COUNTRY RISK AND GLOBAL EQUITY SELECTION

被引:60
作者
ERB, CB
HARVEY, CR
VISKANTA, TE
机构
[1] DUKE UNIV,FUQUA SCH BUSINESS,DURHAM,NC 27708
[2] NATL BUR ECON RES,CAMBRIDGE,MA 02138
关键词
D O I
10.3905/jpm.1995.409504
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:74 / 83
页数:10
相关论文
共 15 条
[1]  
BEKAERT G, 1994, TIME VARYING GLOBAL
[2]  
CHAN L, 1991, J FINANCE
[3]  
DIVECHA AB, 1992, J PORTFOLIO MANA FAL, P41
[4]  
ERB CB, 1994, J FIXED INCOME SEP, P17
[5]  
FAMA EF, 1992, J FINANCE JUN, P427
[6]  
FERSON WE, 1994, COUNTRY RISK ASSET P
[7]  
Frankel J., 1994, INT EQUITY MARKETS
[8]  
HARVEY C, 1994, WORLD BANK EC REV
[9]  
HARVEY CR, 1994, RISK PREDICTABILITY
[10]  
KEPPLER A, 1993, J INVESTING FAL, P17