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Country Risk and Global Equity Selection
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Country Risk and Global Equity Selection (1995)Country Risk and Global Equity SelectionAsymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models (2015)Asymmetric Linkages between B…The World Business Cycle and Expected Returns (2012)The World Business Cycle and …The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price (2012)The dynamics of BRICS's count…International Diversification Works (Eventually) (2011)International Diversification…Stock Market Reaction to Good and Bad Political News (2010)Stock Market Reaction to Good…Macro and non-macro explanatory factors of Chinese hotel stock returns (2006)Macro and non-macro explanato…The practice of investment valuation in emerging markets: Evidence from Argentina (2005)The practice of investment va…Risk and return in emerging markets: Family matters (2005)Risk and return in emerging m…Counting the investor vote: political business cycle effects on sovereign bond spreads in developing countries (2004)Counting the investor vote: p…Country risk and stock market volatility, predictability, and diversification in the Middle East and Africa (2003)Country risk and stock market…Trading rule profits in Latin American currency spot rates (2001)Trading rule profits in Latin…The valuation of closely-held companies in Latin America (2001)The valuation of closely-held…Country risk, country risk indices and valuation of FDI: a real options approach (2001)Country risk, country risk in…FOREIGN ACQUISITIONS IN CENTRAL AND EASTERN EUROPE: OUTCOMES OF PRIVATIZATION IN TRANSITIONAL ECONOMIES. 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(2008)Financial Risk Measurement for Financial Risk Management (2013)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1998)Testing for unit roots in heterogeneous panels (2003)The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa (2017)Exchange rate returns and volatility: the role of time-varying rare disaster risks (2018)Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty (2019)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Information Linkages Among BRICS Countries: Empirical Evidence from Implied Volatility Indices (2019)A cross-country and country-specific modelling of stock market performance, bank development and global equity index in emerging market economies: A case of BRICS countries (2020)Time‐Varying World Market Integration (1995)Conditional Skewness in Asset Pricing Tests (2000)The equity risk premium: emerging vs. developed markets (2003)Liquidity and Return Relationships in an Emerging Market (2014)
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  • 2000FOREIGN ACQUISITIONS IN CENTRAL AND EASTERN EUROPE: OUTCOMES OF PRIVATIZATION IN TRANSITIONAL ECONOMIES.207 cited
  • 1999The Cost of Equity in Emerging Markets: A Downside Risk Approach143 cited
  • 2004Counting the investor vote: political business cycle effects on sovereign bond spreads in developing countries133 cited
  • 2000A New Approach to Measuring Financial Contagion132 cited
  • 2006Macro and non-macro explanatory factors of Chinese hotel stock returns120 cited
  • 2001The valuation of closely-held companies in Latin America96 cited
  • 2003Country risk and stock market volatility, predictability, and diversification in the Middle East and Africa86 cited
  • 2005The practice of investment valuation in emerging markets: Evidence from Argentina80 cited
  • 2012The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price80 cited
  • 2015Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models76 cited
  • 2001Country risk, country risk indices and valuation of FDI: a real options approach72 cited
  • 2010Stock Market Reaction to Good and Bad Political News63 cited
  • 2005Risk and return in emerging markets: Family matters61 cited

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2011
International Diversification Works (Eventually)
59 cited
  • 2001Trading rule profits in Latin American currency spot rates56 cited
  • 2012The World Business Cycle and Expected Returns51 cited