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A measure of stock market inte...
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RePEc
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A measure of stock market integration for developed and emerging markets
Korajczyk, Robert A.
-
1995
Persistent link: https://www.econbiz.de/10000914456
Saved in:
2
A measure of stock market integration for developed and emerging markets
Korajczyk, Robert A.
- In:
The World Bank economic review
10
(
1996
)
2
,
pp. 267-289
Persistent link: https://www.econbiz.de/10001334418
Saved in:
3
The pricing of forward contracts for foreign exchange
Korajczyk, Robert A.
- In:
Journal of political economy
93
(
1985
)
2
,
pp. 346-368
Persistent link: https://www.econbiz.de/10002244642
Saved in:
4
A measure of stock market integration for developed and emerging markets
Korajczyk, Robert A.
-
1995
Persistent link: https://www.econbiz.de/10010525805
Saved in:
5
Portfolio risk analysis
Connor, Gregory
;
Goldberg, Lisa R.
;
Korajczyk, Robert A.
-
2010
Persistent link: https://www.econbiz.de/10004955196
Saved in:
6
Asset pricing and portfolio performance : models, strategy and performance metrics
Korajczyk, Robert A.
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10004740310
Saved in:
7
Equity risk premia and the pricing of foreign exchange risk
Korajczyk, Robert A.
;
Viallet, Claude J.
- In:
Journal of International Economics
33
(
1992
)
3-4
,
pp. 199-219
Persistent link: https://www.econbiz.de/10005527510
Saved in:
8
Performance measurement with the arbitrage pricing theory : A new framework for analysis
Connor, Gregory
;
Korajczyk, Robert A.
- In:
Journal of Financial Economics
15
(
1986
)
3
,
pp. 373-394
Persistent link: https://www.econbiz.de/10005477988
Saved in:
9
Capital structure choice: macroeconomic conditions and financial constraints
Korajczyk, Robert A.
;
Levy, Amnon
- In:
Journal of Financial Economics
68
(
2003
)
1
,
pp. 75-109
Persistent link: https://www.econbiz.de/10005478200
Saved in:
10
Pricing the commonality across alternative measures of liquidity
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
Journal of Financial Economics
87
(
2008
)
1
,
pp. 45-72
Persistent link: https://www.econbiz.de/10005478224
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