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The time variation of risk and return in foreign exchange markets : a general equilibrium perspective
Bekaert, Geert
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1994
Persistent link: https://www.econbiz.de/10000912810
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2
Predictable risk and returns in emerging markets
Harvey, Campbell R.
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1994
Persistent link: https://www.econbiz.de/10000881185
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3
Risk aversion and determinants of stock market behavior
Pindyck, Robert S.
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1986
Persistent link: https://www.econbiz.de/10000695352
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4
The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto
;
Jorion, Philippe
-
1988
Persistent link: https://www.econbiz.de/10000755202
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Time-varying risk perceptions and the pricing of risky assets
Friedman, Benjamin M.
;
Kuttner, Kenneth N.
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1988
Persistent link: https://www.econbiz.de/10000756009
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Risk aversion and intertemporal substitution in the capital asset pricing model
Giovannini, Alberto
;
Weil, Philippe
-
1989
Persistent link: https://www.econbiz.de/10000764071
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7
Equilibrium exchange rate hedging
Black, Fischer
-
1989
Persistent link: https://www.econbiz.de/10000766818
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8
The risk and return from factors
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1997
Persistent link: https://www.econbiz.de/10000634580
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Prospect theory and asset prices
Barberis, Nicholas
;
Huang, Ming
;
Santos, Tano
-
1999
Persistent link: https://www.econbiz.de/10001399638
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Economic, financial, and fundamental global risk in and out of the EMU
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1999
Persistent link: https://www.econbiz.de/10001370322
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