Author of the publication

International stock return differentials and real exchange rate changes

. Journal of International Money and Finance, 17 (3): 493--511 (Jun 1, 1998)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

International stock return differentials and real exchange rate changes. Journal of International Money and Finance, 17 (3): 493--511 (Jun 1, 1998)The impact of EMU on the equity cost of capital, , and . Journal of International Money and Finance, 26 (2): 305--327 (March 2007)Mean reversion in Southeast Asian stock markets, and . Journal of Empirical Finance, 6 (4): 355--384 (October 1999)A note on nonstationarity, structural breaks, and the Fisher effect. Journal of Banking & Finance, 24 (5): 695--707 (May 2000)A multivariate GARCH model of risk premia in foreign exchange markets. Economic Modelling, 14 (1): 61--79 (January 1997)Euromärkte und nationale Finanzmärkte. Dynamische Wirtschaftstheorie Lang, Frankfurt am Main u.a., (1990)Temporary and permanent market risks: Some further evidence., , and . Math. Comput. Model., 46 (1-2): 163-173 (2007)