Local risk factors in emerging markets: Are they separately priced?-Reference-Cited by-同舟云学术

Local risk factors in emerging markets: Are they separately priced?

Published:2006-10 Issue:4-5 Volume:13 Page:444-461
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

Carrieri Francesca,Errunza Vihang,Majerbi Basma

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference26 articles.

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

2. Exchange rate fluctuations, political risk and stock returns: some evidence from an emerging market;Bailey;Journal of Financial and Quantitative Analysis,1995

3. Time varying world market integration;Bekaert;Journal of Finance,1995

4. The Pricing of Exchange Risk in Emerging Stock Markets;Carrieri;Journal of International Business Studies,2006

5. Carrieri, F., Errunza, V., Majerbi, B., in press-a. Does emerging market exchange risk affect global equity prices? Journal of Financial and Quantitative Analysis.

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Exchange risk premia and firm characteristics;Emerging Markets Review;2015-03

2. Conditional pricing of currency risk in Africa's equity markets;Emerging Markets Review;2014-12

3. Oil Risk and Asset Returns: Evidence from Emerging Markets in the Middle East;Emerging Markets Finance and Trade;2014-05

4. The Impact of Currency Risk on US MNCs: Evidence from Currency Crises;SSRN Electronic Journal;2011

5. On the estimation of the cost of equity in Latin America;Emerging Markets Review;2010-12