William N. Goetzmann: w7565
Published: Published as "Global Stock Markets in the Twentieth Century", Journal of Finance, Vol. 54, no. 3 (June 1999): 953-980.
|January 1997||A Century of Global Stock Markets|
with William N. Goetzmann: w5901
Published: Published as "Global Stock Markets in the Twentieth Century", JF, Vol. 54,no. 3 (June 1999): 953-980.
with William N. Goetzmann: w5906
Published: Goetzmann, William N. & Jorion, Philippe, 1999.
Journal of Financial and Quantitative Analysis,
Cambridge University Press, vol. 34(01), pages 1-32, March.
citation courtesy of
|January 1996||Risk and Turnover in the Foreign Exchange Market|
in The Microstructure of Foreign Exchange Markets, Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini, editors
|January 1991||A Multi-Country Comparison of Term Structure Forecasts at Long Horizons|
with Frederic Mishkin: w3574
Published: "A Multicountry Comparison of Term-Structure Forecasts at Long Horizons." From Journal of Financial Economics, Vol. 29, pp. 59-80, (March 1991). citation courtesy of
|December 1989||Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing|
with Alberto Giovannini: w3195
Published: European Economic Review, Vol. 37, no. 5 (1993): 1083-1100. citation courtesy of
|May 1988||The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets|
with Alberto Giovannini: w2573
Published: The Journal of Finance, Vol. XLIV, No. 2, pp. 307-325, (June 1989). citation courtesy of