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An intertemporal international asset pricing model : theory and empirical evidence

Chang, Jow-ran; Errunza, Vihang R.; Hogan, Kedreth C.; … - In: European financial management : the journal of the … 11 (2005) 2, pp. 173-194

Persistent link: https://www.econbiz.de/10003061712

Does emerging market exchange risk affect global equity prices?

Carrieri, Francesca; Errunza, Vihang R.; Majerbi, Basma - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 3, pp. 511-540

Persistent link: https://www.econbiz.de/10003374646

International asset pricing under segmentation and PPP deviations

Chaieb, Ines; Errunza, Vihang R. - In: Journal of financial economics 86 (2007) 2, pp. 543-578

Persistent link: https://www.econbiz.de/10003569360

Do emerging markets provide currency diversification benefits?

Chaieb, Ines; Errunza, Vihang R.; Majerbi, Basma - In: International journal of banking, accounting and finance 5 (2013/14) 1/2, pp. 102-120

Persistent link: https://www.econbiz.de/10010359126

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

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

Carrieri, Francesca; Errunza, Vihang R.; Majerbi, Basma - In: Journal of empirical finance 13 (2006) 4/5, pp. 444-461

Persistent link: https://www.econbiz.de/10003370856