Business Services Industry
Mexico's tequila crisis--hangover or hair of the dog? Country risk and exchange rate regimes
Multinational Business Review, Fall 2002 by Goldberg, Cathy S, Veitch, John M
Ferson, Wayne, And Robert Korajczyk, 1995, Do Arbitrage Pricing Models Explain The Predictability Of Stock Returns? Journal of Business 68, 309-349.
------- 1994a, Sources Of Risk And Expected Returns In Global Equity Markets, Journal of Banking And Finance 18, 775-803.
Gangemi, A.M.,Robert D. Brooks And Robert W. Faff, 2000, Modeling Australia's Country Risk: A Country Beta Approach, Journal of Economics and Business, 252,259-276.
Goldberg C.S. and Francisco Delgado, 2001, Integration of Emerging Markets: An Analysis of Individual Stocks, Working Paper.
Ghysels, Eric, 1993, A Time Series Model With Periodic Stochastic Regime Switches, Working Paper, University Of Montreal.
Groenewold, N., And Fraser, P., 1997, Share Prices And Macro Economic Factors. Journal of Business Finance And Accounting 24: 13671383.
Harvey, Campbell R., 1989, Time Varying Conditional Covariances In Tests Of Asset Pricing Models, Journal of Financial Economics 24, 289-318.
Harvey, Campbell R., 1991, The World Price of Covariance Risk, Journal of Finance 46, no. 1, 111-157.
Jagannathan, Ravi, And Zhenwu Wang, 1996, The Conditional CAPM And The Cross Section Of Expected Returns, Journal of Finance 51, 354.
Kothari, S. P., Jay Shanken, And Richard G. Sloan, 1995, Another Look At The Cross Section Of Expected Stock Returns, Journal of Finance 50, 185-224.
Lehmann, Bruce N., And David M. Modest, 1988, The Empirical Foundations Of The Arbitrage Pricing Theory, Journal of Financial Economics 21, 213-254.
Naranjo, A., And Protopapadakis, A., 1997, Financial Market Integration Tests: An Investigation Using US Equity Markets. Journal of International Financial Markets, Institutions And Money 7:93- 135.
Obstfeld, Maurice, 1994, Risk Taking, Global Diversification And Growth, American Economic Review 84,1310-1329.
Shanken, Jay, 1992, On The Estimation Of Beta Pricing Models, Review of Financial Studies 5, 1-34.
Sharpe, William. F., 1964, Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk, Journal of Finance 19, 425442.
Singh, R.A, (1993), "Response of Stock Prices to Money Supply Announcements: Australian Evidence", Accounting and Finance 33, 43-60.
Singh, R.A, (1995), "Response of Financial Markets to Announcements of the Australian Current Account Balance", Accounting and Finance 35, 155-174.
Solnik, Bruno, 1983, International Arbitrage Pricing Theory, Journal ofFinance 38, 449-457.
Cathy S. Goldberg (goldberg@usfca.edu)
University of San Francisco
John M. Veitch (veitchj@usfca.edu)
University of San Francisco
Most Recent Business Articles
- Multiple criteria evaluation and optimization of transportation systems
- Multi-criteria analysis procedure for sustainable mobility evaluation in urban areas
- A two-leveled multi-objective symbiotic evolutionary algorithm for the hub and spoke location problem
- Multi-criteria analysis for evaluating the impacts of intelligent speed adaptation
- The development of Taiwan arterial traffic-adaptive signal control system and its field test: a Taiwan experience
Most Recent Business Publications
Most Popular Business Articles
- 7 tips for effective listening: productive listening does not occur naturally. It requires hard work and practice - Back To Basics - effective listening is a crucial skill for internal auditors
- FAS 109: a primer for non-accountants - Financial Accounting Standards Board's "Statement 109: Accounting for Income Taxes"
- LIFO vs. FIFO: a return to the basics
- Too Young to Rent a Car? - 25-years-old the minimum age for car renting - Brief Article
- Design a commission plan that drives sales - Sales Commissions


