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• John Y. Campbell

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Paper provided by Princeton, Department of Economics - Financial Research Center in its series Papers with number 118.

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Length: 27 pages
Date of creation: 1990
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Handle: RePEc:fth:prinec:118

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Keywords: financial market ; prices ; heteroskedasticity;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Marcel Fratzscher, 2001. "Financial market integration in Europe: on the effects of EMU on stock markets," Working Paper Series 48, European Central Bank. [Downloadable!]
   Other versions:
   • Fratzscher, M., 2001. "Financial Market Integration in Europe: On the Effects of EMU on Stock Markets," Papers 48, Quebec a Montreal - Recherche en gestion.
   • Fratzscher, Marcel, 2002. "Financial Market Integration in Europe: On the Effects of EMU on Stock Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(3), pages 165-93, July. [Downloadable!] (restricted)
2. Susan Thorp & George Milunovich, 2005. "Asymmetric Risk and International Portfolio Choice," Research Paper Series 160, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

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This page was last updated on 2009-10-24.