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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.


Публикации:
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
Sweden

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См. также:
Franklin Allen, Gary Gorton
Review of Economic Studies. 1993.  Vol. 60. No. 4. P. 813-836. 
[Статья]
Stephen W. Salant, Dale W. Henderson
[Статья]
Lawrence R. Glosten, Ravi Jaganathan, David E. Runkle
Journal of Finance. 1993.  Vol. 48. No. 5. P. 1779-1801. 
[Статья]
Lubos Pastor, Robert F. Stambaugh
Journal of Financial Economics. 2002.  Vol. 63. No. 3. P. 351-380. 
[Статья]
Carmen M. Reinhart, Vincent R. Reinhart
[Книга]
Robert C. Merton
Journal of Financial Economics. 1980.  Vol. 8. No. 4. P. 323-361. 
[Статья]