| Factors and risk premia in individual international stock returns | |  | | 2020 | 79 | 437 |
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| Exchange risk and market integration | Swiss Finance Institute Research Series | | | 2014 | 858 | 741 |
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| Integration of sovereign bonds markets: time variation and maturity effects | Swiss Finance Institute Research Paper Series | | | 2014 | 845 | 810 |
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| Do Implicit Barriers Matter for Globalization? | The Review of financial studies | | | 2013 | 545 | 1,128 |
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| Do Emerging Markets Provide Currency Diversification Benefits? | International journal of banking, accounting and finance |  | | 2013 | 687 | 2 |
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| The unconditional and conditional exchange rate exposure of U.S. firms | Journal of International Money and Finance | | | 2013 | 560 | 3 |
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| Foreign exchange exposure of U.S. firms and macroeconomic conditions: is there a link? | | | | 2009 | 773 | 274 |
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| Is currency factor important for global portfolios? | | | | 2009 | 531 | 1,151 |
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| On the pricing of investable securities and the role of implicit barriers | | | | 2008 | 812 | 1,392 |
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| International asset pricing under segmentation and PPP deviations | Journal of financial economics | | | 2007 | 589 | 3 |
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| Are the investable indices priced globally or locally? | | | | 2007 | 715 | 239 |
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| Is exchange risk priced beyond intertemporal risk? | | | | 2005 | 762 | 360 |
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