Bruno Solnik
Œuvres (19)
Arbitrage et évaluation internationale des actifs financiers
Arbitrage et évaluation internationale des actifs financiers
1987
International market correlation and volatility
International market correlation and volatility
1996
On the term structure of default premia in the swap and libor markets
On the term structure of default premia in the swap and libor markets
1998
La Programmation linéaire
La Programmation linéaire
1969
The unconditional performance of international asset allocation strategies using conditioning information
The unconditional performance of international asset allocation strategies using conditioning information
1992
International asset allocation
International asset allocation
1992
The performance of international asset allocation strategies using conditioning information
The performance of international asset allocation strategies using conditioning information
1994
Predictability of foreign asset returns
Predictability of foreign asset returns
1990
What determines expected international asset returns ?
What determines expected international asset returns ?
1994
Structure internationale des taux d'intérêt à moyen et long terme
Structure internationale des taux d'intérêt à moyen et long terme
1975
Utilisation des taux de change à terme comme prédicteurs du taux de change futur
Utilisation des taux de change à terme comme prédicteurs du taux de change futur
1975
Les Avantages de la diversification nationale et internationale
Les Avantages de la diversification nationale et internationale
1973
The distribution of daily stock returns and settlement procedures
The distribution of daily stock returns and settlement procedures
1990
Swap pricing and default risk
Swap pricing and default risk
1990
Pacific basin stock markets and international diversification
Pacific basin stock markets and international diversification
1990
La Valeur des entreprises multinationales
La Valeur des entreprises multinationales
1976
The world price of exchange rate risk
The world price of exchange rate risk
1992
Optimal currency hedge ratios and interest rate risk
Optimal currency hedge ratios and interest rate risk
1992
Conditional correlation in international equity returns
Conditional correlation in international equity returns
1992