/Users/andrea/_magisterarbeit/korpus/clean/testkorpus/10/file_100.html NN ----------------------------------------- : This DT file NN is VBZ part NN of IN IDEAS NNS , , which WDT uses VVZ RePEc NP data NNS Papers NP Articles NNS Software NP Books NPS Chapters NNS Authors NNS Institutions NP JEL NP Classification NN NEP NN reports VVZ Search NP Viewers NNS New NP papers NNS by IN email NP Author NN registration NN Top JJ hits NNS Tutorial JJ Help NN . SENT Citations NNS of IN Geert NP Bekaert NP For IN current JJ contact NN information NN and CC a DT more RBR complete JJ listing NN of IN works NNS , , please VV see VV here RB The DT citations NNS below RB have VHP been VBN collected VVN in IN an DT experimental JJ project NN , , CitEc NP . SENT These DT are VBP citations NNS from IN works NNS listed VVN in IN RePEc NP that WDT could MD be VB analyzed VVN mechanically RB . SENT So RB far RB , , only RB a DT minority NN of IN all DT works NNS could MD be VB analyzed VVN . SENT Working VVG papers NNS Articles NNS Access NP and CC download NN statistics NNS Working VVG papers NNS Geert NP Bekaert NP Campbell NP R NP . SENT Harvey NP , , 2003 CD . SENT Market NP Integration NP and CC Contagion NN , , NBER NP Working NP Papers NP 9510 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Jon NP Wongswan NP , , 2003 CD . SENT Contagion NN . SENT an DT empirical JJ test NN , , International NP Finance NP Discussion NN Papers NP 775 CD , , Board NP of IN Governors NP of IN the DT Federal NP Reserve NP System NP U NP . SENT S NP . SENT Downloadable NP . SENT Renatas NP Kizys NP Christian NP Pierdzioch NP , , 2004 CD . SENT Business NP Cycle NP Fluctuations NNS and CC International NP Financial NP Integration NP , , Working NP Papers NP 1197 CD , , Kiel NP Institute NP for IN World NP Economics NP Downloadable NP . SENT Andrew NP Ang NP Geert NP Bekaert NP , , 2001 CD . SENT Stock NN Return NN Predictability NN . SENT Is VBZ it PP There RB . SENT , , NBER NP Working NP Papers NP 8207 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Malcolm NP Baker NP Jeremy NP C NP . SENT Stein NP , , 2002 CD . SENT Market NN Liquidity NN as IN a DT Sentiment NN Indicator NN , , NBER NP Working NP Papers NP 8816 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Cheolbeom NP Park NP , , . SENT Speculative JJ Behavior NN and CC Heterogeneous JJ Expectations NNS . SENT Theory NN and CC Evidence NN , , Departmental JJ Working NP Papers NP wp NN 0205 CD , , National NP University NP of IN Singapore NP , , Department NP of IN Economics NP Downloadable NP . SENT Ravi NP Bansal NP Varoujan NP Khatachtrian NP Amir NP Yaron NP , , 2002 CD . SENT Interpretable JJ Asset NP Markets NPS . SENT , , NBER NP Working NP Papers NP 9383 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Hanno NP Lustig NP Stijn NP Van NP Nieuwerburgh NP , , 2002 CD . SENT Housing NN Collateral NN , , Consumption NN Insurance NP and CC Risk NP Premia NP , , Macroeconomics NN 0211008 CD , , Economics NP Working NP Paper NP Archive NP at IN WUSTL NP Downloadable NP . SENT Malcolm NP Baker NP Jeffrey NP Wurgler NP , , 2003 CD . SENT A DT Catering NP Theory NN of IN Dividends NNS , , NBER NP Working NP Papers NP 9542 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Andrew NP Ang NP Monika NP Piazzesi NP Min NP Wei NP , , 2003 CD . SENT What WP does VVZ the DT yield NN curve NN tell VV us PP about IN GDP NP growth NN . SENT , , Proceedings NNS , , Mar NP . SENT Federal NP Reserve NP Bank NP of IN San NP Francisco NP Downloadable NP . SENT Andrew NP Ang NP Angela NP Maddaloni NP , , 2003 CD . SENT Do VV Demographic JJ Changes NP Affect VV Risk NN Premiums NNS . 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SENT Joshua NP Aizenman NP , , 2002 CD . SENT Financial JJ Opening NN . SENT Evidence NN and CC Policy NP Options NPS , , NBER NP Working NP Papers NP 8900 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Luigi NP Guiso NP Paola NP Sapienza NP Luigi NP Zingales NP , , 2002 CD . SENT Does VVZ Local NP Financial NP Development NP Matter NP . SENT , , NBER NP Working NP Papers NP 8923 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Thorsten NP Beck NP Ross NP Levine NP , , 2002 CD . SENT Stock NP Markets NPS , , Banks NPS , , and CC Growth NP . SENT Panel NN Evidence NN , , NBER NP Working NP Papers NP 9082 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Philippe NP Martin NP Helene NP Rey NP , , 2002 CD . SENT Financial NP Globalization NP and CC Emerging NP Markets NPS . SENT With IN or CC Without IN Crash NN . SENT , , NBER NP Working NP Papers NP 9288 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Himmelberg NP , , C NP . SENT P NN . SENT Hubbard NP , , R NP . SENT G NP . SENT Love NN , , I PP . SENT , , 2002 CD . SENT Investment NP , , protection NN , , ownership NN , , and CC the DT cost NN of IN capital NN , , Working NP papers NNS 25 CD , , Nationale NP Bank NP van NP Belgie NP Downloadable NP . SENT Khang NP Min NP Lee NP , , . SENT Optimal JJ Financial NP Markets NPS Liberalization NN , , Departmental JJ Working NP Papers NP wp NN 0202 CD , , National NP University NP of IN Singapore NP , , Department NP of IN Economics NP Downloadable NP . SENT Peter NP Blair NP Henry NP , , 2003 CD . SENT Capital NP Account NP Liberalization NN , , The DT Cost NN of IN Capital NP , , and CC Economic NP Growth NP , , NBER NP Working NP Papers NP 9488 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . 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SENT Investor NP Protection NP , , Ownership NP , , and CC the DT Cost NN of IN CapitalApril NP 26 CD , , 2002 CD , , Working NP Papers NP Domestic JJ finance NN . SENT Saving NN , , financial JJ systems NNS , , stock NN markets NNS . SENT 2834 CD , , World NP Bank NP Downloadable NP . SENT Aaron NP Tornell NP , , . SENT Liberalization NN , , Growth NP and CC Financial NP Crises NNS October NP 2003 CD , , UCLA NP Economics NP Online JJ Papers NP 276 CD , , UCLA NP Department NP of IN Economics NP Downloadable NP . SENT Ross NP Levine NP , , 2003 CD . SENT More JJR on IN finance NN and CC growth NN . SENT more JJR finance NN , , more JJR growth NN . SENT , , Review NP , , Jul NP pp NP . SENT 31 CD 46 CD . SENT Federal NP Reserve NP Bank NP of IN St NP . SENT Louis NP Downloadable NP . SENT Ricardo NP M NP . SENT Sousa NP , , 2003 CD . SENT Property NN of IN stocks NNS and CC wealth NN effects NNS on IN consumption NN , , NIPE NP Working NP Papers NP 2 CD 2003 CD , , NIPE NP Universidade NP do VVP Minho NP Downloadable NP . SENT Peter NP Blair NP Henry NP Peter NP Lombard NP Lorentzen NP , , 2003 CD . SENT Domestic JJ Capital NP Market NP Reform NP and CC Access NP to TO Global NP Finance NP . SENT Making VVG Markets NP Work NP , , NBER NP Working NP Papers NP 10064 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Romaine NP Ranciere NP Aaron NP Tornell NP Frank NP Westermann NP , , 2003 CD . SENT Crises NNS and CC Growth NN . SENT A DT Re NP Evaluation NN , , NBER NP Working NP Papers NP 10073 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Joshua NP Aizenman NP Ilan NP Noy NP , , 2003 CD . SENT Endogenous JJ Financial NP Openness NN . SENT Efficiency NN and CC Political JJ Economy NN Considerations NNS , , NBER NP Working NP Papers NP 10144 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Philip NP R NP . SENT Lane NP and CC G NP . SENT M NP . SENT Milesi NP Ferretti NP , , 2003 CD . SENT International NP Financial NP Integration NP , , Trinity NP College NP Dublin NP Economic NP Papers NP 20031 CD , , Trinity NP College NP Dublin NP Economics NP Department NP Downloadable NP . SENT Aaron NP Tornell NP Frank NP Westermann NP Lorenza NP Martinez NP , , 2004 CD . SENT The DT Positive JJ Link NN Between IN Financial NP Liberalization NN , , Growth NN and CC Crises NNS , , NBER NP Working NP Papers NP 10293 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Barry NP Eichengreen NP Hans NP Joachim NP Voth NP , , 2003 CD . SENT Symposium NN on IN capital NN controls NNS , , International NP Journal NP of IN Finance NP Economics NP , , Vol NP . SENT 8 CD 3 CD pp NP . SENT 185 CD 187 CD . SENT John NP Wiley NP Sons NPS , , Ltd NP . SENT Anusha NP Chari NP Peter NP Blair NP Henry NP , , 2004 CD . SENT Is VBZ the DT Invisible JJ Hand NP Discerning JJ or CC Indiscriminate JJ . SENT Investment NP and CC Stock NP Prices NNS in IN the DT Aftermath NN of IN Capital NP Account NP Liberalizations NNS , , NBER NP Working NP Papers NP 10318 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Fl NP vio NP Vilela NP Vieira NP M NP rcio NP Holland NP , , 2003 CD . SENT Foreign JJ Liquidity NN , , Economic NP Opening NN and CC Growth NN in IN Latin JJ American JJ Economies NNS , , Anais NP do VVP XXXI NP Encontro NP Nacional NP de NP Economia NP Proceedings NNS of IN the DT 31 CD th NN Brazilian JJ Economics NP Meeting NP c SYM 58 CD , , ANPEC NP Associa NP o NN Nacional NP do VVP Centros NP de NP Pos NNS gradua NN o NN em NN Economia NP Brazilian JJ Association NP of IN Graduate NP Programs NP in IN Economics NP Downloadable NP . SENT Geert NP Bekaert NP Robert NP J NP . SENT Hodrick NP , , 2000 CD . SENT Expectations NNS Hypotheses NNS Tests NNS , , NBER NP Working NP Papers NP 7609 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Olga NP Kryukovskaya NP , , . SENT Explaining VVG the DT Term NN Structure NN of IN Interest NN Rates NNS . SENT The DT GKO NP Market NP from IN 1996 CD to TO 1998 CD , , EERC NP Russia NP Working NP Paper NP Series NP 03 CD 07 CD e NN , , EERC NP Russia NP and CC CIS NP Downloadable NP . SENT Andrew NP Ang NP Geert NP Bekaert NP Jun NP Liu NP , , 2000 CD . SENT Why WRB Stocks NNS May MD Disappoint VV , , NBER NP Working NP Papers NP 7783 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Ang NP Andrew NP Chen NP Joseph NP , , 2002 CD . SENT Asymmetric JJ correlations NNS of IN equity NN portfolios NNS 1 CD , , Journal NP of IN Financial NP Economics NP , , Vol NP . SENT 63 CD 3 CD pp NP . SENT 443 CD 494 CD . SENT Elsevier NP Downloadable NP . SENT Geert NP Bekaert NP Campbell NP R NP . SENT Harvey NP Christian NP Lundblad NP , , 2000 CD . SENT Emerging NP Equity NP Markets NPS and CC Economic NP Development NP , , NBER NP Working NP Papers NP 7763 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Raymond NP Fisman NP Inessa NP Love NP , , 2002 CD . SENT Trade NP Credit NP , , Financial NP Intermediary JJ Development NP and CC Industry NP Growth NP , , NBER NP Working NP Papers NP 8960 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Vlachos NP , , Jonas NP Waldenstr NP m NN , , Daniel NP , , 2002 CD . SENT International NP Financial NP Liberalization NN and CC Industry NN Growth NN , , Working NP Paper NP Series NP in IN Economics NP and CC Finance NP 513 CD , , Stockholm NP School NP of IN Economics NP Downloadable NP . SENT Vlachos NP , , Jonas NP Waldenstr NP m NN , , Daniel NP , , 2002 CD . SENT International NP Financial NP Liberalization NN and CC Industry NN Growth NN , , IUI NP Working NP Paper NP Series NP 586 CD , , The DT Research NP Institute NP of IN Industrial NP Economics NP Downloadable NP . SENT Inessa NP Love NP , , 2001 CD . SENT Financial NP Development NP and CC Financing NP Constraints NNS . SENT International JJ Evidence NN from IN the DT Structural NP Investment NP Model NP , , Working NP Papers NP Domestic JJ finance NN . SENT Saving NN , , financial JJ systems NNS , , stock NN markets NNS . SENT 2694 CD , , World NP Bank NP Downloadable NP . SENT Raymond NP Fisman NP Inessa NP Love NP , , 2001 CD . SENT Trade NP Credit NP , , Financial NP Intermediary JJ Development NP , , and CC Industry NP Growth NP , , Working NP Papers NP Domestic JJ finance NN . SENT Saving NN , , financial JJ systems NNS , , stock NN markets NNS . SENT 2695 CD , , World NP Bank NP Downloadable NP . SENT Geert NP Bekaert NP Steven NP R NP . SENT Grenadier NN , , 1999 CD . SENT Stock NN and CC Bond NN Pricing NN in IN an DT Affine JJ Economy NN , , NBER NP Working NP Papers NP 7346 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Francis NP Longstaff NP Monika NP Piazzesi NP , , 2003 CD . SENT Corporate JJ Earnings NNS and CC the DT Equity NP Premium NN , , NBER NP Working NP Papers NP 10054 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Geert NP Bekaert NP Stephen NP F NP . SENT Gray NP , , 1999 CD . SENT Target NN Zones NNS and CC Exchange NP Rates NP . SENT An DT Empirical JJ Investigation NP , , NBER NP Reprints VVZ 2218 CD also RB Working NP Paper NP 5445 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Jes VVZ s PP Rodr NP guez NP L NP pez NP Hugo NP Rodr NP guez NP Mendiz NP bal NP , , 2003 CD . SENT How WRB Tight JJ Should NP Central NP Bank NP s PP Hands NP be VB Tied VVN . SENT Credibility NN , , Volatility NN and CC the DT Optimal JJ Band NP Width NN of IN a DT Target NP Zone NP , , Economic NP Working NP Papers NP at IN centrA NN E NP 2003 CD 24 CD , , Fundaci NP n NN Centro NP de NP Estudios NP Andaluces NPS Downloadable NP . SENT Jesus NP Rodriguez NP Lopez NP Hugo NP Rodriguez NP Mendizabal NP , , 2003 CD . SENT How WRB tight RB should MD one's NN hands NNS be VB tied VVN . SENT Fear NN of IN floating VVG and CC credibility NN of IN exchange NN rate NN regimes NNS , , UFAE NP and CC IAE NP Working NP Papers NP 593 CD . SENT 03 CD , , Unitat NP de NP Fonaments NP de NP l'An NP lisi NP Econ NP mica NN UAB NP and CC Institut NP d'An NP lisi NP Econ NP mica NN CSIC NP Downloadable NP . SENT Andrew NP Ang NP Geert NP Bekaert NP , , 1999 CD . SENT International NP Asset NP Allocation NN with IN Time NP Varying VVG Correlations NNS , , NBER NP Working NP Papers NP 7056 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Gregory NP R NP . SENT Duffee NP , , 2001 CD . SENT Asymetric JJ cross NN sectional JJ dispersion NN in IN stock NN returns NNS . SENT evidence NN and CC implications NNS , , Working NP Papers NP in IN Applied NP Economic NP Theory NN 2000 CD 18 CD , , Federal NP Reserve NP Bank NP of IN San NP Francisco NP Downloadable NP . SENT Zhenyu NP Wang NP Asani NP Sarkar NP Kai NP Li NP , , 1999 CD . SENT Assessing VVG the DT impact NN of IN short JJ sale NN constraints NNS on IN the DT gains NNS from IN international JJ diversification NN , , Staff NP Reports NP 89 CD , , Federal NP Reserve NP Bank NP of IN New NP York NP Downloadable NP . SENT Cappiello NP , , L NP . SENT Engle NP , , R NP . SENT F SYM . SENT Sheppard NP , , K NP . SENT , , 2003 CD . SENT Asymetric JJ dynamics NNS in IN the DT correlations NNS of IN global JJ equity NN and CC bond NN returns NNS , , Working VVG paper NN series NN 204 CD , , European NP Central NP Bank NP Downloadable NP . SENT Andrew NP Ang NP Geert NP Bekaert NP Jun NP Liu NP , , 2000 CD . SENT Why WRB Stocks NNS May MD Disappoint VV , , NBER NP Working NP Papers NP 7783 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Graflund NP , , Andreas NP Nilsson NP , , Birger NP , , 2002 CD . SENT Dynamic JJ Portfolio NN Selection NN . SENT The DT Relevance NN of IN Switching NP Regimes NNS and CC Investment NN Horizon NN , , Working NP Papers NP 2002 CD . SENT 8 CD , , Lund NP University NP , , Department NP of IN Economics NP LONGIN NP , , Fran NP ois NP SOLNIK NP , , Bruno NP , , 2000 CD . SENT Extreme JJ correlation NN of IN international JJ equity NN markets NNS , , Les NP Cahiers NNS de NP Recherche NP 705 CD , , Groupe NP HEC NP Downloadable NP . SENT Fran NP ois NN , , LONGIN NP Bruno NP , , SOLNIK NP , , 1998 CD . SENT Correlation NN Structure NN of IN International NP Equity NP Markets NPS During IN Extremely RB Volatile JJ Periods NNS , , Les NP Cahiers NNS de NP Recherche NP 646 CD , , Groupe NP HEC NP Downloadable NP . SENT Torben NP G NP . SENT Andersen NP Tim NP Bollerslev NP Francis NP X NP . SENT Diebold NP Paul NP Labys NP , , 1999 CD . SENT The DT Distribution NN of IN Exchange NP Rate NP Volatility NN , , New NP York NP University NP , , Leonard NP N NP . SENT Stern NP School NP Finance NP Department NP Working NP Paper NP Seires NP 99 CD 059 CD , , New NP York NP University NP , , Leonard NP N NP . SENT Stern NP School NP of IN Business NP Downloadable NP . SENT Longstaff NP Francis NP A DT . SENT , , 2000 CD . SENT The DT term NN structure NN of IN very RB short JJ term NN rates NNS . SENT New JJ evidence NN for IN the DT expectations NNS hypothesis NN 1 CD , , Journal NP of IN Financial NP Economics NP , , Vol NP . SENT 58 CD 3 CD pp NP . SENT 397 CD 415 CD . SENT Elsevier NP Downloadable NP . SENT Lynch NP Anthony NP W NP . SENT , , 2001 CD . SENT Portfolio NN choice NN and CC equity NN characteristics NNS . SENT characterizing VVG the DT hedging VVG demands NNS induced VVN by IN return NN predictability NN 1 CD , , Journal NP of IN Financial NP Economics NP , , Vol NP . SENT 62 CD 1 CD pp NP . SENT 67 CD 130 CD . SENT Elsevier NP Downloadable NP . SENT Geert NP Bekaert NP Jun NP Liu NP , , 1999 CD . SENT Conditioning NN Information NN and CC Variance NN Bounds NP on IN Pricing NN Kernels NNS , , NBER NP Working NP Papers NP 6880 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Wayne NP E NP . SENT Ferson NP Andrew NP Siegel NP , , 2002 CD . SENT Stochastic JJ Discount NN Factor NP Bounds NP with IN Conditioning NN Information NP , , NBER NP Working NP Papers NP 8789 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Andrew NP Ang NP Geert NP Bekaert NP , , 1998 CD . SENT Regime NN Switches NNS in IN Interest NP Rates NP , , NBER NP Working NP Papers NP 6508 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Andrew NP Ang NP Monika NP Piazzesi NP , , 2001 CD . SENT A DT No NP Arbitrage NN Vector NP Autoregression NP of IN Term NP Structure NN Dynamics NP with IN Macroeconomic JJ and CC Latent JJ Variables NNS , , NBER NP Working NP Papers NP 8363 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Martin NP Evans NP , , 1998 CD . SENT Looking VVG Behind IN the DT U NP . SENT K NP . SENT Term NN Structure NN . SENT Were VBD there RB Peso NN Problems NP in IN Inflation NN . SENT , , Finance NP 9809001 CD , , Economics NP Working NP Paper NP Archive NP at IN WUSTL NP Downloadable NP . SENT Charles NP R NP . SENT Nelson NP Jeremy NP Piger NP Eric NP Zivot NP , , 2000 CD . SENT Markov NP regime NN switching NN and CC unit NN root NN tests NNS , , International NP Finance NP Discussion NN Papers NP 683 CD , , Board NP of IN Governors NP of IN the DT Federal NP Reserve NP System NP U NP . SENT S NP . SENT Downloadable NP . SENT Charles NP Nelson NP Eric NP Zivot NP Jeremy NP M NP . SENT Piger NP , , 2001 CD . SENT Markov NP regime NN switching NN and CC unit NN root NN tests NNS , , Working NP Papers NP 2001 CD 013 CD A DT , , Federal NP Reserve NP Bank NP of IN St NP . SENT Louis NP Downloadable NP . SENT Laurini NP , , M NP . SENT P NN . SENT Portugal NP , , M NP . SENT S PP . SENT , , 2003 CD . SENT Long NP Memory NP int NP the DT R NP US NP Exchange NP Rate NP . SENT A DT Robust JJ Analysis NN , , Finance NP Lab NP Working NP Papers NP flwp NN 50 CD , , Finance NP Lab NP , , Ibmec NP Business NP School NP S NP o NN Paulo NP Downloadable NP . SENT Laurini NP , , M NP . SENT P NN . SENT Portugal NP , , M NP . SENT S PP . SENT , , 2003 CD . SENT Markov NP Switching NP Based VVN Nonlinear JJ Tests NNS for IN Market NN Efficiency NN Using VVG the DT R NP US NP Exchange NP Rate NP , , Finance NP Lab NP Working NP Papers NP flwp NN 51 CD , , Finance NP Lab NP , , Ibmec NP Business NP School NP S NP o NN Paulo NP Downloadable NP . SENT Ryan NP SULEIMANN NP , , 2003 CD . SENT The DT Contagion NN Effect NN Between IN the DT Volatilities NNS of IN the DT NASDAQ NP 100 CD and CC the DT IT PP . SENT CA MD . SENT A DT Univariate NP and CC A DT Bivariate NP Switching NP Approach NN , , Econometrics NN 0307002 CD , , Economics NP Working NP Paper NP Archive NP at IN WUSTL NP Revised VVN 18 CD Jul NN 2003 CD . SENT Downloadable NP . SENT Ryan NP SULEIMANN NP , , 2003 CD . SENT New NP Technology NP Stock NP Market NP Indexes NNS Contagion NN . SENT A DT VAR NN dccMVGARCH NN Approach NN , , Econometrics NN 0307003 CD , , Economics NP Working NP Paper NP Archive NP at IN WUSTL NP Revised VVN 18 CD Jul NN 2003 CD . SENT Downloadable NP . SENT Ryan NP SULEIMANN NP , , 2003 CD . SENT Should NP Stock NP Market NP Indexes NNS Time NP Varying VVG Correlations NNS Be VB Taken VVN Into IN Account NP . SENT A DT Conditional JJ Variance NN Multivariate NN Approach NN , , Econometrics NN 0307004 CD , , Economics NP Working NP Paper NP Archive NP at IN WUSTL NP Revised VVN 18 CD Jul NN 2003 CD . SENT Downloadable NP . SENT Andrew NP Ang NP Geert NP Bekaert NP , , 1998 CD . SENT Regime NN Switches NNS in IN Interest NP Rates NP , , NBER NP Working NP Papers NP 6508 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Longstaff NP Francis NP A DT . SENT , , 2000 CD . SENT The DT term NN structure NN of IN very RB short JJ term NN rates NNS . SENT New JJ evidence NN for IN the DT expectations NNS hypothesis NN 1 CD , , Journal NP of IN Financial NP Economics NP , , Vol NP . SENT 58 CD 3 CD pp NP . SENT 397 CD 415 CD . SENT Elsevier NP Downloadable NP . SENT Geert NP Bekaert NP Campbell NP R NP . SENT Harvey NP , , 1998 CD . SENT Capital NN Flows NNS and CC the DT Behavior NN of IN Emerging NP Market NP Equity NP Returns NNS , , NBER NP Working NP Papers NP 6669 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Woochan NP Kim NP Shang NP Jin NP Wei NP , , 1999 CD . SENT Foreign NP Portfolio NP Investors NPS before IN and CC during IN a DT Crisis NN , , CID NP Working NP Papers NP 6 CD , , Center NP for IN International NP Development NP at IN Harvard NP University NP Downloadable NP . SENT Hyuk NP Choe NP Bong NP Chan NP Kho NP Rene NP M NP . SENT Stulz NP , , 1998 CD . SENT Do VV Foreign JJ Investors NNS Destabilize VV Stock NP Markets NPS . SENT The DT Korean JJ Experience NN in IN 1997 CD , , NBER NP Working NP Papers NP 6661 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Philippe NP Bacchetta NP Eric NP van NP Wincoop NP , , 1998 CD . SENT Capital NP Flows VVZ to TO Emerging JJ Markets NNS . SENT Liberalization NN , , Overshooting VVG , , and CC Volatility NN , , NBER NP Working NP Papers NP 6530 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Bill NP Francis NP Iftekhar NP Hasan NP Delroy NP Hunter NP , , 2002 CD . SENT Emerging VVG market NN liberalization NN and CC the DT impact NN on IN uncovered JJ interest NN rate NN parity NN , , Working NP Paper NP 2002 CD 16 CD , , Federal NP Reserve NP Bank NP of IN Atlanta NP Downloadable NP . SENT J NP . SENT Benson NP Durham NP , , 2003 CD . SENT Foreign JJ portfolio NN investment NN , , foreign JJ bank NN lending NN , , and CC economic JJ growth NN , , International NP Finance NP Discussion NN Papers NP 757 NP , , Board NP of IN Governors NP of IN the DT Federal NP Reserve NP System NP U NP . SENT S NP . SENT Downloadable NP . SENT Choe NP Hyuk NP Kho NP Bong NP Chan NP Stulz NP Rene NP M NP . SENT , , 1999 CD . SENT Do VV foreign JJ investors NNS destabilize VV stock NN markets NNS . SENT The DT Korean JJ experience NN in IN 1997 CD 1 CD , , Journal NP of IN Financial NP Economics NP , , Vol NP . SENT 54 CD 2 CD pp NP . SENT 227 CD 264 CD . SENT Elsevier NP Downloadable NP . SENT Geert NP Bekaert NP Robert NP J NP . SENT Hodrick NP David NP A NP . SENT Marshall NP , , 1997 CD . SENT Peso NN Problem NN Explanations NNS for IN Term NN Structure NN Anomalies NNS , , NBER NP Working NP Papers NP 6147 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT David NP S NP . SENT Bates NP , , 1999 CD . SENT Financial NP Markets NPS Assessment NP of IN EMU NN , , NBER NP Working NP Papers NP 6874 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Michael NP Gordon NP , , 2003 CD . SENT Estimates NNS of IN time NN varying VVG term NN premia NN for IN New NP Zealand NP and CC Australia NP , , Reserve NP Bank NP of IN New NP Zealand NP Discussion NN Paper NP Series NP DP NNS 2003 CD 06 CD , , Reserve NP Bank NP of IN New NP Zealand NP Downloadable NP . SENT Marvin NP Goodfriend NP , , 1998 CD . SENT Using VVG the DT term NN structure NN of IN interest NN rates NNS for IN monetary JJ policy NN , , Economic NP Quarterly JJ , , Sum NP pp NP . SENT 13 CD 30 CD . SENT Federal NP Reserve NP Bank NP of IN Richmond NP Downloadable NP . SENT Geert NP Bekaert NP Campbell NP R NP . SENT Harvey NP , , 1997 CD . SENT Foreign JJ Speculators NNS and CC Emerging VVG Equity NP Markets NP , , William NP Davidson NP Institute NP Working NP Papers NP Series NP 79 CD , , William NP Davidson NP Institute NP at IN the DT University NP of IN Michigan NP Business NP School NP Downloadable NP . SENT Scott NP , , A NP . SENT Uhlig NP , , H NN . SENT , , 1998 CD . SENT Fickle JJ investors NNS . SENT an DT impediment NN to TO growth NN . SENT , , Discussion NN Paper NP 134 CD , , Tilburg NP University NP , , Center NP for IN Economic NP Research NP Downloadable NP . SENT Davide NP Lombardo NP Marco NP Pagano NP , , 1999 CD . SENT Law NP and CC Equity NP Markets NPS . SENT a DT Simple JJ Model NP , , CSEF NP Working NP Papers NP 25 CD , , Centre NP for IN Studies NPS in IN Economics NP and CC Finance NP CSEF NP , , University NP of IN Salerno NP , , Italy NP Downloadable NP . SENT Davide NP Lombardo NP Marco NP Pagano NP , , 1999 CD . SENT Legal JJ Determinants NNS of IN the DT Return NN on IN Equity NP , , CSEF NP Working NP Papers NP 24 CD , , Centre NP for IN Studies NPS in IN Economics NP and CC Finance NP CSEF NP , , University NP of IN Salerno NP , , Italy NP Revised VVN 01 CD Dec NP 2000 CD . SENT Downloadable JJ . SENT P NN Martin NP H NP Rey NP , , 2000 CD . SENT Financial NP Super NP Markets NPS . SENT Size NN Matters NNS for IN Asset NP Trade NP , , CEP NN Discussion NN Papers NP 0450 CD , , Centre NP for IN Economic NP Performance NP , , LSE NP Downloadable NP . SENT Geert NP Bekaert NP Campbell NP R NP . SENT Harvey NP , , 1997 CD . SENT Emerging NP Equity NP Market NP Volatility NN , , NBER NP Reprints VVZ 2134 CD also RB Working NP Paper NP 5307 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Fratzscher NP , , M NP . SENT , , 2001 CD . SENT Financial JJ market NN integration NN in IN Europe NP . SENT on IN the DT effects NNS of IN EMU NN on IN stock NN markets NNS , , Working VVG paper NN series NN 48 CD , , European NP Central NP Bank NP Downloadable NP . SENT Geert NP Bekaert NP Guojun NP Wu NP , , 1997 CD . SENT Asymmetric JJ Volatility NN and CC Risk NN in IN Equity NP Markets NP , , NBER NP Working NP Papers NP 6022 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Geert NP Bekaert NP Campbell NP R NP . SENT Harvey NP , , 2003 CD . SENT Market NP Integration NP and CC Contagion NN , , NBER NP Working NP Papers NP 9510 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Raul NP Susmel NP Ramon NP Rabinovitch NP Ana NP Silva NP , , 2000 CD . SENT Impact NN of IN Capital NP Controls NP and CC Transaction NN Costs NNS on IN the DT Return NN Distribution NN of IN Dually RB Traded VVN Securities NPS . SENT Evidence NN from IN Chile NP and CC Argentina NP , , CEMA NP Working NP Papers NP 171 CD , , Universidad NP del NP CEMA NP Downloadable NP . SENT Geert NP Bekaert NP Robert NP J NP . SENT Hodrick NP , , 2000 CD . SENT Expectations NNS Hypotheses NNS Tests NNS , , NBER NP Working NP Papers NP 7609 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Aamir NP R NP . SENT Hashmi NP Anthony NP S NP . SENT Tay NP , , 2001 CD . SENT Global JJ and CC Regional JJ Sources NNS of IN Risk NN in IN Equity NP Markets NPS . SENT Evidence NN from IN Factor NP Models NNS with IN Time NP Varying VVG Conditional JJ Skewness NN , , Departmental JJ Working NP Papers NP wp NN 0116 CD , , National NP University NP of IN Singapore NP , , Department NP of IN Economics NP Downloadable NP . SENT Harris NP Dellas NP Martin NP K NP . SENT Hess NP , , 2000 CD . SENT Financial NP Development NP and CC the DT Sensitivity NN of IN Stock NP Markets NP to TO External NP Influences NNS , , Working NP Papers NP 00 CD . SENT 06 CD , , Swiss NP National NP Bank NP , , Study NP Center NP Gerzensee NP Downloadable NP . SENT Maurizio NP Michael NP Habib NP , , 2002 CD . SENT Financial JJ contagion NN , , interest NN rates NNS and CC the DT role NN of IN the DT exchange NN rate NN as IN shock NN absorber NN in IN Central NP and CC Eastern NP Europe NP , , International NP Finance NP 0209004 CD , , Economics NP Working NP Paper NP Archive NP at IN WUSTL NP Downloadable NP . SENT Harris NP Dellas NP Martin NP K NP . SENT Hess NP , , 2002 CD . SENT Financial JJ development NN and CC stock NN returns NNS . SENT A DT cross NN country NN analysis NN , , Diskussionsschriften NP dp NP 0218 CD , , Universitat NP Bern NP , , Volkswirtschaftliches NP Institut NP Downloadable NP . SENT Peter NP Christoffersen NP Hyunchul NP Chung NP Vihang NP Errunza NP , , 2003 CD . SENT Size NN Matters NNS . SENT The DT Impact NN of IN Capital NP Market NP Liberalization NN on IN Individual NP Firms NPS , , CIRANO NP Working NP Papers NP 2003 CD s NN 13 CD , , CIRANO NP Downloadable NP . SENT Jon NP Wongswan NP , , 2003 CD . SENT Transmission NN of IN information NN across IN international JJ equity NN markets NNS , , International NP Finance NP Discussion NN Papers NP 759 CD , , Board NP of IN Governors NP of IN the DT Federal NP Reserve NP System NP U NP . SENT S NP . SENT Downloadable NP . SENT M NP . SENT Kabir NP Hassan NP Anisul NP M NP . SENT Islam NP Syed NP Basher NP , , 2003 CD . SENT Market NN Efficiency NN , , Time NP Varying VVG Volatility NN and CC Equity NN Returns NNS in IN Bangladesh NP Stock NP Market NP , , Finance NP 0310015 CD , , Economics NP Working NP Paper NP Archive NP at IN WUSTL NP Downloadable NP . SENT Luis NP Serv NP n NN Rui NP Albuquerque NP Norman NP Loayza NP , , 2003 CD . SENT World NP Market NP Integration NP through IN the DT Lens NP of IN Foreign NP Direct NP InvestorsMay NP 20 CD , , 2003 CD , , Working NP Papers NP International NP Economics NP . SENT Trade NP , , capital NN flows NNS . SENT 3060 CD , , World NP Bank NP Downloadable NP . SENT Gregory NP C NP . SENT Chow NP , , 2003 CD . SENT A DT Time NP Series NP Analysis NP of IN the DT Shanghai NP and CC New NP York NP Stock NP Price NP Indices NN , , General NP Economics NP and CC Teaching VVG 0306008 CD , , Economics NP Working NP Paper NP Archive NP at IN WUSTL NP Downloadable NP . SENT Barry NP Eichengreen NP Hui NP Tong NP , , 2003 CD . SENT Stock NP Market NP Volatility NN and CC Monetary NP Policy NP . SENT What WP the DT Historical JJ Record NP Shows NP , , RBA NP Annual NP Conference NP Volume NN 2003 CD 07 CD , , Reserve NP Bank NP of IN Australia NP Downloadable NP . SENT Christiansen NP , , Charlotte NP , , 2003 CD . SENT Volatility NN Spillover NNS E NN ects NN in IN European NP Bond NP Markets NP , , Working NP Papers NP 03 CD 8 CD , , Aarhus NP School NP of IN Business NP , , Department NP of IN Finance NP Downloadable NP . SENT L NP . SENT Baele NP R NP . SENT Vander NP Vennet NP A NP . SENT Van NP Landschoot NP , , 2004 CD . SENT Bank NP Risk NP Strategies NP and CC Cyclical JJ Variation NN in IN Bank NP Stock NP Returns NNS , , Working NP Papers NP of IN Faculty NN of IN Economics NP and CC Business NP Administration NP , , Ghent NP University NP , , Belgium NP 04 CD 217 CD , , Ghent NP University NP , , Faculty NN of IN Economics NP and CC Business NP Administration NP Downloadable NP . SENT Baele NP , , L NP . SENT , , 2003 CD . SENT Volatility NN spillover NNS effects NNS in IN European JJ equity NN markets NNS , , Discussion NN Paper NP 114 CD , , Tilburg NP University NP , , Center NP for IN Economic NP Research NP Downloadable NP . SENT Ang NP Andrew NP Chen NP Joseph NP , , 2002 CD . SENT Asymmetric JJ correlations NNS of IN equity NN portfolios NNS 1 CD , , Journal NP of IN Financial NP Economics NP , , Vol NP . SENT 63 CD 3 CD pp NP . SENT 443 CD 494 CD . SENT Elsevier NP Downloadable NP . SENT Bekaert NP Geert NP Harvey NP Campbell NP R NP . SENT Lumsdaine NP Robin NP L NP . SENT , , 2002 CD . SENT Dating VVG the DT integration NN of IN world NN equity NN markets NNS 1 CD , , Journal NP of IN Financial NP Economics NP , , Vol NP . SENT 65 CD 2 CD pp NP . SENT 203 CD 247 CD . SENT Elsevier NP Downloadable NP . SENT Sun NP Qian NP Tong NP Wilson NP H NP . SENT S PP . SENT , , 2003 CD . SENT China NP share NN issue NN privatization NN . SENT the DT extent NN of IN its PP$ success NN 1 CD , , Journal NP of IN Financial NP Economics NP , , Vol NP . SENT 70 CD 2 CD pp NP . SENT 183 CD 222 CD . SENT Elsevier NP Downloadable NP . SENT Geert NP Bekaert NP Guojun NP Wu NP , , 1997 CD . SENT Asymmetric JJ Volatility NN and CC Risk NN in IN Equity NP Markets NP , , NBER NP Working NP Papers NP 6022 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Fratzscher NP , , M NP . SENT , , 2001 CD . SENT Financial JJ market NN integration NN in IN Europe NP . SENT on IN the DT effects NNS of IN EMU NN on IN stock NN markets NNS , , Working VVG paper NN series NN 48 CD , , European NP Central NP Bank NP Downloadable NP . SENT Joseph NP Chen NP Harrison NP Hong NP Jeremy NP C NP . SENT Stein NP , , 2000 CD . SENT Forecasting NN Crashes NNS . SENT Trading NN Volume NN , , Past JJ Returns NNS and CC Conditional JJ Skewness NN in IN Stock NP Prices NP , , NBER NP Working NP Papers NP 7687 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Geert NP Bekaert NP Campbell NP R NP . SENT Harvey NP , , 1997 CD . SENT Foreign JJ Speculators NNS and CC Emerging VVG Equity NP Markets NP , , NBER NP Working NP Papers NP 6312 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Scott NP , , A NP . SENT Uhlig NP , , H NN . SENT , , 1998 CD . SENT Fickle JJ investors NNS . SENT an DT impediment NN to TO growth NN . SENT , , Discussion NN Paper NP 134 CD , , Tilburg NP University NP , , Center NP for IN Economic NP Research NP Downloadable NP . SENT Davide NP Lombardo NP Marco NP Pagano NP , , 1999 CD . SENT Law NP and CC Equity NP Markets NPS . SENT a DT Simple JJ Model NP , , CSEF NP Working NP Papers NP 25 CD , , Centre NP for IN Studies NPS in IN Economics NP and CC Finance NP CSEF NP , , University NP of IN Salerno NP , , Italy NP Downloadable NP . SENT Davide NP Lombardo NP Marco NP Pagano NP , , 1999 CD . SENT Legal JJ Determinants NNS of IN the DT Return NN on IN Equity NP , , CSEF NP Working NP Papers NP 24 CD , , Centre NP for IN Studies NPS in IN Economics NP and CC Finance NP CSEF NP , , University NP of IN Salerno NP , , Italy NP Revised VVN 01 CD Dec NP 2000 CD . SENT Downloadable JJ . SENT P NN Martin NP H NP Rey NP , , 2000 CD . SENT Financial NP Super NP Markets NPS . SENT Size NN Matters NNS for IN Asset NP Trade NP , , CEP NN Discussion NN Papers NP 0450 CD , , Centre NP for IN Economic NP Performance NP , , LSE NP Downloadable NP . SENT Geert NP Bekaert NP Michael NP S NP . SENT Urias NP , , 1996 CD . SENT Diversification NN , , Integration NP and CC Emerging NP Market NP Closed NP End NP Funds NPS , , NBER NP Reprints VVZ 2066 CD also RB Working NP Paper NP 4990 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Patrick NP F NP . SENT Rowland NP Linda NP L NP . SENT Tesar NP , , 1998 CD . SENT Multinationals NNS and CC the DT Gains NNS from IN International NP Diversification NN , , NBER NP Working NP Papers NP 6733 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Geert NP Bekaert NP , , 1996 CD . SENT The DT Time NP Variation NN of IN Risk NN and CC Return NN in IN Foreign NP Exchange NP Markets NPS . SENT A DT General NP Equilibrium NN Perspective NP , , NBER NP Reprints VVZ 2080 CD also RB Working NP Paper NP 4818 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Mario NP Crucini NP Chris NP Telmer NP Marios NP Zachariadis NP , , . SENT Understanding VVG European NP Real NP Exchange NP Rates NP , , GSIA NP Working NP Papers NP 227 CD , , Carnegie NP Mellon NP University NP , , Graduate NP School NP of IN Industrial NP Administration NP Downloadable NP . SENT Michael NP B NP . SENT Devereux NP Charles NP Engel NP , , 2002 CD . SENT Exchange NP Rate NP Pass NP Through IN , , Exchange NP Rate NP Volatility NN , , and CC Exchange NP Rate NP Disconnect VV , , NBER NP Working NP Papers NP 8858 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Geert NP Bekaert NP , , 1996 CD . SENT The DT Time NP Variation NN of IN Risk NN and CC Return NN in IN Foreign NP Exchange NP Markets NPS . SENT A DT General NP Equilibrium NN Perspective NP , , NBER NP Reprints VVZ 2080 CD also RB Working NP Paper NP 4818 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP M NP . SENT B SYM . SENT Devereux NP Ch NN . SENT Engel NP , , 2003 CD . SENT Exchange NP Rate NP Pass NP Through IN , , Exchange NP Rate NP Volatility NN , , and NP ExchangeRate JJ Disconnect VV , , DNB NP Staff NP Reports NP 77 CD , , Netherlands NP Central NP Bank NP Downloadable NP . SENT Geert NP Bekaert NP Robert NP J NP . SENT Hodrick NP , , 1992 CD . SENT Characterizing VVG Predictable JJ Components NPS in IN Excess JJ Returns NNS on IN Equity NP and CC Foreign NP Exchange NP Markets NP , , NBER NP Reprints VVZ 1745 CD also RB Working NP Paper NP 3790 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Natalya NP Delcoure NP John NP T NN . SENT Barkoulas NP Christopher NP F NP . SENT Baum NP Atreya NP Chakraborty NP , , 2000 CD . SENT The DT Forward NP Rate NP Unbiasedness NN Hypothesis NN Revisited NP . SENT Evidence NN from IN a DT New NP Test NP , , Boston NP College NP Working NP Papers NP in IN Economics NP 464 CD , , Boston NP College NP Department NP of IN Economics NP Downloadable NP . SENT Christopher NP F NP . SENT Baum NP John NP Barkoulas NP , , 2001 CD . SENT Dynamics NPS of IN Intra NP EMS NP Interest NP Rate NP Linkages NNS , , Boston NP College NP Working NP Papers NP in IN Economics NP 492 CD , , Boston NP College NP Department NP of IN Economics NP Revised VVN 04 CD May NP 2004 CD . SENT Downloadable NP . SENT Andrew NP Ang NP Geert NP Bekaert NP , , 1998 CD . SENT Regime NN Switches NNS in IN Interest NP Rates NP , , NBER NP Working NP Papers NP 6508 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Mario NP Crucini NP Chris NP Telmer NP Marios NP Zachariadis NP , , . SENT Understanding VVG European NP Real NP Exchange NP Rates NP , , GSIA NP Working NP Papers NP 227 CD , , Carnegie NP Mellon NP University NP , , Graduate NP School NP of IN Industrial NP Administration NP Downloadable NP . SENT Thomas NP Tallarini NP Harold NP Zhang NP , , . SENT External JJ Habit NN and CC the DT Cyclicality NN of IN Expected VVN Stock NN Returns NNS , , GSIA NP Working NP Papers NP 1997 CD 26 CD , , Carnegie NP Mellon NP University NP , , Graduate NP School NP of IN Industrial NP Administration NP Downloadable NP . SENT Andrew NP Ang NP Geert NP Bekaert NP , , 2001 CD . SENT Stock NN Return NN Predictability NN . SENT Is VBZ it PP There RB . SENT , , NBER NP Working NP Papers NP 8207 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Graham NP Elliott NP Takatoshi NP Ito NP , , 1995 CD . SENT Heterogeneous JJ Expectations NNS and CC Tests NNS of IN Efficiency NN in IN the DT Yen NP Dollar NP Forward NP Foreign NP Exchange NP Rate NP Market NP , , NBER NP Working NP Papers NP 5376 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Markus NP Leippold NP Liuren NP Wu NP , , 1999 CD . SENT The DT Potential JJ Approach NN to TO Bond NP and CC Currency NP Pricing NN , , Finance NP 9903004 CD , , Economics NP Working NP Paper NP Archive NP at IN WUSTL NP Downloadable NP . SENT Robert NP J NP . SENT Hodrick NP David NP Tat NP Chee NP Ng NP Paul NP Sengmueller NP , , 1999 CD . SENT An DT International NP Dynamic JJ Asset NP Pricing NN Model NP , , NBER NP Working NP Papers NP 7157 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Sylvain NP Leduc NP , , 2000 CD . SENT Incomplete JJ markets NNS , , borrowing VVG constraints NNS , , and CC the DT foreign JJ exchange NN risk NN premium NN , , Working NP Papers NP 00 CD 3 CD , , Federal NP Reserve NP Bank NP of IN Philadelphia NP Downloadable NP . SENT Blake NP LeBaron NP , , 1996 CD . SENT Technical JJ Trading NN Rule NN Profitability NN and CC Foreign JJ Exchange NP Intervention NN , , NBER NP Working NP Papers NP 5505 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT G NP . SENT Andrew NP Karolyi NP Rene NP M NP . SENT Stulz NP , , 2002 CD . SENT Are VBP Financial JJ Assets NNS Priced VVN Locally RB or CC Globally RB . SENT , , NBER NP Working NP Papers NP 8994 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Christopher NP Neely NP Paul NP Weller NP , , 1999 CD . SENT Predictability NN in IN international JJ asset NN returns NNS . SENT a DT reexamination NN , , Working NP Papers NP 97 CD 010 CD D NP , , Federal NP Reserve NP Bank NP of IN St NP . SENT Louis NP Downloadable NP . SENT Graham NP Elliott NP Takatoshi NP Ito NP , , 1998 CD . SENT Heterogeneous JJ Expectations NNS and CC Tests NNS of IN Efficiency NN in IN the DT Yen NP Dollar NP Forward NP Exchange NP Rate NP Market NP , , University NP of IN California NP at IN San NP Diego NP , , Economics NP Working NP Paper NP Series NP 98 CD 06 CD , , Department NP of IN Economics NP , , UC NP San NP Diego NP Downloadable NP . SENT Blake NP LeBaron NP , , 1994 CD . SENT Technical JJ Trading NN Rule NN Profitability NN and CC Foreign JJ Exchange NP Intervention NN , , International NP Finance NP 9411002 CD , , Economics NP Working NP Paper NP Archive NP at IN WUSTL NP Downloadable NP . SENT Geert NP Bekaert NP Robert NP J NP . SENT Hodrick NP , , 1992 CD . SENT Characterizing VVG Predictable JJ Components NPS in IN Excess JJ Returns NNS on IN Equity NP and CC Foreign NP Exchange NP Markets NP , , NBER NP Reprints VVZ 1745 CD also RB Working NP Paper NP 3790 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Christopher NP F NP Baum NP John NP Barkoulas NP , , 2002 CD . SENT Dynamics NPS of IN Intra NP EMS NP Interest NP Rate NP Linkages NNS , , Computing NP in IN Economics NP and CC Finance NP 2002 CD 13 CD , , Society NP for IN Computational JJ Economics NP Downloadable NP . SENT Nelson NP C NP . SENT Mark NP Yangru NP Wu NP , , 1996 CD . SENT Risk NN , , Policy NP Rules NPS , , and CC Noise NN . SENT Rethinking VVG Deviations NNS From IN Uncovered JJ Interest NN Parity NN , , Working NP Papers NP 014 CD , , Ohio NP State NP University NP , , Department NP of IN Economics NP Downloadable NP . SENT Nelson NP Mark NP Yangru NP Wu NP , , 1998 CD . SENT Rethinking VVG Deviations NNS from IN Uncovered JJ Interest NN Parity NN . SENT The DT Role NN of IN Covariance NN Risk NN and CC Noise NN , , Working NP Papers NP 98 CD 05 CD , , Ohio NP State NP University NP , , Department NP of IN Economics NP Downloadable NP . SENT Articles NNS Geert NP Bekaert NP Campbell NP R NP . SENT Harvey NP Christian NP T NN . SENT Lundblad NP , , 2003 CD . SENT Equity NN market NN liberalization NN in IN emerging VVG markets NNS , , Review NP , , Jul NP pp NP . SENT 53 CD 74 CD . SENT Federal NP Reserve NP Bank NP of IN St NP . SENT Louis NP Downloadable NP . SENT Philip NP E NP . SENT Strahan NP , , 2003 CD . SENT The DT real JJ effects NNS of IN U NP . SENT S NP . SENT banking NN deregulation NN , , Review NP , , Jul NP pp NP . SENT 111 CD 128 CD . SENT Federal NP Reserve NP Bank NP of IN St NP . SENT Louis NP Downloadable NP . SENT Ang NP , , Andrew NP Bekaert NP , , Geert NP , , 2002 CD . SENT Regime NN Switches NNS in IN Interest NP Rates NP , , Journal NP of IN Business NP and CC Economic NP Statistics NP , , Vol NP . SENT 20 CD 2 CD pp NP . SENT 163 CD 82 CD . SENT American NP Statistical NP Association NP Sean NP D NP . SENT Campbell NP , , 2002 CD . SENT Specification NN Testing NP and CC Semiparametric JJ Estimation NN of IN Regime NN Switching NP Models NNS . SENT An DT Examination NN of IN the DT US NP Short NP Term NP Interest NP Rate NP , , Working NP Papers NP 2002 CD 26 CD , , Brown NP University NP , , Department NP of IN Economics NP Downloadable NP . SENT Andrew NP Ang NP Monika NP Piazzesi NP Min NP Wei NP , , 2003 CD . SENT What WP does VVZ the DT yield NN curve NN tell VV us PP about IN GDP NP growth NN . SENT , , Proceedings NNS , , Mar NP . SENT Federal NP Reserve NP Bank NP of IN San NP Francisco NP Downloadable NP . SENT Andrew NP Ang NP Geert NP Bekaert NP , , 2003 CD . SENT How WRB do VVP Regimes NNS Affect VVP Asset NP Allocation NN . SENT , , NBER NP Working NP Papers NP 10080 CD , , National NP Bureau NP of IN Economic NP Research NP , , Inc NP Downloadable NP . SENT Baele NP , , L NP . SENT , , 2003 CD . SENT Volatility NN spillover NNS effects NNS in IN European JJ equity NN markets NNS , , Discussion NN Paper NP 114 CD , , Tilburg NP University NP , , Center NP for IN Economic NP Research NP Downloadable NP . SENT Bekaert NP , , Geert NP , , 1996 CD . SENT The DT Time NP Variation NN of IN Risk NN and CC Return NN in IN Foreign NP Exchange NP Markets NPS . SENT A DT General NP Equilibrium NN Perspective NP , , Review NP of IN Financial NP Studies NPS , , Vol NP . SENT 9 CD 2 CD pp NP . SENT 427 CD 70 CD . SENT Oxford NP University NP Press NP for IN Society NP for IN Financial NP Studies NPS Downloadable NP . SENT Bekaert NP , , Geert NP , , 1996 CD . SENT The DT Time NP Variation NN of IN Risk NN and CC Return NN in IN Foreign NP Exchange NP Markets NPS . SENT A DT General NP Equilibrium NN Perspective NP , , Review NP of IN Financial NP Studies NPS , , Vol NP . SENT 9 CD 2 CD pp NP . SENT 427 CD 70 CD . SENT Oxford NP University NP Press NP for IN Society NP for IN Financial NP Studies NPS Downloadable NP . SENT Did VVD you PP know VVP . SENT There EX are VBP NEP NN reports NNS in IN 59 CD fields NNS that WDT deliver VVP new JJ research NN to TO your PP$ email NP . SENT This DT page NN was VBD last RB updated VVN on IN 2004 CD 6 CD 10 CD . SENT This DT information NN is VBZ provided VVN to TO you PP by IN IDEAS NNS at IN UConn NP Economics NP using VVG RePEc NP data NNS