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(P1) Harvey, "The Real Term Structure and Consumption
Growth," JFE 1988.
(P2) Harvey, "Forecasting Economic Growth with the
and Stock Markets," FAJ
(P3) Harvey, "Time-Varying Conditional Covariances in
Tests of Asset Pricing Models,"
(P4) Harvey and Zhou, "Bayesian Inference in Asset
Pricing Tests," JFE
(P5) Ferson and Harvey, "The Variation of Economic
(P6) Harvey, "The Term Structure and World Economic
(P7) Ferson and Harvey, "Sources of Predictability in
Portfolio Returns," FAJ
(P8) Harvey, "Les Taux d'Interet et la Croissance
Economique en France," Analyse Financiere
(P9) Harvey and Whaley, "S&P 100 Index Option
(P10) Harvey, "The World Price of Covariance Risk" JF
(P11) Harvey and Huang, "Volatility in the Foreign
Currency Futures Market,"
(P12) Harvey, "Interest Rate Based Forecasts of German
Economic Growth," Welt.
(P13) Harvey and Whaley, "Dividends and S&P 100
(P14) Harvey and Huang, "Information and Volatility in
the FX Market,"
(P15) Ferson and Harvey, "Seasonality and
Consumption-Based Asset Pricing,"
(P16) Harvey and Whaley, "Market Volatility
Prediction and the Efficiency of the S&P 100 Index Option Market,"
(P17) Ferson and Harvey, "Explaining the
Predictability in Asset Returns,"
(P18) Harvey, "The Term Structure Forecasts Economic
(P19) Ferson and Harvey, "Seasonality and
Heteroskedasticity in Consumption-Based Asset Pricing: An Analysis of Linear Models,"
(P20) Harvey and Zhou, "International Asset Pricing
with Alternative Distributional Specifications,"
(P21) Ferson and Harvey, "The Risk and Predictability of
International Equity Returns,"
(P22) Harvey, "Strategic Treasury Debt Management in
(P23) Erb, Harvey and Viskanta, "National Risk and
Global Fixed Income Allocation," JFI
(P24) Ferson and Harvey, "Sources of Risk and Expected
Returns in Global Equity Markets," JBF
(P25) Harvey, "Economic Activity Measures in
Asset Pricing," AFE
(P26) Erb, Harvey and Viskanta, "Country Credit Risk
and Global Portfolio Selection,"
(P27) Erb, Harvey and Viskanta, "Forecasting
International Equity Correlations,"
(P28) Erb, Harvey and Viskanta, "Do World Markets
Serve as a Hedge?,"
(P29) Harvey, "The Cross-Section of Volatility and
Autocorrelation in Emerging Markets," FPM
(P30) Harvey, "The Risk Exposure of Emerging Equity
Markets," WBER 1995.
(P31) Ferson and Harvey, "Predictability and
Time-Varying Risk in World Equity Markets," RF
(P32) Harvey, "Predictable Risk and Returns in Emerging
Markets," RFS 1995.
(P33) Bekaert and Harvey, "Time-Varying World Market
(P34) Erb, Harvey and Viskanta, "Inflation and World
Equity Selection," FAJ
(P35) Harvey, "The Relation Between the Term Structure
of Interest Rates and Canadian Economic Growth," CJE 1997.
(P36) Erb, Harvey and Viskanta, "Expected Returns and
Volatility in 135 Countries,"
(P37) Graham and Harvey,
"Market Timing Ability and Volatility Implied in Investment Newsletters' Asset Allocation
Recommendations," JFE 1996
(P38) Erb, Harvey and Viskanta, "Political Risk, Financial
Risk and Economic Risk." FAJ 1996.
(P39) Erb, Harvey and Viskanta, "The
Influence of Political, Economic and Financial Risk and Expected Fixed
Income Returns." JFI 1996.
(P40) Bekaert and Harvey, "Emerging Equity Market
Volatility." JFE 1997
(P41)Erb, Harvey and Viskanta, "Demographics and
International Investment." FAJ 1997 (forthcoming)
(P42) Ferson and Harvey, "Funadmental Determinants of
National Equity Market Returns: A Perspective on Conditional Asset Pricing
Tests." JBF (forthcoming)
(P43)Erb, Harvey and Viskanta, "The Making of An
Emerging Market." EMQ 1997.
(P44)Graham and Harvey, "Grading the Performance of
Market Timing Newsletters." FAJ 1997.
(P45)Bekaert, Erb, Harvey and Viskanta, "What Matters
for Emerging Market Investment." EMQ 1997.
(P46)Bekaert, Erb, Harvey and Viskanta, ``Distributional
Characteristics of Emerging Market Returns and Asset Allocation." JPM 1998.
(P47)Beneish and Harvey, ``The Efficacy of Nonlinear
Models in the Earnings-Returns Relation of Large Firms." RQFA 1998.
(P48) Cavaglia, Dahlquist, Harvey, Rathjens,
and Wilcox, ``Emerging/Developed Market Portfolio Mixes"
(P49) Harvey, ``The Future of Investment in Emerging
(P50) Erb, Harvey and Viskanta, ``Risk in Emerging
(P51) Erb, Harvey and Viskanta, ``Contagion and Risk"
(P52) Erb, Harvey and Viskanta, ``A New Perspective on Emerging Market
(P53) Achour, Harvey, Hopkins and Lang, ``Stock Selection in
Emerging Markets: Portfolio Strategies for Malaysia, Mexico and South Africa"
(P54) Harvey and Siddique, ``Autoregressive Conditional
(P55) Achour, Harvey, Hopkins and Lang, ``Stock Selection in
(P56) Harvey and Siddique, ``Conditional
Skewness in Asset Pricing Tests"
(P57) Ferson and Harvey, ``Conditioning Variables and
the Cross-Section of Stock Returns."
(P58) Bekaert and Harvey, ``Capital Markets: An
Engine for Economic Growth."
(P59) Harvey, Lundblad and Valderrama ``Brazil in Crisis."
(P60) Lambert, Harrington, Bronson, Harvey
and Glodjo, "Efficient Online Non-Parametric Density Estimation."
(P61) Harvey, Travers and Costa,
"Forecasting emerging market returns using neural networks: A comparative study of nine emerging
(W13) Glodjo and Harvey, "Forecasting Foreign
Exchange Market Returns via Entropy Based Coding: The Framework,"
(W19) Bansal and Harvey, "Performance Evaluation in
the Presence of Dynamic Trading Strategies,"
(W18) Harvey and Kirby, "Analytic Tests of Linear
(W8) Harvey, Solnik and Zhou, "What Determines
International Asset Returns?"
(W1) Harvey, "Conditional Asset Allocation in Emerging
(W2) Harvey and Huang, "Public Information and Fixed
(W3) Harvey and Huang, "The Impact of Federal
Reserve Bank's Open Market Operations,"
(W6) Harvey, "The Specification Conditional
(W10) Harvey, "Global Risk Exposure to a
Trade-Weighted Currency Index"
(W16) Bekaert and Harvey, "The Cost of Capital in
(W31) Bekaert and Harvey, "Foreign Speculators and
Emerging Capital Markets."
(W34) Dumas, Harvey and Ruiz, "Are Common Swings
in International Stock Returns Justified by Subsequent Changes in National Outputs?"
(W35) Harvey, "The International Cost of Capital and
(W38) Bekaert, Harvey and Lumsdaine "Dating the
Integration of World Capital Markets."
(W39) Bekaert, Harvey and Lumsdaine "Structural Breaks
in Emerging Market Capital Flows"
(W40) Ferson and Harvey "Economic, Financial and Fundamental
Global Risk In and Out of the EMU"
(W43) Harvey and Roper, "The Asian Bet"
Work in Progress
(Wa) Bekaert and Harvey, "Capital Market
Integration and Economic Development."
Books, Chapters, Monographs
(C1) Ferson and Harvey, "An Exploratory Investigation of
the Fundamental Determinants of National Equity Market Returns,"
(C2) Harvey, "Portfolio Enhancement using Emerging
Markets and Conditioning Information," 1993.
(C3) Harvey, "The World Price of Covariance Risk,"
(C4) Harvey, "La Capacita Previsiva della Struttura per
Scadenza dei Tassi d'Interesse Italiani in Relazione alla Crescita Economica Reale," 1993.
(C5) Bekaert, Garcia and Harvey, "The Contribution of
Speculators to Effective Financial Markets," 1995.
(C5P) Bekaert, Garcia and Harvey, Portugese version of
(C6) Bekaert, Garcia and Harvey, "The Role of Capital
Markets in Economic Growth,"
(C6P) Bekaert, Garcia and Harvey, Portugese version of
(C7) Bekaert and Harvey, "Capital Markets: An Engine for
Economic Growth," 1995.
(C8) Harvey and Kirby, "Instrumental Variables
of Conditional Beta Pricing Models,"
(C9) Harvey, "The Risk Exposure of
(C10) Bekaert, Erb, Harvey and Viskanta, "The
Behavior of Emerging Market Returns"
(C11) Bekaert, Erb, Harvey and Viskanta, "The
Cross-Sectional Determinants of Emerging Equity Market Returns"
(C12) Erb, Harvey and Viskanta, "The Risk and
Expected Returns to African Equity Investment."
(C13) Erb, Harvey and Viskanta, "Country Risk in Global
Financial Management."AIMR, 1997
(C14) Bekaert and Harvey, ``Capital Flows and the Behavior
of Emerging Market Equity Returns,"
(C15) Harvey, Travers and Costa,
"Forecasting emerging market returns using neural networks"
(C16) Ferson and Harvey,
"The variation of economic risk premiums"
(PD1) Harvey, Commentary on "A Test of
(PD2) Harvey, Commentary on "Emerging Stock..."
(PD3) Harvey, Commentary on "Testing the..."
(POLICY1) Harvey, "Managing the Maturity..."
Executive Education Materials
(PM1) Value and Risk Management Through
(PM2) Lessons in Risk Management
(PM3) Option Valuation in Corporate Finance
(PM4) Value Creation
(PM4a) Long-term value
(PM4b) International perspective
(PM4c) Value added metrics
(PM4d) Discounted cash flow metrics
(PM4e) Value management
(PM4f) Fit and focus
(PM4g) Risk management and value
(PM4h) Financial engineering
(PM5) Active Investment in Developed and Emerging
(PM5a) Why invest internationally?
(PM5b) Foreign exchange risk
(PM5d) Emerging markets
(PM5e) Managing in bull and bear markets
(PM5f) Managing in low and high volatility
(PM5g) Portfolio strategy and the business
(PM5h) Inflation and world equity returns
(PM5i) Do world markets still serve as a
(PM5j) What about Mexico?
(PM6) Time-Varying International Correlations
(PM7) Predictable Returns in Developed and Emerging
(PM8) Return Prediction for Dynamic Trading Strategies
(PM9) Mathematics for Finance
(PM10) Emerging Markets: Opportunities and Risks
(PM11) An Introduction to Conditional Asset
(PM12) The Implications of Predictable Returns in
(PM13) Global Financial Management and
(PM14) Stock Market Predictability and
Active Asset Allocation in Emerging and Mature Markets
(PM15) Towards a Truly Global Portfolio
(PM16) Outperforming in Emerging Markets ...
(PM17) Active Asset Allocation: Does it work
(PM18) What Matters for Emerging Markets
(PM19) I. Recent Advances in Cost of Capital Measurement; II. Global Financial Management
and Shareholder Value
(PM20) An Introduction to Dynamic Global Financial Management
(PM21) Emerging Markets: Unsolved Puzzles
(PM22) Emerging Market Debt: A Global Perspective
(PM23) Cross-Sectional Prediction in Dynamic Trading
(PM24) Stock Selection in Emerging Markets
(PM25) Conditioning Variables in the Cross-Section of
(PM26) The International Cost of Capital
(PM27) Global Risk Analysis and Valuation