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Errunza, Vihang R. - In: Review of quantitative finance and accounting 1 (1991) 1, pp. 91-100

Persistent link: https://www.econbiz.de/10001102481

Market segmentation and noise trader risk

Errunza, Vihang R.; Hogan, Kedreth C.; Hung, Mao-Wei - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 85-100

Persistent link: https://www.econbiz.de/10001488355

The pricing of country funds from emerging markets : theory and evidence

Errunza, Vihang R. - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 111-143

Persistent link: https://www.econbiz.de/10001236672

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

An intertemporal international asset pricing model : theory and empirical evidence

Chang, Jow-ran; Errunza, Vihang R.; Hogan, Kedreth C.; … - In: European financial management : the journal of the … 11 (2005) 2, pp. 173-194

Persistent link: https://www.econbiz.de/10003061712

Market segmentation and the cost of capital in international equity markets

Errunza, Vihang R.; Miller, Darius P. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 4, pp. 577-600

Persistent link: https://www.econbiz.de/10001540814

Exchange risk and market integration

Chaieb, Ines; Errunza, Vihang R. - 2014

Market integration and currency risk are two main factors that distinguish international investment and financing decisions. Hence, we investigate the impact of currency factor on the dynamics of market integration. We compare integration indices estimated from conditional international asset...

Persistent link: https://www.econbiz.de/10010337959

Do emerging markets provide currency diversification benefits?

Chaieb, Ines; Errunza, Vihang R.; Majerbi, Basma - In: International journal of banking, accounting and finance 5 (2013/14) 1/2, pp. 102-120

Persistent link: https://www.econbiz.de/10010359126

Local risk factors in emerging markets : are they separately priced?

Carrieri, Francesca; Errunza, Vihang R.; Majerbi, Basma - In: Journal of empirical finance 13 (2006) 4/5, pp. 444-461

Persistent link: https://www.econbiz.de/10003370856

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