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• K. Geert Rouwenhorst

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Paper provided by Yale School of Management in its series Yale School of Management Working Papers with number ysm103.

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Date of creation: 21 Oct 1998
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Handle: RePEc:ysm:somwrk:ysm103

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G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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1. Portes, Richard, 1999. "Global Financial Markets and Financial Stability: Europe's Role," CEPR Discussion Papers 2298, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Dusan Isakov & Frédéric Sonney, 2004. "Are Practitioners Right? On the Relative Importance of Industrial Factors in International Stock Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 127(III), pages 355-379, September. [Downloadable!]
   Other versions:
   • Dušan Isakov & Frédéric Sonney, 2003. "Are practitioners right? On the relative importance of industrial factors in international stock returns," FAME Research Paper Series rp72, International Center for Financial Asset Management and Engineering. [Downloadable!]
3. Bris, Arturo & Koskinen, Yrjö & Nilsson, Mattias, 2003. "The Euro and Corporate Valuations," Working Paper Series in Economics and Finance 525, Stockholm School of Economics, revised 06 Dec 2003. [Downloadable!]
4. Bernd Kaltenhaeuser, 2003. "Country and sector-specific spillover effects in the euro area, the United States and Japan," Working Paper Series 286, European Central Bank. [Downloadable!]
5. Nijman, T. & Swinkels, L. & Verbeek, M., 2002. "Do countries or industries explain momentum in Europe?," Discussion Paper 9, Tilburg University, Center for Economic Research. [Downloadable!]
   Other versions:
   • Nijman, T.E. & Swinkels, L. & Verbeek, M.J.C.M, 2002. "Do Countries or Industries Explain Momentum in Europe?," Research Paper ERS-2002-91-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!]
   • Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004. "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 461-481, September. [Downloadable!] (restricted)
6. Robin Brooks & Marco Del Negro, 2002. "International diversification strategies," Working Paper 2002-23, Federal Reserve Bank of Atlanta. [Downloadable!]

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