39
H index
59
i10 index
9503
Citations
Harvard University (50% share) | 39 H index 59 i10 index 9503 Citations RESEARCH PRODUCTION: 43 Articles 73 Papers 4 Books 12 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kenneth A. Froot. | Is cited by: | Cites to: |
| Year | Title of citing document | |
|---|---|---|
| 2077 | Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie . In: Discussion Papers. RePEc:ags:ubfred:172077. Full description at Econpapers || Download paper | |
| 2024 | Multi-Asset Bubbles Equilibrium Price Dynamics. (2024). Cordoni, Francesco. In: Papers. RePEc:arx:papers:2206.01468. Full description at Econpapers || Download paper | |
| 2025 | Tensor dynamic conditional correlation model: A new way to pursuit Holy Grail of investing. (2025). Zhu, KE ; Yu, Cheng. In: Papers. RePEc:arx:papers:2502.13461. Full description at Econpapers || Download paper | |
| 2025 | Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions. (2025). Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2504.05743. Full description at Econpapers || Download paper | |
| 2025 | Holdout cross-validation for large non-Gaussian covariance matrix estimation using Weingarten calculus. (2025). Lamrani, Lamia ; Bouchaud, Jean-Philippe ; Collins, Benoit. In: Papers. RePEc:arx:papers:2509.13923. Full description at Econpapers || Download paper | |
| 2025 | Integration of Food Markets in Mexico. (2025). Nez, Hctor M. In: Working Papers. RePEc:bdm:wpaper:2025-01. Full description at Econpapers || Download paper | |
| 2025 | FX debt and optimal exchange rate hedging. (2025). Hardy, Bryan ; Caballero, Julian ; Alfaro, Laura. In: BIS Working Papers. RePEc:bis:biswps:1303. Full description at Econpapers || Download paper | |
| 2024 | The monetary policy trilemma from the perspective of European integration. (2024). Tomat, Gian Maria. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12231. Full description at Econpapers || Download paper | |
| 2024 | Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652. Full description at Econpapers || Download paper | |
| 2024 | Currency Management by International Fixed‐Income Mutual Funds. (2024). Sialm, Clemens ; Zhu, Qifei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4037-4081. Full description at Econpapers || Download paper | |
| 2024 | Corporate cash holdings and industry risk. (2024). Lee, Jinsook. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:435-470. Full description at Econpapers || Download paper | |
| 2024 | Insurers climate change risk management quality and natural disasters. (2024). Weiss, Gregor ; Scharner, Philipp ; Fritzsch, Simon ; Berrystlzle, Thomas R. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:2:p:263-298. Full description at Econpapers || Download paper | |
| 2024 | A bubble identification mechanism: Evidence from the Chinese stock market. (2024). Khan, Yasir ; Tang, Liangling ; Xiao, Feng ; Gao, Yijia ; He, Chaolin. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:1:p:55-87. Full description at Econpapers || Download paper | |
| 2024 | Informed traders, beauty contest and stock price volatility: Evidence from laboratory markets. (2024). Tanigawa, Yasuhiko ; Saijo, Tatsuyoshi ; Kusakawa, Takao ; Hirota, Shinichi. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:3:p:354-396. Full description at Econpapers || Download paper | |
| 2024 | ANALYSIS OF INFLUENCES ON PERFORMANCE AND RISKS IN THE ROMANIAN PRINTING INDUSTRY. (2024). Dumitru, Cinciulescu. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2024:v:6i:p:115-123. Full description at Econpapers || Download paper | |
| 2024 | Exorbitant Privilege: A Safe-Asset View. (2024). Jiang, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11279. Full description at Econpapers || Download paper | |
| 2024 | Do Professional Forecasters Follow Uncovered Interest Rate Parity?. (2024). Bürgi, Constantin ; Brgi, Constantin ; Song, Mengdi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11338. Full description at Econpapers || Download paper | |
| 2024 | Interest Rate Risk in Banking. (2024). Nagel, Stefan ; Krishnamurthy, Arvind ; Demarzo, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11581. Full description at Econpapers || Download paper | |
| 2025 | An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11852. Full description at Econpapers || Download paper | |
| 2025 | Testing for bubbles in the Brazilian commercial real estate market. (2025). Maldonado, Wilfredo ; Mira, Enrico C. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00017. Full description at Econpapers || Download paper | |
| 2025 | ESG practices and corporate financial performance: Evidence from the airline industry during the Russian-Ukrainian war. (2025). Kang, Sang Baum ; Xie, Yao ; Zhao, Jialin. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00164. Full description at Econpapers || Download paper | |
| 2025 | How does investment efficiency affect financial distress risk? Evidence from China. (2025). Geng, Huixia ; Zhu, Hongbing ; Lau, Wei Theng ; Nor, Normaziah Mohd ; Ab, Nazrul Hisyam. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s221463502500005x. Full description at Econpapers || Download paper | |
| 2024 | Investor behavior around targeted liquidity announcements. (2024). Onali, Enrico ; Perdichizzi, Salvatore ; Cardillo, Giovanni. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838923001324. Full description at Econpapers || Download paper | |
| 2024 | How does currency risk impact firms? New evidence from bank loan contracts. (2024). Bergbrant, Mikael C ; Hunter, Delroy M ; Francis, Bill B. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992400004x. Full description at Econpapers || Download paper | |
| 2024 | On “Innovation and institutional ownership”. (2024). Simeth, Markus ; Wehrheim, David. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000312. Full description at Econpapers || Download paper | |
| 2024 | Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890. Full description at Econpapers || Download paper | |
| 2024 | Long-term institutional investors and climate change news Beta. (2024). Hossain, Ashrafee ; Benkraiem, Ramzi ; Masum, Abdullah-Al. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s092911992400155x. Full description at Econpapers || Download paper | |
| 2025 | Little emperor CEOs: Firm risk and performance when CEOs grow up without siblings. (2025). Hagendorff, Jens ; Sila, Vathunyoo ; Gonzalez, Angelica ; Wang, Tianxi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:90:y:2025:i:c:s0929119924001202. Full description at Econpapers || Download paper | |
| 2025 | Do firms benefit from carbon risk management? Evidence from the credit default swaps market. (2025). Duong, Huu Nhan ; Kalev, Petko S ; Kalimipalli, Madhu ; Trivedi, Saurabh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001117. Full description at Econpapers || Download paper | |
| 2024 | Bonds, currencies and expectational errors. (2024). Sihvonen, Markus ; Granziera, Eleonora. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001963. Full description at Econpapers || Download paper | |
| 2024 | On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118. Full description at Econpapers || Download paper | |
| 2025 | Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612. Full description at Econpapers || Download paper | |
| 2025 | The impact of RMB exchange rate changes on the prices of imported products by Chinese firms. (2025). Zhang, Wenqian ; Wei, Hao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:464-478. Full description at Econpapers || Download paper | |
| 2025 | Heterogeneity in the effect of green financing constraints on labor investment efficiency: A causal forest approach. (2025). Liu, Jie ; Cheng, Tzu-Chang Forrest. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003341. Full description at Econpapers || Download paper | |
| 2024 | Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; Fu, QI ; So, Jacky Yuk-Chow. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869. Full description at Econpapers || Download paper | |
| 2025 | Multi-asset bubbles equilibrium price dynamics. (2025). Cordoni, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002067. Full description at Econpapers || Download paper | |
| 2024 | The impact of cereal crop diversification on farm labor productivity under changing climatic conditions. (2024). Salhofer, Klaus ; Eder, Andreas ; Quddoos, Abdul. In: Ecological Economics. RePEc:eee:ecolec:v:223:y:2024:i:c:s0921800924001381. Full description at Econpapers || Download paper | |
| 2024 | The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533. Full description at Econpapers || Download paper | |
| 2025 | The demand for hedging of oil producers: A tale of risk and regret. (2025). Six, Pierre ; Ouzan, Samuel. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:330-343. Full description at Econpapers || Download paper | |
| 2024 | Tail risks and private equity performance. (2024). Kurtovi, Hrvoje ; Markarian, Garen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300124x. Full description at Econpapers || Download paper | |
| 2024 | Financial market development and corporate risk management: Evidence from Shanghai crude oil futures launched in China. (2024). Wu, Ji ; Chen, Longxuan ; Hao, Jing. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300748x. Full description at Econpapers || Download paper | |
| 2024 | Long-term issues with the Energy-Only Market design in the context of deep decarbonization. (2024). Quemin, Simon ; Petitet, Marie ; Saguan, Marcelo ; Lebeau, Alexis. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001269. Full description at Econpapers || Download paper | |
| 2024 | The influence of peer effects, commodity prices and its hedging on corporate capital structure: Evidence from the oil and gas industry. (2024). Sogorb-Mira, Francisco ; Barrachina-Fernndez, Luca. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007151. Full description at Econpapers || Download paper | |
| 2025 | Environmental litigation risk premium in corporate equity financing costs. (2025). Liu, Duan ; Chen, Chang ; Yao, Shujie ; Yu, Nizhou. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000520. Full description at Econpapers || Download paper | |
| 2025 | The role of geopolitical and climate risk in driving uncertainty in European electricity markets. (2025). Pellini, Elisabetta ; Cincinelli, Peter. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325000994. Full description at Econpapers || Download paper | |
| 2025 | Undiversified shareholders, socioemotional wealth, and corporate hedging: Evidence from family firms. (2025). Salas, Jesus M ; Fernando, Chitru S ; Brockman, Paul ; Abeysekera, Amal P. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001796. Full description at Econpapers || Download paper | |
| 2025 | Facial masculinity, risk preferences, and corporate hedging. (2025). Barbi, Massimiliano ; Febo, Valentina. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002844. Full description at Econpapers || Download paper | |
| 2024 | The Black Swan problem: The role of capital, liquidity and operating flexibility. (2024). Marinelli, Nicoletta ; Christie, Nick ; Jankensgrd, Hkan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005409. Full description at Econpapers || Download paper | |
| 2024 | Herding towards carbon neutrality: The role of investor attention. (2024). Shen, Dehua ; Zhu, Zhaobo ; Shi, Guiqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005653. Full description at Econpapers || Download paper | |
| 2024 | Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315. Full description at Econpapers || Download paper | |
| 2024 | Trading strategies and Financial Performances: A simulation approach. (2024). Mazzarino, Laura ; Biondo, Alessio Emanuele ; Pluchino, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003582. Full description at Econpapers || Download paper | |
| 2024 | Effects of incomplete information on risk management. (2024). Kim, Hwa-Sung. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004665. Full description at Econpapers || Download paper | |
| 2024 | Over-hedging in the shadow of weaker litigation threat. (2024). Freund, Steven ; Luu, Nguyen H ; Nguyen, Hien T ; Phan, Hieu V. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011516. Full description at Econpapers || Download paper | |
| 2025 | Hedge accounting and firms’ future investment spending. (2025). Hartlieb, Sven ; Eierle, Brigitte ; Kress, Andreas ; Mazzi, Francesco. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s154461232401506x. Full description at Econpapers || Download paper | |
| 2024 | Strategic trading as a response to short sellers. (2024). Tubaldi, Roberto ; Massa, Massimo ; di Maggio, Marco ; Franzoni, Francesco. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000296. Full description at Econpapers || Download paper | |
| 2024 | Permanent and temporary monetary policy shocks and the dynamics of exchange rates. (2024). Valle e Azevedo, João ; Ribeiro, Pedro Pires ; Carvalho, Alexandre. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001575. Full description at Econpapers || Download paper | |
| 2025 | Monetary policy and exchange rate dynamics in a behavioral open economy model. (2025). Zabczyk, Pawel ; Kolasa, Marcin ; Ravgotra, Sahil. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000431. Full description at Econpapers || Download paper | |
| 2024 | Intra-African migration and the real exchange rate. (2024). Tien, Morel. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000490. Full description at Econpapers || Download paper | |
| 2024 | Electricity markets regulations: The financial impact of the global energy crisis. (2024). Figuerola-Ferretti, Isabel ; Segarra, Ignacio ; Atanasova, Christina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s104244312400074x. Full description at Econpapers || Download paper | |
| 2024 | Global banks and the picking order in internal capital markets: Do locational activity patterns matter?. (2024). Davino, Carmela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001495. Full description at Econpapers || Download paper | |
| 2024 | On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Raggi, Davide ; Pignataro, Giuseppe ; Pancotto, Francesca. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705. Full description at Econpapers || Download paper | |
| 2025 | Mitigating risk-shifting in corporate pension plans: Evidence from stakeholder constituency statutes. (2025). Kubick, Thomas R ; Garman, Amy D. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:79:y:2025:i:1:s016541012400034x. Full description at Econpapers || Download paper | |
| 2024 | When gambling for resurrection is too risky. (2024). Kirti, Divya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000451. Full description at Econpapers || Download paper | |
| 2024 | The effect of institutional herding on stock prices: The differentiating role of credit ratings. (2024). Guo, XU ; Chiu, Li-Ting ; Zebedee, Allan A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001031. Full description at Econpapers || Download paper | |
| 2024 | Nonlinearities and a pecking order in cross-border investment. (2024). Sarkissian, Sergei ; Holland, Sara B ; Schill, Michael J ; Warnock, Francis E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s037842662400164x. Full description at Econpapers || Download paper | |
| 2025 | Global currency hedging with ambiguity. (2025). Vasiljevi, Nikola ; Ulrych, Urban. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426624002802. Full description at Econpapers || Download paper | |
| 2025 | Stock market experience and investor overconfidence: Do investors learn to be overconfident?. (2025). Bernile, Gennaro ; Bonaparte, Yosef ; Delikouras, Stefanos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:174:y:2025:i:c:s0378426625000512. Full description at Econpapers || Download paper | |
| 2025 | Sell-side analysts and mutual fund managers: Complements or substitutes?. (2025). Park, Haerang ; Oh, Byungmin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000664. Full description at Econpapers || Download paper | |
| 2024 | Scalability, venture capital availability, and unicorns: Evidence from the valuation and timing of IPOs. (2024). You, Jingya ; Somaya, Deepak. In: Journal of Business Venturing. RePEc:eee:jbvent:v:39:y:2024:i:1:s0883902623000599. Full description at Econpapers || Download paper | |
| 2024 | The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995. Full description at Econpapers || Download paper | |
| 2024 | The role of housing market and credit on household consumption dynamics: Evidence from the OECD countries. (2024). Lastauskas, Povilas ; Bielskis, Karolis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s016726812400355x. Full description at Econpapers || Download paper | |
| 2024 | Analysts’ extrapolative expectations in the cross-section. (2024). Oesinghaus, Andreas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s014861952400016x. Full description at Econpapers || Download paper | |
| 2025 | Segmentation and beliefs: A theory of self-fulfilling idiosyncratic risk. (2025). Zentefis, Alexander K ; Khorrami, Paymon. In: Journal of Economic Theory. RePEc:eee:jetheo:v:223:y:2025:i:c:s0022053124001601. Full description at Econpapers || Download paper | |
| 2024 | Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977. Full description at Econpapers || Download paper | |
| 2024 | Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090. Full description at Econpapers || Download paper | |
| 2025 | Understanding the strength of the dollar. (2025). Jiang, Zhengyang ; Richmond, Robert J ; Zhang, Tony. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000601. Full description at Econpapers || Download paper | |
| 2024 | Collateral requirements and corporate policy decisions. (2024). Stahl, Jrg R ; Biguri, Kizkitza. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s1042957324000329. Full description at Econpapers || Download paper | |
| 2024 | Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals. (2024). Girma, Sourafel ; Bai, YE ; Riao, Alejandro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001894. Full description at Econpapers || Download paper | |
| 2024 | Adjusting toward long-run purchasing power parity. (2024). Ong, Kian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001918. Full description at Econpapers || Download paper | |
| 2025 | Firm-level climate change risk and corporate debt maturity. (2025). Piser, Stefano ; Goodell, John W ; Palma, Alessia ; Paltrinieri, Andrea. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000105. Full description at Econpapers || Download paper | |
| 2025 | Stablecoin price dynamics under a peg-stabilising mechanism. (2025). Lo, Chi-Fai ; Wong, Andrew ; Hui, Cho-Hoi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000154. Full description at Econpapers || Download paper | |
| 2025 | The development of local currency bond markets and uncovered interest rate parity. (2025). Park, Cyn-Young ; Shin, Kwanho. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000452. Full description at Econpapers || Download paper | |
| 2025 | Can exchange rate pass-throughs be perverse? A robust multiple-prior Bayesian SVAR approach*. (2025). Yoshida, Yushi ; Zhai, Weiyang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000476. Full description at Econpapers || Download paper | |
| 2024 | The bright side of staggered boards: Evidence from labor investment efficiency. (2024). Le, Anh-Tuan ; Do, Trung K ; Huang, Henry Hongren. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:20:y:2024:i:3:s1815566924000390. Full description at Econpapers || Download paper | |
| 2025 | Time to get mature: Collateral, flexibility and the hedging horizon decision. (2025). Schiozer, Rafael ; Jankensgrd, Hkan ; Marinelli, Nicoletta. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000679. Full description at Econpapers || Download paper | |
| 2024 | Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227. Full description at Econpapers || Download paper | |
| 2024 | Profitability of technical trading rules in the Chinese stock market. (2024). Wang, Zixuan ; Chuang, O-Chia ; Xu, Jin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000295. Full description at Econpapers || Download paper | |
| 2024 | Does internal control affect firms use of derivatives? Evidence from China. (2024). Wang, Xin ; Cheng, Xiaoke ; Sun, Qian ; Zhao, Jianmei ; Shen, Haomin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x2400132x. Full description at Econpapers || Download paper | |
| 2024 | Agreeing to disagree: Informativeness of sentiments in internet message boards. (2024). Leung, Henry ; Schiereck, Dirk ; Gao, Yang ; Ton, Thai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002373. Full description at Econpapers || Download paper | |
| 2024 | Aversion to the use of foreign exchange hedging in state-owned enterprises: Evidence from China. (2024). Hao, Xiaobei ; Wang, Xin ; Sun, Yue. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002750. Full description at Econpapers || Download paper | |
| 2025 | Explaining the diversity in findings on derivatives uses and firm value: Insights from firms commodity futures use. (2025). Chu, Yiyun ; Yang, LI ; Shao, Lili. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003470. Full description at Econpapers || Download paper | |
| 2025 | The evolution of herding behavior in stock markets: Evidence from a smooth time-varying analysis. (2025). Li, Xiaoyang ; Qiu, Liping ; Cheng, Tingting ; Xing, Shuo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000010. Full description at Econpapers || Download paper | |
| 2024 | Hedging global currency risk: A dynamic machine learning approach. (2024). Pagnottoni, Paolo ; Spelta, Alessandro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004576. Full description at Econpapers || Download paper | |
| 2024 | Economic policy uncertainty as an indicator of abrupt movements in the US stock market. (2024). Pantelidis, Theologos ; Tzika, Paraskevi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:93-103. Full description at Econpapers || Download paper | |
| 2024 | Strategic interactions and the sensitivity of cash savings to stock price. (2024). Zhang, Rongrong. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000735. Full description at Econpapers || Download paper | |
| 2024 | Quantile volatility connectedness among themes and sectors: Novel evidence from China. (2024). Shi, Huai-Long ; Zhou, Bin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001431. Full description at Econpapers || Download paper | |
| 2024 | Information disclosure by industry and the cost of equity: Evidence from a quasi-natural experiment in China. (2024). Zhao, Ling ; Huang, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:196-212. Full description at Econpapers || Download paper | |
| 2024 | External financing, corporate governance and the value of cash holdings. (2024). Tut, Daniel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:156-179. Full description at Econpapers || Download paper | |
| 2024 | Performance of financial hedging and earnings management under diverse corporate information quality. (2024). Shiah-Hou, Shin-Rong ; Chang, Feng-Yi ; Hsin, Chin-Wen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:782-810. Full description at Econpapers || Download paper | |
| 2024 | Do corporate hedge theories explain the natural hedge strategies of firms? A meta-analytic review. (2024). Rajendran, Madhumathi ; Saharan, Anureet. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003381. Full description at Econpapers || Download paper | |
| 2024 | Time-varying exchange rate pass-through over 2005–2021 using dynamic model averaging. (2024). Erden, Lutfi ; Colak, Yasemin ; Ozkan, Ibrahim. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005069. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|
| Year | Title | Type | Cited |
|---|---|---|---|
| 1987 | Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations. In: American Economic Review. [Full Text][Citation analysis] | article | 500 |
| 1986 | Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations.(1986) In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 500 | paper | |
| 1989 | Exchange Rate Pass-Through When Market Share Matters. In: American Economic Review. [Full Text][Citation analysis] | article | 362 |
| 1988 | Exchange Rate Pass-Through When Market Share Matters.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 362 | paper | |
| 1990 | Chartists, Fundamentalists, and Trading in the Foreign Exchange Market. In: American Economic Review. [Full Text][Citation analysis] | article | 313 |
| 1991 | Intrinsic Bubbles: The Case of Stock Prices. In: American Economic Review. [Full Text][Citation analysis] | article | 330 |
| 1989 | Intrinsic Bubbles: The Case of Stock Prices.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 330 | paper | |
| 1990 | Foreign Exchange. In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 462 |
| 1998 | A NEW APPROACH TO CAPITAL BUDGETING FOR FINANCIAL INSTITUTIONS In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 11 |
| 1992 | SHAREHOLDER TRADING PRACTICES AND CORPORATE INVESTMENT HORIZONS In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 74 |
| 1991 | Shareholder Trading Practices and Corporate Investment Horizons.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
| 1994 | A FRAMEWORK FOR RISK MANAGEMENT In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 52 |
| 1992 | Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation. In: Journal of Finance. [Full Text][Citation analysis] | article | 469 |
| 1990 | Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 469 | paper | |
| 1993 | Risk Management: Coordinating Corporate Investment and Financing Policies. In: Journal of Finance. [Full Text][Citation analysis] | article | 1207 |
| 1992 | Risk Management: Coordinating Corporate Investment and Financing Policies.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1207 | paper | |
| 2005 | Currency Returns, Intrinsic Value, and Institutional‐Investor Flows In: Journal of Finance. [Full Text][Citation analysis] | article | 121 |
| 2007 | Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 61 |
| 2003 | Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
| 2008 | The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market In: Risk Management and Insurance Review. [Full Text][Citation analysis] | article | 8 |
| 1999 | The Evolving Market for Catastrophic Event Risk In: Risk Management and Insurance Review. [Full Text][Citation analysis] | article | 11 |
| 1999 | The Evolving Market for Catastrophic Event Risk.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1986 | Using Survey Data to Explain Standard Propositions Regarding Exhange Rate Expectations In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 1986 | Using Survey Data to Explain Standard Propositions Regarding Exchange Rate Expectations..(1986) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1986 | Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 1986 | Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists..(1986) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 1990 | The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 1993 | The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1990 | The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market..(1990) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1986 | Three Essays Using Survey Data on Exchange Rate Expectations In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 1986 | Three Essays Using Survey Data on Exchange Rate Expectations..(1986) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1988 | Forward Discount Bias: Is It an Exchange Risk Premium? In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 364 |
| 1989 | Forward Discount Bias: Is it an Exchange Risk Premium?.(1989) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 364 | article | |
| 1988 | Forward Discount Bias: Is It an Exchange Risk Premium?.(1988) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 364 | paper | |
| 1991 | Exchange Rate Forecasting Techniques, Survey Data, and the Implications for the Foreign Exchange Market In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 60 |
| 1990 | Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
| 1991 | Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market..(1991) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
| 1991 | Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 149 |
| 1991 | Exchange-rate dynamics under stochastic regime shifts : A unified approach.(1991) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 149 | article | |
| 1989 | Exchange Rate Dynamics Under Stochastic Regime Shifts: A Unified Approach.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 149 | paper | |
| 2019 | Currency Hedging Over Long Horizons In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 60 |
| 1993 | Currency Hedging over Long Horizons.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
| 2019 | The Law of One Price Over 700 Years In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 130 |
| 1995 | The Law of One Price Over 700 Years.(1995) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 130 | paper | |
| 2001 | The Law of One Price Over 700 Years.(2001) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | paper | |
| 1995 | The Law of One Price Over 700 Years.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | paper | |
| 1989 | Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 181 |
| 2008 | Style Investing and Institutional Investors In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 56 |
| 1991 | Stochastic Process Switching: Some Simple Solutions. In: Econometrica. [Full Text][Citation analysis] | article | 59 |
| 1989 | Stochastic Process Switching: Some Simple Solutions.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
| 2002 | The persistence of emerging market equity flows In: Emerging Markets Review. [Full Text][Citation analysis] | article | 10 |
| 2002 | The Persistence of Emerging Market Equity Flows.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1995 | Tests of conditional mean-variance efficiency of the U.S. stock market In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 10 |
| 2004 | Decomposing the persistence of international equity flows In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
| 2002 | Decomposing the Persistence of International Equity Flows.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 1987 | How open is the U.S. economy? : R.W. Hafer (ed.) (Lexington Books, Lexington, MA, 1986) pp. 272, $27 In: Journal of International Economics. [Full Text][Citation analysis] | article | 0 |
| 1988 | Credibility, real interest rates, and the optimal speed of trade liberalization In: Journal of International Economics. [Full Text][Citation analysis] | article | 11 |
| 1987 | Credibility, Real Interest Rates, and the Optimal Speed of Trade Liberalization.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1995 | Perspectives on PPP and long-run real exchange rates In: Handbook of International Economics. [Full Text][Citation analysis] | chapter | 783 |
| 1994 | Perspectives on PPP and Long-Run Real Exchange Rates.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 783 | paper | |
| 2027 | Perspectives on PPP and Long-Run Real Exchange Rates.(2027) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 783 | paper | |
| 2008 | On the pricing of intermediated risks: Theory and application to catastrophe reinsurance In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 65 |
| 1997 | On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 1997 | On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance.(1997) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2017 | What do measures of real-time corporate sales say about earnings surprises and post-announcement returns? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 23 |
| 1998 | Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 357 |
| 1996 | Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 357 | paper | |
| 1996 | Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach.(1996) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 357 | paper | |
| 1999 | How are stock prices affected by the location of trade? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 222 |
| 1998 | How are Stock Prices Affected by the Location of Trade?.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 222 | paper | |
| 2001 | The portfolio flows of international investors In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 452 |
| 1998 | The Portfolio Flows of International Investors, I.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 452 | paper | |
| 2001 | The market for catastrophe risk: a clinical examination In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 197 |
| 1999 | The Market for Catastrophe Risk: A Clinical Examination.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | paper | |
| 2001 | The Market for Catastrophe Risk: A Clinical Examination.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | paper | |
| 1989 | On the consistency of short-run and long-run exchange rate expectations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 57 |
| 1988 | On the Consistency of Short-run and Long-run Exchange Rate Expectations.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 1987 | Short-term and long-term expectations of the yen/dollar exchange rate: Evidence from survey data In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 72 |
| 1986 | Short-term and long-term expectations of the yen/dollar exchange rate: evidence from survey data.(1986) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 1987 | Short-term and Long-Term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 1989 | Recompras, bonos de salida y la optimalidad de proporcionar alivio para la deuda y la liquidez In: Estudios Económicos. [Full Text][Citation analysis] | article | 0 |
| 2008 | Gestão do risco: coordenação dos investimentos corporativos e das polÃticas de financiamento In: RAE - Revista de Administração de Empresas. [Full Text][Citation analysis] | article | 0 |
| 2001 | Bank capital and risk management: operational risks in context In: Conference Series ; [Proceedings]. [Full Text][Citation analysis] | article | 1 |
| 1989 | Conditional mean-variance efficiency of the U.S. stock market In: Research Paper. [Citation analysis] | paper | 7 |
| 1989 | Conditional Mean-Variance Efficiency of the U.S. Stock Market.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1989 | Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief. In: International Economic Review. [Full Text][Citation analysis] | article | 61 |
| 1988 | Buybacks, Exit Bonds, and the Optimality of Debt and Liquidity Relief.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
| 1994 | The Transition in Eastern Europe, Volume 1, Country Studies In: NBER Books. [Citation analysis] | book | 46 |
| 1994 | The Transition in Eastern Europe, Volume 2, Restructuring In: NBER Books. [Citation analysis] | book | 34 |
| 1993 | Foreign Direct Investment In: NBER Books. [Citation analysis] | book | 130 |
| 1999 | The Financing of Catastrophe Risk In: NBER Books. [Citation analysis] | book | 154 |
| 1991 | The EMS, the EMU, and the Transition to a Common Currency In: NBER Chapters. [Full Text][Citation analysis] | chapter | 144 |
| 1991 | The EMS, the EMU, and the Transition to a Common Currency.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | paper | |
| The EMS, the EMU, and the Transition to a Common Currency.() In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | paper | ||
| 1994 | Introduction to The Transition in Eastern Europe, Volume 1 In: NBER Chapters. [Full Text][Citation analysis] | chapter | 23 |
| 1994 | International Experiences with Securities Transaction Taxes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 49 |
| 1993 | International Experiences with Securities Transaction Taxes.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 1993 | Introduction to Foreign Direct Investment In: NBER Chapters. [Full Text][Citation analysis] | chapter | 10 |
| 1994 | Foreign Direct Investment in Eastern Europe: Some Economic Considerations In: NBER Chapters. [Full Text][Citation analysis] | chapter | 6 |
| 1990 | Multinational Corporations, Exchange Rates, and Direct Investment In: NBER Chapters. [Full Text][Citation analysis] | chapter | 2 |
| 1995 | The Tax Treatment of Interest and the Operations of U.S. Multinationals In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1995 | Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals In: NBER Chapters. [Full Text][Citation analysis] | chapter | 24 |
| 1994 | Interest Allocation Rules, Financing Patterns, and the Operations of U.S. Multinationals.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 1993 | Trading Blocs and the Incentives to Protect: Implications for Japan and East Asia In: NBER Chapters. [Full Text][Citation analysis] | chapter | 2 |
| 1999 | Introduction to The Financing of Catastrophe Risk In: NBER Chapters. [Full Text][Citation analysis] | chapter | 39 |
| 1999 | The Pricing of U.S. Catastrophe Reinsurance In: NBER Chapters. [Full Text][Citation analysis] | chapter | 24 |
| 1997 | The Pricing of U.S. Catastrophe Reinsurance.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 1990 | Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2003 | The Risk Tolerance of International Investors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2004 | Equity Style Returns and Institutional Investor Flows In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 1985 | Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 222 |
| 1986 | The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists In: NBER Working Papers. [Full Text][Citation analysis] | paper | 46 |
| 1986 | Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2016 | What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1987 | Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1987 | New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 1988 | LDC Debt: Forgiveness, Indexation, and Investment Incentives In: NBER Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 1989 | Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach In: NBER Working Papers. [Full Text][Citation analysis] | paper | 618 |
| 1991 | Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach.(1991) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 618 | article | |
| 1990 | Short Rates and Expected Asset Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 38 |
| 1990 | New Trading Practices and Short-run Market Efficiency In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 1995 | New trading practices and short‐run market efficiency.(1995) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 1991 | Japanese Foreign Direct Investment In: NBER Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 1997 | The Limited Financing of Catastrophe Risk: An Overview In: NBER Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2001 | The Pricing of Event Risks with Parameter Uncertainty In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2002 | The Pricing of Event Risks with Parameter Uncertainty.(2002) In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2001 | The Information Content of International Portfolio Flows In: NBER Working Papers. [Full Text][Citation analysis] | paper | 61 |
| 2002 | Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals In: NBER Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 2002 | Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2008 | Institutional Portfolio Flows and International Investments In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 101 |
| 2022 | Competition Links and Stock Returns In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 2 |
| 1987 | Credibility, the Optimal Speed of Trade Liberalization, Real Interest Rates, and the Latin American Debt. In: Economics Working Papers. [Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team