Discussion paper DP15746 International Asset Pricing with Strategic Business Groups Massimo Massa James O'Donovan Hong Zhang 1 Feb 2021 International asset pricing Business groups Centrality Co-movement Financial Economics G20
Discussion paper DP15337 The Global Factor Structure of Exchange Rates Sofonias Alemu Korsaye Fabio Trojani Andrea Vedolin 5 Oct 2020 International asset pricing Stochastic discount factor Factor models Financial frictions Market segmentation Incomplete markets Capital flows Regularization Lasso Financial Economics F31 G15
Discussion paper DP10966 Has the Pricing of Stocks Become More Global? Alexander F. Wagner Paul Schrimpf 29 Nov 2015 International asset pricing Size Value Momentum Financial integration Factor models Financial Economics F36 G12 G15
Discussion paper DP2640 Did the EMS Reduce the Cost of Capital? ENRIQUE SENTANA 19 Dec 2000 Currency risk European monetary union Financial integration International asset pricing Financial Economics F30 G10
Discussion paper DP2448 Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns Maria Vassalou 30 May 2000 Exchange rate risk premiums Foreign inflation risk premiums International asset pricing Financial Economics F30 F31 G12
Discussion paper DP2327 Option Pricing and Foreign Investment under Political Risk Enrico Perotti Joseph A Cherian 17 Dec 1999 Implied volatility International asset pricing Option pricing Political risk Volatility Financial Economics F30 G12
