Pricing the Global Industry Portfolios
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Cited by:
- Mo, Henry & Wu, Liuren, 2007. "International capital asset pricing: Evidence from options," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 465-498, September.
- Fletcher, Jonathan & Marshall, Andrew, 2005. "An empirical examination of the benefits of international diversification," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 455-468, December.
- Asgharian, Hossein & Karlsson, Sonnie, 2008.
"Evaluating a non-linear asset pricing model on international data,"
International Review of Financial Analysis, Elsevier, vol. 17(3), pages 604-621, June.
- Asgharian, Hossein & Karlsson, Sonnie, 2006. "Evaluating a nonlinear asset pricing model on international data," Working Papers 2006:5, Lund University, Department of Economics.
- Bali, Turan G. & Wu, Liuren, 2010. "The role of exchange rates in intertemporal risk-return relations," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1670-1686, December.
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More about this item
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- F3 - International Economics - - International Finance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2002-11-18 (Corporate Finance)
- NEP-FIN-2002-11-18 (Finance)
- NEP-FMK-2002-11-18 (Financial Markets)
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