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Common factors in international bond returns

, , and . Journal of International Money and Finance, 22 (5): 629--656 (October 2003)

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Do countries or industries explain momentum in Europe?, , and . Journal of Empirical Finance, 11 (4): 461--481 (September 2004)Testing affine term structure models in case of transaction costs, , and . Journal of Econometrics, 126 (1): 201--232 (May 2005)Common factors in international bond returns, , and . Journal of International Money and Finance, 22 (5): 629--656 (October 2003)A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International, , and . European Economic Review, 39 (7): 1277--1301 (August 1995)Price effects of trading and components of the bid-ask spread on the Paris Bourse, , and . Journal of Empirical Finance, 3 (2): 193--213 (June 1996)The efficiency of rotating-panel designs in an analysis-of-variance model, , and . Journal of Econometrics, 49 (3): 373--399 (September 1991)High frequency analysis of lead-lag relationships between financial markets, and . Journal of Empirical Finance, 4 (2-3): 259--277 (June 1997)Marginalization and contemporaneous aggregation in multivariate GARCH processes, and . Journal of Econometrics, 71 (1-2): 71--87 (00 1996)Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections, and . Journal of Econometrics, 59 (1-2): 125--136 (September 1993)The optimal choice of controls and pre-experimental observations, and . Journal of Econometrics, 51 (1-2): 183--189 (00 1992)