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Foreign portfolio equity investments, financial liberalization, and economic development

Errunza, Vihang R. - In: Review of international economics 9 (2001) 4, pp. 703-726

Persistent link: https://www.econbiz.de/10001624988

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

Property rights protection, corporate transparency, and growth

Durnev, Art; Errunza, Vihang R.; Molchanov, Alexander - In: Journal of international business studies : JIBS ; an … 40 (2009) 9, pp. 1533-1562

Persistent link: https://www.econbiz.de/10003918891

Do implicit barriers matter for globalization?

Carrieri, Francesca; Chaieb, Ines; Errunza, Vihang R. - 2010

Market liberalization may not result in global pricing or full market integration if implicit barriersare important. We test this proposition for 22 emerging markets using the conditional version ofErrunza and Losq (1985) model. We estimate and compare the degree of integration for stocksthat...

Persistent link: https://www.econbiz.de/10008798297

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

Correlation dynamics and international diversification benefits

Christoffersen, Peter F.; Errunza, Vihang R.; Jacobs, Kris - 2013

Persistent link: https://www.econbiz.de/10010226790

Size matters : the impact of financial liberalization on individual firms

Chritoffersen, Peter; Chung, Hyunchul; Errunza, Vihang R. - In: Journal of international money and finance 25 (2006) 8, pp. 1296-1318

Persistent link: https://www.econbiz.de/10003398660

Behavior of international stock return distributions : a simple test of functional form

Errunza, Vihang R. - In: International review of economics & finance : IREF 5 (1996) 1, pp. 51-61

Persistent link: https://www.econbiz.de/10001205989

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

How is liquidity priced in global markets?

Chaieb, Ines; Errunza, Vihang R.; Langlois, Hugues - In: The review of financial studies 34 (2021) 9, pp. 4216-4268

Persistent link: https://www.econbiz.de/10012621495