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A model of international asset pricing · Study

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ArticleA model of international asset pricing

René M. Stulz1981

Article1981

A model of international asset pricing

807 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Global Financial Crisis and Policies Economic theories and models

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References

1973An Intertemporal Capital Asset Pricing Model 1974Are Government Bonds Net Wealth?1971Optimum consumption and portfolio rules in a continuous-time model 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1976How Far Can We Push The "Law of One Price"?

Cited by

1997International Asset Pricing and Portfolio Diversification with Time-Varying Risk 1995The World Price of Foreign Exchange Risk 1989Empirical Tests of the Consumption‐Oriented CAPM 1985International Portfolio Diversification with Estimation Risk 1994Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World 1996Political Risk, Economic Risk, and Financial Risk 1995Time-Varying World Market Integration

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Details

Year1981

Typearticle

Published1981-12-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations807

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0304-405x(81)90005-2

openalex_workW2157374408

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