Discussion paper DP3058 An Investment-Growth Asset Pricing Model Maria Vassalou Qing Li Yuhang Xing 11 Nov 2001 Financial Economics G12
Discussion paper DP3056 Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics? Robert J Hodrick Maria Vassalou 8 Nov 2001 Financial Economics C61 E40
Discussion paper DP3057 News Related to Future GDP Growth as a Risk Factor in Equity Returns Maria Vassalou 8 Nov 2001 Financial Economics G12
Discussion paper DP2448 Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns Maria Vassalou 30 May 2000 Financial Economics F30 F31 G12
Discussion paper DP2180 Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth Maria Vassalou Jimmy Liew 28 Jun 1999 Financial Economics G11 G12 G15
Discussion paper DP1885 Performance Measures for Dynamic Portfolio Management Lars Tyge Nielsen Maria Vassalou 31 May 1998 Financial Economics G11 G23
Discussion paper DP1652 Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments Lars Tyge Nielsen Maria Vassalou 30 May 1997 Financial Economics G11 G12