1. Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Papathanasiou, Spyros ; Kenourgios, Dimitris ; Pergeris, Georgios ; Koutsokostas, Drosos.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y.

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2. Inflation-Linked Bonds as a Separate Asset Class: Evidence from Emerging and Developed Markets. (2021). Chopra, Monika ; Mehta, Chhavi ; Srivastava, Aman.
   In: Global Business Review.
   RePEc:sae:globus:v:22:y:2021:i:1:p:219-235.

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3. Residual Inflation Risk. (2018). Illeditsch, Philipp Karl.
   In: Management Science.
   RePEc:inm:ormnsc:v:64:y:2018:i:11:p:5289-5314.

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4. Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds. (2017). Prigent, Jean-Luc ; Abid, Ilyes ; Mkaouar, Farid.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:67:y:2017:i:c:p:228-247.

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5. Inflation expectations derived from a portfolio model. (2016). Hernández-del-Valle, Gerardo ; Covarrubias, Enrique ; Hernandez-Del, Gerardo.
   In: MPRA Paper.
   RePEc:pra:mprapa:69489.

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6. The informational content of the embedded deflation option in TIPS. (2016). Grishchenko, Olesya ; Vanden, Joel M ; Zhang, Jianing.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:65:y:2016:i:c:p:1-26.

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7. Time Variation in Diversification Benefits of Commodity, REITs, and TIPS. (2013). Zhong, Zhaodong ; Huang, Jingzhi.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:46:y:2013:i:1:p:152-192.

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8. The informational content of the embedded deflation option in TIPS. (2013). Grishchenko, Olesya ; Vanden, Joel M. ; Zhang, Jianing.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2013-24.

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9. Optimal portfolio choice in real terms: Measuring the benefits of TIPS. (2012). Cartea, Álvaro ; Toro, Juan ; Saul, Jonatan .
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:19:y:2012:i:5:p:721-740.

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10. Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach. (2012). Sentana, Enrique ; Pearanda, Francisco.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:2:p:303-324.

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11. Breakeven inflation rates and their puzzling correlation relationships. (2012). de Jong, Marielle ; Cette, Gilbert.
    In: Working papers.
    RePEc:bfr:banfra:367.

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12. The information content of the embedded deflation pption in TIPS. (2011). Grishchenko, Olesya ; Vanden, Joel M. ; Zhang, Jianing.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-58.

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13. A conditional asset-pricing model with the optimal orthogonal portfolio. (2011). Asgharian, Hossein.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1027-1040.

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14. A historical examination of optimal real return portfolios for non‐US investors. (2010). Bruno, Salvatore ; Chincarini, Ludwig.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:19:y:2010:i:4:p:161-178.

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15. A historical examination of optimal real return portfolios for non-US investors. (2010). Bruno, Salvatore ; Chincarini, Ludwig.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:19:y:2010:i:4:p:161-178.

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16. Do Inflation-Linked Bonds Still Diversify ?. (2009). Signori, Ombretta ; Briere, Marie.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/7741.

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17. Do Inflation‐Linked Bonds Still Diversify?. (2009). Signori, Ombretta ; Brière, Marie ; Briere, Marie.
    In: European Financial Management.
    RePEc:bla:eufman:v:15:y:2009:i:2:p:279-297.

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18. The rocky ride of break-even inflation rates. (2008). de Jong, Marielle.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:5:y:2008:i:31:p:1-8.

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19. The rocky ride of break-even inflation rates. (2008). de Jong, Marielle ; Cette, Gilbert.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08e40007.

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20. Inflation-linked bonds from a central bank perspective. (2007). Rixtel, Adrian ; Garcia, Juan Angel.
    In: Occasional Papers.
    RePEc:bde:opaper:0705.

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1. Home Bias in Open Economy Financial Macroeconomics. (2011). Rey, Helene ; Coeurdacier, Nicolas.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:17691.

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2. International diversification and Microfinance. (2011). lensink, robert ; Galema, Rients ; Spierdijk, Laura.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:30:y:2011:i:3:p:507-515.

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3. International diversification with frontier markets. (2011). Pukthuanthong, Kuntara ; Yang, Jimmy J. ; Berger, Dave.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:101:y:2011:i:1:p:227-242.

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4. The diversification effects of volatility-related assets. (2011). Chung, San-Lin ; Ho, Keng-Yu ; Chen, Hsuan-Chi.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:35:y:2011:i:5:p:1179-1189.

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5. Firm-level internationalisation and the home bias puzzle. (2010). Berrill, Jenny.
   In: Journal of Economics and Business.
   RePEc:eee:jebusi:v:62:y::i:4:p:235-256.

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6. Portfolio diversification in energy markets. (2010). Plourde, Andre ; Galvani, Valentina.
   In: Energy Economics.
   RePEc:eee:eneeco:v:32:y:2010:i:2:p:257-268.

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7. Time-varying correlations and optimal allocation in emerging market equities for the US investors. (2009). Jithendranathan, Thadavillil ; Cha, Heung-Joo .
   In: International Journal of Finance & Economics.
   RePEc:ijf:ijfiec:v:14:y:2009:i:2:p:172-187.

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8. The tail risk of emerging stock markets. (2009). Rose, Lawrence ; Li, Xiao-Ming.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:10:y:2009:i:4:p:242-256.

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9. Who benefits more from international diversification?. (2008). Chiou, Wan-Jiun Paul.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:18:y:2008:i:5:p:466-482.

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10. The factor structure of time-varying conditional volume. (2008). Pinegar, Michael J. ; Cheng, Joseph W. ; Chang, Eric C..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:2:p:251-264.

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11. The Econometrics of Mean-Variance Efficiency Tests: A Survey. (2008). Sentana, Enrique.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2008_0807.

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12. Determinants of S&P 500 index option returns. (2007). Huang, Jingzhi ; Cao, Charles.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:10:y:2007:i:1:p:1-38.

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13. International portfolio diversification benefits: Cross-country evidence from a local perspective. (2007). Laeven, Luc ; Driessen, Joost.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:6:p:1693-1712.

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14. Duality in Mean-Variance Frontiers with Conditioning Information. (2007). Sentana, Enrique ; Pearanda, Francisco.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2007_0715.

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15. Stock market liberalization and the information environment. (2006). Bailey, Warren ; Bae, Kee-Hong ; Mao, Connie X..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:3:p:404-428.

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16. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno ; Kadareja, Arjan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006683.

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17. Liquidity of emerging markets. (2005). Lesmond, David A..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:77:y:2005:i:2:p:411-452.

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18. Are TIPS the real deal?: A conditional assessment of their role in a nominal portfolio. (2005). Hunter, Delroy M. ; Simon, David P..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:2:p:347-368.

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19. The success of stock selection strategies in emerging markets: Is it risk or behavioral bias?. (2005). van Dijk, Dick ; van der Hart, Jaap, ; de Zwart, Gerben.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:6:y:2005:i:3:p:238-262.

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20. Multinationals and the Gains from International Diversification. (2004). Tesar, Linda ; Rowland, Patrick F..
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:7:y:2004:i:4:p:789-826.

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21. An empirical examination of UK emerging market unit trust performance. (2004). Fletcher, Jonathan ; Abel, Ernest.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:4:p:389-408.

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22. Risk and return characteristics of property indices in emerging markets. (2004). Rodriguez, Mauricio ; Barry, Christopher B..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:2:p:131-159.

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23. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds. (2004). Thorp, Susan.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:148.

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24. Are the East Asian markets integrated? Evidence from the ICAPM. (2003). Batten, Jonathan ; Thanyalakpark, Kessara ; Gerard, Bruno.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:585-607.

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25. Diversification benefits of emerging markets subject to portfolio constraints. (2003). Wang, Zhenyu ; Sarkar, Asani ; Li, Kai.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:57-80.

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26. Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56.

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27. Stock selection strategies in emerging markets. (2003). van Dijk, Dick ; van der Hart, Jaap, ; Slagter, Erica .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:105-132.

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28. The pricing of emerging market country funds. (2002). Janakiramanan, S. ; Senbet, L. W. ; Eun, C. S..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:6:p:833-855.

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29. On the dual characteristics of closed-end country funds. (2002). Hong, Gwangheon ; Lee, Bong-Soo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:5:p:589-618.

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30. Research in emerging markets finance: looking to the future. (2002). Harvey, Campbell ; Bekaert, Geert.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:3:y:2002:i:4:p:429-448.

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31. Stock Selection Strategies in Emerging Markets. (2001). van Dijk, Dick ; van der Hart, Jaap ; Slagter, Erica .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20010009.

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32. Home bias and international capital asset pricing model with human capital. (2001). Coen, Alain.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:11:y:2001:i:4-5:p:497-513.

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33. Direct foreign ownership, institutional investors, and firm characteristics. (2001). Goran, Robertsson ; Magnus, Dahlquist.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:59:y:2001:i:3:p:413-440.

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34. Predictable changes in yields and forward rates. (2001). Wu, Liuren ; Abon, Mozumdar ; Silverio, Foresi.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:59:y:2001:i:3:p:281-311.

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35. Measuring performance of international closed-end funds. (2001). Patro, Dilip Kumar .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:9:p:1741-1767.

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36. A contingent claim analysis of closed-end fund premia. (2001). Nakamura, Masao ; Turtle, Harry J. ; Korkie, Bob .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:10:y:2001:i:4:p:365-394.

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37. Testing for mean-variance spanning: a survey. (2001). Nijman, Theo ; De Roon, Frans A..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:8:y:2001:i:2:p:111-155.

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38. Conditioning Information and Variance on Pricing Kernals. (2001). LIU, JUN ; Bekaert, Geert.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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39. Market liquidity: proceedings of a workshop held at the BIS. (2001). Bank for International Settlements, .
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40. Information flows during the Asian crisis: evidence from closed-end funds. (2001). Remolona, Eli M ; Cohen, Benjamin H.
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41. Investment opportunities in Central and Eastern European equity markets: an econometric examination of the risk-return relationships for western investors. (2000). Schröder, Michael ; Schroder, Michael.
    In: ZEW Discussion Papers.
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42. Unconditional international asset pricing models: empirical tests. (2000). Vaihekoski, Mika.
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:13:y:2000:i:2:p:71-88.

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43. Volatility spillover effects from Japan and the US to the Pacific-Basin. (2000). Ng, Angela.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233.

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44. Why do stocks and consumption imply such different gains from international risk sharing?. (2000). Lewis, Karen.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:52:y:2000:i:1:p:1-35.

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45. Economic determinants of evolution in international stock market integration. (1999). Koch, Paul D. ; Bracker, Kevin ; Docking, Diane Scott .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:6:y:1999:i:1:p:1-27.

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46. Multinationals and the Gains from International Diversification. (1998). Tesar, Linda ; Rowland, Patrick F..
    In: NBER Working Papers.
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47. Capital Flows and the Behavior of Emerging Market Equity Returns. (1998). Harvey, Campbell ; Bekaert, Geert.
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48. International Home Bias in International Finance and Business Cycles. (1998). Lewis, Karen.
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    RePEc:nbr:nberwo:6351.

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49. Foreign Speculators and Emerging Equity Markets. (1997). Harvey, Campbell ; Bekaert, Geert.
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50. Re-emerging Markets. (1997). Jorion, Philippe ; Goetzmann, William.
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