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Exchange rate and foreign inflation risk premiums in global equity returns

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Author Info
Vassalou, Maria
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File URL: http://www.sciencedirect.com/science/article/B6V9S-40GJDHC-7/2/03b4eea3df9f7db8ad7514837c6e62e2
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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 19 (2000)
Issue (Month): 3 (June)
Pages: 433-470
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Handle: RePEc:eee:jimfin:v:19:y:2000:i:3:p:433-470

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Web page: http://www.elsevier.com/locate/inca/30443

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  1. 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!]
  2. Lewis, Karen K., 2006. "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," Working Papers 06-6, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
  3. Cesare Robotti, 2001. "The price of inflation and foreign exchange risk in international equity markets," Working Paper 2001-26, Federal Reserve Bank of Atlanta. [Downloadable!]
  4. Hodrick, Robert J & Vassalou, Maria, 2001. "Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics?," CEPR Discussion Papers 3056, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  5. Mika Vaihekoski, 2007. "Global Market and Currency Risk in Finnish Stock Market," Finnish Economic Papers, Finnish Economic Association, vol. 20(1), pages 72-88, Spring. [Downloadable!]
  6. Dahlquist, Magnus & Sallstrom, Torbjorn, 2002. "An Evaluation of International Asset Pricing Models," CEPR Discussion Papers 3145, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  7. Karen K. Lewis, 2006. "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," NBER Working Papers 12697, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Koedijk, C.G. & Dijk, M.A. van, 2002. "The Cost of Capital of Cross-Listed Firms," Research Paper ERS-2002-99-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!]
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