Volume 1: Part 1 International equities: twenty years of international equity investing, Richard O. Michaud et al; international asset pricing and portfolio diversification with time-varying risk, Giorgio De Santis and Bruno Gerard; asymmetric volatility and risk return tradeoff in foreign stock markets, Gregory Koutmos; industrial structure and the comparative behaviour of international stock market indices, Richard Roll; a model of international asset pricing with a constraint on the foreign equity ownership, Cheol S. Eun and S. Janakiramanan; arbitrage asset pricing under exchange risk, Shinsuke Ikeda; macroeconomic variables as common pervasive risk factors and the empirical content of the arbitrage pricing theory, Antonios Antiniou et al. Part 2 International diversification and portfolio management: synthetic international diversification, Philippe Jorion and Leonid Roisenberg; US-based international mutual funds - a performance evaluation, Cheol S. Eun et al; internationally diversified investment using an integrated portfolio model, Hiroshi Konno and Jing Li; on the performance of hedge funds, Bing Liang; the arbitrage pricing theory approach to strategic portfolio planning, Richard Roll and Stephen A. Ross. Part 3 Security cross listings and multinationals: risk, return and international investment by US corporations, Richard A. DeFusco et al; the effect of corporate multinationalism on shareholders' wealth - evidence from international acquisitions, John Doukas and Nickolaos G. Travlos; economic exchange rate exposure of US-based MNCs operating in Europe, Anna D. Martin et al; ADRs - a substitute for the real thing, Dennis T. Officer and J. Ronald Hoffmeister; an empirical test of the efficiency of the ADR market, Leonard Rosenthal; differences in factor structures between US multinational and domestic corporations - evidence from bilinear paradigm tests, Richard A. DeFusco et al; the impact of international listings on risk - implications for capital market integration, John S. Howe and Jeff Madura; an examination of international equity markets using American depositary receipts, Shelly E. Webb et al. Part 4 International fixed income securities: time varying risk premia in Eurocurrency rates, Gregory Koutmos; the term structure spread and future changes in long and short rates in the G7 countries - is there a puzzle?, Gikas A. Hardouvelis; inflation-indexed bonds - the dog that didn't bark, Richard W. Kopcke and Ralph C. Kimball; international interest rate convergence - a survey of the issues and evidence, Charles Piggott; the term structure of Euro interest rates and rational expectations, Peter Kugler. Part 5 Foreign exchange markets: the foreign exchange risk premium - is it real?, Craig S. Hakkio and Anne Sibert; the world price of foreign exchange risk, Bernard Dumas and Bruno Solnik; currency boards - once and future monetary regimes?, Richard W. Kopcke; realignments of target zone exchange rate systems - what do we know?, Ch
