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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

International asset pricing under mild segmentation : theory and test

Errunza, Vihang R.; Losq, Etienne - In: The journal of finance : the journal of the American … 40 (1985) 1, pp. 105-124

Persistent link: https://www.econbiz.de/10002128806

How risky are emerging markets? : myths and perceptions versus theory and evidence

Errunza, Vihang R. - In: The journal of portfolio management : a publication of … 14 (1987) 1, pp. 62-67

Persistent link: https://www.econbiz.de/10001114941

The behavior of stock prices on LDC markets

Errunza, Vihang R. - In: Journal of banking & finance 9 (1985) 4, pp. 561-575

Persistent link: https://www.econbiz.de/10001024315

Capital flow controls, international asset pricing, and investors' welfare : a multi-country framework

Errunza, Vihang R. - In: The journal of finance : the journal of the American … 44 (1989) 4, pp. 1025-1037

Persistent link: https://www.econbiz.de/10001072849

International Asset Pricing under Mild Segmentation: Theory and Test.

Errunza, Vihang; Losq, Etienne - In: Journal of Finance 40 (1985) 1, pp. 105-24

Persistent link: https://www.econbiz.de/10005214202

Capital Flow Controls, International Asset Pricing, and Investors' Welfare: A Multi-country Framework.

Errunza, Vihang; Losq, Etienne - In: Journal of Finance 44 (1989) 4, pp. 1025-37

This paper investigates the impact of capital flow restrictions on the pricing of securities, on the optimal portfolio compositions of investors of different nationalities, and on their welfare. Under capital flow controls, the equilibrium price of a security is determined jointly by its...

Persistent link: https://www.econbiz.de/10005334726