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Macroeconomic determinants of European stock market volatility

Errunza, Vihang R. - In: European financial management : the journal of the … 4 (1998) 3, pp. 361-377

Persistent link: https://www.econbiz.de/10001251079

The dynamics of geographic versus sectoral diversification : is there a link to the real economy?

Carrieri, Francesca (contributor); … - 2006 - This version: March 2006

Persistent link: https://www.econbiz.de/10003732649

The dynamics of geographic versus sectoral diversification : is there a link to the real economy?

Carrieri, Francesca; Errunza, Vihang R.; Sarkissian, Sergei - In: The quarterly journal of finance 2 (2012) 4, pp. 1901-1941

Persistent link: https://www.econbiz.de/10009757619

Exchange risk and market integration

Chaieb, Ines; Errunza, Vihang R. - 2014

Market integration and currency risk are two main factors that distinguish international investment and financing decisions. Hence, we investigate the impact of currency factor on the dynamics of market integration. We compare integration indices estimated from conditional international asset...

Persistent link: https://www.econbiz.de/10010337959

Market segmentation and the cost of capital in international equity markets

Errunza, Vihang R.; Miller, Darius P. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 4, pp. 577-600

Persistent link: https://www.econbiz.de/10001540814

Loss aversion and the term structure of interest rates

Hung, Mao-Wei; Wang, Jr-yan - In: Applied economics 43 (2011) 28/30, pp. 4623-4640

Persistent link: https://www.econbiz.de/10009388069

The world price of exchange risk in the Pacific Basin equity markets

Chou, Peter Shyan-rong; Jan, Yin-ching; Hung, Mao-Wei - In: Applied financial economics 12 (2002) 5, pp. 361-370

Persistent link: https://www.econbiz.de/10001688812

Long memory in currency futures volatility

Chung, Ching-fan; Hung, Mao-Wei; Liu, Yu-hong - In: Research in finance 20 (2003), pp. 139-158

Persistent link: https://www.econbiz.de/10001903435

An international asset pricing model with time-varying hedging risk

Chang, Jow-ran; Hung, Mao-Wei - In: Review of quantitative finance and accounting 15 (2000) 3, pp. 235-257

Persistent link: https://www.econbiz.de/10001537840

Pacific Basin stock markets and international capital asset pricing

Jan, Yin-Ching; Chou, Peter Shyan-rong; Hung, Mao-Wei - In: Global finance journal 11 (2000) 1/2, pp. 1-16

Persistent link: https://www.econbiz.de/10001545834