Publications by K. Geert Rouwenhorst

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Long-term commodity prices and inflation
G. Rouwenhorst
2013
Long-term global market correlations
W. N. Goetzmann, L. Li and G. Rouwenhorst
Journal of Business
2005
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Pairs trading: Performance of a relative-value arbitrage rule
E. Gatev, W. N. Goetzmann and G. Rouwenhorst
Review of Financial Studies
2006
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Solving the stochastic growth model by a discrete-state-space, Euler-equation approach
M. Baxter, M. J. Crucini and G. Rouwenhorst
Journal of Business & Economic Statistics
1990
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The fundamentals of commodity futures returns
G. B. Gorton, F. Hayashi and G. Rouwenhorst
Review of Finance
2013
The History of Financial Innovation
G. Rouwenhorst & W. Goetzmann
Carbon Finance, Environmental Market Solutions to Climate Change
2008
The origins of mutual funds
G. Rouwenhorst
Origins of Value: The financial innovations that created modern capital markets
2004
The Role of Beta and Size in the Cross-Section of European Stock Returns
S. L. Heston, G. Rouwenhorst and R. E. Wessels
European Financial Management
1999
The structure of international stock returns and the integration of capital markets
S. L. Heston, G. Rouwenhorst and R. E. Wessels
Journal of Empirical Finance
1995
Time to build and aggregate fluctuations: A reconsideration
G. Rouwenhorst
Journal of Monetary Economics
1991

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