Equity risk premia and the pricing of foreign exchange riskRobert A. Korajczyk, Claude J. Viallet1992-11-01articleJournal of International Economics74 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesMonetary Policy and Economic ImpactFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 74 citations exist upstream.References1976The arbitrage theory of capital asset pricing1988Dividend yields and expected stock returns1984Forward and spot exchange rates1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis1986Predicting returns in the stock and bond markets1982Interest rates and currency prices in a two-country world1983Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets1987The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing ModelsCited by1998Country and Currency Risk Premia in an Emerging Market2002Emerging market liberalization and the impact on uncovered interest rate parity2000Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns1992Evidence of Risk Premiums in Foreign Currency Futures Markets1993Risk premia in Pacific-Basin capital markets2005Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing1993An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns1995Chapter 6 International portfolio choice and asset pricing: An integrative survey