39
H index
59
i10 index
9662
Citations
Harvard University (50% share) | 39 H index 59 i10 index 9662 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 | |
|---|---|---|
| 2026 | Exchange Rate Expectations and Aggregate Dynamics. (2026). Pozdnyakova, Nadia. In: Working Papers. RePEc:abo:neswpt:w0294. Full description at Econpapers || Download paper | |
| 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 | |
| 2026 | Bitcoin and Shadow Exchange Rates. (2024). Kantorovitch, Ilja ; Niu, Yanan. In: Papers. RePEc:arx:papers:2410.22443. 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 | Automatic Order, Bandwidth Selection and Flaws of Eigen Adjustment in HAC Estimation. (2025). Li, Zhuoxun ; Hurvich, Clifford M. In: Papers. RePEc:arx:papers:2509.23256. Full description at Econpapers || Download paper | |
| 2026 | Optimal Catastrophe Risk Pooling. (2025). Wirjanto, Tony S ; Nguyen, Minh Chau ; Yang, Fan. In: Papers. RePEc:arx:papers:2512.18790. Full description at Econpapers || Download paper | |
| 2026 | When Indemnity Insurance Fails: Parametric Coverage under Binding Budget and Risk Constraints. (2026). Steffensen, Mogens ; Falden, Debbie Kusch ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2512.21973. Full description at Econpapers || Download paper | |
| 2026 | Cross-Stock Predictability via LLM-Augmented Semantic Networks. (2026). Ye, Yifan ; Hu, Kaiqi ; Fan, Zheqi ; Huang, Yikuan. In: Papers. RePEc:arx:papers:2604.19476. Full description at Econpapers || Download paper | |
| 2026 | Dynamics of Periodic Bubbles and Crashes: Modeling Market Overheating and Panic Selling via Cubic Momentum. (2026). Yoshida, Naohiro. In: Papers. RePEc:arx:papers:2605.00854. Full description at Econpapers || Download paper | |
| 2026 | The Effects of Innovation on Foreign Portfolio Investment: The Role of Institutions and Risk-Taking. (2026). Kikuchi, Tomoo ; Wu, Yimin. In: Papers. RePEc:arx:papers:2605.17896. 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 | |
| 2025 | When Is Liquidity Bad?. (2025). Dalgic, Husnu C. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_723. 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 | |
| 2026 | Does policy uncertainty affect firms exchange rate exposure? Evidence from China11We are grateful for the insightful comments of Iftekhar Hasan, Iikka Korhonen, Zhitao Lin and Yaqi Wang for their valuable suggestions. We are also grateful for the excellent comments from participants at seminars at Bank of Finland, Jinan University, Capital University of Economics and Business, Wuhan University, and Central University of Finance and Economics, as well as the EFMA 2023 Annual Conference (Cardiff). This research is supported by the National Natural Science Foundation of China (72473146, 72101267), the Fundamental Research Funds for the Central Universities, the Research Funds of Renmin University of China (24XNN005). All remaining errors are ours.. (2026). He, Qing ; Zhang, CE ; Liang, Bailin. In: China Economic Review. RePEc:eee:chieco:v:95:y:2026:i:c:s1043951x25002573. Full description at Econpapers || Download paper | |
| 2026 | Action beyond the sky high: Capital structure adjustment speed of Chinese space firms. (2026). Dai, Zixuan ; Xu, Lei ; Sun, Jiawei ; Guo, Fei ; Li, Bin. In: China Economic Review. RePEc:eee:chieco:v:95:y:2026:i:c:s1043951x25002925. 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 | |
| 2026 | Dancing to the wrong tune: How rational myopia, belief heterogeneity, and adjustment costs shape financial bubbles. (2026). Jouini, Elys. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:183:y:2026:i:c:s0165188925002179. 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 | |
| 2025 | Supply chain risk and capital structure decisions. (2025). Nguyen, Quang Minh Nhi ; Do, Trung K. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s026499932500344x. Full description at Econpapers || Download paper | |
| 2026 | Information diversity, collusion of informed traders and asset prices. (2026). Xu, Yue ; Huang, Xiaohong ; Ni, Jian. In: Economic Modelling. RePEc:eee:ecmode:v:154:y:2026:i:c:s0264999325003165. 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 | |
| 2026 | Dynamic Agency, financial hedging and optimal investment. (2026). Sun, Yuqian ; Yang, Yehong ; You, Xun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001962. 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 | |
| 2025 | Large tariff cuts and corporate hedging: Evidence from interest rate swaps. (2025). Zhang, Shu ; Shen, Chen. In: Economics Letters. RePEc:eee:ecolet:v:257:y:2025:i:c:s0165176525005282. Full description at Econpapers || Download paper | |
| 2026 | Investor behavior and the beta anomaly: Who benefits from betting against beta?. (2026). Bradrania, Reza ; Wu, Winston ; Veron, Jose Francisco. In: Economics Letters. RePEc:eee:ecolet:v:258:y:2026:i:c:s0165176525005828. 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 | |
| 2025 | ESG disclosure as advertisement of corporate bond issuances. (2025). Tietmeyer, Raphael ; Schiemann, Frank ; Schneider, Fabiola I. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005654. Full description at Econpapers || Download paper | |
| 2025 | How monetary policies and fintech shape the peer effect of corporate financialization: Evidence from Chinas listed companies. (2025). Feng, Yongqi ; Zhang, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925006003. Full description at Econpapers || Download paper | |
| 2025 | Biodiversity risk and corporate debt maturity. (2025). Nguyen, Thong Trung ; Duong, Kiet Tuan ; Xuan, Huong Thi. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s105752192500643x. Full description at Econpapers || Download paper | |
| 2026 | Energy commodity spillovers and herding behavior: Evidence from EU ETS-listed firms. (2026). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925008865. 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 | |
| 2025 | How green finance drives new-quality productivity from the perspective of Chinese modernization. (2025). Liu, Xiangjun. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s154461232500755x. Full description at Econpapers || Download paper | |
| 2025 | The impact of big data technology application on the technical efficiency of insurance firms: empirical evidence from Chinese insurers. (2025). Zhou, Xinhong ; Yang, Luwei ; Guo, Jiafeng ; Jiang, Guoliang. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pf:s1544612325020823. Full description at Econpapers || Download paper | |
| 2026 | Navigating uncertainty and performance: How financial decision-making bridges the gap. (2026). Hunjra, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:89:y:2026:i:c:s1544612325024559. 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 | |
| 2025 | Speed competition and strategic trading. (2025). He, Xue-Zhong ; Kang, Junqing. In: Journal of Financial Markets. RePEc:eee:finmar:v:74:y:2025:i:c:s1386418125000126. 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 | |
| 2026 | The changing landscape of cyber risk: An empirical analysis of loss severity and tail dynamics. (2026). Ibragimov, Rustam ; Eling, Martin ; Ning, Dingchen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:126:y:2026:i:c:s0167668725001428. 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 | |
| 2025 | Multiscale foreign exchange dynamics in India: A wavelet approach. (2025). CHAUBAL, ADITI ; Padha, Vimarsh. In: International Economics. RePEc:eee:inteco:v:184:y:2025:i:c:s2110701725000757. Full description at Econpapers || Download paper | |
| 2025 | An intertemporal international asset pricing model: Theory and evidence. (2025). Jacoby, Gady ; Liao, Rose C ; Wang, Yan ; Wu, Zhenyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000526. 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 | Fundamental determinants of exchange rate expectations. (2025). Czudaj, Robert ; Beckmann, Joscha. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1003-1021. Full description at Econpapers || Download paper | |
| 2026 | Carpe diem: Can daily oil prices improve model-based forecasts of the real price of crude oil?. (2026). Snudden, Stephen ; Ellwanger, Reinhard ; Benmoussa, Amor Aniss. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:1:p:281-295. 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 | |
| 2026 | The dynamics of selective environmental disclosure: Earnings pressure and environmental committee. (2026). Cheng, Yang ; Chi, Cheng. In: Journal of Business Research. RePEc:eee:jbrese:v:202:y:2026:i:c:s0148296325005892. 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 | |
| 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 | 501 |
| 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: 501 | paper | |
| 1989 | Exchange Rate Pass-Through When Market Share Matters. In: American Economic Review. [Full Text][Citation analysis] | article | 364 |
| 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: 364 | paper | |
| 1990 | Chartists, Fundamentalists, and Trading in the Foreign Exchange Market. In: American Economic Review. [Full Text][Citation analysis] | article | 317 |
| 1991 | Intrinsic Bubbles: The Case of Stock Prices. In: American Economic Review. [Full Text][Citation analysis] | article | 335 |
| 1989 | Intrinsic Bubbles: The Case of Stock Prices.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 335 | 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 | 76 |
| 1991 | Shareholder Trading Practices and Corporate Investment Horizons.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
| 1994 | A FRAMEWORK FOR RISK MANAGEMENT In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 53 |
| 1992 | Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation. In: Journal of Finance. [Full Text][Citation analysis] | article | 480 |
| 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: 480 | paper | |
| 1993 | Risk Management: Coordinating Corporate Investment and Financing Policies. In: Journal of Finance. [Full Text][Citation analysis] | article | 1260 |
| 2008 | Risk management: coordinating corporate investment and financing policies.(2008) In: RAE - Revista de Administração de Empresas. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1260 | article | |
| 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: 1260 | paper | |
| 2005 | Currency Returns, Intrinsic Value, and Institutional‐Investor Flows In: Journal of Finance. [Full Text][Citation analysis] | article | 124 |
| 2007 | Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 62 |
| 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: 62 | 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 | 369 |
| 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: 369 | 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: 369 | 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 | 151 |
| 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: 151 | 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: 151 | paper | |
| 2019 | Currency Hedging Over Long Horizons In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 63 |
| 1993 | Currency Hedging over Long Horizons.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2019 | The Law of One Price Over 700 Years In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 132 |
| 1995 | The Law of One Price Over 700 Years.(1995) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 132 | 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: 132 | 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: 132 | 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 | 187 |
| 2008 | Style Investing and Institutional Investors In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 58 |
| 1991 | Stochastic Process Switching: Some Simple Solutions. In: Econometrica. [Full Text][Citation analysis] | article | 60 |
| 1989 | Stochastic Process Switching: Some Simple Solutions.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | 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 | 788 |
| 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: 788 | 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: 788 | 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 | 26 |
| 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 | 362 |
| 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: 362 | 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: 362 | paper | |
| 1999 | How are stock prices affected by the location of trade? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 224 |
| 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: 224 | paper | |
| 2001 | The portfolio flows of international investors In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 462 |
| 1998 | The Portfolio Flows of International Investors, I.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 462 | paper | |
| 2001 | The market for catastrophe risk: a clinical examination In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 205 |
| 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: 205 | 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: 205 | 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 |
| 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 | 155 |
| 1991 | The EMS, the EMU, and the Transition to a Common Currency In: NBER Chapters. [Full Text][Citation analysis] | chapter | 145 |
| 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: 145 | 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: 145 | 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 | 40 |
| 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 | 12 |
| 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 | 627 |
| 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: 627 | 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 | 6 |
| 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: 6 | 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 | 103 |
| 2022 | Competition Links and Stock Returns In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 6 |
| 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 June, 12 2026. Contact: CitEc Team