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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

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

Characterizing world market integration through time

Carrieri, Francesca; Errunza, Vihang R.; Hogan, Kedreth C. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 915-940

Persistent link: https://www.econbiz.de/10003586826

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

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

Is the potential for international diversification disappearing? : a dynamic copula approach

Christoffersen, Peter F.; Errunza, Vihang R.; Jacobs, Kris - In: The review of financial studies 25 (2012) 12, pp. 3611-3751

Persistent link: https://www.econbiz.de/10009714147

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

Growth and debt in LDCs

Errunza, Vihang R. - In: Journal of multinational financial management 1 (1991) 1, pp. 73-105

Persistent link: https://www.econbiz.de/10001101009

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

Tests of integration, mild segmentation and segmentation hypotheses

Errunza, Vihang R. - In: Journal of banking & finance 16 (1992) 5, pp. 949-972

Persistent link: https://www.econbiz.de/10001130584