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

Khaled Guesmi, Ilyes Abid, Mohamed Hedi Arouri and Frédéric Teulon

No 2014-322, Working Papers from Department of Research, Ipag Business School

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

Keywords: CAPM; risk premium; financial markets; emerging markets. (search for similar items in EconPapers)
Pages: 15 pages
Date: 2014-01-01
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Citations: View citations in EconPapers (15)

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Related works:
Journal Article: On the Determinants of Equity International Risk Premium: Are Emerging Zones Different? (2013)
Working Paper: On the Determinants of Equity International Risk Premium: Are Emerging Zones Differents? (2013)
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