Bruno Gerard

Norwegian School of Management (BI) - Department of Financial Economics

N-0442 Oslo

Norway

SCHOLARLY PAPERS

13

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CITATIONS
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Scholarly Papers (13)

1.

International Portfolio Diversification: Currency, Industry and Country Effects Revisited

EFA 2002 Berlin
Number of pages: 44 Posted: 31 Mar 2002 Last Revised: 07 Jan 2010
Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School, INSEAD - Finance and Norwegian School of Management (BI) - Department of Financial Economics
Downloads 1,589 (7,493)
Citation 17

Abstract:

International financial markets, currency risk, mean-variance efficiency, conditioning information

2.

Emerging Equity Market Comovements: Trends and Macro-Economic Fundamentals

Forthcoming in the Review of Finance
Number of pages: 57 Posted: 15 Mar 2006 Last Revised: 11 Jul 2014
Esther Eiling and Bruno Gerard
University of Amsterdam - Amsterdam Business School and Norwegian School of Management (BI) - Department of Financial Economics
Downloads 658 (29,878)

Abstract:

time-varying correlation, market integration, emerging markets, trends, macro-economic channels

3.

Euro-Zone Equity Returns: Country Versus Industry Effects

EFA 2004 Maastricht Meetings Paper No. 3454, AFA 2006 Boston Meetings Paper
Number of pages: 46 Posted: 08 Nov 2005 Last Revised: 07 Jan 2010
Esther Eiling, Bruno Gerard and Frans de Roon
University of Amsterdam - Amsterdam Business School, Norwegian School of Management (BI) - Department of Financial Economics and Tilburg University - Department of Finance
Downloads 655 (30,099)
Citation 1

Abstract:

International financial markets, style analysis, EMU, currency risk, financial market integration

4.

Measuring Comovements by Regression Quantiles

ECB Working Paper No. 501
Number of pages: 50 Posted: 28 Jul 2005
European Central Bank (ECB), European Central Bank (ECB) and Norwegian School of Management (BI) - Department of Financial Economics
Downloads 542 (37,800)
Citation 9

Abstract:

codependence, semi-parametric, conditional quantiles

5.

Financial Integration, International Portfolio Choice and the European Monetary Union

ECB Working Paper No. 626, EFA 2006 Zurich Meetings
Number of pages: 52 Posted: 16 Mar 2006
Roberto A. De Santis and Bruno Gerard
European Central Bank (ECB) - Directorate General Economics and Norwegian School of Management (BI) - Department of Financial Economics
Downloads 334 (61,608)
Citation 24

Abstract:

Home bias, risk diversification, international portfolio weights, EMU

6.

Financial Integration of New EU Member States

ECB Working Paper No. 683
Number of pages: 74 Posted: 09 Nov 2006
European Central Bank (ECB), European Central Bank (ECB), Norwegian School of Management (BI) - Department of Financial Economics and European Central Bank (ECB)
Downloads 308 (73,083)
Citation 8

Abstract:

Integration, new EU member states, regression quantile

7.

Currency Risk Hedging: No Free Lunch

Number of pages: 55 Posted: 16 Feb 2009 Last Revised: 29 Oct 2012
Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School, Norwegian School of Management (BI) - Department of Financial Economics and INSEAD - Finance
Downloads 299 (81,534)

Abstract:

Currency risk, Currency risk hedging

8.

Investment Irreversibility, Real Activity and the Value Premium

EFA 2005 Moscow Meetings Paper
Number of pages: 30 Posted: 20 Jul 2005
Ilan Cooper, Guojun Wu and Bruno Gerard
BI Norwegian Business School, University of Houston and Norwegian School of Management (BI) - Department of Financial Economics
Downloads 294 (79,715)
Citation 2

Abstract:

Irreversible investment, capacity utilization, value premium

9.

Conditional Asset Allocation, Hedging and Intertemporal Asset Pricing

Number of pages: 34 Posted: 22 Mar 2002
Guojun Wu and Bruno Gerard
University of Houston and Norwegian School of Management (BI) - Department of Financial Economics
Downloads 289 (82,789)
Citation 1

Abstract:

Asset Pricing, GARCH, Portfolio Choice

10.

How Important is Intertemporal Risk for Asset Allocation?

EFA 2003 Annual Conference Paper No. 220
Number of pages: 48 Posted: 23 Jul 2003
Guojun Wu and Bruno Gerard
University of Houston and Norwegian School of Management (BI) - Department of Financial Economics
Downloads 248 (98,747)
Citation 6

Abstract:

11.

International Diversification in the Euro-Zone: The Increasing Riskiness of Industry Portfolios - Appendix Containing Auxiliary Results

Number of pages: 41 Posted: 13 Sep 2005
Frans de Roon, Esther Eiling and Bruno Gerard
Tilburg University - Department of Finance, University of Amsterdam - Amsterdam Business School and Norwegian School of Management (BI) - Department of Financial Economics
Downloads 119 (179,045)
Citation 2

Abstract:

International Financial Markets, Mean-variance Efficiency, Style analysis, EMU

12.

Investment Irreversibility, Real Activity and Asset Return Dynamics

Posted: 19 Jun 2013
BI Norwegian Business School, Norwegian School of Management (BI) - Department of Financial Economics, City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Houston

Abstract:

Real Investment, Capital Utilization, Expected Returns

13.

International Asset Pricing and Portfolio Diversification with Time-Varying Risk

Journal of Finance, Vol. 52, No. 4, December 1997
Posted: 06 Mar 1998
Giorgio De Santis and Bruno Gerard
Goldman Sachs Group, Inc. - Quantitative Strategy Group and Norwegian School of Management (BI) - Department of Financial Economics

Abstract: