Demographics and international investments

Financial Analysts Journal

Volumn 53, Issue 4, 1997, Pages 14-28

  Erb, Claude B ^a   Harvey, Campbell R ^b,c   Viskanta, Tadas E ^a  

^a First Chicago NBD Investm Mgmt Co   (United States)

^b DUKE UNIVERSITY   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0011284999     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v53.n4.2096     Document Type: Article

References (15)

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2. Bekaert, Geert, and Campbell R. Harvey. 1995. "Time-Varying World Market Integration." Journal of Finance, vol. 50, no. 2 (June):403-44.
3. _. 1997. "Emerging Equity Market Volatility." Journal of Financial Economics, vol. 43, no. 1 (January):29-78.
4. Diamonte, Robin, John M. Liew, and Ross L. Stevens. 1996. "Political Risk in Emerging and Developed Markets." Financial Analysts Journal, vol. 52, no. 3 (May/June):71-6.
5. Erb, Claude B., Campbell R. Harvey, and Tadas E. Viskanta. 1996a. "Political Risk, Economic Risk, and Financial Risk." Financial Analysts Journal, vol. 52, no. 6 (November/December):29-46. An earlier draft of this article can be found at http://wvw.duke.edu/~charvey/Country_risk/couindex.htm.
6. _. 1996b. "The Influence of Political, Economic, and Financial Risk on Expected Fixed-Income Returns." Journal of Fixed Income, vol. 6, no. 1 (June):7-29.
7. Ferson, Wayne E., and Campbell R. Harvey. 1994. "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns." In The Internationalization of Equity Markets, edited by Jeffrey Frankel. Chicago, IL: University of Chicago Press:59-138.
8. _. 1996. "Modeling the Fundamental Determinants of National Equity Market Returns: A Perspective on Country Risk and Asset Pricing." Working paper, Duke University.
9. Goetzmann, William N., and Philippe Jorion. 1996. "Reemerging Markets." Working paper, Yale University.
10. Harlow, W. Van III. 1993. "Political Risk and Asset Markets." Boston, MA: Fidelity Investments Monograph.
11. Harlow, W. Van III, and Keith C. Brown. 1990. The Role of Risk Tolerance in the Asset Allocation Process: A New Perspective. Charlottesville, VA: The Research Foundation of the Institute of Chartered Financial Analysts.
12. Harvey, Campbell R. 1995. "Predictable Risk and Returns in Emerging Markets." Review of Financial Studies, vol. 8, no. 3 (Fall):773-816.
13. Riley, William B., and K. Victor Chow. 1992. "Asset Allocation and Individual Risk Aversion." Financial Analysts Journal, vol. 48, no. 6 (November/December):32-37.
14. United Nations. 1994a. Demographic Indicators. New York: United Nations.
15. _. 1994b. Sex and Age Annual. New York: United Nations.