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International financial management

, and . The Prentice Hall series in finance Pearson/Prentice Hall, Upper Saddle River, NJ u.a., Internat. ed. edition, (2009)

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Evaluating the specification errors of asset pricing models, and . Journal of Financial Economics, 62 (2): 327--376 (November 2001)On biases in tests of the expectations hypothesis of the term structure of interest rates, , and . Journal of Financial Economics, 44 (3): 309--348 (June 1997)The dynamic adjustment path for perfectly foreseen changes in monetary policy, and . Journal of Monetary Economics, 9 (2): 185--201 (1982)The Variability of Velocity in Cash-in-Advance Models, , and . Journal of Political Economy, 99 (2): 358 (Jan 1, 1991)doi: 10.1086/261754.The implications of first-order risk aversion for asset market risk premiums, , and . Journal of Monetary Economics, 40 (1): 3-39 (September 1997)On biases in the measurement of foreign exchange risk premiums, and . Journal of International Money and Finance, 12 (2): 115--138 (April 1993)Peso problem explanations for term structure anomalies, , and . Journal of Monetary Economics, 48 (2): 241--270 (October 2001)Dynamic effects of government policies in an open economy. Journal of Monetary Economics, 6 (2): 213--239 (April 1980)The covariation of risk premiums and expected future spot exchange rates, and . Journal of International Money and Finance, 5 (Supplement 1): S5--S21 (March 1986)An investigation of risk and return in forward foreign exchange, and . Journal of International Money and Finance, 3 (1): 5--29 (April 1984)