Selected Publications

Articles In Academic Journals

Year Title
1999 The Pricing of Currency Risk in JapanJOURNAL OF BANKING AND FINANCE.
1997 Common Volatility in the Industrial Structure of Global Capital MarketsJournal of International Money and Finance. 189-209.
1995 Pre and Post-October 1987 Stock Market Linkages Between U.S. and Asian MarketsPacific-Basin Finance Journal. 57-73.
1995 The Intertemporal Volatility Structure of Euro CD RatesEuropean Financial Management. 317-329.