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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

Pricing of national index funds

Errunza, Vihang R. - In: Review of quantitative finance and accounting 1 (1991) 1, pp. 91-100

Persistent link: https://www.econbiz.de/10001102481

Correlation dynamics and international diversification benefits

Christoffersen, Peter F.; Errunza, Vihang R.; Jacobs, Kris - In: International journal of forecasting 30 (2014) 3, pp. 807-824

Persistent link: https://www.econbiz.de/10010516049

The impact of investability on asset valuation

Errunza, Vihang R.; Ta, Hai - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 5, pp. 1135-1163

Persistent link: https://www.econbiz.de/10011431154

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

Privatization under incomplete information and bankruptcy risk

Banerji, Sanjay; Errunza, Vihang R. - In: Journal of banking & finance 29 (2005) 3, pp. 735-757

Persistent link: https://www.econbiz.de/10002517009

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

Privatization: a theoretical framework

Errunza, Vihang R.; Mazumdar, Sumon C. - In: Journal of international financial markets, … 11 (2001) 3/4, pp. 339-362

Persistent link: https://www.econbiz.de/10001617239

Market segmentation and noise trader risk

Errunza, Vihang R.; Hogan, Kedreth C.; Hung, Mao-Wei - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 85-100

Persistent link: https://www.econbiz.de/10001488355

The pricing of country funds from emerging markets : theory and evidence

Errunza, Vihang R. - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 111-143

Persistent link: https://www.econbiz.de/10001236672