内容

目次

Volume 1: Part 1 International equities: twenty years of internationalequity investing, Richard O. Michaud et al; international asset pricing andportfolio diversification with time-varying risk, Giorgio De Santis and BrunoGerard; asymmetric volatility and risk return tradeoff in foreign stockmarkets, Gregory Koutmos; industrial structure and the comparative behaviourof international stock market indices, Richard Roll; a model of internationalasset pricing with a constraint on the foreign equity ownership, Cheol S. Eunand S. Janakiramanan; arbitrage asset pricing under exchange risk, ShinsukeIkeda; macroeconomic variables as common pervasive risk factors and theempirical content of the arbitrage pricing theory, Antonios Antiniou et al.Part 2 International diversification and portfolio management: syntheticinternational diversification, Philippe Jorion and Leonid Roisenberg;US-based international mutual funds - a performance evaluation, Cheol S. Eunet al; internationally diversified investment using an integrated portfoliomodel, Hiroshi Konno and Jing Li; on the performance of hedge funds, BingLiang; the arbitrage pricing theory approach to strategic portfolio planning,Richard Roll and Stephen A. Ross. Part 3 Security cross listings andmultinationals: risk, return and international investment by US corporations,Richard A. DeFusco et al; the effect of corporate multinationalism onshareholders' wealth - evidence from international acquisitions, John Doukasand Nickolaos G. Travlos; economic exchange rate exposure of US-based MNCsoperating in Europe, Anna D. Martin et al; ADRs - a substitute for the realthing, Dennis T. Officer and J. Ronald Hoffmeister; an empirical test of theefficiency of the ADR market, Leonard Rosenthal; differences in factorstructures between US multinational and domestic corporations - evidence frombilinear paradigm tests, Richard A. DeFusco et al; the impact ofinternational listings on risk - implications for capital market integration,John S. Howe and Jeff Madura; an examination of international equity marketsusing American depositary receipts, Shelly E. Webb et al. Part 4International fixed income securities: time varying risk premia inEurocurrency rates, Gregory Koutmos; the term structure spread and futurechanges in long and short rates in the G7 countries - is there a puzzle?,Gikas A. Hardouvelis; inflation-indexed bonds - the dog that didn't bark,Richard W. Kopcke and Ralph C. Kimball; international interest rateconvergence - a survey of the issues and evidence, Charles Piggott; the termstructure of Euro interest rates and rational expectations, Peter Kugler.Part 5 Foreign exchange markets: the foreign exchange risk premium - is itreal?, Craig S. Hakkio and Anne Sibert; the world price of foreign exchangerisk, Bernard Dumas and Bruno Solnik; currency boards - once and futuremonetary regimes?, Richard W. Kopcke; realignments of target zone exchangerate systems - what do we know?, Ch