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Asymmetric currency exposure of US bank stock returns

. Journal of Multinational Financial Management, 15 (4-5): 455--472 (October 2005)

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Time-varying risk premia in foreign exchange and equity markets: evidence from Asia-Pacific countries. Journal of Multinational Financial Management, 9 (3-4): 291--316 (November 1999)Looking for risk premium and contagion in Asia-Pacific foreign exchange markets. International Review of Financial Analysis, 13 (4): 381--409 (2004)Can bank be a source of contagion during the 1997 Asian crisis?. Journal of Banking & Finance, 28 (2): 399--421 (February 2004)Can currency risk be a source of risk premium in explaining forward premium puzzle?: Evidence from Asia-Pacific forward exchange markets. Journal of International Financial Markets, Institutions and Money, 13 (4): 291--311 (October 2003)Contagion: evidence from international banking industry. Journal of Multinational Financial Management, 14 (4-5): 353--368 (00 2004)Market integration and currency risk in Asian emerging markets. Research in International Business and Finance, 21 (1): 98--117 (January 2007)Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns. Journal of Multinational Financial Management, 10 (3-4): 397--420 (December 2000)Asymmetric currency exposure of US bank stock returns. Journal of Multinational Financial Management, 15 (4-5): 455--472 (October 2005)Are Fama-French and momentum factors really priced?. Journal of Multinational Financial Management, 13 (4-5): 359--384 (December 2003)