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Equilibrium asset prices and exchange rates. (1995). Zapatero, Fernando.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:19:y:1995:i:4:p:787-811.

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  2. International capital markets with interdependent preferences: Theory and empirical evidence. (2023). Curatola, Giuliano ; Dergunov, Ilya.
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  3. Endogenous habits and equilibrium asset prices. (2022). Seifried, Frank Thomas ; Meyer-Wehmann, Andre ; Kraft, Holger.
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  4. Entangled risks in incomplete FX markets. (2021). Tran, Ngoc-Khanh ; Maurer, Thomas.
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  5. Classical and restricted impulse control for the exchange rate under a stochastic trend model. (2018). Runggaldier, Wolfgang J ; Yasuda, Kazuhiro.
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  6. Asset Pricing in the Quest for the New El Dorado. (2017). Andrei, Daniel ; Carlin, Bruce I.
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  7. The volatility of exchange rates and the non-normality of stock returns. (2017). Blau, Benjamin.
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  8. Portfolio choice and asset prices when preferences are interdependent. (2017). Curatola, Giuliano.
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  9. Risk-on/Risk-off: Financial market response to investor fear. (2016). Smales, Lee.
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  10. FX Market Returns and Their Relationship to Investor Fear. (2016). Smales, Lee ; Kininmonth, Jardee N.
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  14. Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest. (2014). Ahmed, Walid ; Walid M. A. Ahmed, .
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  16. Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling. (2014). Qayyum, Abdul ; Khan, Muhammad.
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  17. The dynamics of exchange rate volatility: A panel VAR approach. (2014). Orlov, Alexei ; Grossmann, Axel ; Love, Inessa.
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  19. INTERDEPENDENCE OF INTERNATIONAL FINANCIAL MARKET-- THE CASE OF INDIA AND U.S.. (2013). Tuteja, Divya ; Dua, Pami.
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  20. Variance risk premiums and the forward premium puzzle. (2012). Zhou, Hao ; Londono, Juan M..
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  21. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2011). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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  22. Volatility transmission and asymmetric linkages between the stock and foreign exchange markets: A sectoral analysis. (2011). Holmes, Mark ; Daniel F. S. Choi, ; Fu, Tian Yong .
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  29. The impact of exchange rate risk on international asset pricing under various market structures. (2009). BAYRAKTAR, SEMA.
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  48. Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium. (1999). Gallmeyer, Michael ; Basak, Suleyman.
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