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Equity risk premia and the pricing of foreign exchange risk. (1992). Korajczyk, Robert ; Viallet, Claude J..
In: Journal of International Economics.
RePEc:eee:inecon:v:33:y:1992:i:3-4:p:199-219.

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  1. Forward-premium puzzle: is it time to abandon the usual regression?. (2016). da Costa, Carlos E ; Matos, Paulo ; de Jesus, Jaime.
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:30:p:2852-2867.

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  2. Currency momentum, carry trade, and market illiquidity. (2016). Orlov, Vitaly.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:67:y:2016:i:c:p:1-11.

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  3. Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market. (2014). Anwar, Sajid ; Al-Shboul, Mohammad.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:451-463.

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  4. The forward- and the equity-premium puzzles: two symptoms of the same illness?. (2012). Issler, João ; da Costa, Carlos Eugênio ; Matos, Paulo F..
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:732.

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  5. Equity order flow and exchange rate dynamics. (2012). Ferreira Filipe, Sara.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:359-381.

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  6. The forward- and the equity-premium puzzles: two symptoms of the same illness?. (2010). Issler, João ; da Costa, Carlos Eugênio ; Matos, Paulo F..
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:712.

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  7. Emerging market liberalization and the impact on uncovered interest rate parity. (2002). HASAN, IFTEKHAR ; Francis, Bill ; Hunter, Delroy.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-16.

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  8. The pricing of foreign exchange risk in the Australian equities market. (2002). faff, robert ; di Iorio, Amalia .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:10:y:2002:i:1:p:77-95.

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  9. Emerging market liberalization and the impact on uncovered interest rate parity. (2002). HASAN, IFTEKHAR ; Francis, Bill B. ; Hunter, Delroy M..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:6:p:931-956.

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  10. A multivariate GARCH in mean approach to testing uncovered interest parity: evidence from Asia-Pacific foreign exchange markets. (2001). Tai, Chu-Sheng .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:41:y:2001:i:4:p:441-460.

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  11. Time-varying risk premia in foreign exchange and equity markets: evidence from Asia-Pacific countries. (1999). Tai, Chu-Sheng .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:9:y:1999:i:3-4:p:291-316.

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  12. Superexogeneity and the dynamic linkages among international equity markets. (1998). Francis, Bill B. ; Leachman, Lori L..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:3:p:475-492.

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  13. Risk and International Parity Conditions: A Synthesis from Consumption Based Models. (1997). Chiang, Thomas ; JOSÉ A. TRINIDAD, .
    In: International Economic Journal.
    RePEc:taf:intecj:v:11:y:1997:i:2:p:73-101.

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  14. Exchange rate variability and the riskiness of U.S. multinational firms: Evidence from the breakdown of the Bretton Woods system. (1996). Bodnar, Gordon ; Eli, Bartov ; Aditya, Kaul ; Bodnar Gordon M., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:42:y:1996:i:1:p:105-132.

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  15. Exchange Rate Variability and the Riskiness of U.S. Multinational Firms:Evidence from the Breakdown of the Bretton Woods System. (1995). Bodnar, Gordon ; Kaul, Aditya ; Bartov, Eli.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5323.

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  16. Long-run relations among the G-5 and G-7 equity markets: Evidence on the Plaza and Louvre Accords. (1995). Francis, Bill ; Leachman, Lori L..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:17:y:1995:i:4:p:551-577.

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  17. Predicting excess returns in financial markets. (1995). Marrinan, Jane ; Canova, Fabio.
    In: European Economic Review.
    RePEc:eee:eecrev:v:39:y:1995:i:1:p:35-69.

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  18. The World Price of Foreign Exchange Risk.. (1995). Dumas, Bernard ; Solnik, Bruno.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:50:y:1995:i:2:p:445-79.

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  19. International Portfolio Choice and Asset Pricing: An Integrative Survey. (1994). Stulz, René.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4645.

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  20. Sources of Risk and Expected Returns in Global Equity Markets. (1994). Harvey, Campbell ; Ferson, Wayne.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4622.

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  21. An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns. (1993). Harvey, Campbell ; Ferson, Wayne.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4595.

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  22. Partial- Vs. General-Equilibrium Models of the International Capital Market. (1993). Dumas, Bernard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4446.

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  23. Finance Theory and Investment Management. (1991). Solnik, Bruno.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:1991-iii-2.

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  24. On Biases in the Measurement of Foreign Exchange Risk Premiums. (1991). Hodrick, Robert ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3861.

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