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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

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

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

Is the potential for international diversification disappearing?

Christoffersen, Peter F.; Errunza, Vihang R.; Jacobs, Kris - 2010

Persistent link: https://www.econbiz.de/10009161197

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

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

Christoffersen, Peter F.; Errunza, Vihang R.; Jacobs, Kris - 2012

Persistent link: https://www.econbiz.de/10009667396

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

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