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Published Papers

(P1) Harvey, "The Real Term Structure and Consumption Growth," JFE 1988.
(P2) Harvey, "Forecasting Economic Growth with the Bond and Stock Markets," FAJ 1989.
(P3) Harvey, "Time-Varying Conditional Covariances in Tests of Asset Pricing Models," JFE 1989.
(P4) Harvey and Zhou, "Bayesian Inference in Asset Pricing Tests," JFE 1990.
(P5) Ferson and Harvey, "The Variation of Economic Risk Premiums," JPE 1991
(P6) Harvey, "The Term Structure and World Economic Growth" JFI 1991.
(P7) Ferson and Harvey, "Sources of Predictability in Portfolio Returns," FAJ 1991.
(P8) Harvey, "Les Taux d'Interet et la Croissance Economique en France," Analyse Financiere 1991.
(P9) Harvey and Whaley, "S&P 100 Index Option Volatility" JF 1991.
(P10) Harvey, "The World Price of Covariance Risk" JF 1991.
(P11) Harvey and Huang, "Volatility in the Foreign Currency Futures Market," RFS 1991.
(P12) Harvey, "Interest Rate Based Forecasts of German Economic Growth," Welt. Archiv 1991.
(P13) Harvey and Whaley, "Dividends and S&P 100 Valuation," JFM 1992.
(P14) Harvey and Huang, "Information and Volatility in the FX Market," FPM 1992.
(P15) Ferson and Harvey, "Seasonality and Consumption-Based Asset Pricing," JF 1992.
(P16) Harvey and Whaley, "Market Volatility Prediction and the Efficiency of the S&P 100 Index Option Market," JFE 1992.
(P17) Ferson and Harvey, "Explaining the Predictability in Asset Returns," RF 1993.
(P18) Harvey, "The Term Structure Forecasts Economic Growth," FAJ 1993.
(P19) Ferson and Harvey, "Seasonality and Heteroskedasticity in Consumption-Based Asset Pricing: An Analysis of Linear Models," RF 1993.
(P20) Harvey and Zhou, "International Asset Pricing with Alternative Distributional Specifications," JEF 1993.
(P21) Ferson and Harvey, "The Risk and Predictability of International Equity Returns," RFS 1993.
(P22) Harvey, "Strategic Treasury Debt Management in Public Policy," PSR 1993.
(P23) Erb, Harvey and Viskanta, "National Risk and Global Fixed Income Allocation," JFI 1994.
(P24) Ferson and Harvey, "Sources of Risk and Expected Returns in Global Equity Markets," JBF 1994.
(P25) Harvey, "Economic Activity Measures in Nonlinear Asset Pricing," AFE 1995.
(P26) Erb, Harvey and Viskanta, "Country Credit Risk and Global Portfolio Selection," JPM 1995.
(P27) Erb, Harvey and Viskanta, "Forecasting International Equity Correlations," FAJ 1994.
(P28) Erb, Harvey and Viskanta, "Do World Markets Still Serve as a Hedge?," JI 1995.
(P29) Harvey, "The Cross-Section of Volatility and Autocorrelation in Emerging Markets," FPM 1995.
(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 1995.
(P32) Harvey, "Predictable Risk and Returns in Emerging Markets," RFS 1995.
(P33) Bekaert and Harvey, "Time-Varying World Market Integration," JF 1995.
(P34) Erb, Harvey and Viskanta, "Inflation and World Equity Selection," FAJ 1995.
(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," JPM 1996.
(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 Markets"
(P50) Erb, Harvey and Viskanta, ``Risk in Emerging Markets"
(P51) Erb, Harvey and Viskanta, ``Contagion and Risk"
(P52) Erb, Harvey and Viskanta, ``A New Perspective on Emerging Market Bonds"
(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 Skewness"
(P55) Achour, Harvey, Hopkins and Lang, ``Stock Selection in Malaysia"
(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 markets"

Working Papers

(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 Factor Models,"
(W8) Harvey, Solnik and Zhou, "What Determines Expected International Asset Returns?"
(W1) Harvey, "Conditional Asset Allocation in Emerging Markets,"
(W2) Harvey and Huang, "Public Information and Fixed Income Volatility,"
(W3) Harvey and Huang, "The Impact of Federal Reserve Bank's Open Market Operations,"
(W6) Harvey, "The Specification Conditional Expectations,"
(W10) Harvey, "Global Risk Exposure to a Trade-Weighted Currency Index"
(W16) Bekaert and Harvey, "The Cost of Capital in Emerging Markets."
(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 Risk Calculator."
(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," 1993.
(C2) Harvey, "Portfolio Enhancement using Emerging Markets and Conditioning Information," 1993.
(C3) Harvey, "The World Price of Covariance Risk," 1993.
(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 C5.
(C6) Bekaert, Garcia and Harvey, "The Role of Capital Markets in Economic Growth," 1995.
(C6P) Bekaert, Garcia and Harvey, Portugese version of C6.
(C7) Bekaert and Harvey, "Capital Markets: An Engine for Economic Growth," 1995.
(C8) Harvey and Kirby, "Instrumental Variables Estimation of Conditional Beta Pricing Models," 1996.
(C9) Harvey, "The Risk Exposure of Emerging Markets"
(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"

Published Discussions

(PD1) Harvey, Commentary on "A Test of International..." 1994.
(PD2) Harvey, Commentary on "Emerging Stock..." 1994.
(PD3) Harvey, Commentary on "Testing the..." 1988.


(POLICY1) Harvey, "Managing the Maturity..." 1993.

Executive Education Materials

(PM1) Value and Risk Management Through Derivatives
(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 Markets
(PM5a) Why invest internationally?
(PM5b) Foreign exchange risk
(PM5c) Predictability
(PM5d) Emerging markets
(PM5e) Managing in bull and bear markets
(PM5f) Managing in low and high volatility markets
(PM5g) Portfolio strategy and the business cycle
(PM5h) Inflation and world equity returns
(PM5i) Do world markets still serve as a hedge?
(PM5j) What about Mexico?
(PM6) Time-Varying International Correlations
(PM7) Predictable Returns in Developed and Emerging Markets
(PM8) Return Prediction for Dynamic Trading Strategies
(PM9) Mathematics for Finance
(PM10) Emerging Markets: Opportunities and Risks
(PM11) An Introduction to Conditional Asset Allocation
(PM12) The Implications of Predictable Returns in Asset Markets
(PM13) Global Financial Management and Country Risk
(PM14) Stock Market Predictability and Active Asset Allocation in Emerging and Mature Markets
(PM15) Towards a Truly Global Portfolio Strategy...
(PM16) Outperforming in Emerging Markets ...
(PM17) Active Asset Allocation: Does it work
(PM18) What Matters for Emerging Markets Investments
(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 Strategies
(PM24) Stock Selection in Emerging Markets
(PM25) Conditioning Variables in the Cross-Section of Expected Returns
(PM26) The International Cost of Capital
(PM27) Global Risk Analysis and Valuation