Sovereign Spreads and Emerging Market Equity Returns

Journal of Portfolio Management

Volumn 30, Issue 1, 2003, Pages

  Gendreau, Brian ^a   Heckman, Leila ^a  

^a Heckman Global Advisors   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0345531160     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2003.319924     Document Type: Article

References (12)

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2. Erb, Claude B., Campbell R. Harvey, and Tadas E. Viskanta. "Country Risk and Global Equity Selection." The Journal of Portfolio Management, Winter 1995, pp. 76-83.
3. _. "Political Risk, Economic Risk, and Financial Risk." Financial Analysts Journal, November/December 1996, pp. 29-46.
4. Fama, Eugene F., and Kenneth R. French. "Business Conditions and Expected Returns on Stocks and Bonds."Journal of Financial Economics, November 1989, pp. 23-49.
5. Gendreau, Brian, and Leila Heckman. "Sovereign Spreads and Emerging Market Equity Returns." Salomon Smith Barney, September 24, 1998.
6. Godfrey, Stephen, and Ramon Espinosa. "A Practical Approach to Calculating Costs of Equity for Investments in Emerging Markets." Journal of Applied Corporate Finance, Fall 1996, pp. 80-89.
7. Harvey, Campbell. "Predictable Risk and Returns in Emerging Markets." Review of Financial Studies, Fall 1995, pp. 773-816.
8. Heckman, Leila, and Brian Gendreau. "Interest Rates and Country Allocation Strategies." In Ross Bruner, ed., Global Equity Selection Strategies. Chicago: Glenlake Publishing Co., 1998.
9. Heckman, Leila, John Mullin, and Holly Sze. "Valuation Ratios and Cross-Country Equity Allocation." The Journal of Investing, Summer 1996, pp. 54-63.
10. Mariscal, Jorge, Kent Hargis, Andrew Baird, and Vincent Chan. "Emerging Market Discount Rates." Goldman Sachs, March 22, 1999.
11. Patel, Sandeep. "Cross-Sectional Variation in Emerging Markets Equity Returns January 1988-March 1997." Emerging Markets Quarterly, Spring 1998, pp. 57-70.
12. Sorensen, Eric, Laurence Price, Keith Miller, Daniel Cox, and Samuel Birnbaum. "The Salomon Smith Barney Global Equity Impact Cost Model." Salomon Smith Barney, December 1998.