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Stock market liberalization and international risk sharing
16 references·1 citing·45 second hop
Stock market liberalization and international risk sharing (2008)Stock market liberalization and internati…Globalization and Its Discontents (2015)Globalization and Its Discont…A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)A no-arbitrage vector autoreg…Expectation puzzles, time-varying risk premia, and affine models of the term structure (2002)Expectation puzzles, time-var…Affine Term Structure Models and the Forward Premium Anomaly (2001)Affine Term Structure Models …Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Stock Market Liberalization, …Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Do stock market liberalizations cause investment booms? (2000)Do stock market liberalizatio…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…The Capital Myth: The Difference between Trade in Widgets and Dollars (1998)The Capital Myth: The Differe…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…The Variation of Economic Risk Premiums (1991)The Variation of Economic Ris…Implications of Security Market Data for Models of Dynamic Economies (1991)Implications of Security Mark…Implications of Security Market Data for Models of Dynamic Economies (1990)Implications of Security Mark…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Martingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …Stock market liberalization, structural breaks and dynamic changes in emerging market volatility (2008)Stock market liberalization, …Macroeconomics and Reality (1980)The federal funds rate and the channels of monetary transmission (1989)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Good News and Bad News: Representation Theorems and Applications (1981)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Asymmetric correlations of equity portfolios (2002)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Economic Reform and the Process of Global Integration (1995)The New Issues Puzzle (1995)Event Studies in Economics and Finance (1997)The World Price of Insider Trading (2002)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)An equilibrium characterization of the term structure (1977)Discretion versus policy rules in practice (1993)A consumption-based model of the term structure of interest rates☆ (2005)Bond Risk Premia (2005)Macro Factors in Bond Risk Premia (2009)The Econometrics of Financial Markets (2012)On the Impossibility of Informationally Efficient Markets (1980)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Does financial liberalization spur growth? (2005)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Modernization, cultural change, and democracy the human development sequence (2005)Social determinants of health inequalities (2005)The New Transnational Activism (2005)The Conditional CAPM and the Cross-Section of Expected Returns (1996)Conditional Skewness in Asset Pricing Tests (2000)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)
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References

  • 2015Globalization and Its Discontents5,477 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
  • 1991The Variation of Economic Risk Premiums1,740 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited
  • 1991Implications of Security Market Data for Models of Dynamic Economies1,182 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 1990Implications of Security Market Data for Models of Dynamic Economies1,088 cited
  • 2000Do stock market liberalizations cause investment booms?864 cited
  • 2002Expectation puzzles, time-varying risk premia, and affine models of the term structure754 cited
  • 1998The Capital Myth: The Difference between Trade in Widgets and Dollars

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694 cited
  • 2001Affine Term Structure Models and the Forward Premium Anomaly594 cited
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    • 2008Stock market liberalization, structural breaks and dynamic changes in emerging market volatility28 cited