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On alternative interest rate processes
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Year: 1994 Publisher: Stockholm: University of Stockholm. Institute for international economic studies,

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On alternative interest rate processes
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Year: 1994 Publisher: Stockholm

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The information in Swedish short-maturity forward rates.
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Year: 1994 Publisher: Stockholm : University of Stockholm. Institute for international economic studies,

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Seasonalities in Swedish stock returns : why are they not arbitraged away?
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Year: 1994 Publisher: Stockholm : University of Stockholm. Institute for international economic studies,

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Seasonalities in Swedish stock returns: why are they not arbitraged away?
Authors: ---
Year: 1994 Publisher: Stockholm: University of Stockholm. Institute for international economic studies,

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Book
Seasonalities in Swedish stock returns: why are they not arbitraged away?
Authors: ---
Year: 1994 Publisher: Stockholm

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Book
The information in Swedish short-maturity forward rates
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Year: 1994 Publisher: Stockholm

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Book
Evaluating portfolio performance with stochastic discount factors.
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Year: 1997 Publisher: London Centre for economic policy research

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The forward premium puzzle : different tales from developed and emerging economies.
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Year: 1999 Publisher: London Centre For Economic Policy Research. Discussion Paper Nr. 2169. Financial Economics

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Currency Risk Premiums : A Multi-Horizon Perspective.
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ISBN: 1638283117 Year: 2023 Publisher: Norwell, MA : Now Publishers,

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Currency Risk Premiums: A Multi-Horizon Perspective reviews the literature on multi-horizon currency risk premiums. It shows how the multi-horizon implications arise from the classic present-value relationship. The authors further show how these implications manifest themselves in the interaction between bond and currency risk premiums.

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