. “Exchange Rates and Foreign Direct Investment: An Imperfect Capital Markets Approach.” Quarterly Journal of Economics 106, no. 4 (1991): 1191–1217.
Revised from NBER Working Paper No. 2914, March 1989.
Equities
“New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates.” Journal of Finance 44, no. 2 (1989): 283–305.
Revised from NBER Working Paper No. 2363, March 1990. Reprinted in Behavioral Finance, edited by H. Shefrin, part of the International Library of Critical Writings in Financial Economics, edited by R. Roll. London: Edward Elgar Publishing, 2000.
“Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data.” Journal of Financial and Quantitative Analysis 24, no. 3 (1989): 333–355.
Revised from NBER Technical Working Paper No. 62.