메뉴 건너뛰기




Volumn 52, Issue 6, 1996, Pages 29-46

Political risk, economic risk, and financial risk

Author keywords

[No Author keywords available]

Indexed keywords


EID: 3042972701     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v52.n6.2038     Document Type: Article
Times cited : (332)

References (37)
  • 1
    • 77957186796 scopus 로고
    • Market Integration and Investment Barriers in Emerging Equity Markets
    • Bekaert, Geert. 1995. "Market Integration and Investment Barriers in Emerging Equity Markets." World Bank Economic Review, vol. 9, no. 1:75-107.
    • (1995) World Bank Economic Review , vol.9 , Issue.1 , pp. 75-107
    • Bekaert, G.1
  • 4
    • 3042948599 scopus 로고    scopus 로고
    • Emerging Equity Market Volatility
    • forthcoming
    • _. 1996. "Emerging Equity Market Volatility." Journal of Financial Economics, forthcoming.
    • (1996) Journal of Financial Economics
  • 5
    • 0001366584 scopus 로고
    • Capital Market Equilibrium with Restricted Borrowing
    • Black, Fischer. 1972. "Capital Market Equilibrium with Restricted Borrowing." Journal of Business, vol. 45, no. 3 (July):444-55.
    • (1972) Journal of Business , vol.45 , Issue.3 JULY , pp. 444-455
    • Black, F.1
  • 6
    • 2842520412 scopus 로고    scopus 로고
    • Political Risk in Emerging and Developed Markets
    • 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):71-76.
    • (1996) Financial Analysts Journal , vol.52 , Issue.3 MAY-JUNE , pp. 71-76
    • Diamonte, R.1    Liew, J.M.2    Stevens, R.L.3
  • 7
    • 0011594085 scopus 로고
    • National Risk in Global Fixed Income Allocation
    • Erb, Claude B., Campbell R. Harvey, and Tadas E. Viskanta. 1994. "National Risk in Global Fixed Income Allocation." Journal of Fixed Income, vol. 4, no. 2 (September):17-26.
    • (1994) Journal of Fixed Income , vol.4 , Issue.2 SEPTEMBER , pp. 17-26
    • Erb, C.B.1    Harvey, C.R.2    Viskanta, T.E.3
  • 8
    • 0344063830 scopus 로고
    • Country Risk and Global Equity Selection
    • _. 1995. "Country Risk and Global Equity Selection." Journal of Portfolio Management, vol. 21, no. 2 (Winter):74-83.
    • (1995) Journal of Portfolio Management , vol.21 , Issue.2 WINTER , pp. 74-83
  • 9
    • 0030099622 scopus 로고    scopus 로고
    • Expected Returns and Volatility in 135 Countries
    • _. 1996. "Expected Returns and Volatility in 135 Countries." Journal of Portfolio Management, vol. 21, no. 3 (Spring):46-58.
    • (1996) Journal of Portfolio Management , vol.21 , Issue.3 SPRING , pp. 46-58
  • 10
    • 84944837552 scopus 로고
    • International Asset Pricing under Mild Segmentation: Theory and Test
    • Errunza, Vihang R., and Etienne Losq. 1985. "International Asset Pricing under Mild Segmentation: Theory and Test." Journal of Finance, vol. 40, no. 1 (March):105-24.
    • (1985) Journal of Finance , vol.40 , Issue.1 MARCH , pp. 105-124
    • Errunza, V.R.1    Losq, E.2
  • 11
    • 0000928969 scopus 로고
    • Risk, Return and Equilibrium: Empirical Tests
    • Fama, Eugene F., and James D. MacBeth. 1973. "Risk, Return and Equilibrium: Empirical Tests." Journal of Political Economy, vol. 81, no. 3 (May/June):607-36.
    • (1973) Journal of Political Economy , vol.81 , Issue.3 MAY-JUNE , pp. 607-636
    • Fama, E.F.1    MacBeth, J.D.2
  • 12
    • 84934453931 scopus 로고
    • The Variation of Economic Risk Premiums
    • Ferson, Wayne E., and Campbell R. Harvey. 1991. "The Variation of Economic Risk Premiums." Journal of Political Economy, vol. 99, no. 2 (April):385-415.
    • (1991) Journal of Political Economy , vol.99 , Issue.2 APRIL , pp. 385-415
    • Ferson, W.E.1    Harvey, C.R.2
  • 13
    • 21344486016 scopus 로고
    • The Risk and Predictability of International Equity Returns
    • _. 1993. "The Risk and Predictability of International Equity Returns." Review of Financial Studies, vol. 6, no. 3:527-66.
    • (1993) Review of Financial Studies , vol.6 , Issue.3 , pp. 527-566
  • 14
    • 0010785505 scopus 로고
    • An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns
    • edited by Jeffrey Frankel. Chicago: University of Chicago Press
    • _. 1994. "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns." In The Internationalization of Equity Markets, edited by Jeffrey Frankel. Chicago: University of Chicago Press.
    • (1994) The Internationalization of Equity Markets
  • 15
    • 3042985965 scopus 로고    scopus 로고
    • Fundamental Determinants of National Equity Market Returns: A Perspective on Country Risk and Asset Pricing
    • forthcoming
    • _. 1996. "Fundamental Determinants of National Equity Market Returns: A Perspective on Country Risk and Asset Pricing." Journal of Banking and Finance, forthcoming.
    • (1996) Journal of Banking and Finance
  • 16
    • 33750176969 scopus 로고
    • Multivariate Tests of Financial Models: A New Approach
    • Gibbons, Michael R. 1982. "Multivariate Tests of Financial Models: A New Approach." Journal of Financial Economics, vol. 10, no. 1 (March):3-27.
    • (1982) Journal of Financial Economics , vol.10 , Issue.1 MARCH , pp. 3-27
    • Gibbons, M.R.1
  • 18
    • 84977722638 scopus 로고
    • The World Price of Covariance Risk
    • Harvey, Campbell R. 1991. "The World Price of Covariance Risk." The Journal of Finance, vol. 46, no. 1 (March):111-57.
    • (1991) The Journal of Finance , vol.46 , Issue.1 MARCH , pp. 111-157
    • Harvey, C.R.1
  • 19
    • 0001893729 scopus 로고
    • Portfolio Enhancement with Emerging Markets and Conditioning Information
    • edited by Stijn Claessens and Sudarshan Gooptu. Washington: World Bank
    • _. 1993. "Portfolio Enhancement with Emerging Markets and Conditioning Information." In Portfolio Investment in Developing Countries, edited by Stijn Claessens and Sudarshan Gooptu. Washington: World Bank:110-44.
    • (1993) Portfolio Investment in Developing Countries , pp. 110-144
  • 20
    • 21844487168 scopus 로고
    • Predictable Risk and Returns in Emerging Markets
    • _. 1995. "Predictable Risk and Returns in Emerging Markets." Review of Financial Studies, vol. 8, no. 3:773-816.
    • (1995) Review of Financial Studies , vol.8 , Issue.3 , pp. 773-816
  • 22
    • 38249002579 scopus 로고
    • International Asset Pricing with Alternative Distributional Assumptions
    • Harvey, Campbell R., and Guofu Zhou. 1993. "International Asset Pricing with Alternative Distributional Assumptions." Journal of Empirical Finance, vol. 1, no. 1:107-31.
    • (1993) Journal of Empirical Finance , vol.1 , Issue.1 , pp. 107-131
    • Harvey, C.R.1    Zhou, G.2
  • 24
    • 0003114587 scopus 로고
    • The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
    • Lintner, John. 1965. "The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets." Review of Economics and Statistics, vol. 47, no. 1:13-37.
    • (1965) Review of Economics and Statistics , vol.47 , Issue.1 , pp. 13-37
    • Lintner, J.1
  • 25
    • 49549135545 scopus 로고
    • The Arbitrage Theory of Capital Asset Pricing
    • Ross, Stephen A. 1976. "The Arbitrage Theory of Capital Asset Pricing." Journal of Economic Theory, vol. 13, no. 3:341-60.
    • (1976) Journal of Economic Theory , vol.13 , Issue.3 , pp. 341-360
    • Ross, S.A.1
  • 26
    • 0040520434 scopus 로고
    • Intertemporal Asset Pricing: An Empirical Investigation
    • Shanken, Jay. 1990. "Intertemporal Asset Pricing: An Empirical Investigation." Journal of Econometrics, vol. 45, no. 1 (July/ August):99-120.
    • (1990) Journal of Econometrics , vol.45 , Issue.1 JULY- AUGUST , pp. 99-120
    • Shanken, J.1
  • 27
    • 84980092818 scopus 로고
    • Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
    • Sharpe, William. 1964. "Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk." Journal of Finance, vol. 19, no. 3 (September):425-42.
    • (1964) Journal of Finance , vol.19 , Issue.3 SEPTEMBER , pp. 425-442
    • Sharpe, W.1
  • 28
    • 49549151896 scopus 로고
    • An Equilibrium Model of the International Capital Market
    • Solnik, Bruno. 1974a. "An Equilibrium Model of the International Capital Market." Journal of Economic Theory, vol. 8, no. 4:500-24.
    • (1974) Journal of Economic Theory , vol.8 , Issue.4 , pp. 500-524
    • Solnik, B.1
  • 29
    • 0002610773 scopus 로고
    • The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure
    • _. 1974b. "The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure." Journal of Finance, vol. 29, no. 2 (May):48-54.
    • (1974) Journal of Finance , vol.29 , Issue.2 MAY , pp. 48-54
  • 30
    • 0000732977 scopus 로고
    • Testing International Asset Pricing: Some Pessimistic Views
    • _. 1977. "Testing International Asset Pricing: Some Pessimistic Views." Journal of Finance, vol. 32, no. 2 (May): 503-11.
    • (1977) Journal of Finance , vol.32 , Issue.2 MAY , pp. 503-511
  • 31
    • 84944833518 scopus 로고
    • The Relationship between Stock Prices and Inflationary Expectations: The International Evidence
    • _. 1983a. "The Relationship between Stock Prices and Inflationary Expectations: The International Evidence." Journal of Finance, vol. 38, no. 1 (March):35-48.
    • (1983) Journal of Finance , vol.38 , Issue.1 MARCH , pp. 35-48
  • 32
    • 0001648896 scopus 로고
    • International Arbitrage Pricing Theory
    • _. 1983b. "International Arbitrage Pricing Theory." Journal of Finance, vol. 38, no. 2 (May):449-57.
    • (1983) Journal of Finance , vol.38 , Issue.2 MAY , pp. 449-457
  • 33
    • 49049141684 scopus 로고
    • On the Exclusion of Assets from Tests of the Two Parameter Model: A Sensitivity Analysis
    • Stambaugh, Robert F. 1982. "On the Exclusion of Assets from Tests of the Two Parameter Model: A Sensitivity Analysis." Journal of Financial Economics, vol. 10, no. 3 (November):237-68.
    • (1982) Journal of Financial Economics , vol.10 , Issue.3 NOVEMBER , pp. 237-268
    • Stambaugh, R.F.1
  • 34
    • 0001390304 scopus 로고
    • An Empirical Test of the Alternative Hypotheses of National and International Pricing of Risky Assets
    • Stehle, Richard. 1977. "An Empirical Test of the Alternative Hypotheses of National and International Pricing of Risky Assets." Journal of Finance, vol. 32, no. 2 (May):493-502.
    • (1977) Journal of Finance , vol.32 , Issue.2 MAY , pp. 493-502
    • Stehle, R.1
  • 35
    • 84977410476 scopus 로고
    • On the Effects of Barriers to International Investment
    • Stulz, Rene. 1981a. "On the Effects of Barriers to International Investment." Journal of Finance, vol. 36, no. 4 (September):923-34.
    • (1981) Journal of Finance , vol.36 , Issue.4 SEPTEMBER , pp. 923-934
    • Stulz, R.1
  • 36
    • 34249011954 scopus 로고
    • A Model of International Asset Pricing
    • _. 1981b. "A Model of International Asset Pricing." Journal of Financial Economics, vol. 9, no. 4 (December):383-106.
    • (1981) Journal of Financial Economics , vol.9 , Issue.4 DECEMBER , pp. 383-1106
  • 37
    • 0003426437 scopus 로고
    • Washington: International Finance Corporation
    • World Bank. 1993. Emerging Stock Markets Factbook. Washington: International Finance Corporation.
    • (1993) Emerging Stock Markets Factbook


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.