Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

Business conditions and expected returns on stocks and bonds

1989 • 4,137 citations

The Determinants of Firms' Hedging Policies

1985 • 3,317 citations

Econometric Issues in the Analysis of Regressions with Generated Regressors

1984 • 2,277 citations

Forward and spot exchange rates

1984 • 2,213 citations

Time‐Varying World Market Integration

1995 • 2,163 citations

Predicting returns in the stock and bond markets

1986 • 1,825 citations

The Variation of Economic Risk Premiums

1991 • 1,745 citations

On the Estimation of Beta-Pricing Models

1992 • 1,685 citations

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 1,374 citations

Estimation and Inference in Two-Step Econometric Models

2002 • 1,315 citations

The Exchange-Rate Exposure of U.S. Multinationals

1990 • 1,173 citations

The Risk and Predictability of International Equity Returns

1993 • 940 citations

The Pricing of Exchange Rate Risk in the Stock Market

1991 • 637 citations

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

1992 • 534 citations

LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80

1984 • 491 citations

Finite sample properties of the generalized method of moments in tests of conditional asset pricing models

1994 • 376 citations

International Investment Restrictions and Closed‐End Country Fund Prices

1990 • 214 citations

An empirical study of the Mexican Treasury bill auction

1993 • 170 citations

Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model Iterated Nonlinear Seemingly Unrelated Regression Estimates

1988 • 146 citations

LDC's Foreign Borrowing and Default Risk: An Empirical Investigation 1976-1980

1983 • 144 citations

The Pricing of Forward Contracts for Foreign Exchange

1985 • 142 citations

Bank Foreign Lending, Mandatory Disclosure Rules, and the Reaction of Bank Stock Prices to the Mexican Debt Crisis

1987 • 141 citations

The Eurobond market and corporate financial policy

1988 • 118 citations

Are the Latent Variables in Time‐Varying Expected Returns Compensation for Consumption Risk?

1990 • 106 citations

Equity risk premia and the pricing of foreign exchange risk

1992 • 67 citations

Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity

1991 • 62 citations

Risk premia in Pacific-Basin capital markets

1993 • 55 citations

Political Risk and Stock Returns: The Case of Hong Kong

1994 • 15 citations

International Cross-Listing, Market Quality, and Ownership Rights: An Analysis of the Mexican Stock Market

1994 • 2 citations