Chapter 1 MACROECONOMIC UNCER TAINTY AND THE RISK PREMIUM IN THE FOREIGN EXCHANGE MARKET 1
Chapter 2 COMMON RETURN AND VOLATILITY MOVEMENTS IN FORWARD FOREIGN EXCHANGE MARKETS: AMULTIVARIATE DYNAMIC FACTOR PRICING MODEL 46
Chapter 3 INVESTMENT AND FINAN CING CONSTRAINTS: ASWITCHING REGRESSION APPROACH USING US FIRM PANEL DATA 90
Chapter 4 THE VARIABILITY OF INFLATION AND REAL STOCK RETURNS 170
CKNOWLEDGMENTS 205