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The role of exchange rates in intertemporal risk-return relations

Bali, Turan G.; Wu, Liuren - In: Journal of international money and finance 29 (2010) 8, pp. 1670-1686

Persistent link: https://www.econbiz.de/10009239632

Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies

Bakshi, Gurdip S.; Carr, Peter; Wu, Liuren - In: Journal of financial economics 87 (2008) 1, pp. 132-156

Persistent link: https://www.econbiz.de/10003628900

International capital asset pricing : evidence from options

Mo, Henry; Wu, Liuren - In: Journal of empirical finance 14 (2007) 4, pp. 465-498

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Empirical estimates of inflation tax Laffer surfaces : a 30-country study

Bali, Turan G.; Thurston, Thom B. - In: Journal of development economics 63 (2000) 2, pp. 529-546

Persistent link: https://www.econbiz.de/10001529963

Book-to-market and the cross-section of expected returns in international stock markets

Bali, Turan G.; Cakici, Nusret; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 101-115

Persistent link: https://www.econbiz.de/10009708215

International equity markets : risk and return

Atilgan, Yigit; Bali, Turan G.; Demirtas, K. Ozgur - In: International finance : a survey, (pp. 184-209). 2013

Persistent link: https://www.econbiz.de/10009708971

Inflation shoe leather costs and average inflation rates across countries

Bali, Turan G.; Thurston, Thom B. - In: Journal of international money and finance 25 (2006) 7, pp. 1103-1129

Persistent link: https://www.econbiz.de/10003394354

World market risk, country-specific risk and expected returns in international stock markets

Bali, Turan G.; Cakici, Nusret - In: Journal of banking & finance 34 (2010) 6, pp. 1152-1165

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Does systemic risk in the financial sector predict future economic downturns?

Allen, Linda; Bali, Turan G.; Tang, Yi - In: The review of financial studies 25 (2012) 10, pp. 3000-3036

Persistent link: https://www.econbiz.de/10009630178

Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?

Bali, Turan G. - 2015

We derive a measure of aggregate systemic risk, designated CATFIN, that complements bank-specific systemic risk measures by forecasting macroeconomic downturns six months into the future using out-of-sample tests conducted with US, European and Asian bank data. Consistent with bank...

Persistent link: https://www.econbiz.de/10013037278