The explanatory power of political risk in emerging markets

International Review of Financial Analysis

Volumn 11, Issue 1, 2002, Pages 1-27

  Bilson, Christopher M ^a   Brailsford, Timothy J ^a   Hooper, Vincent C ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Emerging stock markets; International asset pricing; Political risk

Indexed keywords

EID: 0036187078     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(01)00067-9     Document Type: Article

References (41)

1. International portfolio choice and corporation finance: A synthesis
2. Volatility in emerging stock markets
3. Interest rate parity theorem: A reinterpretation
4. Exchange rate fluctuations, political risk and stock returns: Some evidence from an emerging market
5. Market integration and investment barriers in emerging equity markets
6. Time-varying world market integration
7. Foreign speculators and emerging equity markets
8. The dynamics of emerging market equity flows
9. Economic determinants of evolution in international stock market integration
10. Option pricing and foreign investment under political risk
11. Return behaviour in emerging markets
12. Political risk and the benefits of international diversification
13. Barriers to portfolio investments in emerging stock markets
14. Political risk in emerging and developed markets
15. Emerging markets: A quantitative perspective
16. The world price of foreign exchange risk
17. Political risk, economic and financial risk
18. Gains from portfolio diversification in less developed countries' securities
19. Emerging markets: A new opportunity for improving global portfolio performance
20. Dividend yields and expected stock returns
21. The cross-section of expected stock returns
22. Size and book-to-market factors in earnings and returns
23. Risk, return and equilibrium: Empirical tests
24. Political structures as a predictor of radical political change
25. The risk exposure of emerging equity markets
26. Predictable risk and return in emerging markets
27. Stock market liberalization, economic reform and emerging market equity prices
28. Models of political risk for foreign investment and trade: An assessment of three approaches
29. Political risk assessment: An annotated biography
30. The pricing of exchange rate risk in the stock market
31. Stock return variation and expected dividends
32. A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
33. Credible privatization
34. Privatization, political risk and stock market development in emerging economies
35. Political risk as a variable in the TNC decision-making
36. Political risk: Identification and assessment
37. Stock volatility and the crash
38. An equilibrium model of the international capital market
39. A model of international asset pricing
40. Expropriation of private foreign investment