International Asset Pricing Under Habit Formation and Idiosyncratic Consumption Risk

SSRN Electronic Journal ◽

10.2139/ssrn.479561 ◽

2003 ◽

Author(s):

Yuming Li ◽

Maosen Zhong

Keyword(s):

Asset Pricing ◽

Habit Formation ◽

International Asset Pricing ◽

Consumption Risk

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Asset Pricing with Idiosyncratic Consumption Risk and Epstein-Zin Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.1787055 ◽

2011 ◽

Author(s):

Bernard Dumas ◽

Semyon Malamud ◽

Michael C. Nowotny

Keyword(s):

Asset Pricing ◽

Consumption Risk

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Regionalism, Political Risk and Capital Market Segmentation in International Asset Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.255176 ◽

2001 ◽

Cited By ~ 10

Author(s):

Vince J. Hooper ◽

Richard Heaney

Keyword(s):

Asset Pricing ◽

Market Segmentation ◽

Capital Market ◽

Political Risk ◽

International Asset Pricing ◽

Capital Market Segmentation

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International Asset Pricing: Evidence from the Cross Section of Implied Cost of Capital

SSRN Electronic Journal ◽

10.2139/ssrn.485762 ◽

2003 ◽

Cited By ~ 8

Author(s):

Charles M.C. Lee ◽

David Ng ◽

B. Swaminathan

Keyword(s):

Asset Pricing ◽

Cross Section ◽

Cost Of Capital ◽

International Asset Pricing ◽

Implied Cost Of Capital ◽

The Cross

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A Three-Moment International Asset-Pricing Model: Theory and Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.845770 ◽

2005 ◽

Cited By ~ 7

Author(s):

Vihang R. Errunza ◽

Oumar Sy

Keyword(s):

Asset Pricing ◽

Model Theory ◽

International Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model

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An Empirical Test of the International Asset Pricing Factors : The Case of Consumer and Capital Goods Industry

INTERNATIONAL BUSINESS REVIEW ◽

10.21739/ibr.2000.12.4.1.61 ◽

2000 ◽

Vol 4 (1) ◽

pp. 61

Author(s):

Sang-Gun Lee ◽

Chang-Wan Kim

Keyword(s):

Asset Pricing ◽

Empirical Test ◽

International Asset Pricing ◽

Capital Goods ◽

Pricing Factors

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International asset pricing with alternative distributional specifications

Journal of Empirical Finance ◽

10.1016/0927-5398(93)90007-e ◽

1993 ◽

Vol 1 (1) ◽

pp. 107-131 ◽

Cited By ~ 76

Author(s):

Campbell R. Harvey ◽

Guofu Zhou

Keyword(s):

Asset Pricing ◽

International Asset Pricing

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International asset pricing under segmentation and PPP deviations

Journal of Financial Economics ◽

10.1016/j.jfineco.2006.06.008 ◽

2007 ◽

Vol 86 (2) ◽

pp. 543-578 ◽

Cited By ~ 38

Author(s):

Ines Chaieb ◽

Vihang Errunza

Keyword(s):

Asset Pricing ◽

International Asset Pricing

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TESTING INTERNATIONAL ASSET PRICING: SOME PESSIMISTIC VIEWS

The Journal of Finance ◽

10.1111/j.1540-6261.1977.tb03288.x ◽

1977 ◽

Vol 32 (2) ◽

pp. 503-512 ◽

Cited By ~ 57

Author(s):

Bruno H. Solnik

Keyword(s):

Asset Pricing ◽

International Asset Pricing

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International asset pricing with strategic business groups

Journal of Financial Economics ◽

10.1016/j.jfineco.2021.09.002 ◽

2021 ◽

Author(s):

Massimo Massa ◽

James O'Donovan ◽

Hong Zhang

Keyword(s):

Asset Pricing ◽

Business Groups ◽

International Asset Pricing

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International Asset Pricing

Multinational Finance ◽

10.1002/9781119203438.ch20 ◽

2015 ◽

pp. 563-589

Keyword(s):

Asset Pricing ◽

International Asset Pricing

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