Recent Publications
Ng, David Tat-Chee. 2002. The international CAPM when expected returns are time-varying. forthcoming, Journal of International Money and Finance.

Bhojraj, Sanjeev, Charles M.C. Lee, and David Tat-Chee Ng, 2002. Who in the world is my peer? Selecting Comparable Firms Across National Borders, mimeo, Cornell University.

Lee, Charles, M.C., David Tat-Chee Ng, and Bhaskaran Swaminathan. 2002. International Cost of Capital, mimeo, Cornell University.

Lee, Charles, M. C., and David Tat-Chee Ng. 2002. Corruption and international valuation: Does virtue pay? Mimeo, Cornell University.

Ciocchini, Francisco, Erik Durbin and David Tat-Chee Ng. 2002. Does Corruption Increase Emerging Market Bond Spreads? forthcoming, Journal of Economics and Business.

Durbin, Erik and David Tat-Chee Ng. 2001. The Soverign Ceiling and Emerging Market Corporate Bond Spreads; under second-round review, Journal of International Money and Finance. (previously circulated as Uncovering country risk in emerging market corporate bonds, International Finance Discussion Papers, no. 639, Federal Reserve Board.)

Hodrick, Robert, David Tat-Chee Ng, and Paul Sengmueller. 2000. An international dynamic asset pricing model. International Tax and Public Finance 6 no. 4 (November): 597-620.