Local risk factors in emerging markets: Are they separately priced?

Journal of Empirical Finance

Volumn 13, Issue 4-5, 2006, Pages 444-461

  Carrieri, Francesca ^a   Errunza, Vihang ^a   Majerbi, Basma ^b  

^a MCGILL UNIVERSITY   (Canada)

^b UNIVERSITY OF VICTORIA   (Canada)

Author keywords

Currency risk; Emerging markets; Integration; International asset pricing; Local market risk; Segmentation

Indexed keywords

EID: 33747345966     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2005.12.002     Document Type: Article

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