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Trade in nominal assets
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Trade in nominal assets (1989)Trade in nominal assetsMoney, Bonds, and Foreign Exchange (2016)Money, Bonds, and Foreign Exc…Trade and Insurance with Adverse Selection (1989)Trade and Insurance with Adve…On the denomination of government debt (1989)On the denomination of govern…Trade and insurance with moral hazard (1987)Trade and insurance with mora…Capital flows, investment, and exchange rates (1987)Capital flows, investment, an…Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach (1985)Currency prices, terms of tra…Currency Preferences, Purchasing Power Risks, and the Determination of Exchange Rates in an Optimizing Model (1984)Currency Preferences, Purchas…Real exchange rates under alternative nominal exchange-rate systems (1983)Real exchange rates under alt…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…An Exploration in the Theory of Exchange-Rate Regimes (1981)An Exploration in the Theory …The General Validity of the Law of Comparative Advantage (1980)The General Validity of the L…Money, bonds and foreign exchange (1979)Money, bonds and foreign exch…A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis (1978)A New Representation of Prefe…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…Sharing rules and equilibrium in an international capital market under uncertainty (1976)Sharing rules and equilibrium…Allocation under Uncertainty: Equilibrium and Optimality (1974)Allocation under Uncertainty:…Liquidity Preference as Behavior Towards Risk (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)A model of international asset pricing (1981)Forward and spot exchange rates (1984)Size, value, and momentum in international stock returns (2012)Asset Prices in an Exchange Economy (1978)International Portfolio Choice and Corporation Finance: A Synthesis (1983)Optimal fiscal and monetary policy in an economy without capital (1983)MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION (1992)The forward discount anomaly and the risk premium: A survey of recent evidence (1996)Are Financial Assets Priced Locally or Globally? (2002)Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Trying to Explain Home Bias in Equities and Consumption (1999)A Pragmatic View of Knowledge and Boundaries: Boundary Objects in New Product Development (2002)The Gains from International Trade (1939)The Transfer Problem and Transport Costs, II: Analysis of Effects of Trade Impediments (1954)Factor Proportions and the Structure of Commodity Trade (2004)The Gravity Model (2010)The Gravity Model (2011)Are Government Bonds Net Wealth? (1974)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Business Cycles and the Exchange Rate System: Some International Evidence (1988)Business cycles and the exchange-rate regime (1989)Fixing Exchange Rates: A Virtual Quest for Fundamentals (1993)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Intertemporal Substitution in Consumption (1981)Nonexpected Utility in Macroeconomics (1990)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Theory of games and economic behavior (2019)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)International Asset Pricing under Mild Segmentation: Theory and Test (1985)A RECONSIDERATION OF THE MICROFOUNDATIONS OF MONETARY THEORY (1967)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)An Essay on the Revived Bretton Woods System (2003)International Liquidity and Exchange Rate Dynamics * (2015)Option pricing: A simplified approach (1979)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)The Foundations of Monetary Theory (1987)On the term structure of interest rates (1990)Rational Behaviour (1990)
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References

  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 1976Sharing rules and equilibrium in an international capital market under uncertainty384 cited
  • 1981An Exploration in the Theory of Exchange-Rate Regimes265 cited
  • 1978A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis217 cited
  • 1980The General Validity of the Law of Comparative Advantage206 cited
  • 1983Real exchange rates under alternative nominal exchange-rate systems158 cited
  • 1985Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach143 cited
  • 2016Money, Bonds, and Foreign Exchange123 cited
  • 1974Allocation under Uncertainty: Equilibrium and Optimality105 cited
  • 1989On the denomination of government debt97 cited
  • 1987Trade and insurance with moral hazard93 cited
  • 1979Money, bonds and foreign exchange91 cited
  • 1987Capital flows, investment, and exchange rates90 cited
  • 1989Trade and Insurance with Adverse Selection74 cited

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  • 1984Currency Preferences, Purchasing Power Risks, and the Determination of Exchange Rates in an Optimizing Model67 cited
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