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The price of microstructure risk on emerging stock markets : towards an integration of African financial markets

Hikouatcha, Prince; Bidias, Hans Patrick Menik; Kamdem, … - In: International Journal of Financial Markets and … 8 (2022) 3, pp. 244-274

Persistent link: https://www.econbiz.de/10013255833

A test of the revised interest parity in China and Asian emerging markets

Kim, Heeho; Cho, JooEun - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 23-41

Persistent link: https://www.econbiz.de/10009503134

Country risk at investing in capital markets : the case of Italy

Chovancová, Božena; Árendáš, Peter; Slobodník, Patrik - In: Problems and perspectives in management : PPM ; … 17 (2019) 2, pp. 440-448

Persistent link: https://www.econbiz.de/10012122585

Understanding emerging market equity risk premia : industries, governance and macroeconomic policy uncertainty

Donadelli, Michael; Persha, Lauren - In: Research in international business and finance 30 (2014), pp. 283-309

Persistent link: https://www.econbiz.de/10010391759

Do global risk perceptions play a role in emerging market equity return volatilies?

Hacihasanoglu, Erk; Simga-Mugan, Can; Soytas, Ugur - In: Emerging markets finance & trade : a journal of the … 48 (2012) 4, pp. 67-78

Persistent link: https://www.econbiz.de/10009682721

In search of distress risk in emerging markets

Asis, Gonzalo; Chari, Anusha; Haas, Adam - In: Journal of international economics 131 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10013167860

The Tail Risk of Emerging Stock Markets

Li, Xiaoming - 2009

This paper investigates tail risk in emerging stock markets by comparing the investable and noninvestable segments in … Student-t GJR-GARCH model and the symmetrized Joe-Clayton copula, we show most investable portfolios have lower tail risk but …

Persistent link: https://www.econbiz.de/10013159264

Appetite for Risk in Emerging Stock Markets

Roszkowska, Paulina - 2016

equities. We find that global financial crisis induced changes to domestic and international investors' appetite for risk …

Persistent link: https://www.econbiz.de/10013007456

Stock market uncertainty and uncovered equity parity deviation : evidence from Asia

Jung, Jiyong; Jung, Kuk Mo - In: Journal of Asian economics 73 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012802664

Global risk aversion and emerging market return comovements

Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121

Persistent link: https://www.econbiz.de/10012022952

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