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Testing affine term structure models in case of transaction costs

, , and . Journal of Econometrics, 126 (1): 201--232 (May 2005)

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Testing affine term structure models in case of transaction costs, , and . Journal of Econometrics, 126 (1): 201--232 (May 2005)International portfolio diversification benefits: Cross-country evidence from a local perspective, and . Journal of Banking & Finance, 31 (6): 1693--1712 (June 2007)Common factors in international bond returns, , and . Journal of International Money and Finance, 22 (5): 629--656 (October 2003)