Effects of financial turmoil on financial integration and risk premia in emerging markets

Effects of financial turmoil on financial integration and risk premia in emerging markets

The aim of this article is to analyze how financial crises affect the dynamics of international financial integration and of the risk premia in emerging markets. Accordingly, we estimate a variant of the International Asset Pricing Model developed by Carrieri et al. (2007), allowing for time-varying...

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Bibliographic Details
Main Author: Boubakri, Salem (author)
Other Authors: Raymond, Hélène (author), Couharde, Cécile (author)
Published: 2016
Online Access:http://hdl.handle.net/20.500.12458/38
https://www.scopus.com/inward/record.uri?eid=2-s2.0-84973558378&doi=10.1016%2fj.jempfin.2016.06.001&partnerID=40&md5=14e9d9aada85eebcf5a5e4b3eec9a65c
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http://hdl.handle.net/20.500.12458/38
https://www.scopus.com/inward/record.uri?eid=2-s2.0-84973558378&doi=10.1016%2fj.jempfin.2016.06.001&partnerID=40&md5=14e9d9aada85eebcf5a5e4b3eec9a65c

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