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2. THE IMPACT OF INVESTMENT HORIZON ON THE RETURN AND RISK OF INVESTMENTS IN SECURITIES IN LITHUANIA. (2016). Pipiras, Marekas ; Urbiena, Laimuta ; Bugajevas, Andrius .
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3. Long-term portfolio investments: New insight into return and risk. (2015). Radygin, Alexander ; Chernova, Maria ; Abramov, Alexander.
   In: Russian Journal of Economics.
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4. Inside the black box: permanent vs transitory components and economic fundamentals. (2004). wright, stephen ; Robertson, Donald ; Garratt, Anthony.
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5. Valuation, investment and the pure profit share. (2004). Lafourcade, Pierre .
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1. Bond risk premia, macroeconomic fundamentals and the exchange rate. (2008). Taboga, Marco ; Pericoli, Marcello.
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2. The exact distribution of the Hansen-Jagannathan bound. (2008). Robotti, Cesare ; Kan, Raymond.
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3. The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns. (2007). Guidolin, Massimo ; Na, Carrie Fangzhou.
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4. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen.
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5. The monetary origins of asymmetric information in international equity markets. (2006). Vega, Clara ; Bauer, Gregory.
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6. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen.
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7. Integration at a cost: Evidence from volatility impulse response functions. (2005). Pantelidis, Theologos ; Panopoulou, Ekaterini.
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8. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2005). Wu, Shu.
   In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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9. Financial integration and the wealth effect of exchange rate fluctuations. (2005). Tille, Cédric.
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10. Are the dynamic linkages between the macroeconomy and asset prices time-varying?. (2005). Guidolin, Massimo ; Ono, Sadayuki.
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11. Investor Overconfidence and the Forward Discount Puzzle. (2005). Hirshleifer, David ; han, bing ; Wang, Tracy Yue.
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12. Efficient estimation and testing of oil futures contracts in a mutual offset system. (2004). Sequeira, J. M..
    In: Applied Financial Economics.
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13. Dynamics of Intra-EMS Interest Rate Linkages. (2004). Barkoulas, John ; Baum, Christopher.
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14. The Monetary Origins of Asymmetric Information in International Equity Markets. (2004). Vega, Clara ; Bauer, Gregory.
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15. More Evidence on the Dollar Risk Premium in the Foreign Exchange Market. (2003). Wolff, Christian ; Bams, Dennis ; Walkowiak, Kim .
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16. Dynamics of Intra-EMS Interest Rate Linkages. (2002). Barkoulas, John ; Baum, Christopher.
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17. Are Financial Assets Priced Locally or Globally?. (2002). Stulz, René ; Karolyi, G..
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18. Stock Return Predictability: Is it There?. (2001). Bekaert, Geert ; Ang, Andrew.
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19. Incomplete markets, borrowing constraints, and the foreign exchange risk premium. (2000). Leduc, Sylvain.
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20. Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns. (2000). Vassalou, Maria .
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21. The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test. (2000). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher ; Delcoure, Natalya.
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22. The Potential Approach to Bond and Currency Pricing. (1999). Wu, Liuren ; Leippold, Markus.
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23. The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate. (1999). Smith, Constance ; Landon, Stuart.
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24. New Facts in Finance. (1999). Cochrane, John.
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25. An International Dynamic Asset Pricing Model. (1999). Ng, David ; Hodrick, Robert.
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26. Predictability in international asset returns: a reexamination. (1999). Neely, Christopher ; Weller, Paul.
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27. New facts in finance. (1999). Cochrane, John.
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28. Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise. (1998). Wu, Yangru ; Mark, Nelson.
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29. Regime Switches in Interest Rates. (1998). Bekaert, Geert ; Ang, Andrew.
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30. International Home Bias in International Finance and Business Cycles. (1998). Lewis, Karen.
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31. The Good News and the Bad News about Long-run Stock Market Returns. (1998). wright, stephen ; Robertson, Donald.
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32. Risk and International Parity Conditions: A Synthesis from Consumption Based Models. (1997). Chiang, Thomas ; JOSÉ A. TRINIDAD, .
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33. Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements. (1996). Stulz, René ; Karoly, Andrew G..
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34. Risk, Policy Rules, and Noise: Rethinking Deviations From Uncovered Interest Parity. (1996). .
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35. Technical Trading Rule Profitability and Foreign Exchange Intervention. (1996). Lebaron, Blake.
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36. Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS. (1995). Stulz, René ; Karolyi, G..
    In: Research in Financial Economics.
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37. Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market. (1995). Ito, Takatoshi ; Elliott, Graham.
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38. Technical Trading Rule Profitability and Foreign Exchange Intervention. (1994). Lebaron, Blake.
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39. Tests of Three Parity Conditions: Distinguishing Risk Premia and Systematic Forecast Errors. (1994). Marston, Richard C..
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40. Time-Varying World Market Integration. (1994). Harvey, Campbell ; Bekaert, Geert.
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41. Implementing Option Pricing Models When Asset Returns Are Predictable. (1994). Lo, Andrew ; Wang, Jiang.
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42. Reverse Engineering the Yield Curve. (1994). Zin, Stanley.
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43. What Determines Expected International Asset Returns?. (1994). Zhou, Guofu ; Harvey, Campbell ; Solnik, Bruno.
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44. International Portfolio Choice and Asset Pricing: An Integrative Survey. (1994). Stulz, René.
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45. The Implications of First-Order Risk Aversion for Asset Market Risk Premiums. (1994). Marshall, David ; Hodrick, Robert ; Bekaert, Geert.
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46. Conditional Asset Allocation in Emerging Markets. (1994). Harvey, Campbell.
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47. The World Price of Foreign Exchange Risk. (1993). Dumas, Bernard ; Solnik, Bruno.
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48. Partial- Vs. General-Equilibrium Models of the International Capital Market. (1993). Dumas, Bernard.
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49. Global Financial Markets and the Risk Premium on U.S. Equity. (1992). Stulz, René ; Karolyi, G. ; Chan, K. C..
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50. Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns. (1992). Mark, Nelson ; Cecchetti, Stephen ; Lam, Pok-Sang .
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