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Non-parametric estimates of the foreign exchange and equity risk premia and tests of market efficiency
Wickens, Michael R.; Thomas, Stephen - 1989
Persistent link: https://www.econbiz.de/10000779308
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International CAPM : why has it failed?
Thomas, Stephen; Wickens, Michael R. - 1989
Persistent link: https://www.econbiz.de/10000776933
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A risk management approach to optimal asset allocation
Flavin, Thomas J.; Wickens, Michael R. - 1998
Persistent link: https://www.econbiz.de/10001354933
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Optimal international asset allocation and home bias
Flavin, Thomas J.; Wickens, Michael R. - 1998
Persistent link: https://www.econbiz.de/10001354934
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Macroeconomic shocks and the CAPM : evidence from the UK stockmarket
Clare, Andrew D.; O'Brien, Raymond J.; Thomas, Steve; … - In: International journal of finance & economics : IJFE 3 (1998) 2, pp. 111-126
Persistent link: https://www.econbiz.de/10001246063
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An international CAPM for bonds and equities
Thomas, Stephen - In: Journal of international money and finance 12 (1993) 4, pp. 390-412
Persistent link: https://www.econbiz.de/10001145083
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Macroeconomic sources of FOREX risk
Wickens, Michael R. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001613840
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Asset pricing with observable stochastic discount factors
Smith, Peter; Wickens, Michael R. - In: Journal of economic surveys 16 (2002) 3, pp. 397-446
Persistent link: https://www.econbiz.de/10001686269
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Asset pricing with observable stochastic discount factors
Smith, Peter N. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001653785
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Asset pricing with observable stochastic discount factors
Smith, Peter N.; Wickens, Michael R. - In: Contributions to financial econometrics : theoretical …, (pp. 161-210). 2003
Persistent link: https://www.econbiz.de/10001932664