Details about Gregory H. Bauer

Access statistics for papers by Gregory H. Bauer.

Last updated 2007-07-18. Update your information in the RePEc Author Service.

Short-id: pba468

Working Papers

2007

1. Multivariate Realized Stock Market Volatility
   
   Working Papers, Bank of Canada View citations

2006

2. The monetary origins of asymmetric information in international equity markets
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
   Also in
   Working Papers, Bank of Canada (2004) View citations

2005

3. International Equity Flows and Returns: A Quantitative Equilibrium Approach
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in
   International Finance, EconWPA (2004) View citations
   Working Paper Series, European Central Bank (2004) View citations
   International Finance, EconWPA (2005) View citations
   Working Papers, Bank of Canada (2004) View citations
   See Also Journal Article in Review of Economic Studies (2007)

2004

4. Characterizing Asymmetric Information in International Equity Markets
   International Finance, EconWPA View citations

Journal Articles

2007

1. International Equity Flows and Returns: A Quantitative Equilibrium Approach
   Review of Economic Studies, 2007, 74, (1), 1-30 View citations
   See Also Working Paper (2005)

2006

2. A Summary of the Bank of Canada Conference on Fixed-Income Markets, 3-4 May 2006
   Bank of Canada Review, 2006-2007, 2006-2007, (Winter), 27-36