Vihang Errunza
Affiliations: | McGill University, Montreal, QC, Canada |
Area:
FinanceGoogle:
"Vihang Errunza"Children
Sign in to add trainee| Basma Majerbi | grad student | 2004 | McGill |
| Thanh H. Ta | grad student | 2012 | McGill |
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Publications
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| Chaieb I, Errunza V, Brandon RG. (2020) Measuring Sovereign Bond Market Integration Review of Financial Studies. 33: 3446-3491 |
| Errunza V, Ta H. (2015) The Impact of Investability on Asset Valuation Journal of Financial and Quantitative Analysis. 1-29 |
| Carrieri F, Errunza V, Sarkissian S. (2012) The Dynamics of Geographic Versus Sectoral Diversification: Is There a Link to the Real Economy? Quarterly Journal of Finance. 2: 1-41 |
| Christoffersen PF, Errunza V, Jacobs K, et al. (2012) Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach Review of Financial Studies. 25: 3711-3751 |
| Christoffersen P, Chung H, Errunza V. (2006) Size matters: The impact of financial liberalization on individual firms Journal of International Money and Finance. 25: 1296-1318 |
| Carrieri F, Errunza V, Majerbi B. (2006) Local risk factors in emerging markets: Are they separately priced? Journal of Empirical Finance. 13: 444-461 |
| Carrieri F, Errunza V, Sarkissian S. (2004) Industry Risk and Market Integration Management Science. 50: 207-221 |
| Errunza V. (2001) Foreign Portfolio Equity Investments, Financial Liberalization, and Economic Development Review of International Economics. 9: 703-726 |
| Errunza V, Hogan K, Hung M. (1999) Can the Gains from International Diversification Be Achieved without Trading Abroad Journal of Finance. 54: 2075-2107 |
| Errunza V, Senbet LW, Hogan K. (1998) The Pricing of Country Funds from Emerging Markets: Theory and Evidence International Journal of Theoretical and Applied Finance. 1: 111-143 |