Chapter 6 International portfolio choice and asset pricing: An integrative survey

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 1,374 citations

An equilibrium model of the international capital market

1974 • 1,180 citations

The World Price of Covariance Risk

1991 • 1,115 citations

International Asset Pricing under Mild Segmentation: Theory and Test

1985 • 956 citations

The Risk and Predictability of International Equity Returns

1993 • 940 citations

Foundations for Financial Economics.

1989 • 885 citations

A model of international asset pricing

1981 • 846 citations

The World Price of Foreign Exchange Risk

1995 • 824 citations

Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium

1994 • 718 citations

Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World

1992 • 670 citations

On the Effects of Barriers to International Investment

1981 • 662 citations

The Risk and Predictability of International Equity Returns

1993 • 662 citations

Foundations for Financial Economics

1988 • 617 citations

International capital market equilibrium with investment barriers

1974 • 570 citations

Investor Diversification and International Equity Markets

1991 • 550 citations

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

1992 • 534 citations

On the exclusion of assets from tests of the two-parameter model

1982 • 532 citations

Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration

1992 • 521 citations

Exchange Rate Theory and Practice

1984 • 506 citations

Integration vs. Segmentation in the Canadian Stock Market

1986 • 436 citations

A Theory of Exchange Rate Determination

1980 • 410 citations

Sharing rules and equilibrium in an international capital market under uncertainty

1976 • 401 citations

Evaluating the Performance of International Mutual Funds

1990 • 396 citations

Session Topic: Capital Asset Pricing Models in an International Context

1974 • 391 citations

International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence

1982 • 379 citations

The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure

1974 • 360 citations

Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection

1988 • 354 citations

A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership

1986 • 350 citations

Global financial markets and the risk premium on U.S. equity

1992 • 345 citations

In search of the exchange risk premium: A six-currency test assuming mean-variance optimization

1982 • 313 citations

AN EMPIRICAL TEST OF THE ALTERNATIVE HYPOTHESES OF NATIONAL AND INTERNATIONAL PRICING OF RISKY ASSETS

1977 • 276 citations

Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market

1989 • 266 citations

Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence

1995 • 264 citations

International Arbitrage Pricing Theory

1983 • 255 citations

International Arbitrage Pricing Theory: An Empirical Investigation

1986 • 249 citations

Some tests of international equity integration

1988 • 225 citations

Accounting for Forward Rates in Markets for Foreign Currency

1993 • 219 citations

Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets

1989 • 217 citations

An Empirical Investigation of International Asset Pricing

1989 • 214 citations

The performance of international asset allocation strategies using conditioning information

1993 • 209 citations

The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets

1989 • 195 citations

A New Approach to International Arbitrage Pricing

1993 • 183 citations

A General Equilibrium Model of International Portfolio Choice

1993 • 176 citations

Additional Evidence on Integration in the Canadian Stock Market

1992 • 166 citations

Capital Flow Controls, International Asset Pricing, and Investors' Welfare: A Multi‐Country Framework

1989 • 159 citations

Equilibrium Exchange Rate Hedging

1990 • 156 citations

Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach

1985 • 153 citations

Time-varying betas and risk premia in the pricing of forward foreign exchange contracts

1988 • 137 citations

Money, Bonds, and Foreign Exchange

2016 • 133 citations

An Equilibrium Model of Exchange Rate Determination and Asset Pricing with Nontraded Goods and Imperfect Information

1987 • 129 citations

The diversifiability of exchange risk

1979 • 123 citations

The Eurobond market and corporate financial policy

1988 • 118 citations

Exchange Rates and the International Adjustment Process

1978 • 103 citations

Money, bonds and foreign exchange

1979 • 99 citations

A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership

1986 • 95 citations

International asset pricing with time-varying risk premia

1981 • 92 citations

Consumption risk and international equity returns: some empirical evidence

1990 • 87 citations

Is it risk?

1988 • 85 citations

A pure foreign exchange asset pricing model

1977 • 79 citations

Currency Preferences, Purchasing Power Risks, and the Determination of Exchange Rates in an Optimizing Model

1984 • 75 citations

Exchange risk surprises in international portfolios

1986 • 71 citations

Exchange Rates and the International Adjustment Process

1978 • 69 citations

Equity risk premia and the pricing of foreign exchange risk

1992 • 67 citations

The world price of exchange rate risk

1992 • 67 citations

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

1991 • 62 citations

On Universal Currency Hedges

1992 • 40 citations

Consumption Preferences, Asset Demands, and Distribution Effects in International Financial Markets

1981 • 40 citations

Arbitrage Asset Pricing under Exchange Risk

1991 • 34 citations

The demand for foreign bonds

1983 • 32 citations

Inflation risk and asset market disturbances: The mean-variance model revisited

1988 • 24 citations

Optimal hedging of stock portfolios against foreign exchange risk: theory and applications

1992 • 8 citations