Who Holds Sovereign Debt and Why It Matters
with Xiang Fang and Bryan Hardy, 2022.
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How Can Asset Prices Value Exchange Rate Wedges?
with Edith X. Liu, 2021
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Global Asset Pricing
Annual Review of Financial Economics,
Vol. 3: pp. 435-466, 2011.
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Peso Problem
The New Palgrave Dictionary of Economics, 2nd Edition,
Steven N. Durlauf and Lawrence E. Blume, eds,
(Palgrave-Macmillan: New York), 2008.
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Trying to Explain Home Bias in Equities and Consumption
Journal of Economic Literature,
June 1999, 37: 571-608.
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What Can Explain the Apparent Lack of International Consumption Risk-Sharing?
Journal of Political Economy,
April 1996, 104: 267-297.
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Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premium?
(joint with Martin Evans) Review of Financial Studies,
Sept 1995, 8, 709-742.
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Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
(joint with Martin Evans), Journal of Finance,
March 1995, 50: 225-253.
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Puzzles in International Financial Markets
in G. Grossman and K. Rogoff, eds.
Handbook of International Economics (North Holland: Amsterdam), 1995.
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Trends in Excess Returns in Currency and Bond Markets
(joint with Martin Evans), European Economic Review,
June 1993, 37: 1005-1020.
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Peso Problem
in J. Eatwell, M. Milgate, and P. Newman, eds.
The New Palgrave Dictionary of Money and Finance (Macmillan Press, London), 1992.
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Should the Holding Period Matter in Tests of the Intertemporal Consumption-based CAPM?
Journal of Monetary Economics,
December 1991, 28: 365-389.
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An Empirical Exploration of Exchange Rate Target-Zones: Comment
Carnegie-Rochester Conference on Public Policy, Fall 1991,
35: 67-78.
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The Behavior of Eurocurrency Returns Across Different Holding Periods and Monetary Regimes
Journal of Finance,
September 1990, 45: 1211-1236
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Inflation Risk and Asset Market Disturbances
Journal of International Money and Finance,
September 1988, 7: 273-288.
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Testing the Portfolio Balance Model: A Multi-Lateral Approach
Journal of International Economics, February 1988, 24: 107-127.
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