Bruno Gérard

International Asset Pricing and Portfolio Diversification with Time‐Varying Risk

Giorgio De Santis, Bruno Gérard · The Journal of Finance · 1997 · 758 citations

Business, Economics, Finance +17

How big is the premium for currency risk?1We thank Geert Bekaert, Tim Bollerslev, Peter Bossaerts, Mark Carhart, John Cochrane, Magnus Dahlquist, Wayne Ferson, Linda Goldberg, Campbell Harvey, Pierre Hillion, Robert Hodrick (the referee), Olivier Ledoit, John Matsusaka, Hans Mikkelsen, Angel Serrat and Ivo Welch, as well as workshop participants at INSEAD, University of California at Los Angeles, University of Southern California, University of Rochester, Southern Methodist University, University of California – Irvine, Koc University and participants at the 1996 UBC Global Investment Conference (Whistler, BC), 1996 Western Finance Association meetings (Sunriver, OR), 1996 European Finance Association meetings (Oslo, Norway), 1996 NBER Asset Pricing meeting (Evanston, IL), and the 1997 Econometric Society winter meetings (New Orleans, LA) for their comments. The paper was written while the second author was visiting the Anderson School at UCLA. Both authors acknowledge the financial support of a CIBEAR grant.1

Giorgio De Santis, Bruno Gérard · Journal of Financial Economics · 1998 · 493 citations

Business, Economics, Finance +16

International Asset Pricing and Portfolio Diversification with Time-Varying Risk

Giorgio De Santis, Bruno Gérard · The Journal of Finance · 1997 · 252 citations

Business, Finance, Risk Management +16

Trading and Manipulation Around Seasoned Equity Offerings

Bruno Gérard, Vikram K. Nanda · The Journal of Finance · 1993 · 178 citations

Business, Finance, Corporate Finance +11

Are the East Asian markets integrated? Evidence from the ICAPM

Bruno Gérard, Kessara Thanyalakpark, Jonathan A. Batten · Journal of Economics and Business · 2003 · 111 citations

Social Sciences, Business Economics, Economics +11