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Financial integration and currency risk premium in CEECs: Evidence from the ICAPM

  • Published:2011-12 Issue:4 Volume:12 Page:460-484
  • ISSN:1566-0141
  • Container-title:Emerging Markets Review
  • language:en
  • Short-container-title:Emerging Markets Review

Author:

Boubakri Salem,Guillaumin Cyriac

Publisher

Elsevier BV

Subject

Economics and Econometrics,Business and International Management

Reference85 articles.

1. International portfolio selection and corporation finance: a synthesis;Adler;Journal of Finance,1983

2. Mexico's integration into the North American capital market;Adler;Emerging Economic Review,2003

3. Macroeconomic fluctuations in developing countries: some stylized facts;Agénor;The World Bank Economic Review,2000

4. Les PECO devant la tentation de l'euro;Aglietta;Economie Internationale,2003

5. International asset allocation with time-varying correlations;Ang,1999

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