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International Portfolio Choice and the Effect of Information Costs

Bellalah, Makram; Bellalah, Mondher - Université Paris-Dauphine (Paris IX) - 2001

This paper presents a model of international asset pricing in the presence of shadow costs of incomplete information. The model shows that the exchange rate risk is priced in an international setting. The home bias equity is explained by the shadow costs of incomplete information. These costs...

Persistent link: https://www.econbiz.de/10010707687

The effect of incomplete information on the cost of capital in internationally integrated market

Bellalah, Mondher; Bellalah, Makram - In: Finance India : the quarterly journal of Indian … 16 (2002) 1, pp. 229-235

Persistent link: https://www.econbiz.de/10001674463

International portfolio choice and the effect of information costs

Bellalah, Mondher; Bellalah, Makram - In: International financial systems and stock volatility : …, (pp. 351-366). 2002

Persistent link: https://www.econbiz.de/10001783010

Portfolio valuation in the presence of market frictions

Bellalah, Makram; Bellalah, Mondher; Pariente, Georges; … - In: International journal of business 14 (2009) 2, pp. 137-150

Persistent link: https://www.econbiz.de/10003852986

Modeling transmissions of volatility shocks : application to CDS spreads during the euro area sovereign crisis

Bellalah, Makram; Bellalah, Mondher; Boussada, Haifa - In: International journal of business 21 (2016) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10011457828

The effect of incomplete information on the cost of capital in internationally integrated market

Bellalah, Mondher; Bellalah, Makram - In: Finance India : the quarterly journal of Indian … 16 (2002) 1, pp. 229-235

Persistent link: https://www.econbiz.de/10009920471