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Do emerging markets provide currency diversification benefits?

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Emerging markets : some new concepts

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Correlation dynamics and international diversification benefits

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Correlation dynamics and international diversification benefits

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Can the gains from international diversification be achieved without trading abroad?

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Is liquidity risk priced in partially segmented markets?

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Is liquidity risk priced in partially segmented markets?

Chaieb, Ines; Errunza, Vihang R.; Langlois, Hugues - 2018

Persistent link: https://www.econbiz.de/10011876101

Do Emerging Markets Provide Currency Diversification Benefits?

Chaieb, Ines - 2013

We examine the role of emerging markets in providing currency diversification benefits. We use global sectoral portfolios for developed and emerging markets. Our empirical tests based on a conditional international asset pricing model show that on average the prices of currency risks are very...

Persistent link: https://www.econbiz.de/10013073145