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On risk and return in MENA capital markets
Girard, Eric; Omran, Mohamed; Zaher, Tarek S. - In: International journal of business 8 (2003) 3, pp. 285-313
Persistent link: https://www.econbiz.de/10001787595
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On market price of risk in Asian capital markets around the Asian flu
Girard, Eric; Rahman, Hamid; Zaher, Tarek S. - In: International review of financial analysis 12 (2003) 3, pp. 241-265
Persistent link: https://www.econbiz.de/10001782442
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Consequences of the Asian financial crisis on global allocation strategies : evidence from the Asian block
Girard, Eric; Rahman, Hamid; Zaher, Tarek S. - In: International financial systems and stock volatility : …, (pp. 121-149). 2002
Persistent link: https://www.econbiz.de/10001782994
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On Risk and Return in MENA Capital Markets
Girard, Eric - 2003
This paper investigates relationships between market risk premium, time-varying variance and time-varying covariance in eleven Middle Eastern and North African (MENA) markets and eight developed markets from 1990 to 2001. Following Pettengill, Sundaram and Mathur (1995), we argue that the...
Persistent link: https://www.econbiz.de/10012739618