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International Portfolio Choice and Corporation Finance: A Synthesis
Focuses on international portfolio choice and corporation finance. Micro-theory of individual portfolio choice; Equilibrium pricing relationships and risk-return tradeoffs; Objectives for valueExpand
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Exposure to Currency Risk: Definition and Measurement
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Gazing into the oracle : the Delphi method and its application to social policy and public health
Part 1. Theory and Methods. 1. The Delphi Method and its Contribution to Decision-Making, Erio Ziglio. 2. Theoretical, Methodological and Practical Issues Arising out of the Delphi Method, ArmandoExpand
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Deviations from Purchasing Power Parity in the Long Run
This paper demonstrates that deviations from purchasing power parity reveal a remarkable and possibly startling consistency with martingale behavior during both fixed and flexible rate periods, for aExpand
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Mexico's Integration into the North American Capital Market
We explore a model of time varying regional market integration that includes three factors, for the North American equity market, the local Mexican equity market and the peso/dollar exchange rate. WeExpand
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The Exposure of Long-Term Foreign Currency Bonds
A currency is not risky because devaluation is highly likely. If the devaluation were certain, there would be no risk at all. A weak currency can be less risky than a strong currency. A strongExpand
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A Socio-Legal Approach to Administrative Justice
The first part of this article outlines two complementary approaches to enhancing administrative justice. Internal mechanisms, which can be put into place by government departments and public bodiesExpand
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Sexual health.
University Health Service For sexual health checks, contraception, education & treatment of sexually transmitted diseases. Counselling and Psychological Services (CAPS) For relationship counsellingExpand
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The Behavior of Emerging Market Sovereigns' Credit Default Swap Premiums and Bond Yield Spreads
We test whether credit risk for Emerging Market Sovereigns is priced equally in the credit default swap (CDS) and bond markets. The parity relationship between CDS premiums and bond yield spreadsExpand
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On Universal Currency Hedges
This paper identifies five universal currency hedge ratio (UHR) definitions. These are hedge positions in foreign bonds, stated as a fraction of national or global equity portfolios, that are theExpand
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