SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Global Currency Hedging
16 references·2 citing·41 second hop
Global Currency Hedging (2009)Global Currency HedgingThe Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)The Empirical Evidence on the…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Carry Trades and Currency Crashes (2008)Carry Trades and Currency Cra…From World Banker to World Venture Capitalist: US External Adjustment and the Exorbitant Privilege (2005)From World Banker to World Ve…The Equity Premium (2002)The Equity PremiumA multivariate model of strategic asset allocation (2002)A multivariate model of strat…The forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Home Bias in Equity Portfolio…Forward and spot exchange rates (1984)Forward and spot exchange rat…International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choic…A model of international asset pricing (1981)A model of international asse…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…An equilibrium model of the international capital market (1974)An equilibrium model of the i…Capital Market Equilibrium with Restricted Borrowing (1972)Capital Market Equilibrium wi…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…Global Portfolio Diversification for Long-Horizon Investors (2018)Global Portfolio Diversificat…International Portfolio Diversification: Currency, Industry and Country Effects Revisited (2002)International Portfolio Diver…Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)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)A Note on Uncertainty and Indifference Curves (1969)Size, value, and momentum in international stock returns (2012)… and the Cross-Section of Expected Returns (2015)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Investor Psychology and Asset Pricing (2001)Exchange Rates and Fundamentals (2005)Carry Trades and Currency Crashes (2008)The equity premium: A puzzle (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Predicting returns with financial ratios (2004)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Dissecting green returns (2022)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)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)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)
this work references cited by second hop

References

  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1972Capital Market Equilibrium with Restricted Borrowing3,097 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
  • 2002The Equity Premium1,331 cited
  • 1974An equilibrium model of the international capital market1,130 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 1981A model of international asset pricing807 cited
  • 1994Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium671 cited
  • 2008Carry Trades and Currency Crashes654 cited
  • 2014The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets601 cited
  • 2002A multivariate model of strategic asset allocation551 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2005
From World Banker to World Venture Capitalist: US External Adjustment and the Exorbitant Privilege
473 cited

Cited by

  • 2002International Portfolio Diversification: Currency, Industry and Country Effects Revisited28 cited
  • 2018Global Portfolio Diversification for Long-Horizon Investors25 cited