Sources of meteor showers and heat waves in the foreign exchange market

von Hogan, Kedreth C.
Veröffentlicht in Journal of international economics (1994)

Macroeconomic determinants of European stock market volatility

von Errunza, Vihang R.
Veröffentlicht in European financial management (1998)

Characterizing world market integration through time

von Carrieri, Francesca
Veröffentlicht in Journal of financial and quantitative analysis (2007)

Factor risk premiums and invested capital : calculations with stochastic discount factors

von Ang, Andrew
Veröffentlicht in The journal of asset management (2018)

Program trading, nonprogram trading, and market volatility

von Hogan, Kedreth C.
Veröffentlicht in The journal of futures markets (1997)

Trade balance news and exchange rates : is there a policy signal?

von Hogan, Kedreth C.
Veröffentlicht in Conference on Political Influences in International Money and Finance (1990 : Tempe, Ariz.) Proceedings of the JIMF Conference on Political Influences in International Economic Models

The impact of the EMS on exchange rate predictability

von Errunza, Vihang R.
Veröffentlicht in Journal of multinational financial management (1993)

The pricing of country funds from emerging markets : theory and evidence

von Errunza, Vihang R.
Veröffentlicht in International journal of theoretical and applied finance (1998)

Market segmentation and noise trader risk

von Errunza, Vihang R.
Veröffentlicht in International journal of theoretical and applied finance (2000)

Can the gains from international diversification be achieved without trading abroad?

von Errunza, Vihang R.
Veröffentlicht in The journal of finance (1999)

Behavior of international stock return distributions : a simple test of functional form

von Errunza, Vihang R.
Veröffentlicht in International review of economics & finance (1996)

Factor timing with cross-sectional and time-series predictors

von Hodges, Philip
Veröffentlicht in The journal of portfolio management (2017)

An intertemporal international asset pricing model : theory and empirical evidence

Veröffentlicht in European financial management (2005)