Author of the publication

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

On biases in the measurement of foreign exchange risk premiums, and . Journal of International Money and Finance, 12 (2): 115--138 (April 1993)Peso problem explanations for term structure anomalies, , and . Journal of Monetary Economics, 48 (2): 241--270 (October 2001)Emerging equity market volatility, and . Journal of Financial Economics, 43 (1): 29--77 (January 1997)Does financial liberalization spur growth?, , and . Journal of Financial Economics, 77 (1): 3--55 (July 2005)Emerging markets finance, and . Journal of Empirical Finance, 10 (1-2): 3--56 (February 2003)Target zones and exchange rates:: An empirical investigation, and . Journal of International Economics, 45 (1): 1--35 (Jun 1, 1998)Why stocks may disappoint, , and . Journal of Financial Economics, 76 (3): 471--508 (June 2005)Short rate nonlinearities and regime switches, and . Journal of Economic Dynamics and Control, 26 (7-8): 1243--1274 (July 2002)Uncovered interest rate parity and the term structure, , and . Journal of International Money and Finance, 26 (6): 1038--1069 (October 2007)The time variation of risk and return in foreign exchange markets. NBER working paper series Nat. Bureau of Economic Research, Cambridge, Mass., (1994)