Expropriation Risk and Return in Global Equity Markets
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Cited by:
- Eduardo Walker H., 2006. "Currency Hedging and International Portfolio Investments: a Local Perspective," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 9(2), pages 41-59, August.
- Adler, Michael & Qi, Rong, 2003. "Mexico's integration into the North American capital market," Emerging Markets Review, Elsevier, vol. 4(2), pages 91-120, June.
- Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2023.
"Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds,"
Journal of International Economics, Elsevier, vol. 140(C).
- Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2020. "Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds," CEPR Discussion Papers 14986, C.E.P.R. Discussion Papers.
- Mikhail Chernov & Drew Creal & Peter Hördahl, 2021. "Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds," BIS Working Papers 918, Bank for International Settlements.
- Mikhail Chernov & Drew D. Creal & Peter Hördahl, 2020. "Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds," NBER Working Papers 27500, National Bureau of Economic Research, Inc.
- Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, December.
- Eduardo Walker, 2016. "Cost of Capital in Emerging Markets: Bridging Gaps between Theory and Practice," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 53(1), pages 111-147, December.
- Mishra, Dev R. & O'Brien, Thomas J., 2005. "Risk and ex ante cost of equity estimates of emerging market firms," Emerging Markets Review, Elsevier, vol. 6(2), pages 107-120, June.
- Adam Zaremba, 2018. "Country Risk and Expected Returns Across Global Equity Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(4), pages 374-398, September.
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More about this item
Keywords
Sample Selectivity; Sovereign Risk; Peso Problem; World CAPM;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2002-12-17 (Corporate Finance)
- NEP-FIN-2002-12-17 (Finance)
- NEP-FMK-2002-12-17 (Financial Markets)
- NEP-RMG-2002-12-17 (Risk Management)
Statistics
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