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The sovereign spread in Asian emerging economies : the significance of external versus internal factors

Banerji, Sanjay; Ventouri, Alexia; Wang, Zilong - In: Economic modelling 36 (2014), pp. 566-576

Persistent link: https://www.econbiz.de/10010416353

Special issue: institutions, governance and finance in a globally connected environment

Banerji, Sanjay (ed.); Duygun, Meryem (ed.); … - 2019

Persistent link: https://www.econbiz.de/10012155368

Institutions, governance and finance in a globally connected environment

Banerji, Sanjay; Duygun, Meryem; Noe, Thomas H.; … - In: The journal of corporate finance : contracting, … 59 (2019), pp. 1-9

Persistent link: https://www.econbiz.de/10012155503

The sovereign spread in Asian emerging economies : the significance of external versus internal factors

Banerji, Sanjay; Ventouri, Alexia; Wang, Zilong - 2012

Persistent link: https://www.econbiz.de/10009664628

Behavior of international stock return distributions : a simple test of functional form

Errunza, Vihang R. - In: International review of economics & finance : IREF 5 (1996) 1, pp. 51-61

Persistent link: https://www.econbiz.de/10001205989

How does sovereign bond market integration relate to fundamentals and CDS spreads?

Chaieb, Ines; Errunza, Vihang R.; Gibson, Rajna - 2016

We find that the degree and dynamics of sovereign bond market integration across 21 developed and 18 emerging countries is significantly heterogeneous. We show that better spanning can significantly enhance market integration through dissipating local risk premiums. Integration of the sovereign...

Persistent link: https://www.econbiz.de/10011618981

Foreign portfolio equity investments, financial liberalization, and economic development

Errunza, Vihang R. - In: Review of international economics 9 (2001) 4, pp. 703-726

Persistent link: https://www.econbiz.de/10001624988

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

Property rights protection, corporate transparency, and growth

Durnev, Art; Errunza, Vihang R.; Molchanov, Alexander - In: Journal of international business studies : JIBS ; an … 40 (2009) 9, pp. 1533-1562

Persistent link: https://www.econbiz.de/10003918891

Do implicit barriers matter for globalization?

Carrieri, Francesca; Chaieb, Ines; Errunza, Vihang R. - In: The review of financial studies 26 (2013) 7, pp. 1694-1739

Persistent link: https://www.econbiz.de/10009778360