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On market price of risk in Asian capital markets around the Asian flu

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  • Girard, Eric
  • Rahman, Hamid
  • Zaher, Tarek

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  • Girard, Eric & Rahman, Hamid & Zaher, Tarek, 2003. "On market price of risk in Asian capital markets around the Asian flu," International Review of Financial Analysis, Elsevier, vol. 12(3), pages 241-265.
    • Handle: RePEc:eee:finana:v:12:y:2003:i:3:p:241-265
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    Cited by:

    1. Girard, Eric & Omran, Mohamed, 2007. "What are the risks when investing in thin emerging equity markets: Evidence from the Arab world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(1), pages 102-123, February.
    2. Guermat, Cherif & Freeman, Mark C., 2010. "A net beta test of asset pricing models," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 1-9, January.

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