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Most Recent Working Papers:
"The
Effects of industry structure on economic exposure," Journal of
International Money and Finance, Vol. 20, No. 2, April 2001, pp.
149-164.
"Pass-through
and Exposure" (joint with Gordon Bodnar and Bernard Dumas), Weiss
Center for International Finance, Journal of Finance, Vol. 57, No. 1, February, 2002, pp. 199-231.
"A Simple Model of Foreign Exchange Exposure,
" (joint with Gordon Bodnar) forthcoming in Economic Theory, Dynamics, and
Markets: Essays in Honor of Ryuzo Sato, edited by Takashi
Negishi, Rama Ramachandran and Kazuo Mino, Kluwer Press, 2001, Weiss
Center for International Finance Working Paper No. 00-3.
"Cross-Border
Valuation: The International Cost of Equity Capital,
" (joint with Gordon Bodnar and Bernard Dumas) Weiss
Center for International Finance Working Paper No. 03-3.
"Risk-Adjusted
Performance of Portfolios" forthcoming in the Journal of
Investment Consulting
Research
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