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Cited by

• 2010Risk factors in oil and gas industry returns: International evidence153 cited
• 1995Equilibrium asset prices and exchange rates115 cited
• 2013Oil price asymmetric effects: Answering the puzzle in international stock markets109 cited
• 2000Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns60 cited
• 2004Changing Risk, Return, and Leverage: The 1997 Asian Financial Crisis53 cited
• 1993Risk premia in Pacific-Basin capital markets48 cited
• 1995Chapter 6 International portfolio choice and asset pricing: An integrative survey41 cited
• 2005Empirical Studies on Asset Pricing and Banking in the Euro Area41 cited
• 2001Firmwide Risk Management of Foreign Exchange Exposure by U.S. Multinational Corporations36 cited
• 2006Market integration and currency risk in Asian emerging markets36 cited
• 1992Sources of risk and expected returns in global equity markets33 cited
• 2001A multivariate GARCH in mean approach to testing uncovered interest parity: evidence from Asia-Pacific foreign exchange markets32 cited
• 2002Does Exchange Rate Exposure Matter?28 cited
• 1999Time-varying risk premia in foreign exchange and equity markets: evidence from Asia–Pacific countries