IDEAS home Printed from https://ideas.repec.org/p/ipg/wpaper/2014-322.html

On the determinants of equity international risk premium : Are emerging zones different ?

Author

Listed:
  • Khaled Guesmi
  • Ilyes Abid
  • Mohamed Hedi Arouri
  • Frédéric Teulon

Abstract

This article contributes to the financial literature by investigating the formation of the international stock risk premium in emerging market zones. Our results from the estimation of a dynamic augmented capital asset pricing model show that the curren

Suggested Citation

  • Khaled Guesmi & Ilyes Abid & Mohamed Hedi Arouri & Frédéric Teulon, 2014. "On the determinants of equity international risk premium : Are emerging zones different ?," Working Papers 2014-322, Department of Research, Ipag Business School.
    • Handle: RePEc:ipg:wpaper:2014-322
    as

    Download full text from publisher

    File URL: https://faculty-research.ipag.edu/wp-content/uploads/recherche/WP/IPAG_WP_2014_322.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. repec:ipg:wpaper:2014-604 is not listed on IDEAS
    2. repec:ipg:wpaper:2014-511 is not listed on IDEAS
    3. repec:ipg:wpaper:2014-492 is not listed on IDEAS
    4. repec:ipg:wpaper:2014-500 is not listed on IDEAS
    5. repec:ipg:wpaper:2014-444 is not listed on IDEAS
    6. repec:ipg:wpaper:2014-415 is not listed on IDEAS
    7. Guesmi, Khaled & Kablan, Sandrine, 2015. "Financial integration and Japanese stock market," MPRA Paper 70206, University Library of Munich, Germany.
    8. repec:ipg:wpaper:2014-462 is not listed on IDEAS
    9. repec:ipg:wpaper:2014-451 is not listed on IDEAS
    10. repec:ipg:wpaper:2014-468 is not listed on IDEAS
    11. repec:ipg:wpaper:2014-452 is not listed on IDEAS
    12. repec:ipg:wpaper:2014-531 is not listed on IDEAS
    13. repec:ipg:wpaper:2014-440 is not listed on IDEAS
    14. repec:ipg:wpaper:2014-394 is not listed on IDEAS
    15. repec:ipg:wpaper:2014-510 is not listed on IDEAS

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    JEL classification:

    • F0 - International Economics - - General
    • F5 - International Economics - - International Relations, National Security, and International Political Economy

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ipg:wpaper:2014-322. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ingmar Schumacher (email available below). General contact details of provider: https://edirc.repec.org/data/ipagpfr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.