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International Arbitrage Pricing Theory

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Author Info
Solnik, Bruno
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 38 (1983)
Issue (Month): 2 (May)
Pages: 449-57
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Handle: RePEc:bla:jfinan:v:38:y:1983:i:2:p:449-57

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  1. Asgharian, Hossein & Karlsson, Sonnie, 2006. "Evaluating a nonlinear asset pricing model on international data," Working Papers 2006:5, Lund University, Department of Economics.
  2. Nigel Meade, Gerry R. Salkin, 2000. "The selection of multinational equity portfolios: forecasting models and estimation risk," European Journal of Finance, Taylor and Francis Journals, vol. 6(3), pages 259-279, September. [Downloadable!] (restricted)
  3. Bruno Solnik, 1991. "Finance Theory and Investment Management," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 127(III), pages 303-324, September. [Downloadable!]
  4. Rene M. Stulz, 1994. "International Portfolio Choice and Asset Pricing: An Integrative Survey," NBER Working Papers 4645, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. THOMAS C. CHIANG & JOSÉ A. TRINIDAD, 1997. "Risk And International Parity Conditions: A Synthesis From Consumption-Based Models," International Economic Journal, Korean International Economic Association, vol. 11(2), pages 73-101, June. [Downloadable!] (restricted)
  6. Campbell R. Harvey, 1994. "Predictable Risk and Returns in Emerging Markets," NBER Working Papers 4621, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  7. Koedijk, C.G. & Dijk, M.A. van, 2002. "Do Global Risk Factors Matter for International Cost of Capital Computations?," Research Paper ERS-2002-100-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  8. Wayne E. Ferson & Campbell R. Harvey, 1994. "Sources of Risk and Expected Returns in Global Equity Markets," NBER Working Papers 4622, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  9. Konstantijn Maes, 2004. "Modeling the Term Structure of Interest Rates: Where Do We Stand?," Research series 200402, National Bank of Belgium. [Downloadable!]
    Other versions:
  10. Takato Hiraki & Edwin D. Maberly, 2000. "An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures," Working Paper 2000-6, Federal Reserve Bank of Atlanta. [Downloadable!]
  11. Bernard Dumas, 1993. "Partial- Vs. General-Equilibrium Models of the International Capital Market," NBER Working Papers 4446, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  12. Peter Bossaerts, 1985. "The Pricing of Sovereign Risk: An Application of Option Theory," University of California at Los Angeles, Anderson Graduate School of Management 1210, Anderson Graduate School of Management, UCLA. [Downloadable!]
  13. Koedijk, Kees & Kool, Clemens J. M. & Schotman, Peter C & Van Dijk, Mathijs A, 2001. "The Cost of Capital in International Financial Markets: Local or Global," CEPR Discussion Papers 3062, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  14. Mika Vaihekoski, 2000. "Unconditional international asset pricing models: empirical tests," Finnish Economic Papers, Finnish Society for Economic Research, vol. 13(2), pages 71-88, Autumn. [Downloadable!]
  15. Dahlquist, Magnus & Sallstrom, Torbjorn, 2002. "An Evaluation of International Asset Pricing Models," CEPR Discussion Papers 3145, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  16. Antonio Díez de los Ríos, 2003. "Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets," Economic Working Papers at Centro de Estudios Andaluces E2003/51, Centro de Estudios Andaluces. [Downloadable!]
    Other versions:
  17. Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 1994. "What Determines Expected International Asset Returns?," NBER Working Papers 4660, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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