Country risk and the cost of equity in emerging markets
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DOI: 10.1016/j.mulfin.2014.08.001
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- Gannon, Gerard L. & Thuraisamy, Kannan S., 2017. "Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 328-350.
- Aboura, Sofiane & Chevallier, Julien, 2015.
"Geographical diversification with a World Volatility Index,"
Journal of Multinational Financial Management, Elsevier, vol. 30(C), pages 62-82.
- Julien Chevallier & Sofiane Aboura, 2015. "Geographical Diversification with a World Volatility Index," Post-Print hal-01529755, HAL.
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More about this item
Keywords
Emerging markets; Equity returns; CAPM; Country risk; Sovereign credit risk;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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