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Dahlquist Magnus

Обновлено: 09-12-2010
Образование PhD [Institute for International Economic Studies, Stockholm University, 1995]
Место работы Stockholm Institute for Financial Research (SIFR) / Senior Research Fellow

Профессиональные интересы:
  • asset pricing,
  • international finance,
  • risk and return in global equity markets,
  • the behavior and determination of exchange rates and interest rates,
  • performance evaluation and practical problems related to portfolio selection.

Последние публикации:
  • The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies (with Ravi Bansal), Journal of International Economics 51 (2000), 115-144. [Winner of the Chicago Board of Trade Award for Best Paper on Futures or Options on Futures at the 1999 Western Finance Association Meetings.]
  • Regime-Switching and Interest Rates in the European Monetary System (with Stephen Gray), Journal of International Economics 50 (2000), 399-419.
  • Direct Foreign Ownership, Institutional Investors, and Firm Characteristics (with GЖran Robertsson), Journal of Financial Economics 59 (2001), 413- 440.
  • A Note on Foreigners' Trading and Price Effects Across Firms (with GЖran Robertsson), forthcoming in Journal of Banking and Finance.
  • Corporate Governance and the Home Bias (with Lee Pinkowitz, RenИ M. Stulz, and Rohan Williamson), forthcoming in Journal of Financial and Quantitative Analysis.
  • Expropriation Risk and Return in Global Equity Markets (with Ravi Bansal), Working Paper (2002).
  • An Evaluation of International Asset Pricing Models (with Torbjörn Sällström), Working Paper (2002).
  • The Forward Premium Puzzle in a Model with Traded and Non-Traded Goods (with Ravi Bansal and John Coleman), Working Paper (2002).

Домашняя страница http://www.sifr.org/
E-mail magnus.dahlquist@sifr.org
Телефон 8-503 206 39
Факс 8-503 206 40
Адрес Stockholm Institute for Financial Research
Saltmätargatan 19A
SE-113 59 Stockholm

Ключевые слова

См. также:
James A. Larson, Edward E. Jaenicke, Roland K. Roberts, Donald D. Tyler
Journal of Agricultural and Applied Economics. 2001.  Vol. 33. No. 3.
Olaf Hübler, Lukas Menkhoff, Chodechai Suwanaporn
Diskussionspapiere des Fachbereichs Wirtschaftswissenschaften, Universität Hannover. 2007.  No. 364.
António Baldaque da Silva
[Учебная программа]
Jeffrey A. Frankel, Sergio L. Schmukler, Luis Serven
Neil Wallace
Federal Reserve Bank of Minneapolis Quarterly Review. 1988.  Vol. 12. No. 4.
Athanasios Geromichalos, Juan Manuel Licari, José Suárez-Lledó
Review of Economic Dynamics. 2007.  Vol. 10. No. 4. P. 761-779.