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Asset markets, tariffs, and political risk
12 references·5 citing·44 second hop
Asset markets, tariffs, and political risk (1986)Asset markets, tariffs, and political riskEconometric Policy Evaluation: Note (1984)Econometric Policy Evaluation…Chapter 9 Uncertainty in trade models (1984)Chapter 9 Uncertainty in trad…Autoregressions, Expectations, and Advice (1984)Autoregressions, Expectations…International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choic…A model of international asset pricing (1981)A model of international asse…A Theory of International Trade Under Uncertainty (1978)A Theory of International Tra…Foundations of Finance. (1977)Foundations of Finance.Sharing rules and equilibrium in an international capital market under uncertainty (1976)Sharing rules and equilibrium…World Trade and Payments. (1974)World Trade and Payments.World trade and payments (1974)World trade and paymentsAn aggregation theorem for securities markets (1974)An aggregation theorem for se…The theory of protection (1972)The theory of protectionThe Macroeconomic Effects of Trade Tariffs (2017)The Macroeconomic Effects of …Endogenous trade policy and the gains from international financial markets (1999)Endogenous trade policy and t…Tariffs with Private Information and Reputation (1989)Tariffs with Private Informat…Anticipated Protectionist Policies, Real Exchange Rates and the Current Account (1987)Anticipated Protectionist Pol…Exchange Controls, Capital Controls, and International Financial Markets (1985)Exchange Controls, Capital Co…Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Macroeconomics and Reality (1980)Time to Build and Aggregate Fluctuations (1982)Taking Money Seriously (1988)Evolution and Intelligent Design (2008)Nobel Lecture: United States Then, Europe Now (2012)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Time‐Varying World Market Integration (1995)Value versus Growth: The International Evidence (1998)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)The cost of capital, corporation finance and the theory of investment (2008)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Chapter 15 The specification and influence of asset markets (1985)Some tests of international equity integration (1988)Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets (1989)The decision and the organization (1965)The Theory of Syndicates (1968)A MEAN‐VARIANCE SYNTHESIS OF CORPORATE FINANCIAL THEORY (1973)Two-Person Dynamic Equilibrium in the Capital Market (1989)Chapter 8 Micro data and general equilibrium models (1999)Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices (2002)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)Are Government Bonds Net Wealth? (1974)Empirical Tests of the Consumption‐Oriented CAPM (1989)The World Price of Foreign Exchange Risk (1995)International Asset Pricing and Portfolio Diversification with Time-Varying Risk (1997)The Economics of Development: A Survey (1989)A Reconsideration of Import Substitution (1998)Trade Liberalization and Firm Productivity: The Case of India (2004)Pareto Inferior Trade (1984)Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations (2001)Financial Super-Markets: Size Matters for Asset Trade (2001)Conflict and Trade (1980)Economic Interdependence and War: A Theory of Trade Expectations (1996)Economic Interdependence and International Conflict (2003)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Income distribution and effective protection in a multicommodity trade model (1975)Factors affecting the foreign banking presence in the U.S. (1989)Monetary environments and international stock returns (1999)
this work references cited by second hop

References

  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
  • 1977Foundations of Finance.1,128 cited
  • 1981A model of international asset pricing807 cited
  • 1974An aggregation theorem for securities markets484 cited
  • 1972The theory of protection388 cited
  • 1976Sharing rules and equilibrium in an international capital market under uncertainty384 cited
  • 1974World trade and payments293 cited
  • 1978A Theory of International Trade Under Uncertainty214 cited
  • 1974World Trade and Payments.154 cited
  • 1984Autoregressions, Expectations, and Advice98 cited
  • 1984Econometric Policy Evaluation: Note90 cited
  • 1984Chapter 9 Uncertainty in trade models41 cited

Cited by

  • 1985Exchange Controls, Capital Controls, and International Financial Markets52 cited
  • 1999Endogenous trade policy and the gains from international financial markets27 cited
  • 1989Tariffs with Private Information and Reputation19 cited
  • 2017The Macroeconomic Effects of Trade Tariffs12 cited

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  • 1987Anticipated Protectionist Policies, Real Exchange Rates and the Current Account12 cited