Fabiola Ravazzolo

City University London

Frobisher Crescent

Barbican Centre

London, EC1V OHB

United Kingdom

SCHOLARLY PAPERS

5

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Top 16,254

in Total Papers Downloads

2,882

CITATIONS
Rank 7,402

SSRN RANKINGS

Top 7,402

in Total Papers Citations

64

Scholarly Papers (5)

1.

Stock Prices and Exchange Rate Dynamics

EFMA 2000 Athens, Cass Business School Research Paper
Number of pages: 40 Posted: 18 Dec 2000
Fabiola Ravazzolo and Kate Phylaktis
City University London and City University London - Sir John Cass Business School
Downloads 1,326 (13,779)
Citation 17

Abstract:

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Stock markets, foreign exchange markets, capital market integration, Asian financial crisis, and Pacific Basin capital markets

2.
Downloads 490 ( 35,554)
Citation 5

Currency Risk in Emerging Equity Markets

City University Business School, Finance Working Paper
Number of pages: 51 Posted: 06 Mar 2002
Fabiola Ravazzolo and Kate Phylaktis
City University London and City University London - Sir John Cass Business School
Downloads 490 (55,083)
Citation 5

Abstract:

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International capital asset pricing models (ICAPM), currency risk, capital market integration, emerging markets, and Pacific-Basin capital markets

3.

Stock Market Linkages in Emerging Markets: Implications for International Portfolio Diversification

Cass Business School Research Paper
Number of pages: 26 Posted: 09 Jul 2004
Fabiola Ravazzolo and Kate Phylaktis
City University London and City University London - Sir John Cass Business School
Downloads 574 (45,558)
Citation 16

Abstract:

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Capital market linkages, emerging markets, common stochastic trends, international portfolio diversification

4.

Measuring Financial and Economic Integration with Equity Prices in Emerging Markets

EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 53 Posted: 20 Jun 2002
Fabiola Ravazzolo and Kate Phylaktis
City University London and City University London - Sir John Cass Business School
Downloads 278 (107,374)
Citation 23

Abstract:

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Capital market integration; emerging markets; and Pacific-Basin capital markets

5.

Country Funds: A Channel for Emerging Equity Markets Integration

EFMA 2001 Lugano Meetings, Cass Business School Research Paper
Number of pages: 32 Posted: 14 Jun 2001
Fabiola Ravazzolo and Kate Phylaktis
City University London and City University London - Sir John Cass Business School
Downloads 214 (139,819)
Citation 3

Abstract:

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Capital market integration, emerging markets, common stochastic trends