Saleem, Kashif; Vaihekoski, Mika - In: International Review of Economics & Finance 19 (2010) 4, pp. 686-697
In this paper we study international asset pricing models and the pricing of global and local market risks as well as currency risk in the Russian stock market from an international investors' point of view using weekly data from 1999 to 2009. In our empirical specification, we utilize the...