Andrea Kiguel

Columbia University - Columbia Business School

3022 Broadway

New York, NY 10027

United States

SCHOLARLY PAPERS

2

DOWNLOADS

501

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.
Downloads 440 ( 67,064)

Globalization and Asset Returns

Duke I&E Research Paper No. 2016-40, Columbia Business School Research Paper No. 16-64
Number of pages: 79 Posted: 28 Aug 2016
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, Columbia University - Columbia Business School and PriceWaterhouseCoopers LLP - Financial services
Downloads 440 (66,399)
Citation 4

Abstract:

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Market integration, market segmentation, financial openness, trade openness, contagion, convergence, return comovements

Globalization and Asset Returns

Annual Review of Financial Economics, Vol. 8, pp. 221-288, 2016
Posted: 18 Nov 2016
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, Columbia University - Columbia Business School and PriceWaterhouseCoopers LLP - Financial services

Abstract:

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2.

Variance Risk in Global Markets

Number of pages: 63 Posted: 29 Aug 2019
Geert Bekaert, Robert J. Hodrick and Andrea Kiguel
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and Columbia University - Columbia Business School
Downloads 61 (364,896)

Abstract:

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variance risk, asset pricing, emerging market returns, currency returns