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Valuing political risk

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  • Clark, Ephraim

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File URL: http://www.sciencedirect.com/science/article/B6V9S-3SWY9KT-8/2/aa732b96ad47ba761c61885db517b237
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Bibliographic Info

Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 16 (1997)
Issue (Month): 3 (June)
Pages: 477-490

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Handle: RePEc:eee:jimfin:v:16:y:1997:i:3:p:477-490

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Web page: http://www.elsevier.com/locate/inca/30443

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References

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  1. Stephen J Kobrin, 1979. "Political Risk: A Review and Reconsideration," Journal of International Business Studies, Palgrave Macmillan, vol. 10(1), pages 67-80, March.
  2. Dumas, Bernard & Solnik, Bruno, 1995. " The World Price of Foreign Exchange Risk," Journal of Finance, American Finance Association, vol. 50(2), pages 445-79, June.
  3. Solnik, Bruno H., 1974. "An equilibrium model of the international capital market," Journal of Economic Theory, Elsevier, vol. 8(4), pages 500-524, August.
  4. Adler, Michael & Dumas, Bernard, 1983. " International Portfolio Choice and Corporation Finance: A Synthesis," Journal of Finance, American Finance Association, vol. 38(3), pages 925-84, June.
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Citations

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Cited by:
  1. Buch, Claudia M. & Heinrich, Ralph P. & Pierdzioch, Christian, 2001. "Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer?," Kiel Discussion Papers 381, Kiel Institute for the World Economy (IfW).
  2. Yi-Hsien Wang & Jui-Cheng Hung & Yen-Hsien Lee & Chung-Chu Chuang, 2012. "Computing regression quantiles to analysis the relationship between market behavior and political risk," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(4), pages 1047-1055, June.
  3. Davis, Graham A., 2001. "The Credibility of a Threat to Nationalize," Journal of Environmental Economics and Management, Elsevier, vol. 42(2), pages 119-139, September.
  4. Di Corato, Luca & Hess, Sebastian, 2012. "Foreign Investment In Farmland Under Uncertainty," 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012 133017, German Association of Agricultural Economists (GEWISOLA).
  5. Corato, Luca Di & Hess, Sebastian, 2013. "A Dynamic Stochastic Programming Framework for Modeling Large Scale Land Deals in Developing Countries," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150190, Agricultural and Applied Economics Association.
  6. Sottile, Pedro, 2013. "On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina," Emerging Markets Review, Elsevier, vol. 15(C), pages 160-185.
  7. Gilroy, Bernard Michael & Lukas, Elmar, 2006. "The choice between greenfield investment and cross-border acquisition: A real option approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(3), pages 447-465, July.
  8. Luca Di Corato, 2010. "Profit Sharing under the Threat of Nationalization," Working Papers 2010.5, Fondazione Eni Enrico Mattei.
  9. Luca Di Corato & Sebastian Hess, 2014. "Farmland Investments in Africa: What’s the Deal?," Working Papers 2014.23, Fondazione Eni Enrico Mattei.
  10. Ephraim Clark & Radu Tunaru, 2003. "Quantification of political risk with multiple dependent sources," Journal of Economics and Finance, Springer, vol. 27(2), pages 125-135, June.
  11. Gilroy, Bernard Michael & Broll, Udo, 2005. "Managing Credit Risk with Credit Derivatives," MPRA Paper 17678, University Library of Munich, Germany.
  12. Lee, Bong-Soo & Min, Byung S., 2011. "Exchange rates and FDI strategies of multinational enterprises," Pacific-Basin Finance Journal, Elsevier, vol. 19(5), pages 586-603, November.
  13. Lukas, Elmar, 2007. "Dynamic market entry and the value of flexibility in transitional international joint ventures," Review of Financial Economics, Elsevier, vol. 16(1), pages 91-110.
  14. Petre Brezeanu & Lucian Ionescu & Cristina Maria Triandafil, 2009. "Country Risk Within CEE Area: Empirical Perspective on Corporate Cost of Equity," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(3), pages 81-86.
  15. Goriaev, Alexei P. & Sonin, Konstantin, 2005. "Is Political Risk Company-Specific? The Market Side of the Yukos Affair," CEPR Discussion Papers 5076, C.E.P.R. Discussion Papers.
  16. Tirtiroglu, Dogan & Bhabra, Harjeet S. & Lel, Ugur, 2004. "Political uncertainty and asset valuation: Evidence from business relocations in Canada," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2237-2258, September.
  17. Lukas, Elmar, 2013. "Modeling the transitional dynamics of international joint venture policies: An option pricing approach," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 21-36.
  18. Elmar Lukas, 2005. "Sequential International Joint-Ventures and the Option to Choose," International Finance 0504007, EconWPA, revised 15 Nov 2005.
  19. Radu Tunaru & Ephraim Clark, 2005. "The Evolution of International Political Risk 1956-2001," Money Macro and Finance (MMF) Research Group Conference 2005 37, Money Macro and Finance Research Group.
  20. Di Corato, Luca & Hess, Sebastian, 2013. "Farmland Investments in Africa: What’s the Deal?," Working Paper Series 2013:10, Department Economics, Swedish University of Agricultural Sciences.
  21. Martzoukos, Spiros H. & Trigeorgis, Lenos, 2002. "Real (investment) options with multiple sources of rare events," European Journal of Operational Research, Elsevier, vol. 136(3), pages 696-706, February.
  22. Yi-Hsien Wang & Jui-Cheng Hung & Hsiu-Hsueh Kao & Kuang-Hsun Shih, 2011. "Long-term relationship between political behavior and stock market return: new evidence from quantile regression," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(6), pages 1361-1367, October.

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