Santiago Ruiz de Vargas

NOERR AG WPG StBG - Advisory Services

Partner

Brienner Str. 28

Munich, Bavaria 80333

Germany

http://www.noerr.com

SCHOLARLY PAPERS

4

DOWNLOADS

533

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Local, Global, and International CAPM: For Which Countries Does Model Choice Matter?

Journal of Investment Management, Forthcoming, University of Connecticut School of Business Research Paper No. 18-04
Number of pages: 35 Posted: 22 Aug 2017 Last Revised: 01 Aug 2019
Demissew Diro Ejara, Alain A. Krapl, Thomas J. O'Brien and Santiago Ruiz de Vargas
University of New Haven, Northern Kentucky University - Department of Economics and Finance, University of Connecticut - Department of Finance and NOERR AG WPG StBG - Advisory Services
Downloads 253 (122,660)

Abstract:

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Discount rate, International CAPM, Global CAPM, Local CAPM, currency risk

The Adjusted Big Mac Methodology: A Clarification

Forthcoming, Journal of International Financial Management and Accounting
Number of pages: 21 Posted: 08 Sep 2015 Last Revised: 12 Sep 2017
Thomas J. O'Brien and Santiago Ruiz de Vargas
University of Connecticut - Department of Finance and NOERR AG WPG StBG - Advisory Services
Downloads 130 (223,469)

Abstract:

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Adjusted Big Mac Index, Currency, Foreign Exchange, Valuation, Purchasing Power Parity, Penn Effect, Balassa-Samuelson Effect

3.

Currency Indexes and Consistent Currency Misvaluation: Illustrations using Big Mac Data

Research in International Business and Finance, April 2019, 464-474
Number of pages: 26 Posted: 24 Apr 2016 Last Revised: 04 Apr 2019
Thomas J. O'Brien and Santiago Ruiz de Vargas
University of Connecticut - Department of Finance and NOERR AG WPG StBG - Advisory Services
Downloads 99 (270,990)

Abstract:

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Exchange rates; currency misvaluation; currency index; Big Mac

4.

Corporate Valuation in an International Context with the Global CAPM from a German Perspective

in Schwetzler/Aders (Eds.), Jahrbuch der Unternehmensbewertung 2016, pp. 129-141 and pp. 143-155 , BewertungsPraktiker 2/2015, pp. 50-60, BewertungsPraktiker 1/2015, pp. 2-13
Number of pages: 35 Posted: 22 Feb 2018 Last Revised: 07 Oct 2018
Santiago Ruiz de Vargas and Wolfgang Breuer
NOERR AG WPG StBG - Advisory Services and RWTH Aachen University
Downloads 51 (391,032)

Abstract:

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Corporate Valuation; Cost of Equity; Global CAPM, Local CAPM; Uncovered Interest Rate Parity; Risk-Adjusted Exchange Rate Forecasting