| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Longer Look at Dividend Yields |
0 |
1 |
3 |
169 |
1 |
2 |
11 |
576 |
| A multicountry comparison of term-structure forecasts at long horizons |
0 |
0 |
3 |
166 |
1 |
2 |
12 |
501 |
| An empirical investigation of the early exercise premium of foreign currency options |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
6 |
| Are hedge fund managers systematically misreporting? Or not? |
0 |
1 |
2 |
30 |
0 |
1 |
10 |
133 |
| Bayes-Stein Estimation for Portfolio Analysis |
1 |
2 |
9 |
246 |
1 |
5 |
23 |
570 |
| Bayesian and CAPM estimators of the means: Implications for portfolio selection |
1 |
2 |
15 |
718 |
1 |
4 |
28 |
1,331 |
| Credit Contagion from Counterparty Risk |
1 |
2 |
11 |
131 |
5 |
11 |
49 |
409 |
| Currency Hedging for International Portfolios |
3 |
8 |
29 |
681 |
4 |
15 |
59 |
1,390 |
| Does real interest parity hold at longer maturities? |
0 |
0 |
0 |
63 |
0 |
0 |
6 |
224 |
| Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers |
1 |
1 |
8 |
438 |
3 |
7 |
38 |
1,173 |
| Foreign exchange risk premia volatility once again |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
55 |
| Global Stock Markets in the Twentieth Century |
0 |
0 |
0 |
223 |
0 |
2 |
9 |
667 |
| Good and bad credit contagion: Evidence from credit default swaps |
0 |
3 |
21 |
433 |
2 |
9 |
64 |
1,093 |
| Information Transfer Effects of Bond Rating Downgrades |
0 |
2 |
2 |
26 |
0 |
6 |
10 |
113 |
| Informational effects of regulation FD: evidence from rating agencies |
1 |
3 |
12 |
208 |
2 |
9 |
32 |
538 |
| Integration vs. Segmentation in the Canadian Stock Market |
1 |
1 |
2 |
182 |
2 |
4 |
19 |
646 |
| Interest rates and risk premia in the stock market and in the foreign exchange market |
2 |
2 |
10 |
184 |
3 |
7 |
26 |
443 |
| International Portfolio Diversification with Estimation Risk |
3 |
11 |
45 |
1,544 |
5 |
24 |
115 |
3,211 |
| Mean reversion in real exchange rates: evidence and implications for forecasting |
0 |
1 |
2 |
196 |
2 |
3 |
21 |
528 |
| Multivariate unit root tests of the PPP hypothesis |
0 |
0 |
0 |
145 |
0 |
1 |
8 |
351 |
| On Jump Processes in the Foreign Exchange and Stock Markets |
0 |
1 |
2 |
591 |
1 |
5 |
18 |
1,183 |
| Option listing and stock returns: An empirical analysis |
0 |
3 |
6 |
300 |
0 |
4 |
16 |
640 |
| Predicting Volatility in the Foreign Exchange Market |
0 |
0 |
15 |
672 |
1 |
8 |
40 |
1,816 |
| Purchasing Power Parity in the Long Run |
2 |
8 |
20 |
1,166 |
7 |
20 |
66 |
2,969 |
| Re-Emerging Markets |
0 |
0 |
1 |
22 |
1 |
2 |
12 |
119 |
| Returns to Japanese investors from US investments |
0 |
0 |
0 |
8 |
0 |
0 |
5 |
74 |
| Risk Management |
0 |
0 |
1 |
163 |
0 |
2 |
16 |
377 |
| Risk management lessons from Long‐Term Capital Management |
1 |
2 |
3 |
108 |
3 |
6 |
13 |
293 |
| Term premiums and the integration of the eurocurrency markets |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
136 |
| Testing the Predictive Power of Dividend Yields |
1 |
4 |
17 |
395 |
2 |
5 |
32 |
894 |
| The Determinants of Operational Risk in U.S. Financial Institutions |
1 |
2 |
4 |
17 |
3 |
11 |
20 |
56 |
| The Exchange-Rate Exposure of U.S. Multinationals |
1 |
7 |
69 |
2,218 |
8 |
23 |
176 |
4,541 |
| The Long-Term Risks of Global Stock Markets |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
361 |
| The Pricing of Exchange Rate Risk in the Stock Market |
1 |
7 |
24 |
383 |
6 |
16 |
57 |
823 |
| The Strategic Listing Decisions of Hedge Funds |
0 |
1 |
1 |
11 |
0 |
1 |
3 |
32 |
| The choice of a multicurrency portfolio for a central bank: Bonds, eurodeposits, and forward contracts |
0 |
0 |
0 |
43 |
1 |
1 |
5 |
143 |
| The performance of emerging hedge funds and managers |
2 |
7 |
20 |
234 |
8 |
23 |
78 |
844 |
| Time-series tests of a non-expected-utility model of asset pricing |
0 |
0 |
0 |
44 |
1 |
2 |
7 |
206 |
| Valuing executive stock options with endogenous departure |
0 |
0 |
0 |
71 |
1 |
1 |
5 |
228 |
| Total Journal Articles |
23 |
82 |
358 |
12,272 |
75 |
244 |
1,121 |
29,693 |
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